deribit_basis_zscore_mean_rev_fear_gate_v2

not live
72
closed trades
43%
win rate
-241.81
total pnl ($)
0.852
weight
7d window — n=16 wr=44% pnl=-56.60  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 72 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 07:04BTCBuy59988→59587-3.77timeout
06-29 23:42BTCBuy59770→60231+3.43timeout
06-29 04:39BTCBuy60098→59834-2.66timeout
06-28 20:06BTCBuy60229→59503-6.46timeout
06-27 21:20BTCBuy59694→60353+5.14timeout
06-27 19:11BTCBuy59941→60551+4.67timeout
06-26 19:22BTCBuy59232→59871+4.82timeout
06-26 14:45BTCBuy59449→59539+0.26timeout
06-25 17:57BTCBuy59401→59559+0.91timeout
06-25 13:57BTCBuy59829→58333.9-12.86stop_loss
06-24 17:20BTCBuy60942→59440.3-12.76stop_loss
06-24 16:51BTCBuy61344.1→59835.1-12.72stop_loss
06-24 13:57BTCBuy62751.1→61200.3-12.80stop_loss
06-24 13:44BTCBuy62914.1→61367.2-12.74stop_loss
06-24 08:24BTCBuy62215.1→62668.9+3.13timeout
06-24 07:33BTCBuy62888.1→62675.9-2.18timeout
06-23 08:17BTCBuy63986.2→62411.7-12.77stop_loss
06-23 06:43BTCBuy64011.2→62922.9-8.98timeout
06-22 22:19BTCBuy63663.2→64244.8+4.11timeout
06-22 03:32BTCBuy64309.2→64351.8-0.19timeout
06-21 21:24BTCBuy63927.2→63650.8-2.61timeout
06-20 22:26BTCBuy63279.2→64146.8+6.40timeout
06-20 19:15BTCBuy63039.2→63874.8+6.19timeout
06-19 19:57BTCBuy62931.1→62999.8+0.06timeout
06-19 17:17BTCBuy62500.1→63029.8+3.78timeout
06-18 15:40BTCBuy64366.2→62782.5-12.73stop_loss
06-18 15:38BTCBuy64398.2→62811.4-12.74stop_loss
06-17 22:03BTCBuy65536.3→63922.8-12.75stop_loss
06-17 19:41BTCBuy65766.3→64147.7-12.78stop_loss
06-17 06:57BTCBuy66422.3→65576.7-6.84timeout
06-17 04:41BTCBuy65857.3→65900.7-0.17timeout
06-16 04:00BTCBuy65900.3→66124.7+1.29timeout
06-16 00:20BTCBuy65716.3→66346.7+4.42timeout
06-14 23:01BTCBuy64441.2→65358.7+6.62timeout
06-14 21:51BTCBuy64449.2→65478.7+7.49timeout
06-13 21:11BTCBuy63551.2→64250.8+5.03timeout
06-13 19:42BTCBuy63701.2→64249.8+3.85timeout
06-12 20:55BTCBuy63373.2→63404.8-0.22timeout
06-12 17:41BTCBuy63287.2→63809.8+3.66timeout
06-11 19:30BTCBuy61197.1→63884.8+21.39take_profit
06-11 16:02BTCBuy62493.1→62716.9+1.19timeout
06-10 15:19BTCBuy61563.1→61936.9+2.54timeout
06-10 14:24BTCBuy61769.1→62028.9+1.62timeout
06-09 13:36BTCBuy63723.2→62155.8-12.74stop_loss
06-09 13:32BTCBuy63347.2→62435.9-7.62timeout
06-08 21:34BTCBuy61723.1→63647.8+15.11timeout
06-08 12:35BTCBuy61845.1→63211.8+10.59timeout
06-07 19:58BTCBuy60580→61264.9+5.25timeout
06-07 10:43BTCBuy60396→62325.9+15.54timeout
06-06 19:34BTCBuy59675→60586+7.24timeout
06-06 04:33BTCBuy61132.1→59628.2-12.75stop_loss
06-05 18:52BTCBuy60914→59416.3-12.75stop_loss
06-05 18:51BTCBuy60992→59492.3-12.76stop_loss
06-05 15:39BTCBuy61595.1→60067.9-12.83stop_loss
06-05 13:51BTCBuy62698.1→61152.3-12.78stop_loss
06-05 06:01BTCBuy63677.2→62110.8-12.71stop_loss
06-05 05:59BTCBuy63775.2→62206.8-12.70stop_loss
06-04 10:49BTCBuy63821.2→62251.7-12.72stop_loss
06-04 09:30BTCBuy64252.2→62669.5-12.76stop_loss
06-04 01:22BTCBuy64199.2→62620.5-12.75stop_loss
06-04 00:29BTCBuy65103.3→63502.1-12.75stop_loss
06-03 19:54BTCBuy66996.3→65331-12.91stop_loss
06-03 19:54BTCBuy67009.4→65357-12.82stop_loss
06-02 23:03BTCBuy67823.4→66153.6-12.76stop_loss
06-02 23:00BTCBuy67893.4→66217.6-12.80stop_loss
06-02 12:17BTCBuy70952.5→69205.9-12.81stop_loss
06-02 12:06BTCBuy71006.6→69253.9-12.85stop_loss
06-01 00:04BTCBuy73850.7→73844.3-0.48timeout
05-31 19:47BTCBuy74028.7→73494.3-4.05timeout
05-30 12:12BTCBuy73337.7→73563.3+1.03timeout
05-29 16:54BTCBuy73362.7→74036.3+4.10timeout
05-29 10:59BTCBuy73385.7→73621.3+1.11timeout

Paper vs Live

Paper (trades.jsonl)
72
closed
43%
win rate
-241.81
total pnl ($)
-67.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7243%-67.0-241.81

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems