deribit_basis_regime_band_mean_reversion_long

not live
36
closed trades
42%
win rate
-47.27
total pnl ($)
0.768
weight
7d window — n=8 wr=12% pnl=-76.87  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 36 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 16:48BTCBuy59299→60779+12.00timeout
06-26 13:18BTCBuy60252→58770.7-12.75stop_loss
06-26 02:16BTCBuy59879→58400.9-12.78stop_loss
06-25 13:42BTCBuy61774.1→60254.8-12.72stop_loss
06-24 14:19BTCBuy62443.1→60880.5-12.65stop_loss
06-24 14:19BTCBuy62488.1→60951.5-12.50stop_loss
06-24 13:57BTCBuy62760.1→61216.3-12.74stop_loss
06-24 13:48BTCBuy62799.1→61254.3-12.73stop_loss
06-17 08:44BTCBuy66511.3→64875.3-12.87stop_loss
06-15 03:35BTCBuy63476.2→65705.7+17.05timeout
06-14 20:23BTCBuy63513.2→63884.8+2.42timeout
06-14 00:26BTCBuy63537.2→64461.8+6.88timeout
06-13 18:38BTCBuy63479.2→64221.8+5.40timeout
06-13 03:27BTCBuy62067.1→63537.8+11.40timeout
06-12 15:20BTCBuy62103.1→64222.8+16.43timeout
06-12 15:11BTCBuy61538.1→64244.8+21.37take_profit
06-11 19:30BTCBuy61155.1→63840.8+21.32take_profit
06-11 16:40BTCBuy60856→62656.9+14.20timeout
06-09 15:55BTCBuy62608.1→61066.4-12.78stop_loss
06-09 14:43BTCBuy62837.1→61288.3-12.78stop_loss
06-09 14:29BTCBuy63123.2→61566.1-12.80stop_loss
06-09 14:18BTCBuy63330.2→61773-12.75stop_loss
06-09 12:36BTCBuy61823.1→62596.9+5.91timeout
06-07 22:14BTCBuy61043.1→63722.8+21.52take_profit
06-07 22:14BTCBuy60686→63350.8+21.52take_profit
06-07 22:14BTCBuy60603→63263.8+21.51take_profit
06-07 08:48BTCBuy60266→62913.9+21.55take_profit
06-05 06:22BTCBuy62839.1→61293.3-12.69stop_loss
06-05 06:19BTCBuy63281.2→61723-12.76stop_loss
06-05 06:03BTCBuy63651.2→62080.8-12.77stop_loss
06-05 06:01BTCBuy63711.2→62142.8-12.72stop_loss
06-04 09:27BTCBuy64402.2→62796.4-12.91stop_loss
06-04 00:29BTCBuy65053.3→63453.1-12.75stop_loss
06-03 23:54BTCBuy65695.3→64078.7-12.75stop_loss
06-03 19:54BTCBuy66944.3→65297.1-12.79stop_loss
06-03 03:50BTCBuy67194.4→65539.9-12.77stop_loss

Paper vs Live

Paper (trades.jsonl)
36
closed
42%
win rate
-47.27
total pnl ($)
-26.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3642%-26.2-47.27

Recent bounces (last 20 of 1)

timesymsidereason
06-28 01:57BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems