deribit_basis_zscore_mean_reversion_fear_gated

not live
76
closed trades
36%
win rate
-318.12
total pnl ($)
0.865
weight
7d window — n=14 wr=36% pnl=-42.04  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 76 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 07:49BTCBuy60212→60028-1.98timeout
06-28 20:51BTCBuy60264→59625-5.75timeout
06-28 07:04BTCBuy60307→60090-2.23timeout
06-27 19:43BTCBuy59904→60166+1.78timeout
06-27 03:41BTCBuy59410→60287+6.93timeout
06-26 13:51BTCBuy59254→59537+1.89timeout
06-26 02:16BTCBuy59977→58500.8-12.73stop_loss
06-25 13:53BTCBuy60267→58766.7-12.81stop_loss
06-25 07:16BTCBuy59231→61831.9+21.52take_profit
06-24 16:51BTCBuy61055.1→59545.2-12.80stop_loss
06-24 14:13BTCBuy62675.1→61132.4-12.76stop_loss
06-24 13:43BTCBuy63000.1→61444.2-12.80stop_loss
06-24 08:25BTCBuy62296.1→62662.9+2.44timeout
06-24 07:27BTCBuy62973.1→62687.9-2.75timeout
06-23 06:22BTCBuy64094.2→62517.6-12.78stop_loss
06-23 06:21BTCBuy64140.2→62560.6-12.77stop_loss
06-23 01:47BTCBuy64459.2→63930.8-4.52timeout
06-22 06:10BTCBuy64178.2→64258.8+0.16timeout
06-22 00:46BTCBuy64257.2→63963.8-2.76timeout
06-21 05:22BTCBuy63693.2→64215.8+3.66timeout
06-20 22:26BTCBuy63283.2→64142.8+6.34timeout
06-19 21:31BTCBuy62946.1→63129.8+0.96timeout
06-19 20:24BTCBuy63103.2→62993.9-1.35timeout
06-18 15:53BTCBuy64035.2→62458.6-12.62stop_loss
06-18 15:40BTCBuy64336.2→62750.5-12.49stop_loss
06-17 22:03BTCBuy65556.3→63943.8-12.75stop_loss
06-17 19:40BTCBuy65809.3→64190.7-12.75stop_loss
06-17 08:39BTCBuy66541.3→64903.3-12.79stop_loss
06-17 08:31BTCBuy66738.3→65091.2-12.82stop_loss
06-16 10:59BTCBuy65897.3→66465.7+3.77timeout
06-16 08:09BTCBuy65703.3→66358.7+4.56timeout
06-15 09:35BTCBuy64435.2→65543.7+8.16timeout
06-15 06:58BTCBuy64272.2→65836.7+11.71timeout
06-14 07:50BTCBuy63799.2→64406.8+4.30timeout
06-14 06:07BTCBuy63546.2→64424.8+6.47timeout
06-13 07:25BTCBuy62994.1→63704.8+5.18timeout
06-13 05:18BTCBuy63494.2→63528.8-0.16timeout
06-12 06:48BTCBuy62817.1→62969.9+0.72timeout
06-12 02:03BTCBuy62177.1→63466.8+9.81timeout
06-10 22:18BTCBuy62595.1→61055.4-12.75stop_loss
06-10 16:57BTCBuy61350.1→62072.9+5.38timeout
06-10 15:01BTCBuy61403.1→62388.9+7.54timeout
06-09 15:55BTCBuy62627.1→61087.4-12.76stop_loss
06-09 14:21BTCBuy63159.2→61606.1-12.75stop_loss
06-09 12:30BTCBuy63132.2→62602.9-4.61timeout
06-08 21:30BTCBuy61756.1→63691.8+15.19timeout
06-08 06:25BTCBuy61819.1→62976.9+8.90timeout
06-07 15:36BTCBuy60713→61993.9+10.08timeout
06-07 05:57BTCBuy60918→61720.9+6.18timeout
06-06 14:34BTCBuy60540→60913+2.63timeout
06-06 04:27BTCBuy61303.1→59795.1-12.75stop_loss
06-05 18:52BTCBuy60915→59417.3-12.75stop_loss
06-05 15:39BTCBuy61570.1→60053-12.76stop_loss
06-05 13:52BTCBuy62597.1→61057.4-12.75stop_loss
06-05 06:21BTCBuy63124.2→61567.1-12.78stop_loss
06-05 03:11BTCBuy63850.2→62279.7-12.72stop_loss
06-04 10:48BTCBuy63883.2→62311.7-12.72stop_loss
06-04 09:29BTCBuy64345.2→62756.5-12.79stop_loss
06-04 02:04BTCBuy62912.1→61365.2-12.74stop_loss
06-04 01:16BTCBuy64412.2→62827.4-12.75stop_loss
06-03 19:54BTCBuy66950.3→65297.1-12.83stop_loss
06-03 19:54BTCBuy67054.4→65402-12.80stop_loss
06-03 03:50BTCBuy67050.4→65400-12.76stop_loss
06-03 03:43BTCBuy67479.4→65819.8-12.75stop_loss
06-02 19:33BTCBuy68016.4→66342.5-12.76stop_loss
06-02 14:10BTCBuy69994.5→68271.4-12.77stop_loss
06-02 09:29BTCBuy71025.6→69273.9-12.82stop_loss
06-01 22:25BTCBuy73980.7→71210.8-19.32stop_loss
05-31 19:32BTCBuy73951.7→73472.3-3.70timeout
05-31 16:54BTCBuy73896.7→73495.3-3.22timeout
05-31 14:57BTCBuy73901.7→73652.3-2.15timeout
05-29 18:54BTCBuy73652.7→73252.3-3.15timeout
05-29 16:56BTCBuy73403.7→73945.3+3.15timeout
05-29 15:47BTCBuy73034.7→73734.3+4.29timeout
05-29 14:42BTCBuy72888.6→72698.4-1.90timeout
05-29 13:29BTCBuy73118.7→72994.4-1.32timeout

Paper vs Live

Paper (trades.jsonl)
76
closed
36%
win rate
-318.12
total pnl ($)
-83.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7636%-83.5-318.12

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems