deribit_basis_premium_mean_reversion_long

not live
15
closed trades
33%
win rate
-70.94
total pnl ($)
0.989
weight
7d window — n=6 wr=50% pnl=-10.82  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 15 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-21 08:19BTCBuy63524.2→64052.8+3.59timeout
06-20 07:26BTCBuy62778.1→63736.8+7.18timeout
06-18 15:37BTCBuy64531.2→62944.4-12.64stop_loss
06-18 04:11BTCBuy65359.3→63743.9-12.83stop_loss
06-17 08:22BTCBuy66393.3→65297.7-8.73timeout
06-15 21:21BTCBuy64807.2→66505.7+12.60timeout
06-13 00:34BTCBuy63668.2→63568.8-1.32timeout
06-09 16:39BTCBuy62296.1→60759.6-12.80stop_loss
06-06 04:27BTCBuy61303.1→59795.1-12.75stop_loss
06-04 00:29BTCBuy65110.3→63509.1-12.74stop_loss
06-03 03:33BTCBuy67656.4→65992.7-12.75stop_loss
06-02 12:31BTCBuy70886.5→69142-12.82stop_loss
05-31 09:42BTCBuy73529.7→73985.3+2.50timeout
05-30 06:35BTCBuy73678.7→73654.3-0.65timeout
05-29 06:33BTCBuy72833.6→73387.3+3.23timeout

Paper vs Live

Paper (trades.jsonl)
15
closed
33%
win rate
-70.94
total pnl ($)
-93.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1533%-93.8-70.94

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems