deribit_basis_mean_reversion_fear_gated_long

not live
70
closed trades
46%
win rate
-232.74
total pnl ($)
0.800
weight
7d window — n=14 wr=43% pnl=-52.22  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 70 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 00:18BTCBuy59398→60188+6.23timeout
06-29 22:15BTCBuy59614→60432+6.41timeout
06-28 22:53BTCBuy60345→58845.6-12.89stop_loss
06-28 19:53BTCBuy60173→59339-7.36timeout
06-28 07:46BTCBuy60453→60196-2.61timeout
06-27 19:37BTCBuy59889→60055+0.98timeout
06-26 17:16BTCBuy59502→60168+5.03timeout
06-26 15:14BTCBuy59037→59790+5.88timeout
06-25 13:59BTCBuy59553→58088-12.69stop_loss
06-25 13:53BTCBuy60343→58778.7-13.36stop_loss
06-24 16:51BTCBuy61296.1→59749.1-13.05stop_loss
06-24 13:57BTCBuy62745.1→61199.3-12.77stop_loss
06-24 10:08BTCBuy62466.1→62626.9+0.77timeout
06-24 07:52BTCBuy62898.1→62607.9-2.81timeout
06-23 06:40BTCBuy64043.2→62886.9-9.51timeout
06-23 06:18BTCBuy64650.2→63040.3-12.92stop_loss
06-22 16:23BTCBuy64206.2→64702.8+3.43timeout
06-22 06:11BTCBuy64183.2→64234.8-0.06timeout
06-21 14:49BTCBuy63872.2→63997.8+0.60timeout
06-21 05:53BTCBuy63621.2→64203.8+4.13timeout
06-19 18:34BTCBuy62766.1→63125.8+2.40timeout
06-19 16:36BTCBuy62616.1→63259.8+4.70timeout
06-18 15:53BTCBuy64008.2→62431.6-12.68stop_loss
06-18 15:51BTCBuy64083.2→62506.6-12.61stop_loss
06-18 09:49BTCBuy64976.2→64222.8-6.35timeout
06-18 04:11BTCBuy65441.3→63828.9-12.79stop_loss
06-17 08:39BTCBuy66545.3→64906.3-12.77stop_loss
06-17 06:57BTCBuy66423.3→65575.7-6.86timeout
06-16 11:01BTCBuy65866.3→66491.7+4.25timeout
06-16 06:10BTCBuy65849.3→66142.7+1.83timeout
06-15 09:14BTCBuy64407.2→65661.7+9.31timeout
06-15 01:59BTCBuy64575.2→65452.7+6.32timeout
06-14 08:05BTCBuy63788.2→64373.8+4.02timeout
06-14 01:49BTCBuy63801.2→64612.8+5.94timeout
06-13 05:21BTCBuy63470.2→63541.8+0.13timeout
06-12 20:55BTCBuy63371.2→63386.8-0.35timeout
06-12 01:12BTCBuy61966.1→63454.8+11.45timeout
06-11 19:30BTCBuy61200.1→63886.8+21.39take_profit
06-10 19:00BTCBuy61758.1→61849.9+0.23timeout
06-10 15:12BTCBuy61594.1→61867.9+1.73timeout
06-09 14:21BTCBuy63159.2→61606.1-12.75stop_loss
06-09 13:23BTCBuy63822.2→62252.7-12.74stop_loss
06-08 21:36BTCBuy61767.1→63704.8+15.20timeout
06-08 15:20BTCBuy61724.1→64101.8+18.76timeout
06-07 20:01BTCBuy60557→61266.9+5.44timeout
06-07 13:54BTCBuy60750→61740.9+7.69timeout
06-06 18:57BTCBuy59501→60614+8.96timeout
06-06 04:27BTCBuy61396.1→59869.1-12.89stop_loss
06-05 18:52BTCBuy60890→59392.3-12.76stop_loss
06-05 18:43BTCBuy61331.1→59823.1-12.75stop_loss
06-05 14:26BTCBuy61913.1→60387.8-12.77stop_loss
06-05 13:56BTCBuy62554.1→61015.4-12.75stop_loss
06-05 06:23BTCBuy62727.1→61174.3-12.77stop_loss
06-05 02:23BTCBuy62791.1→62858.9+0.10timeout
06-04 09:27BTCBuy64388.2→62802.4-12.76stop_loss
06-04 00:53BTCBuy64588.2→62999.3-12.75stop_loss
06-04 00:29BTCBuy65054.3→63454.1-12.75stop_loss
06-03 20:55BTCBuy66420.3→64779.4-12.85stop_loss
06-03 19:44BTCBuy66886.3→65788.7-8.72timeout
06-03 03:43BTCBuy67499.4→65839.8-12.75stop_loss
06-02 14:27BTCBuy69477.5→67764.7-12.78stop_loss
06-02 14:10BTCBuy69993.5→68272.4-12.76stop_loss
06-01 22:25BTCBuy73471.7→71201.8-16.02stop_loss
06-01 22:25BTCBuy73745.7→71201.8-17.84stop_loss
05-31 15:23BTCBuy73868.7→73693.3-1.68timeout
05-30 21:06BTCBuy73674.7→73946.3+1.28timeout
05-30 15:06BTCBuy73328.7→73857.3+3.00timeout
05-30 12:08BTCBuy73349.7→73563.3+0.96timeout
05-30 09:53BTCBuy73710.7→73572.3-1.42timeout
05-30 07:50BTCBuy73373.7→73501.3+0.38timeout

Paper vs Live

Paper (trades.jsonl)
70
closed
46%
win rate
-232.74
total pnl ($)
-66.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7046%-66.1-232.74

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems