deribit_basis_mean_reversion_long_v17

not live
45
closed trades
56%
win rate
-12.58
total pnl ($)
1.285
weight
7d window — n=3 wr=67% pnl=+9.19  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 45 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-16 15:10BTCBuy65755.3→65747.7-0.66timeout
06-16 08:58BTCBuy66490.3→66894.7+3.11timeout
06-15 21:04BTCBuy65670.3→66470.7+6.74timeout
06-15 14:44BTCBuy65573.3→66482.7+7.79timeout
06-15 08:33BTCBuy63908.2→65676.7+16.07timeout
06-15 02:26BTCBuy64245.2→65636.7+12.43timeout
06-14 20:23BTCBuy64479.2→63884.8-6.10timeout
06-14 14:19BTCBuy64592.2→64261.8-3.61timeout
06-14 08:16BTCBuy64268.2→64476.8+1.38timeout
06-14 01:22BTCBuy64153.2→64650.8+4.14timeout
06-13 19:23BTCBuy63716.2→64163.8+3.67timeout
06-13 14:07BTCBuy63778.2→64115.8+2.61timeout
06-13 08:04BTCBuy63643.2→63778.8+0.68timeout
06-12 19:44BTCBuy63037.2→63621.8+5.02timeout
06-12 13:37BTCBuy63303.2→63294.8-0.66timeout
06-12 06:09BTCBuy63340.2→63308.8-0.87timeout
06-11 22:46BTCBuy62906.1→63455.8+4.62timeout
06-11 16:46BTCBuy62675.1→62616.9-1.15timeout
06-11 10:43BTCBuy61542.1→62897.9+12.59timeout
06-11 02:39BTCBuy61863.1→62040.9+1.15timeout
06-10 20:17BTCBuy61681.1→61772.9+0.32timeout
06-10 05:23BTCBuy61773.1→62016.9+1.89timeout
06-09 14:36BTCBuy63300.2→61362.2-18.91stop_loss
06-09 12:56BTCBuy62583.1→62539.9-0.93timeout
06-09 06:55BTCBuy63395.2→63264.8-1.81timeout
06-09 00:47BTCBuy63554.2→62532.9-10.20timeout
06-08 18:45BTCBuy62995.1→63484.8+4.09timeout
06-08 12:44BTCBuy63754.2→63596.8-2.03timeout
06-08 06:42BTCBuy62170.1→62907.9+6.57timeout
06-08 00:38BTCBuy61797.1→63639.8+17.30timeout
06-07 18:33BTCBuy62084.1→62244.9+1.04timeout
06-07 12:29BTCBuy60771→61935.9+10.95timeout
06-07 06:25BTCBuy60547→61810.9+12.01timeout
06-07 00:21BTCBuy60908→60807-1.55timeout
06-06 17:05BTCBuy59843→60666+7.73timeout
06-06 08:35BTCBuy61063.1→61297.9+1.72timeout
06-05 18:54BTCBuy60966→59101.5-18.90stop_loss
06-05 14:06BTCBuy62376.1→60467.7-18.90stop_loss
06-05 13:56BTCBuy62805.1→60883.5-18.90stop_loss
06-05 06:21BTCBuy63486.2→61544.1-18.86stop_loss
06-05 02:37BTCBuy63859.2→62887.9-9.65timeout
06-04 20:33BTCBuy63443.2→63497.8-0.03timeout
06-04 10:28BTCBuy64429.2→62458.6-18.85stop_loss
06-03 19:02BTCBuy66942.3→66019.7-8.85timeout
06-03 13:12BTCBuy66661.3→67079.6+3.20timeout

Paper vs Live

Paper (trades.jsonl)
45
closed
56%
win rate
-12.58
total pnl ($)
-4.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4556%-4.4-12.58

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems