deribit_basis_mean_reversion_long_v13

not live
83
closed trades
33%
win rate
-328.06
total pnl ($)
0.250
weight
7d window — n=23 wr=17% pnl=-189.09  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 83 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 21:27BTCBuy59640→60391+5.98timeout
06-27 19:25BTCBuy59286→60291+8.11timeout
06-27 17:30BTCBuy59544→60550+7.99timeout
06-27 15:23BTCBuy59289→60697+11.44timeout
06-26 13:19BTCBuy60012→58534.8-12.77stop_loss
06-26 02:16BTCBuy60052→58574.8-12.75stop_loss
06-25 13:58BTCBuy59602→58136-12.67stop_loss
06-25 13:54BTCBuy60003→58526.8-12.67stop_loss
06-25 13:51BTCBuy60715→59217.4-12.73stop_loss
06-25 13:51BTCBuy60713→59217.4-12.70stop_loss
06-25 13:48BTCBuy60865→59368.3-12.69stop_loss
06-24 17:20BTCBuy60879→59368.3-12.84stop_loss
06-24 15:32BTCBuy62215.1→60684.6-12.65stop_loss
06-24 15:08BTCBuy62345.1→60811.5-12.68stop_loss
06-24 15:08BTCBuy62352.1→60816.5-12.70stop_loss
06-24 13:44BTCBuy62922.1→61373.2-12.75stop_loss
06-24 13:43BTCBuy62973.1→61421.2-12.77stop_loss
06-23 23:49BTCBuy63323.2→62699.9-5.36timeout
06-23 08:24BTCBuy63662.2→62092.8-12.70stop_loss
06-23 06:21BTCBuy64189.2→62607.5-12.82stop_loss
06-23 06:21BTCBuy64230.2→62643.5-12.81stop_loss
06-23 06:20BTCBuy64509.2→62915.4-12.83stop_loss
06-23 01:08BTCBuy64251.2→64207.8-0.72timeout
06-21 09:59BTCBuy62372.1→64172.8+13.77timeout
06-21 07:52BTCBuy62638.1→64181.8+11.88timeout
06-21 04:57BTCBuy62405.1→64292.8+14.70timeout
06-21 02:43BTCBuy62915.1→64216.8+9.86timeout
06-21 00:40BTCBuy62988.1→64267.8+9.61timeout
06-18 15:51BTCBuy64159.2→62575.6-12.73stop_loss
06-17 11:05BTCBuy66155.3→64525.5-12.84stop_loss
06-17 10:56BTCBuy66379.3→64744.4-12.87stop_loss
06-17 08:39BTCBuy66631.3→64992.2-12.80stop_loss
06-17 04:01BTCBuy65883.3→65807.7-1.12timeout
06-16 01:14BTCBuy64631.2→66242.7+12.03timeout
06-15 16:10BTCBuy64435.2→67264.6+21.41take_profit
06-15 15:47BTCBuy64348.2→67173.6+21.49take_profit
06-15 15:47BTCBuy64177.2→66996.6+21.50take_profit
06-15 01:49BTCBuy63789.2→65629.7+13.91timeout
06-14 05:18BTCBuy63506.2→64323.8+6.04timeout
06-14 00:32BTCBuy63611.2→64514.8+6.63timeout
06-13 22:02BTCBuy63518.2→64390.8+6.36timeout
06-13 17:41BTCBuy63320.2→64092.8+5.62timeout
06-12 14:49BTCBuy61910.1→63446.8+11.80timeout
06-11 18:00BTCBuy60988→63666.8+21.37take_profit
06-11 15:18BTCBuy61563.1→62592.9+7.72timeout
06-09 16:39BTCBuy62300.1→60764.6-12.79stop_loss
06-09 14:43BTCBuy62850.1→61304.3-12.78stop_loss
06-09 14:21BTCBuy63174.2→61618.1-12.77stop_loss
06-09 14:11BTCBuy63524.2→61954.9-12.81stop_loss
06-09 05:33BTCBuy61652.1→63410.8+13.77timeout
06-09 01:23BTCBuy61579.1→62747.9+9.05timeout
06-09 00:46BTCBuy64069.2→62493.6-12.75stop_loss
06-07 22:14BTCBuy61034.1→63713.8+21.52take_profit
06-07 22:14BTCBuy60673→63336.8+21.51take_profit
06-07 22:14BTCBuy60463→63117.8+21.51take_profit
06-07 05:18BTCBuy59458→62070.9+21.56take_profit
06-06 04:13BTCBuy61631.1→60114.9-12.76stop_loss
06-05 18:52BTCBuy60901→59403.3-12.76stop_loss
06-05 18:37BTCBuy61422.1→59911-12.76stop_loss
06-05 14:26BTCBuy61924.1→60399.8-12.76stop_loss
06-05 14:06BTCBuy61968.1→60438.7-12.79stop_loss
06-05 13:57BTCBuy62374.1→60837.5-12.77stop_loss
06-05 13:56BTCBuy62418.1→60883.5-12.76stop_loss
06-05 13:56BTCBuy62436.1→60899.5-12.76stop_loss
06-05 06:23BTCBuy62787.1→61242.3-12.69stop_loss
06-05 06:21BTCBuy63112.2→61560.1-12.74stop_loss
06-05 06:03BTCBuy63650.2→62079.8-12.74stop_loss
06-05 06:01BTCBuy63680.2→62111.8-12.73stop_loss
06-05 03:06BTCBuy63919.2→62344.7-12.73stop_loss
06-04 11:10BTCBuy63777.2→62208.8-12.73stop_loss
06-04 09:27BTCBuy64405.2→62808.4-12.84stop_loss
06-04 00:39BTCBuy64596.2→63007.3-12.75stop_loss
06-04 00:29BTCBuy65148.3→63546-12.74stop_loss
06-03 20:55BTCBuy66375.3→64739.4-12.81stop_loss
06-03 19:55BTCBuy66846.3→65167.1-13.06stop_loss
06-03 19:54BTCBuy67003.4→65356-12.80stop_loss
06-03 16:27BTCBuy67178.4→65523.9-12.79stop_loss
06-03 16:27BTCBuy67203.4→65548.9-12.77stop_loss
06-03 03:44BTCBuy67362.4→65705.8-12.75stop_loss
06-03 03:43BTCBuy67452.4→65792.8-12.76stop_loss
06-02 22:59BTCBuy68222.4→66240.5-14.98stop_loss
06-02 14:03BTCBuy70350.5→68588.3-12.99stop_loss
06-02 12:30BTCBuy70913.5→69165.9-12.83stop_loss

Paper vs Live

Paper (trades.jsonl)
83
closed
33%
win rate
-328.06
total pnl ($)
-78.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8333%-78.9-328.06

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems