deribit_basis_zscore_mean_reversion_long_fear_gate_v3

not live
28
closed trades
39%
win rate
-111.37
total pnl ($)
0.922
weight
7d window — n=6 wr=17% pnl=-51.08  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 28 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 02:16BTCBuy59872→58399.9-12.74stop_loss
06-25 13:48BTCBuy60863→59366.3-12.68stop_loss
06-24 13:44BTCBuy62912.1→61361.2-12.86stop_loss
06-23 08:17BTCBuy63987.2→62399.7-12.79stop_loss
06-22 22:33BTCBuy63641.2→64009.8+2.46timeout
06-21 21:56BTCBuy63999.2→63744.8-2.48timeout
06-20 15:41BTCBuy63151.2→64081.8+6.90timeout
06-18 15:40BTCBuy64348.2→62765.5-12.71stop_loss
06-18 12:33BTCBuy64743.2→64176.8-4.83timeout
06-17 08:45BTCBuy66476.3→64836.3-12.82stop_loss
06-16 08:54BTCBuy65639.3→66829.7+8.64timeout
06-15 08:27BTCBuy64452.2→65669.7+9.01timeout
06-14 08:29BTCBuy63793.2→64453.8+4.71timeout
06-13 08:27BTCBuy63472.2→63779.8+1.87timeout
06-12 08:25BTCBuy62872.1→63460.8+4.14timeout
06-11 08:17BTCBuy61659.1→62766.9+8.41timeout
06-09 14:21BTCBuy63165.2→61612.1-12.75stop_loss
06-08 21:51BTCBuy61648.1→63753.8+16.59timeout
06-07 21:59BTCBuy60734→61728.9+7.75timeout
06-05 18:51BTCBuy61071.1→59569.2-12.75stop_loss
06-05 06:01BTCBuy63674.2→62107.8-12.71stop_loss
06-03 23:51BTCBuy65767.3→64149.7-12.75stop_loss
06-03 03:43BTCBuy67508.4→65828.8-12.89stop_loss
06-02 09:12BTCBuy71211.6→69460.8-12.80stop_loss
06-01 15:25BTCBuy73642.7→71111.9-17.76stop_loss
05-31 19:46BTCBuy74029.7→73498.3-4.09timeout
05-30 10:46BTCBuy73575.7→73626.3-0.17timeout
05-29 10:29BTCBuy73395.7→73573.3+0.70timeout

Paper vs Live

Paper (trades.jsonl)
28
closed
39%
win rate
-111.37
total pnl ($)
-79.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2839%-79.1-111.37

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems