deribit_basis_zscore_mean_reversion_fear_gate

not live
47
closed trades
43%
win rate
-145.36
total pnl ($)
0.857
weight
7d window — n=8 wr=12% pnl=-43.35  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 47 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 05:38BTCBuy59898→59725-1.91timeout
06-28 04:28BTCBuy60399→60196-2.14timeout
06-27 02:48BTCBuy58651.9→60273+13.36timeout
06-26 02:16BTCBuy60025→58548.8-12.73stop_loss
06-25 13:59BTCBuy59554→58087-12.69stop_loss
06-24 16:51BTCBuy61094.1→59584.2-12.79stop_loss
06-24 13:57BTCBuy62762.1→61217.3-12.75stop_loss
06-24 06:44BTCBuy62915.1→62764.9-1.70timeout
06-23 06:20BTCBuy64474.2→62886.4-12.78stop_loss
06-22 17:53BTCBuy64147.2→64576.8+2.84timeout
06-21 17:46BTCBuy63792.2→64143.8+2.38timeout
06-20 17:17BTCBuy63035.2→63888.8+6.29timeout
06-19 15:52BTCBuy62565.1→63190.8+4.56timeout
06-18 15:37BTCBuy64597.2→63008.3-12.73stop_loss
06-17 22:03BTCBuy65488.3→63852.9-12.92stop_loss
06-17 06:58BTCBuy66434.3→65587.7-6.85timeout
06-16 04:00BTCBuy65900.3→66124.7+1.29timeout
06-15 02:59BTCBuy64474.2→65441.7+7.02timeout
06-14 01:50BTCBuy63781.2→64611.8+6.09timeout
06-13 00:16BTCBuy63602.2→63570.8-0.81timeout
06-12 00:03BTCBuy61599.1→63525.8+15.09timeout
06-10 22:16BTCBuy62622.1→61082.4-12.75stop_loss
06-10 15:19BTCBuy61563.1→61936.9+2.54timeout
06-09 14:21BTCBuy63198.2→61643.1-12.76stop_loss
06-08 22:49BTCBuy63194.2→63269.8+0.12timeout
06-07 22:00BTCBuy60669→61815.9+9.01timeout
06-06 19:39BTCBuy59755→60550+6.26timeout
06-05 18:52BTCBuy60944→59445.3-12.76stop_loss
06-05 14:04BTCBuy62145.1→60616.6-12.75stop_loss
06-05 11:14BTCBuy62246.1→62296.9-0.08timeout
06-04 09:27BTCBuy64414.2→62829.4-12.75stop_loss
06-04 00:29BTCBuy65117.3→63516-12.74stop_loss
06-03 19:54BTCBuy66965.3→65318.1-12.79stop_loss
06-03 03:43BTCBuy67427.4→65767.8-12.76stop_loss
06-02 14:10BTCBuy69983.5→68262.4-12.76stop_loss
06-02 02:06BTCBuy72006.6→70235.4-12.83stop_loss
06-01 03:39BTCBuy74118.7→73864.3-2.24timeout
05-30 22:06BTCBuy73355.7→73818.3+2.59timeout
05-30 20:16BTCBuy73593.7→73923.3+1.68timeout
05-30 18:30BTCBuy73776.7→73930.3+0.48timeout
05-30 16:45BTCBuy73974.7→73926.3-0.89timeout
05-30 14:59BTCBuy73073.7→73887.3+4.97timeout
05-29 15:24BTCBuy72852.6→73572.3+4.45timeout
05-29 14:14BTCBuy73295.7→72975.4-2.58timeout
05-29 13:07BTCBuy73391.7→73210.3-1.71timeout
05-29 11:31BTCBuy73326.7→73489.3+0.62timeout
05-29 10:29BTCBuy73367.7→73580.3+0.93timeout

Paper vs Live

Paper (trades.jsonl)
47
closed
43%
win rate
-145.36
total pnl ($)
-61.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4743%-61.4-145.36

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems