deribit_basis_rolling_drop_mean_reversion_long

not live
14
closed trades
57%
win rate
+14.61
total pnl ($)
1.184
weight
7d window — n=4 wr=50% pnl=-3.34  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 14 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-17 10:58BTCBuy65831.3→64760.8-7.01timeout
06-17 08:52BTCBuy66494.3→64789.3-10.65stop_loss
06-16 22:24BTCBuy65189.3→65692.7+2.59timeout
06-16 08:01BTCBuy64412.2→66338.7+11.74timeout
06-15 15:47BTCBuy64260.2→67147.6+17.62take_profit
06-15 08:03BTCBuy63788.2→65704.7+11.64timeout
06-14 19:57BTCBuy63584.2→63763.8+0.70timeout
06-14 07:47BTCBuy63004.2→64400.8+8.49timeout
06-13 17:46BTCBuy63339.2→64086.8+4.34timeout
06-09 14:29BTCBuy63180.2→61563.1-10.60stop_loss
06-09 00:49BTCBuy64026.2→62380.7-10.64stop_loss
06-05 21:03BTCBuy59160→61816.9+17.60take_profit
06-05 15:39BTCBuy61712.1→60128.9-10.61stop_loss
06-04 01:19BTCBuy64404.2→62755.5-10.60stop_loss

Paper vs Live

Paper (trades.jsonl)
14
closed
57%
win rate
+14.61
total pnl ($)
+26.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1457%+26.6+14.61

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems