deribit_basis_zscore_extreme_mean_reversion_v2

not live
19
closed trades
26%
win rate
-108.55
total pnl ($)
1.076
weight
7d window — n=4 wr=25% pnl=-28.07  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 19 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 13:54BTCBuy60055→58517.8-13.15stop_loss
06-24 15:38BTCBuy62163.1→60572.7-12.93stop_loss
06-23 08:15BTCBuy64138.2→62480.6-13.44stop_loss
06-21 16:23BTCBuy62725.1→64199.8+11.46timeout
06-18 15:17BTCBuy64989.2→63316.2-13.29stop_loss
06-17 08:31BTCBuy66823.3→65110.2-13.24stop_loss
06-15 13:06BTCBuy63778.2→66642.7+22.05take_profit
06-12 15:13BTCBuy61571.1→64335.8+21.82take_profit
06-10 06:07BTCBuy61682.1→62016.9+2.68timeout
06-07 05:18BTCBuy59431→62120.9+22.22take_profit
06-05 18:52BTCBuy60890→59331.4-13.26stop_loss
06-05 14:26BTCBuy61913.1→60327.8-13.25stop_loss
06-05 06:21BTCBuy63180.2→61562.1-13.20stop_loss
06-04 11:10BTCBuy63830.2→62195.8-13.22stop_loss
06-04 01:22BTCBuy64287.2→62641.5-13.25stop_loss
06-03 20:55BTCBuy66448.3→64733.4-13.40stop_loss
06-02 22:59BTCBuy67920.4→66182.6-13.25stop_loss
06-02 12:18BTCBuy71005.6→69187.9-13.31stop_loss
06-01 15:32BTCBuy73610.7→71299.8-16.58stop_loss

Paper vs Live

Paper (trades.jsonl)
19
closed
26%
win rate
-108.55
total pnl ($)
-114.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1926%-114.7-108.55

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems