deribit_basis_regime_mean_reversion_long

not live
22
closed trades
50%
win rate
-18.53
total pnl ($)
1.013
weight
7d window — n=6 wr=33% pnl=-18.43  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 22 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-21 20:17BTCBuy63940.2→64090.8+0.73timeout
06-20 20:15BTCBuy63055.2→63921.8+6.46timeout
06-19 20:23BTCBuy63109.2→62945.9-1.78timeout
06-17 19:29BTCBuy65893.3→64250.6-12.91stop_loss
06-17 18:35BTCBuy65869.3→65354.7-4.41timeout
06-16 18:16BTCBuy66828.3→66027.7-6.51timeout
06-15 12:50BTCBuy63713.2→66514.7+21.55take_profit
06-14 17:51BTCBuy63998.2→63744.8-2.53timeout
06-13 12:44BTCBuy63452.2→63991.8+3.72timeout
06-12 08:42BTCBuy62903.1→63362.8+3.13timeout
06-11 08:16BTCBuy61661.1→62769.9+8.40timeout
06-09 14:16BTCBuy63435.2→61868-12.81stop_loss
06-08 22:08BTCBuy61850.1→63427.8+12.27timeout
06-07 21:57BTCBuy60753→61710.9+7.46timeout
06-06 16:12BTCBuy59765→60742+7.77timeout
06-05 06:03BTCBuy63636.2→62070.8-12.71stop_loss
06-04 00:25BTCBuy65481.3→63870.9-12.74stop_loss
06-02 15:37BTCBuy68753.4→67063.1-12.75stop_loss
06-02 09:12BTCBuy71191.6→69436.8-12.85stop_loss
05-31 11:51BTCBuy73566.7→73893.3+1.63timeout
05-30 11:08BTCBuy73626.7→73605.3-0.65timeout
05-29 10:56BTCBuy73417.7→73639.3+1.02timeout

Paper vs Live

Paper (trades.jsonl)
22
closed
50%
win rate
-18.53
total pnl ($)
-16.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2250%-16.2-18.53

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems