deribit_basis_zscore_mean_rev_fear_gate_v5

not live
75
closed trades
36%
win rate
-269.36
total pnl ($)
0.488
weight
7d window — n=17 wr=29% pnl=-96.35  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 75 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 07:05BTCBuy59983→59541-4.11timeout
06-30 01:07BTCBuy59551→59812+1.77timeout
06-28 19:40BTCBuy60147→59400-6.64timeout
06-28 18:36BTCBuy60532→59580-8.28timeout
06-27 16:35BTCBuy60295→60651+2.53timeout
06-27 15:34BTCBuy60115→60791+5.18timeout
06-26 16:07BTCBuy59561→60293+5.60timeout
06-26 14:39BTCBuy59739→59615-1.54timeout
06-25 13:58BTCBuy59655→58172-12.82stop_loss
06-25 13:57BTCBuy59754→58275.9-12.76stop_loss
06-24 17:21BTCBuy60846→59345.3-12.77stop_loss
06-24 16:51BTCBuy61303.1→59731.1-13.25stop_loss
06-24 13:57BTCBuy62771.1→61226.3-12.75stop_loss
06-24 13:44BTCBuy62908.1→61360.2-12.75stop_loss
06-24 08:44BTCBuy62360.1→62765.9+2.72timeout
06-24 05:43BTCBuy63368.2→62963.9-3.70timeout
06-23 08:24BTCBuy63820.2→62245.7-12.78stop_loss
06-23 05:21BTCBuy64223.2→63556.8-5.67timeout
06-23 03:54BTCBuy64089.2→64011.8-1.05timeout
06-22 05:06BTCBuy64217.2→64075.8-1.57timeout
06-22 03:37BTCBuy64291.2→64180.8-1.38timeout
06-21 02:41BTCBuy63362.2→64220.8+6.31timeout
06-20 22:26BTCBuy63281.2→64146.8+6.39timeout
06-19 21:24BTCBuy63012.2→63203.8+1.02timeout
06-19 20:22BTCBuy63114.2→62968.9-1.64timeout
06-18 15:57BTCBuy63926.2→62343.7-12.70stop_loss
06-18 15:51BTCBuy64159.2→62573.6-12.72stop_loss
06-18 09:22BTCBuy64911.2→64427.8-4.21timeout
06-17 22:03BTCBuy65566.3→63942.8-12.83stop_loss
06-17 16:28BTCBuy65738.3→66387.7+4.53timeout
06-17 06:57BTCBuy66422.3→65576.7-6.84timeout
06-16 15:42BTCBuy66878.3→65844.7-8.25timeout
06-16 06:10BTCBuy65836.3→66112.7+1.70timeout
06-15 12:30BTCBuy64447.2→66270.7+13.71timeout
06-15 03:34BTCBuy64507.2→65721.7+8.93timeout
06-14 07:34BTCBuy63741.2→64321.8+4.10timeout
06-14 01:48BTCBuy63790.2→64598.8+5.92timeout
06-13 07:25BTCBuy62989.1→63704.8+5.22timeout
06-12 15:01BTCBuy62643.1→64154.8+11.53timeout
06-12 06:45BTCBuy62877.1→62920.9-0.15timeout
06-11 14:48BTCBuy61920.1→62879.9+7.20timeout
06-10 16:47BTCBuy61301.1→62068.9+5.74timeout
06-10 14:43BTCBuy61336.1→62019.9+5.09timeout
06-09 15:56BTCBuy62554.1→60998.4-12.89stop_loss
06-09 14:21BTCBuy63162.2→61609.1-12.75stop_loss
06-09 12:30BTCBuy63176.2→62599.9-4.96timeout
06-08 22:07BTCBuy61769.1→63467.8+13.26timeout
06-08 06:19BTCBuy61796.1→63070.8+9.86timeout
06-07 15:26BTCBuy60621→61849.9+9.67timeout
06-07 05:57BTCBuy60952→61728.9+5.97timeout
06-06 14:34BTCBuy60539→60880+2.37timeout
06-06 04:31BTCBuy61212.1→59706.1-12.75stop_loss
06-05 18:52BTCBuy60923→59424.3-12.76stop_loss
06-05 15:39BTCBuy61594.1→60069.9-12.81stop_loss
06-05 13:52BTCBuy62598.1→61049.4-12.83stop_loss
06-05 05:59BTCBuy63813.2→62230.8-12.81stop_loss
06-05 01:47BTCBuy62634.1→63326.8+5.10timeout
06-04 09:27BTCBuy64382.2→62798.4-12.74stop_loss
06-04 01:19BTCBuy64350.2→62767.5-12.75stop_loss
06-03 19:55BTCBuy66858.3→65167.1-13.13stop_loss
06-03 16:27BTCBuy67173.4→65516.9-12.80stop_loss
06-03 03:43BTCBuy67387.4→65729.8-12.75stop_loss
06-03 03:43BTCBuy67503.4→65828.8-12.86stop_loss
06-02 14:27BTCBuy69451.5→67743.7-12.75stop_loss
06-02 14:10BTCBuy70093.5→68369.4-12.76stop_loss
06-01 22:25BTCBuy73421.7→71199.8-15.71stop_loss
06-01 22:25BTCBuy73993.7→71199.8-19.48stop_loss
05-31 18:58BTCBuy74011.7→73610.3-3.22timeout
05-31 16:55BTCBuy73896.7→73521.3-3.05timeout
05-31 14:57BTCBuy73901.7→73652.3-2.15timeout
05-29 18:55BTCBuy73652.7→73295.3-2.89timeout
05-29 16:55BTCBuy73395.7→73970.3+3.38timeout
05-29 15:50BTCBuy72915.6→73830.3+5.76timeout
05-29 14:39BTCBuy72919.6→72723.4-1.92timeout
05-29 13:27BTCBuy73164.7→73048.3-1.27timeout

Paper vs Live

Paper (trades.jsonl)
75
closed
36%
win rate
-269.36
total pnl ($)
-71.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7536%-71.5-269.36

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems