deribit_basis_zscore_mean_rev_fear_gate_long_v2

not live
42
closed trades
36%
win rate
-145.97
total pnl ($)
0.932
weight
7d window — n=8 wr=38% pnl=-33.24  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 42 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 22:17BTCBuy59561→60436+6.93timeout
06-28 19:07BTCBuy60553→59489-9.21timeout
06-27 15:42BTCBuy60419→60770+2.47timeout
06-26 14:18BTCBuy58999.9→59876+6.93timeout
06-25 13:58BTCBuy59562→58096-12.69stop_loss
06-24 16:51BTCBuy61230.1→59724.1-12.73stop_loss
06-24 13:57BTCBuy62754.1→61208.3-12.76stop_loss
06-24 06:50BTCBuy62922.1→62710.9-2.18timeout
06-23 06:21BTCBuy64146.2→62565.6-12.78stop_loss
06-23 02:42BTCBuy64513.2→64188.8-2.96timeout
06-22 02:08BTCBuy64213.2→64528.8+1.93timeout
06-21 00:43BTCBuy63571.2→64279.8+5.07timeout
06-20 00:34BTCBuy63013.2→63640.8+4.49timeout
06-18 15:40BTCBuy64179.2→62600.6-12.72stop_loss
06-17 19:29BTCBuy66010.3→64386.6-12.75stop_loss
06-17 15:25BTCBuy65809.3→65383.7-3.69timeout
06-16 14:23BTCBuy67121.4→65464-12.87stop_loss
06-15 15:52BTCBuy64375.2→67209.6+21.58take_profit
06-14 20:25BTCBuy64223.2→63892.8-3.07timeout
06-13 19:43BTCBuy63685.2→64240.8+3.91timeout
06-12 17:41BTCBuy63321.2→63812.8+3.42timeout
06-11 16:00BTCBuy62568.1→62756.9+0.92timeout
06-10 15:08BTCBuy61566.1→61942.9+2.57timeout
06-09 14:21BTCBuy63162.2→61609.1-12.75stop_loss
06-08 18:00BTCBuy62142.1→63545.8+10.75timeout
06-07 16:58BTCBuy60728→62023.9+10.20timeout
06-06 15:48BTCBuy60238→60731+3.65timeout
06-05 15:39BTCBuy61641.1→60124.9-12.73stop_loss
06-05 06:22BTCBuy62969.1→61413.2-12.80stop_loss
06-05 02:41BTCBuy63287.2→62836.9-3.98timeout
06-04 00:26BTCBuy65351.3→63743.9-12.75stop_loss
06-03 20:55BTCBuy66374.3→64742.4-12.78stop_loss
06-03 03:49BTCBuy67258.4→65599.9-12.78stop_loss
06-02 14:27BTCBuy69476.5→67764.7-12.78stop_loss
06-01 22:26BTCBuy73593.7→71239.8-16.57stop_loss
05-31 19:48BTCBuy74040.7→73489.3-4.16timeout
05-31 15:21BTCBuy73814.7→73665.3-1.50timeout
05-30 11:06BTCBuy73633.7→73607.3-0.69timeout
05-30 09:54BTCBuy73703.7→73575.3-1.35timeout
05-30 08:42BTCBuy73772.7→73494.3-2.38timeout
05-30 07:51BTCBuy73399.7→73488.3+0.11timeout
05-29 20:39BTCBuy73676.7→73681.3-0.46timeout

Paper vs Live

Paper (trades.jsonl)
42
closed
36%
win rate
-145.97
total pnl ($)
-69.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4236%-69.1-145.97

Recent bounces (last 20 of 1)

timesymsidereason
06-30 00:56BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems