deribit_basis_mean_reversion_long_v21

not live
19
closed trades
47%
win rate
-45.78
total pnl ($)
1.083
weight
7d window — n=7 wr=57% pnl=-1.06  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 19 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-21 09:27BTCBuy63516.2→64055.8+3.65timeout
06-20 09:27BTCBuy62348.1→63510.8+8.77timeout
06-18 15:38BTCBuy64403.2→62815.4-12.77stop_loss
06-18 09:21BTCBuy64966.2→64414.8-4.73timeout
06-17 08:38BTCBuy66653.3→65014.2-12.72stop_loss
06-16 09:14BTCBuy65669.3→66719.7+7.57timeout
06-15 09:13BTCBuy64418.2→65656.7+9.17timeout
06-14 09:13BTCBuy63784.2→64408.8+4.39timeout
06-13 09:12BTCBuy63491.2→63787.8+1.79timeout
06-12 09:09BTCBuy62830.1→63483.8+4.68timeout
06-11 09:08BTCBuy61181.1→62823.9+12.87timeout
06-09 14:47BTCBuy62701.1→61159.3-12.75stop_loss
06-09 09:07BTCBuy63198.2→62756.9-3.93timeout
06-07 19:19BTCBuy62775.1→61227.3-12.76stop_loss
06-07 08:57BTCBuy61328.1→62844.9+11.96timeout
06-05 13:57BTCBuy62400.1→60865.5-12.75stop_loss
06-05 06:24BTCBuy62715.1→61172.3-12.69stop_loss
06-03 16:24BTCBuy67272.4→65615.9-12.78stop_loss
06-02 14:26BTCBuy69518.5→67808.7-12.76stop_loss

Paper vs Live

Paper (trades.jsonl)
19
closed
47%
win rate
-45.78
total pnl ($)
-47.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1947%-47.7-45.78

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems