deribit_basis_mean_reversion_long_v9

not live
74
closed trades
34%
win rate
-319.36
total pnl ($)
0.743
weight
7d window — n=15 wr=27% pnl=-71.63  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 74 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 07:50BTCBuy60231→60065-1.83timeout
06-28 20:44BTCBuy60227→59636-5.35timeout
06-28 07:24BTCBuy60392→60106-2.80timeout
06-27 19:44BTCBuy59904→60165+1.78timeout
06-26 19:49BTCBuy59214→59840+4.74timeout
06-26 15:18BTCBuy58941.9→59898+7.56timeout
06-25 17:55BTCBuy59431→59555+0.62timeout
06-25 13:54BTCBuy59947→58471.8-12.66stop_loss
06-24 16:51BTCBuy61097.1→59594.2-12.74stop_loss
06-24 16:06BTCBuy61675.1→60149.9-12.79stop_loss
06-24 13:44BTCBuy62934.1→61386.2-12.75stop_loss
06-24 08:14BTCBuy62620.1→62622.9-0.50timeout
06-24 07:28BTCBuy62979.1→62677.9-2.93timeout
06-23 06:44BTCBuy64004.2→62887.9-9.20timeout
06-23 06:21BTCBuy64247.2→62665.5-12.78stop_loss
06-22 05:03BTCBuy64271.2→64058.8-2.12timeout
06-22 03:34BTCBuy64331.2→64227.8-1.31timeout
06-21 03:48BTCBuy63434.2→64371.8+6.95timeout
06-21 02:05BTCBuy63479.2→64225.8+5.39timeout
06-19 21:27BTCBuy62923.1→63148.8+1.29timeout
06-19 20:24BTCBuy63103.2→62994.9-1.34timeout
06-18 15:52BTCBuy64077.2→62499.6-12.75stop_loss
06-18 15:51BTCBuy64124.2→62547.6-12.74stop_loss
06-18 09:22BTCBuy64923.2→64427.8-4.30timeout
06-17 22:03BTCBuy65477.3→63852.9-12.85stop_loss
06-17 16:28BTCBuy65734.3→66368.7+4.42timeout
06-17 08:39BTCBuy66562.3→64925.3-12.74stop_loss
06-16 15:44BTCBuy66837.3→65823.7-8.11timeout
06-16 09:17BTCBuy65727.3→66658.7+6.64timeout
06-15 11:05BTCBuy64453.2→65915.7+10.90timeout
06-15 08:08BTCBuy64417.2→65671.7+9.30timeout
06-14 08:51BTCBuy63824.2→64446.8+4.38timeout
06-14 07:47BTCBuy63837.2→64400.8+3.96timeout
06-13 08:26BTCBuy63466.2→63784.8+1.96timeout
06-13 07:26BTCBuy62995.1→63737.8+5.43timeout
06-12 07:52BTCBuy62665.1→62981.9+2.04timeout
06-12 06:46BTCBuy62846.1→62951.9+0.34timeout
06-10 18:59BTCBuy61771.1→61844.9+0.09timeout
06-10 16:47BTCBuy61387.1→61972.9+4.25timeout
06-09 16:19BTCBuy62406.1→60871.5-12.76stop_loss
06-09 15:56BTCBuy62549.1→60998.4-12.85stop_loss
06-09 13:36BTCBuy63752.2→62181.8-12.75stop_loss
06-09 12:24BTCBuy62937.1→62704.9-2.24timeout
06-08 21:33BTCBuy61769.1→63644.8+14.70timeout
06-08 06:19BTCBuy61801.1→63071.8+9.82timeout
06-07 15:26BTCBuy60621→61852.9+9.70timeout
06-07 05:58BTCBuy60898→61747.9+6.57timeout
06-06 14:31BTCBuy60401→60798+2.84timeout
06-06 04:31BTCBuy61212.1→59706.1-12.75stop_loss
06-05 18:52BTCBuy60923→59424.3-12.76stop_loss
06-05 16:09BTCBuy61471.1→59959-12.77stop_loss
06-05 13:49BTCBuy62749.1→61206.3-12.75stop_loss
06-05 06:22BTCBuy62826.1→61281.3-12.74stop_loss
06-05 06:20BTCBuy63231.2→61676.1-12.71stop_loss
06-05 02:30BTCBuy64132.2→62554.6-12.74stop_loss
06-04 11:10BTCBuy63767.2→62198.8-12.72stop_loss
06-04 09:30BTCBuy64302.2→62720.5-12.74stop_loss
06-04 01:22BTCBuy64283.2→62702.5-12.74stop_loss
06-04 00:29BTCBuy65161.3→63559-12.74stop_loss
06-03 19:54BTCBuy66990.3→65324.1-12.92stop_loss
06-03 19:53BTCBuy67080.4→65409-12.94stop_loss
06-03 03:43BTCBuy67473.4→65810.8-12.77stop_loss
06-02 22:58BTCBuy67948.4→66276.5-12.76stop_loss
06-02 14:10BTCBuy69983.5→68256.4-12.80stop_loss
06-02 12:06BTCBuy70991.5→69245.9-12.80stop_loss
06-01 22:26BTCBuy73938.7→71239.8-18.85stop_loss
05-31 18:51BTCBuy73976.7→73558.3-3.35timeout
05-31 16:56BTCBuy73896.7→73495.3-3.22timeout
05-31 14:58BTCBuy73894.7→73583.3-2.59timeout
05-29 23:34BTCBuy73686.7→73328.3-2.89timeout
05-29 18:55BTCBuy73652.7→73272.3-3.07timeout
05-29 15:48BTCBuy73038.7→73746.3+4.34timeout
05-29 14:43BTCBuy72818.6→72616.4-1.99timeout
05-29 13:30BTCBuy73052.7→72964.4-1.07timeout

Paper vs Live

Paper (trades.jsonl)
74
closed
34%
win rate
-319.36
total pnl ($)
-85.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7434%-85.9-319.36

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems