deribit_basis_zscore_mean_reversion_long_fear_gate_v6

not live
49
closed trades
49%
win rate
-1.49
total pnl ($)
1.231
weight
7d window — n=15 wr=47% pnl=-4.15  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 49 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 15:46SOLBuy71.8968→72.8461+7.41timeout
06-26 16:00SOLBuy68.9103→73.033+35.31take_profit
06-26 07:39SOLBuy66.849→70.8444+35.29take_profit
06-26 07:03SOLBuy66.568→70.5434+35.21take_profit
06-26 07:02SOLBuy66.1689→70.1235+35.19take_profit
06-25 19:21SOLBuy65.6959→65.7731+0.24timeout
06-24 16:51SOLBuy68.8143→66.3169-22.32stop_loss
06-24 16:45SOLBuy69.5694→67.0704-22.10stop_loss
06-24 16:45SOLBuy69.6444→67.1333-22.18stop_loss
06-24 15:45SOLBuy69.9445→67.4421-22.03stop_loss
06-24 12:33SOLBuy69.1194→69.6995+4.46timeout
06-24 06:43SOLBuy70.0945→69.7775-2.95timeout
06-23 08:13SOLBuy71.6387→69.0761-21.86stop_loss
06-23 06:20SOLBuy72.6719→70.0694-21.89stop_loss
06-22 22:28SOLBuy74.3912→71.7284-21.93stop_loss
06-20 13:59SOLBuy69.2654→71.2243+16.28timeout
06-20 05:10SOLBuy68.0262→72.1542+35.82take_profit
06-20 00:40SOLBuy69.7635→69.7575-0.67timeout
06-19 15:49SOLBuy68.9783→69.2546+1.95timeout
06-18 09:35SOLBuy72.4209→71.8212-5.48timeout
06-17 22:03SOLBuy73.8001→71.1537-22.10stop_loss
06-17 21:32SOLBuy73.8661→71.8452-17.05timeout
06-17 15:26SOLBuy73.096→73.027-0.91timeout
06-17 08:49SOLBuy74.9052→72.213-22.04stop_loss
06-15 16:10SOLBuy71.3877→75.6547+35.35take_profit
06-15 13:16SOLBuy69.3924→73.553+35.42take_profit
06-15 00:00SOLBuy67.3621→71.3893+35.31take_profit
06-14 07:42SOLBuy67.1711→68.0688+7.52timeout
06-14 01:51SOLBuy67.3991→68.9107+13.29timeout
06-12 13:55SOLBuy65.5568→66.592+8.75timeout
06-12 06:51SOLBuy65.1888→66.0701+7.58timeout
06-09 16:05SOLBuy66.372→63.9964-21.99stop_loss
06-09 12:19SOLBuy66.0379→66.354+2.46timeout
06-09 06:13SOLBuy65.5008→67.2029+15.05timeout
06-08 22:11SOLBuy65.0638→67.1059+18.36timeout
06-08 16:09SOLBuy64.8407→67.2429+21.53timeout
06-08 09:33SOLBuy65.4058→65.8811+4.15timeout
06-07 22:15SOLBuy63.7866→67.6279+36.11take_profit
06-06 04:12SOLBuy63.9236→61.6309-21.88stop_loss
06-05 19:05SOLBuy64.4927→62.1856-21.99stop_loss
06-05 15:48SOLBuy66.1099→63.7435-21.96stop_loss
06-05 06:17SOLBuy67.7622→65.3315-21.99stop_loss
06-04 21:39SOLBuy70.2155→67.691-22.04stop_loss
06-04 01:22SOLBuy71.8578→69.27-22.13stop_loss
06-03 20:55SOLBuy73.617→70.9798-21.82stop_loss
06-03 19:31SOLBuy74.4112→71.7443-21.91stop_loss
06-02 22:50SOLBuy76.7215→73.9539-22.12stop_loss
05-31 15:10SOLBuy82.6294→81.9637-5.30timeout
05-29 14:15SOLBuy81.1082→81.3538+1.10timeout

Paper vs Live

Paper (trades.jsonl)
49
closed
49%
win rate
-1.49
total pnl ($)
-1.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
SOL4949%-1.3-1.49

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems