deribit_basis_zscore_mean_reversion_fear_gated_v2

not live
27
closed trades
44%
win rate
-98.24
total pnl ($)
0.892
weight
7d window — n=7 wr=29% pnl=-54.96  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 27 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 13:19BTCBuy59981→58505.8-12.76stop_loss
06-25 13:46BTCBuy61082.1→59562.2-12.86stop_loss
06-24 13:57BTCBuy62738.1→61194.3-12.75stop_loss
06-23 08:24BTCBuy63673.2→62102.8-12.77stop_loss
06-23 06:22BTCBuy64084.2→62507.6-12.78stop_loss
06-22 15:32BTCBuy64309.2→65005.7+4.86timeout
06-21 14:04BTCBuy63497.2→64061.8+4.10timeout
06-20 13:47BTCBuy62916.1→63424.8+3.51timeout
06-18 15:37BTCBuy64496.2→62894.4-12.85stop_loss
06-17 19:41BTCBuy65787.3→64169.7-12.77stop_loss
06-16 20:27BTCBuy65676.3→65698.7-0.43timeout
06-15 20:26BTCBuy64452.2→66536.7+15.61timeout
06-14 20:25BTCBuy63739.2→63891.8+0.68timeout
06-13 20:25BTCBuy63467.2→64218.8+5.46timeout
06-12 20:22BTCBuy62803.1→63504.8+5.12timeout
06-11 20:15BTCBuy61610.1→63480.8+14.54timeout
06-09 13:36BTCBuy63692.2→62106.8-12.89stop_loss
06-09 09:08BTCBuy61754.1→62716.9+7.37timeout
06-07 22:14BTCBuy60716→63381.8+21.52take_profit
06-06 04:13BTCBuy61631.1→60114.9-12.76stop_loss
06-05 06:03BTCBuy63498.2→61935.9-12.72stop_loss
06-04 00:29BTCBuy65045.3→63445.1-12.75stop_loss
06-03 03:50BTCBuy67205.4→65552.9-12.75stop_loss
06-02 12:06BTCBuy71006.6→69253.9-12.85stop_loss
06-01 22:25BTCBuy73927.7→71211.8-19.03stop_loss
05-31 23:18BTCBuy73563.7→73941.3+2.16timeout
05-30 01:27BTCBuy73164.7→73610.3+2.54timeout

Paper vs Live

Paper (trades.jsonl)
27
closed
44%
win rate
-98.24
total pnl ($)
-72.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2744%-72.1-98.24

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems