deribit_basis_zscore_mean_rev_fear_gate_long

not live
45
closed trades
49%
win rate
-113.53
total pnl ($)
1.092
weight
7d window — n=9 wr=56% pnl=-27.46  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 45 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 21:03BTCBuy60298→59620-6.07timeout
06-27 20:12BTCBuy59680→60247+4.36timeout
06-26 19:18BTCBuy59218→59931+5.45timeout
06-25 17:41BTCBuy59414→59605+1.21timeout
06-24 16:51BTCBuy61281.1→59749.1-12.93stop_loss
06-24 13:44BTCBuy62911.1→61364.2-12.74stop_loss
06-24 08:22BTCBuy62403.1→62636.9+1.34timeout
06-23 06:20BTCBuy64478.2→62888.4-12.79stop_loss
06-22 18:10BTCBuy63980.2→64646.8+4.71timeout
06-21 17:41BTCBuy63789.2→64033.8+1.55timeout
06-20 17:16BTCBuy62963.1→63863.8+6.67timeout
06-19 15:52BTCBuy62565.1→63190.8+4.56timeout
06-18 15:38BTCBuy64398.2→62808.4-12.76stop_loss
06-17 19:40BTCBuy65823.3→64196.7-12.83stop_loss
06-17 05:31BTCBuy66020.3→65827.7-1.94timeout
06-16 04:00BTCBuy65900.3→66124.7+1.29timeout
06-14 21:22BTCBuy64220.2→64659.8+2.95timeout
06-13 19:28BTCBuy63724.2→64135.8+2.78timeout
06-12 17:41BTCBuy63321.2→63812.8+3.42timeout
06-11 16:00BTCBuy62568.1→62756.9+0.92timeout
06-10 14:30BTCBuy61578.1→62043.9+3.30timeout
06-09 14:21BTCBuy63162.2→61609.1-12.75stop_loss
06-08 22:07BTCBuy61769.1→63467.8+13.26timeout
06-07 22:00BTCBuy60682→61822.9+8.97timeout
06-06 19:39BTCBuy59748→60570+6.49timeout
06-05 18:52BTCBuy60897→59399.3-12.75stop_loss
06-05 16:09BTCBuy61471.1→59959-12.77stop_loss
06-05 06:21BTCBuy63109.2→61551.1-12.74stop_loss
06-04 09:30BTCBuy64302.2→62720.5-12.74stop_loss
06-04 00:29BTCBuy65148.3→63546-12.74stop_loss
06-03 19:54BTCBuy66943.3→65296.1-12.79stop_loss
06-02 23:01BTCBuy67836.4→66163.6-12.78stop_loss
06-02 13:00BTCBuy70644.5→68890.1-12.93stop_loss
06-01 03:39BTCBuy74112.7→73864.3-2.20timeout
05-31 14:58BTCBuy73895.7→73594.3-2.52timeout
05-30 20:49BTCBuy73675.7→73898.3+0.95timeout
05-30 19:02BTCBuy73403.7→73980.3+3.37timeout
05-30 17:18BTCBuy74185.7→73886.3-2.58timeout
05-30 15:43BTCBuy73812.7→73831.3-0.44timeout
05-30 11:12BTCBuy73608.7→73597.3-0.58timeout
05-29 16:36BTCBuy73199.7→74009.3+5.02timeout
05-29 15:28BTCBuy72914.6→73668.3+4.67timeout
05-29 14:17BTCBuy73481.7→72890.4-4.54timeout
05-29 13:07BTCBuy73373.7→73204.3-1.63timeout
05-29 10:29BTCBuy73384.7→73577.3+0.80timeout

Paper vs Live

Paper (trades.jsonl)
45
closed
49%
win rate
-113.53
total pnl ($)
-49.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4549%-49.9-113.53

Recent bounces (last 20 of 1)

timesymsidereason
06-28 23:44BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems