deribit_basis_mean_reversion_long_v12

not live
15
closed trades
47%
win rate
-29.05
total pnl ($)
1.034
weight
7d window — n=2 wr=0% pnl=-20.30  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 15 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-18 05:03BTCBuy65328.3→63717.9-12.78stop_loss
06-16 17:34BTCBuy66713.3→65781.7-7.52timeout
06-15 13:16BTCBuy63874.2→66678.7+21.52take_profit
06-14 17:31BTCBuy64054.2→63867.8-1.98timeout
06-13 17:25BTCBuy63800.2→64013.8+1.22timeout
06-12 17:31BTCBuy62978.1→63794.8+6.01timeout
06-11 17:19BTCBuy62114.1→62370.9+1.54timeout
06-10 17:07BTCBuy61474.1→62174.9+5.19timeout
06-09 14:06BTCBuy63621.2→62055.9-12.75stop_loss
06-08 16:47BTCBuy62207.1→63569.8+10.41timeout
06-07 16:46BTCBuy60782→62186.9+11.06timeout
06-05 18:52BTCBuy60759→59264.4-12.76stop_loss
06-05 06:16BTCBuy63437.2→61874-12.73stop_loss
06-04 00:26BTCBuy65377.3→63769.9-12.74stop_loss
06-03 03:49BTCBuy67298.4→65642.9-12.75stop_loss

Paper vs Live

Paper (trades.jsonl)
15
closed
47%
win rate
-29.05
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 ($)
BTC1547%-38.2-29.05

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems