deribit_basis_mean_reversion_fear_gate_v5

not live
28
closed trades
43%
win rate
-95.46
total pnl ($)
0.964
weight
7d window — n=7 wr=43% pnl=-43.77  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 28 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 13:19BTCBuy60142→58662.7-12.76stop_loss
06-25 13:42BTCBuy61727.1→60208.9-12.74stop_loss
06-24 14:02BTCBuy62722.1→61179.3-12.75stop_loss
06-24 08:25BTCBuy62247.1→62662.9+2.80timeout
06-23 06:21BTCBuy64235.2→62649.5-12.83stop_loss
06-22 08:17BTCBuy64068.2→64236.8+0.79timeout
06-21 08:17BTCBuy63522.2→64062.8+3.71timeout
06-20 07:09BTCBuy62826.1→63595.8+5.67timeout
06-18 15:53BTCBuy64047.2→62471.6-12.74stop_loss
06-17 19:50BTCBuy65602.3→63975.8-12.86stop_loss
06-16 17:31BTCBuy66750.3→65689.7-8.49timeout
06-15 13:16BTCBuy63882.2→66686.7+21.52take_profit
06-14 17:31BTCBuy64071.2→63875.8-2.05timeout
06-13 18:01BTCBuy63874.2→63978.8+0.35timeout
06-12 17:34BTCBuy63242.2→63793.8+3.90timeout
06-11 17:06BTCBuy62259.1→62446.9+0.98timeout
06-10 17:08BTCBuy61433.1→62136.9+5.22timeout
06-09 14:11BTCBuy63526.2→61963.9-12.76stop_loss
06-08 17:06BTCBuy62208.1→63511.8+9.93timeout
06-07 16:30BTCBuy60589→62154.9+12.45timeout
06-05 18:51BTCBuy61066.1→59564.2-12.75stop_loss
06-05 06:03BTCBuy63636.2→62065.8-12.75stop_loss
06-04 00:24BTCBuy65520.3→63908.8-12.75stop_loss
06-03 03:50BTCBuy67205.4→65544.9-12.81stop_loss
06-02 12:34BTCBuy70850.5→69108-12.81stop_loss
05-31 16:56BTCBuy73895.7→73495.3-3.22timeout
05-30 14:16BTCBuy72989.6→73871.3+5.48timeout
05-29 13:26BTCBuy73056.7→72947.4-1.22timeout

Paper vs Live

Paper (trades.jsonl)
28
closed
43%
win rate
-95.46
total pnl ($)
-67.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2843%-67.5-95.46

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems