deribit_basis_mean_reversion_fear_gated_long_v2

not live
25
closed trades
48%
win rate
-66.19
total pnl ($)
1.066
weight
7d window — n=7 wr=57% pnl=-24.92  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 25 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 13:42BTCBuy61708.1→60188.9-12.75stop_loss
06-24 14:13BTCBuy62672.1→61128.4-12.76stop_loss
06-24 08:26BTCBuy62196.1→62656.9+3.19timeout
06-23 06:21BTCBuy64169.2→62588.6-12.79stop_loss
06-22 08:18BTCBuy64068.2→64232.8+0.78timeout
06-21 08:18BTCBuy63524.2→64069.8+3.75timeout
06-20 07:09BTCBuy62826.1→63595.8+5.67timeout
06-18 15:53BTCBuy64003.2→62428.6-12.63stop_loss
06-17 19:50BTCBuy65601.3→63964.8-12.94stop_loss
06-16 17:42BTCBuy66831.3→65701.7-8.99timeout
06-15 13:06BTCBuy63833.2→66638.7+21.54take_profit
06-14 17:36BTCBuy64104.2→63912.8-2.02timeout
06-13 17:31BTCBuy63755.2→64044.8+1.81timeout
06-12 16:59BTCBuy62555.1→63950.8+10.66timeout
06-11 16:38BTCBuy62314.1→62716.9+2.69timeout
06-10 16:38BTCBuy60955→62275.9+10.29timeout
06-09 12:36BTCBuy63423.2→62606.9-6.85timeout
06-08 12:29BTCBuy61937.1→63070.8+8.70timeout
06-07 12:23BTCBuy60838→61955.9+8.73timeout
06-05 13:59BTCBuy62201.1→60671.6-12.75stop_loss
06-05 06:03BTCBuy63639.2→62065.8-12.76stop_loss
06-03 19:55BTCBuy66888.3→65242.1-12.77stop_loss
06-02 15:30BTCBuy68926.4→67229-12.77stop_loss
06-02 07:03BTCBuy71428.6→69669.7-12.83stop_loss
05-31 11:18BTCBuy73563.7→73885.3+1.59timeout

Paper vs Live

Paper (trades.jsonl)
25
closed
48%
win rate
-66.19
total pnl ($)
-52.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2548%-52.4-66.19

Recent bounces (last 20 of 3)

timesymsidereason
06-26 10:58BTCBuybelow_min_notional_skip
06-25 09:39BTCBuybelow_min_notional_skip
06-24 09:43BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems