deribit_basis_zscore_mean_reversion_long_fear_gate

not live
74
closed trades
38%
win rate
-310.26
total pnl ($)
0.814
weight
7d window — n=16 wr=44% pnl=-73.46  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 74 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 21:57BTCBuy60176→59368-7.18timeout
06-28 18:49BTCBuy60506→59480-8.91timeout
06-27 20:50BTCBuy59742→60249+3.85timeout
06-27 15:43BTCBuy60417→60765+2.44timeout
06-26 19:50BTCBuy59231→59845+4.62timeout
06-26 14:43BTCBuy59407→59564+0.82timeout
06-25 17:41BTCBuy59411→59589+1.08timeout
06-25 13:59BTCBuy59519→58055.1-12.67stop_loss
06-24 16:51BTCBuy61132.1→59627.2-12.74stop_loss
06-24 16:47BTCBuy61540.1→60027-12.72stop_loss
06-24 13:48BTCBuy62788.1→61241.3-12.77stop_loss
06-24 08:24BTCBuy62203.1→62665.9+3.22timeout
06-24 07:24BTCBuy62998.1→62692.9-2.95timeout
06-23 08:17BTCBuy63977.2→62403.7-12.76stop_loss
06-23 06:27BTCBuy64067.2→62642.9-11.59timeout
06-22 22:01BTCBuy63664.2→64330.8+4.79timeout
06-22 03:34BTCBuy64332.2→64245.8-1.20timeout
06-21 20:16BTCBuy63934.2→64122.8+1.02timeout
06-21 02:41BTCBuy63367.2→64219.8+6.27timeout
06-20 19:15BTCBuy63039.2→63865.8+6.12timeout
06-19 20:24BTCBuy63103.2→62994.9-1.35timeout
06-19 15:52BTCBuy62586.1→63171.8+4.24timeout
06-18 15:52BTCBuy64077.2→62499.6-12.75stop_loss
06-18 14:52BTCBuy65175.3→63531-13.06stop_loss
06-17 22:03BTCBuy65477.3→63852.9-12.85stop_loss
06-17 16:27BTCBuy65717.3→66214.7+3.38timeout
06-17 11:05BTCBuy66222.3→64593.5-12.83stop_loss
06-16 15:44BTCBuy66837.3→65823.7-8.11timeout
06-16 12:56BTCBuy66565.3→66367.7-2.01timeout
06-15 12:30BTCBuy64447.2→66269.7+13.70timeout
06-15 11:05BTCBuy64453.2→65915.7+10.90timeout
06-14 10:03BTCBuy63740.2→64577.8+6.08timeout
06-14 07:47BTCBuy63837.2→64400.8+3.96timeout
06-13 09:35BTCBuy63844.2→63777.8-1.06timeout
06-13 07:26BTCBuy62997.1→63741.8+5.45timeout
06-12 08:27BTCBuy62889.1→63474.8+4.11timeout
06-12 07:11BTCBuy62664.1→63049.8+2.58timeout
06-10 21:58BTCBuy62686.1→61140.4-12.78stop_loss
06-10 18:59BTCBuy61792.1→61844.9-0.08timeout
06-10 15:28BTCBuy61343.1→62309.9+7.38timeout
06-09 16:39BTCBuy62293.1→60760.6-12.76stop_loss
06-09 14:30BTCBuy63025.2→61474.2-12.76stop_loss
06-09 12:31BTCBuy63234.2→62618.9-5.26timeout
06-08 22:49BTCBuy63116.2→63252.8+0.60timeout
06-08 06:31BTCBuy62016.1→63022.8+7.66timeout
06-07 16:44BTCBuy60739→62143.9+11.07timeout
06-07 06:06BTCBuy61045.1→61623.9+4.34timeout
06-06 15:49BTCBuy60322→60788+3.42timeout
06-06 04:31BTCBuy61220.1→59714.1-12.75stop_loss
06-05 18:52BTCBuy60755→59260.4-12.76stop_loss
06-05 15:39BTCBuy61587.1→60070.9-12.74stop_loss
06-05 13:49BTCBuy62750.1→61207.3-12.75stop_loss
06-05 06:24BTCBuy62683.1→61139.4-12.76stop_loss
06-05 06:21BTCBuy63116.2→61564.1-12.74stop_loss
06-05 02:14BTCBuy62391.1→63146.8+5.61timeout
06-04 10:49BTCBuy63812.2→62242.7-12.72stop_loss
06-04 02:03BTCBuy63193.2→61639.1-12.75stop_loss
06-04 00:26BTCBuy65400.3→63791.9-12.74stop_loss
06-03 23:02BTCBuy66270.3→64639.4-12.75stop_loss
06-03 16:27BTCBuy67212.4→65546.9-12.87stop_loss
06-03 03:49BTCBuy67275.4→65619.9-12.76stop_loss
06-03 03:28BTCBuy67776.4→66106.6-12.77stop_loss
06-02 14:27BTCBuy69326.5→67619.8-12.76stop_loss
06-02 14:27BTCBuy69447.5→67739.7-12.75stop_loss
06-01 22:26BTCBuy73459.7→71242.8-15.67stop_loss
06-01 22:26BTCBuy73938.7→71242.8-18.83stop_loss
05-31 18:58BTCBuy74010.7→73611.3-3.21timeout
05-31 16:59BTCBuy73896.7→73501.3-3.18timeout
05-31 14:58BTCBuy73895.7→73594.3-2.51timeout
05-30 09:55BTCBuy73706.7→73575.3-1.37timeout
05-30 08:42BTCBuy73772.7→73493.3-2.39timeout
05-30 07:47BTCBuy73373.7→73455.3+0.06timeout
05-29 15:47BTCBuy73017.7→73708.3+4.23timeout
05-29 14:37BTCBuy72923.6→72775.4-1.59timeout

Paper vs Live

Paper (trades.jsonl)
74
closed
38%
win rate
-310.26
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 ($)
BTC7438%-83.5-310.26

Recent bounces (last 20 of 2)

timesymsidereason
06-29 08:28BTCBuycircuit_breaker
06-29 07:09BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems