deribit_basis_zscore_mean_reversion_fear_greed_long

not live
25
closed trades
44%
win rate
-85.18
total pnl ($)
0.940
weight
7d window — n=7 wr=14% pnl=-47.68  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 25 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 13:19BTCBuy59932→58455.8-12.78stop_loss
06-25 13:44BTCBuy61652.1→60135.9-12.73stop_loss
06-24 13:57BTCBuy62753.1→61208.3-12.76stop_loss
06-23 08:27BTCBuy63629.2→62053.9-12.82stop_loss
06-23 03:37BTCBuy64153.2→63971.8-1.86timeout
06-22 03:32BTCBuy64309.2→64359.8-0.14timeout
06-21 02:10BTCBuy63473.2→64222.8+5.42timeout
06-20 01:47BTCBuy62916.1→63545.8+4.54timeout
06-18 15:37BTCBuy64504.2→62899.4-12.87stop_loss
06-17 19:41BTCBuy65786.3→64168.7-12.77stop_loss
06-16 08:27BTCBuy65675.3→66497.7+5.90timeout
06-15 08:26BTCBuy64451.2→65613.7+8.55timeout
06-14 08:25BTCBuy63739.2→64454.8+5.14timeout
06-13 08:25BTCBuy63477.2→63732.8+1.46timeout
06-12 08:22BTCBuy62803.1→63546.8+5.36timeout
06-11 08:15BTCBuy61610.1→62782.9+8.95timeout
06-09 13:36BTCBuy63692.2→62106.8-12.89stop_loss
06-08 21:08BTCBuy61754.1→63693.8+15.22timeout
06-07 21:03BTCBuy60707→61744.9+8.12timeout
06-06 04:13BTCBuy61646.1→60124.9-12.79stop_loss
06-05 06:03BTCBuy63498.2→61936.9-12.72stop_loss
06-04 00:29BTCBuy65071.3→63471.1-12.74stop_loss
06-03 03:43BTCBuy67543.4→65882.7-12.75stop_loss
06-02 12:06BTCBuy70991.5→69245.9-12.80stop_loss
05-31 11:18BTCBuy73563.7→73885.3+1.60timeout

Paper vs Live

Paper (trades.jsonl)
25
closed
44%
win rate
-85.18
total pnl ($)
-67.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2544%-67.7-85.18

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems