deribit_basis_mean_reversion_long_v11

not live
24
closed trades
50%
win rate
-46.46
total pnl ($)
1.219
weight
7d window — n=7 wr=57% pnl=+0.88  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 24 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 22:16BTCBuy63664.2→64285.8+4.43timeout
06-21 21:56BTCBuy63999.2→63744.8-2.43timeout
06-20 20:26BTCBuy63024.2→63913.8+6.64timeout
06-19 20:22BTCBuy63114.2→62968.9-1.64timeout
06-18 04:11BTCBuy65359.3→63746.9-12.79stop_loss
06-17 17:12BTCBuy65799.3→65916.7+0.38timeout
06-16 08:29BTCBuy65635.3→66510.7+6.30timeout
06-15 08:27BTCBuy64452.2→65668.7+8.98timeout
06-14 08:26BTCBuy63786.2→64443.8+4.68timeout
06-13 08:26BTCBuy63462.2→63779.8+1.95timeout
06-12 08:24BTCBuy62872.1→63484.8+4.33timeout
06-11 08:17BTCBuy61657.1→62773.9+8.48timeout
06-09 13:36BTCBuy63695.2→62115.8-12.85stop_loss
06-08 21:15BTCBuy61970.1→63711.8+13.57timeout
06-07 21:05BTCBuy60713→61731.9+7.96timeout
06-06 04:14BTCBuy61595.1→60075.9-12.79stop_loss
06-05 06:03BTCBuy63521.2→61950.9-12.78stop_loss
06-04 00:29BTCBuy65155.3→63553-12.74stop_loss
06-03 03:33BTCBuy67679.4→66014.7-12.75stop_loss
06-02 12:06BTCBuy71005.6→69246.9-12.89stop_loss
06-01 15:25BTCBuy73850.7→71111.9-19.10stop_loss
05-31 15:21BTCBuy73814.7→73665.3-1.49timeout
05-30 11:18BTCBuy73632.7→73572.3-0.92timeout
05-29 10:57BTCBuy73416.7→73639.3+1.02timeout

Paper vs Live

Paper (trades.jsonl)
24
closed
50%
win rate
-46.46
total pnl ($)
-38.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2450%-38.2-46.46

Recent bounces (last 20 of 2)

timesymsidereason
06-23 00:52BTCBuystale_intent
06-21 22:36BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems