deribit_basis_zscore_fear_gate_mean_reversion_long

not live
88
closed trades
49%
win rate
-230.59
total pnl ($)
0.755
weight
7d window — n=22 wr=50% pnl=-77.84  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 88 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 11:37BTCBuy59981→60255+1.81timeout
06-28 05:38BTCBuy60595→59902-6.17timeout
06-27 07:41BTCBuy59917→60399+3.54timeout
06-27 00:58BTCBuy59245→60010+6.00timeout
06-26 13:19BTCBuy60310→58464.8-15.76stop_loss
06-26 12:27BTCBuy59734→59624-1.39timeout
06-26 06:11BTCBuy59560→59732+0.99timeout
06-25 13:48BTCBuy61347.1→59467.3-15.77stop_loss
06-25 13:46BTCBuy61654.1→59767.1-15.73stop_loss
06-25 12:12BTCBuy61112.1→61173.9+0.06timeout
06-25 05:42BTCBuy59406→61551.9+17.63timeout
06-24 14:19BTCBuy62766.1→60841.5-15.77stop_loss
06-24 14:19BTCBuy62879.1→60936.5-15.89stop_loss
06-24 00:09BTCBuy62444.1→62854.9+2.86timeout
06-23 17:49BTCBuy63365.2→62455.9-7.63timeout
06-23 06:23BTCBuy64473.2→62500.6-15.76stop_loss
06-23 01:42BTCBuy65267.3→64069.8-9.61timeout
06-22 19:38BTCBuy64305.2→64427.8+0.48timeout
06-22 13:24BTCBuy64305.2→65060.7+5.35timeout
06-22 07:33BTCBuy64203.2→64272.8+0.08timeout
06-22 01:30BTCBuy64131.2→64647.8+3.54timeout
06-21 19:14BTCBuy64228.2→64193.8-0.71timeout
06-21 12:44BTCBuy64291.2→64014.8-2.57timeout
06-21 05:42BTCBuy63857.2→64310.8+3.10timeout
06-20 13:30BTCBuy63495.2→63351.8-1.60timeout
06-20 07:30BTCBuy62964.1→63762.8+5.89timeout
06-20 01:28BTCBuy62765.1→63409.8+4.68timeout
06-19 19:23BTCBuy62725.1→62964.9+1.45timeout
06-19 13:20BTCBuy63017.2→62690.9-2.99timeout
06-19 07:17BTCBuy62686.1→62765.9+0.21timeout
06-18 19:17BTCBuy64138.2→62668.9-11.79timeout
06-18 15:56BTCBuy64355.2→62386.7-15.76stop_loss
06-18 13:20BTCBuy64612.2→64311.8-2.78timeout
06-18 07:11BTCBuy65100.3→64015.8-8.78timeout
06-18 01:09BTCBuy64984.2→64690.8-2.76timeout
06-17 19:09BTCBuy65583.3→65276.7-2.83timeout
06-17 13:03BTCBuy65789.3→65007.7-6.42timeout
06-17 07:02BTCBuy65726.3→65587.7-1.52timeout
06-17 01:02BTCBuy66390.3→65706.7-5.63timeout
06-16 18:59BTCBuy66411.3→65810.7-5.01timeout
06-16 09:25BTCBuy66519.3→66629.7+0.38timeout
06-15 23:56BTCBuy66190.3→66319.7+0.52timeout
06-15 17:50BTCBuy65753.3→66881.7+8.07timeout
06-15 09:20BTCBuy64769.2→65729.7+6.97timeout
06-14 21:17BTCBuy64375.2→64387.8-0.36timeout
06-14 14:31BTCBuy64508.2→64075.8-3.80timeout
06-14 08:28BTCBuy64232.2→64453.8+1.27timeout
06-14 02:13BTCBuy64157.2→64606.8+3.06timeout
06-13 20:08BTCBuy63767.2→64226.8+3.15timeout
06-13 09:41BTCBuy63535.2→63786.8+1.49timeout
06-13 01:29BTCBuy63359.2→63623.8+1.59timeout
06-12 18:41BTCBuy62881.1→63885.8+7.53timeout
06-12 12:36BTCBuy63657.2→63479.8-1.88timeout
06-12 06:34BTCBuy63438.2→62905.9-4.67timeout
06-12 00:30BTCBuy62583.1→63609.8+7.68timeout
06-11 04:01BTCBuy62479.1→62560.9+0.13timeout
06-10 20:18BTCBuy61596.1→61809.9+1.26timeout
06-10 03:09BTCBuy61648.1→62016.9+2.59timeout
06-09 14:46BTCBuy63180.2→61246.3-15.76stop_loss
06-09 08:22BTCBuy63246.2→62860.9-3.50timeout
06-09 02:12BTCBuy63841.2→62738.9-9.08timeout
06-08 20:06BTCBuy63154.2→63395.8+1.45timeout
06-08 14:01BTCBuy63118.2→63746.8+4.51timeout
06-08 08:09BTCBuy61551.1→63155.8+12.54timeout
06-08 02:02BTCBuy61769.1→63110.8+10.38timeout
06-07 19:49BTCBuy62231.1→61365.9-7.38timeout
06-07 13:49BTCBuy61459.1→61688.9+1.41timeout
06-07 07:40BTCBuy60557→62221.9+13.31timeout
06-07 01:34BTCBuy60757→61516.9+5.77timeout
06-06 04:33BTCBuy61488.1→59606.2-15.75stop_loss
06-06 03:22BTCBuy60679→60820+0.71timeout
06-05 13:59BTCBuy62622.1→60706.6-15.75stop_loss
06-05 13:49BTCBuy63136.2→61204.3-15.75stop_loss
06-05 06:20BTCBuy63614.2→61666.1-15.74stop_loss
06-05 03:50BTCBuy63713.2→62790.9-7.66timeout
06-04 21:43BTCBuy62870.1→63362.8+3.48timeout
06-04 10:49BTCBuy64258.2→62292.7-15.72stop_loss
06-04 00:29BTCBuy65389.3→63389.1-15.74stop_loss
06-03 20:55BTCBuy66755.3→64653.4-16.21stop_loss
06-03 16:41BTCBuy66373.3→65927.7-3.84timeout
06-03 14:33BTCBuy66659.3→66730.7+0.05timeout
06-03 06:48BTCBuy67238.4→67207.6-0.66timeout
06-02 15:26BTCBuy69473.5→67346.9-15.76stop_loss
06-02 13:47BTCBuy70822.5→68886.6-14.14timeout
06-01 03:21BTCBuy73673.7→73906.3+1.09timeout
05-31 19:07BTCBuy73972.7→73578.3-3.15timeout
05-29 19:49BTCBuy73377.7→73619.3+1.18timeout
05-29 02:39BTCBuy72904.6→73430.3+3.09timeout

Paper vs Live

Paper (trades.jsonl)
88
closed
49%
win rate
-230.59
total pnl ($)
-52.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8849%-52.2-230.59

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems