deribit_basis_zscore_mean_reversion_fear_gate_v4

not live
23
closed trades
39%
win rate
-75.29
total pnl ($)
0.927
weight
7d window — n=6 wr=17% pnl=-55.23  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 23 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 05:24BTCBuy59727→59861+0.65timeout
06-25 13:44BTCBuy61639.1→60060-13.23stop_loss
06-24 14:13BTCBuy62707.1→61100.4-13.26stop_loss
06-23 08:27BTCBuy63701.2→62070.8-13.24stop_loss
06-23 08:15BTCBuy64132.2→62490.6-13.32stop_loss
06-23 03:36BTCBuy64290.2→63982.8-2.84timeout
06-21 22:25BTCBuy63272.2→63696.8+2.93timeout
06-20 19:57BTCBuy62939.1→63897.8+7.23timeout
06-18 15:51BTCBuy64165.2→62520.6-12.96stop_loss
06-17 22:03BTCBuy65601.3→63920.8-13.23stop_loss
06-17 08:28BTCBuy65632.3→65313.7-2.90timeout
06-16 08:26BTCBuy64452.2→66486.7+15.51timeout
06-15 08:24BTCBuy63742.2→65621.7+14.30timeout
06-14 08:24BTCBuy63478.2→64466.8+7.27timeout
06-13 08:25BTCBuy62875.1→63733.8+6.17timeout
06-12 08:14BTCBuy61586.1→63278.8+13.17timeout
06-09 14:29BTCBuy63161.2→61540.1-13.29stop_loss
06-09 14:17BTCBuy63432.2→61805-13.28stop_loss
06-07 22:14BTCBuy60717→63443.8+22.02take_profit
06-05 18:52BTCBuy60904→59345.3-13.26stop_loss
06-05 06:01BTCBuy63776.2→62142.8-13.21stop_loss
06-03 23:24BTCBuy65987.3→64294.6-13.28stop_loss
06-02 22:59BTCBuy67924.4→66185.6-13.25stop_loss

Paper vs Live

Paper (trades.jsonl)
23
closed
39%
win rate
-75.29
total pnl ($)
-65.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2339%-65.6-75.29

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems