deribit_basis_zscore_mean_reversion_long_fear_gate_v4

not live
75
closed trades
47%
win rate
-259.07
total pnl ($)
0.728
weight
7d window — n=17 wr=53% pnl=-63.93  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 75 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 23:45BTCBuy59717→60230+3.87timeout
06-29 18:04BTCBuy59621→60385+5.81timeout
06-28 19:59BTCBuy60146→59448-6.23timeout
06-28 16:47BTCBuy60748→59608-9.81timeout
06-27 19:49BTCBuy59845→60180+2.40timeout
06-27 15:39BTCBuy60420→60874+3.32timeout
06-26 18:17BTCBuy59453→59976+3.84timeout
06-26 14:32BTCBuy59437→59908+3.46timeout
06-25 17:50BTCBuy59339→59480+0.77timeout
06-25 13:53BTCBuy60267→58772.7-12.76stop_loss
06-24 17:19BTCBuy61004.1→59503.3-12.73stop_loss
06-24 14:02BTCBuy62713.1→61160.3-12.83stop_loss
06-24 13:48BTCBuy62804.1→61255.3-12.78stop_loss
06-24 09:34BTCBuy62445.1→62666.9+1.25timeout
06-24 08:33BTCBuy62195.1→62756.9+4.02timeout
06-23 08:17BTCBuy64035.2→62458.6-12.77stop_loss
06-23 08:17BTCBuy64007.2→62431.6-12.77stop_loss
06-22 23:34BTCBuy63407.2→63962.8+3.99timeout
06-22 22:22BTCBuy63721.2→64202.8+3.32timeout
06-21 22:43BTCBuy64264.2→63651.8-5.19timeout
06-21 21:25BTCBuy63955.2→63623.8-3.04timeout
06-20 21:49BTCBuy63099.2→64028.8+6.93timeout
06-20 18:25BTCBuy63120.2→63833.8+5.21timeout
06-19 20:22BTCBuy63114.2→62968.9-1.64timeout
06-19 17:17BTCBuy62502.1→63029.8+3.77timeout
06-18 15:57BTCBuy63895.2→62321.7-12.61stop_loss
06-18 15:37BTCBuy64546.2→62958.4-12.73stop_loss
06-18 04:11BTCBuy65355.3→63746.9-12.77stop_loss
06-17 22:03BTCBuy65566.3→63942.8-12.82stop_loss
06-17 08:06BTCBuy66319.3→65409.7-7.26timeout
06-17 06:58BTCBuy66434.3→65587.7-6.85timeout
06-16 05:27BTCBuy65804.3→66027.7+1.30timeout
06-16 03:45BTCBuy65842.3→66101.7+1.55timeout
06-15 03:00BTCBuy64473.2→65411.7+6.79timeout
06-14 21:51BTCBuy64455.2→65492.7+7.55timeout
06-13 21:12BTCBuy63573.2→64238.8+4.76timeout
06-13 19:43BTCBuy63641.2→64239.8+4.25timeout
06-12 20:56BTCBuy63373.2→63446.8+0.11timeout
06-12 17:41BTCBuy63306.2→63809.8+3.51timeout
06-11 16:09BTCBuy62429.1→62708.9+1.64timeout
06-11 14:50BTCBuy61870.1→62848.9+7.36timeout
06-10 15:11BTCBuy61624.1→61888.9+1.65timeout
06-10 14:25BTCBuy61747.1→62090.9+2.31timeout
06-09 14:16BTCBuy63434.2→61868-12.80stop_loss
06-09 13:36BTCBuy63761.2→62187.8-12.79stop_loss
06-08 22:06BTCBuy61764.1→63511.8+13.66timeout
06-08 20:49BTCBuy61775.1→63386.8+12.55timeout
06-07 21:50BTCBuy60832→61628.9+6.12timeout
06-07 15:27BTCBuy60644→61835.9+9.36timeout
06-06 19:35BTCBuy59670→60553+7.01timeout
06-06 14:34BTCBuy60540→60913+2.63timeout
06-05 18:52BTCBuy60888→59390.3-12.76stop_loss
06-05 14:06BTCBuy61967.1→60439.7-12.77stop_loss
06-05 13:49BTCBuy62798.1→61252.3-12.76stop_loss
06-05 11:34BTCBuy62484.1→62329.9-1.72timeout
06-05 05:59BTCBuy63781.2→62209.8-12.72stop_loss
06-04 09:27BTCBuy64411.2→62825.4-12.75stop_loss
06-04 00:29BTCBuy65015.3→63416.1-12.75stop_loss
06-04 00:29BTCBuy65116.3→63515-12.74stop_loss
06-03 16:25BTCBuy67233.4→65579.9-12.77stop_loss
06-03 16:24BTCBuy67306.4→65649.9-12.78stop_loss
06-03 03:33BTCBuy67647.4→65982.7-12.76stop_loss
06-03 03:28BTCBuy67788.4→66118.6-12.77stop_loss
06-02 12:52BTCBuy70743.5→69004-12.81stop_loss
06-02 12:06BTCBuy70978.5→69232.9-12.80stop_loss
06-01 15:25BTCBuy73998.7→71111.9-20.05stop_loss
06-01 15:25BTCBuy73850.7→71111.9-19.10stop_loss
05-31 16:32BTCBuy73881.7→73531.3-2.89timeout
05-31 14:43BTCBuy73985.7→73644.3-2.78timeout
05-31 09:45BTCBuy73539.7→73938.3+2.11timeout
05-30 09:54BTCBuy73703.7→73575.3-1.35timeout
05-30 08:42BTCBuy73772.7→73494.3-2.38timeout
05-29 10:03BTCBuy73496.7→73670.3+0.65timeout
05-29 08:58BTCBuy73283.7→73625.3+1.82timeout
05-29 07:53BTCBuy73372.7→73390.3-0.36timeout

Paper vs Live

Paper (trades.jsonl)
75
closed
47%
win rate
-259.07
total pnl ($)
-68.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7547%-68.8-259.07

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems