deribit_basis_mean_reversion_fear_gated_v4

not live
28
closed trades
50%
win rate
-62.39
total pnl ($)
0.858
weight
7d window — n=6 wr=33% pnl=-40.29  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 28 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 23:45BTCBuy59711→60228+3.90timeout
06-28 18:48BTCBuy60495→59537-8.34timeout
06-26 13:19BTCBuy60187→58697.7-12.83stop_loss
06-25 13:42BTCBuy61712.1→60193.9-12.74stop_loss
06-24 14:02BTCBuy62722.1→61177.3-12.76stop_loss
06-24 08:25BTCBuy62285.1→62661.9+2.49timeout
06-23 06:21BTCBuy64250.2→62665.5-12.81stop_loss
06-22 08:17BTCBuy64069.2→64235.8+0.78timeout
06-21 08:17BTCBuy63522.2→64061.8+3.70timeout
06-20 07:09BTCBuy62826.1→63595.8+5.67timeout
06-18 15:38BTCBuy64398.2→62809.4-12.66stop_loss
06-17 22:03BTCBuy65563.3→63942.8-12.79stop_loss
06-16 17:05BTCBuy66839.3→65733.7-8.83timeout
06-15 13:16BTCBuy63931.2→66754.7+21.65take_profit
06-14 16:56BTCBuy64023.2→63931.8-1.20timeout
06-13 16:55BTCBuy63898.2→63965.8+0.08timeout
06-12 17:00BTCBuy62532.1→63952.8+10.87timeout
06-11 16:44BTCBuy62216.1→62625.9+2.78timeout
06-10 16:40BTCBuy60856→62282.9+11.18timeout
06-09 00:48BTCBuy64031.2→62456.6-12.75stop_loss
06-08 16:30BTCBuy62140.1→63816.8+12.94timeout
06-07 16:16BTCBuy60774→62162.9+10.88timeout
06-06 16:12BTCBuy59742→60741+7.95timeout
06-05 06:01BTCBuy63701.2→62133.8-12.71stop_loss
06-04 00:26BTCBuy65377.3→63769.9-12.74stop_loss
06-03 03:50BTCBuy67134.4→65473-12.83stop_loss
06-02 12:31BTCBuy70886.5→69142-12.82stop_loss
05-31 11:18BTCBuy73563.7→73885.3+1.60timeout

Paper vs Live

Paper (trades.jsonl)
28
closed
50%
win rate
-62.39
total pnl ($)
-44.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2850%-44.0-62.39

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems