deribit_basis_trough_reversion_fear_long_x2742977

not live
36
closed trades
47%
win rate
-43.69
total pnl ($)
0.844
weight
7d window — n=12 wr=42% pnl=-42.60  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 36 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 09:13BTCBuy63482.2→64175.8+4.85timeout
06-21 21:12BTCBuy63241.2→63553.8+2.02timeout
06-21 09:08BTCBuy62513.1→63941.8+10.68timeout
06-20 21:13BTCBuy62944.1→63998.8+7.95timeout
06-18 15:40BTCBuy64249.2→62665.5-12.68stop_loss
06-18 15:40BTCBuy64325.2→62742.5-12.47stop_loss
06-18 15:17BTCBuy64977.2→63365.1-12.81stop_loss
06-17 19:38BTCBuy65853.3→64233.7-12.77stop_loss
06-17 08:49BTCBuy65749.3→64840.8-7.39timeout
06-17 08:44BTCBuy66514.3→64876.3-12.79stop_loss
06-17 07:53BTCBuy66899.3→65244.1-12.81stop_loss
06-16 08:40BTCBuy64454.2→66512.7+15.63timeout
06-15 15:47BTCBuy64239.2→67068.6+21.61take_profit
06-15 13:20BTCBuy64031.2→66843.7+21.53take_profit
06-15 08:33BTCBuy63790.2→65662.7+14.20timeout
06-14 20:29BTCBuy63513.2→63900.8+2.52timeout
06-14 08:27BTCBuy63472.2→64445.8+7.18timeout
06-13 20:47BTCBuy63263.2→64222.8+7.10timeout
06-13 08:34BTCBuy62929.1→63779.8+6.12timeout
06-12 20:21BTCBuy61774.1→63518.8+13.65timeout
06-12 08:17BTCBuy61659.1→63361.8+13.12timeout
06-09 21:07BTCBuy61755.1→62016.9+1.89timeout
06-09 14:46BTCBuy62750.1→61207.3-12.75stop_loss
06-09 14:19BTCBuy63267.2→61711-12.75stop_loss
06-09 13:36BTCBuy63718.2→62144.8-12.78stop_loss
06-07 22:15BTCBuy61406.1→64101.8+21.51take_profit
06-07 22:14BTCBuy60677→63341.8+21.52take_profit
06-07 19:18BTCBuy62862.1→61316.3-12.72stop_loss
06-06 04:15BTCBuy61511.1→59998-12.76stop_loss
06-05 13:56BTCBuy62433.1→60897.5-12.75stop_loss
06-05 06:21BTCBuy63026.2→61476.2-12.68stop_loss
06-05 06:01BTCBuy63653.2→62087.8-12.72stop_loss
06-04 00:27BTCBuy65175.3→63572-12.75stop_loss
06-03 19:55BTCBuy66923.3→65270.1-12.85stop_loss
06-03 16:24BTCBuy67290.4→65635.9-12.76stop_loss
06-02 14:27BTCBuy69422.5→67714.7-12.76stop_loss

Paper vs Live

Paper (trades.jsonl)
36
closed
47%
win rate
-43.69
total pnl ($)
-24.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3647%-24.1-43.69

Recent bounces (last 20 of 2)

timesymsidereason
06-21 21:40BTCBuystale_intent
06-21 21:39BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems