deribit_basis_zscore_mean_reversion_long_fear_gated_v2

not live
29
closed trades
41%
win rate
-104.67
total pnl ($)
0.916
weight
7d window — n=6 wr=17% pnl=-56.40  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 29 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 18:38BTCBuy60530→59597-8.13timeout
06-26 13:19BTCBuy60142→58662.7-12.76stop_loss
06-25 13:42BTCBuy61727.1→60208.9-12.74stop_loss
06-24 14:02BTCBuy62722.1→61179.3-12.75stop_loss
06-24 08:25BTCBuy62247.1→62662.9+2.80timeout
06-23 06:21BTCBuy64235.2→62649.5-12.83stop_loss
06-22 08:17BTCBuy64068.2→64236.8+0.79timeout
06-21 08:17BTCBuy63522.2→64062.8+3.71timeout
06-20 07:10BTCBuy62800.1→63628.8+6.14timeout
06-18 15:53BTCBuy64047.2→62471.6-12.74stop_loss
06-17 19:50BTCBuy65602.3→63975.8-12.86stop_loss
06-16 17:32BTCBuy66702.3→65722.7-7.88timeout
06-15 13:16BTCBuy63882.2→66686.7+21.52take_profit
06-14 17:31BTCBuy64071.2→63875.8-2.05timeout
06-13 18:01BTCBuy63874.2→63978.8+0.35timeout
06-12 17:34BTCBuy63242.2→63793.8+3.90timeout
06-11 17:06BTCBuy62259.1→62446.9+0.98timeout
06-10 17:08BTCBuy61433.1→62136.9+5.22timeout
06-09 14:17BTCBuy63383.2→61824-12.76stop_loss
06-08 17:19BTCBuy62278.1→63419.8+8.63timeout
06-07 16:44BTCBuy60697→62156.9+11.56timeout
06-05 18:51BTCBuy61066.1→59564.2-12.75stop_loss
06-05 06:03BTCBuy63636.2→62065.8-12.75stop_loss
06-04 00:24BTCBuy65528.3→63916.8-12.74stop_loss
06-03 03:50BTCBuy67205.4→65551.9-12.76stop_loss
06-02 12:34BTCBuy70850.5→69108-12.81stop_loss
05-31 16:56BTCBuy73895.7→73495.3-3.22timeout
05-30 14:16BTCBuy72989.6→73871.3+5.48timeout
05-29 13:26BTCBuy73056.7→72947.4-1.22timeout

Paper vs Live

Paper (trades.jsonl)
29
closed
41%
win rate
-104.67
total pnl ($)
-71.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2941%-71.5-104.67

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems