deribit_basis_zscore_mean_reversion_long_feargated

not live
24
closed trades
54%
win rate
-54.15
total pnl ($)
1.087
weight
7d window — n=6 wr=50% pnl=-22.98  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 24 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 15:18BTCBuy58941.9→59898+7.56timeout
06-24 17:47BTCBuy60615→59123.5-12.74stop_loss
06-24 14:19BTCBuy62419.1→60880.5-12.72stop_loss
06-23 05:22BTCBuy65077.3→63477.1-12.76stop_loss
06-22 15:13BTCBuy64181.2→65088.7+6.55timeout
06-21 14:47BTCBuy63798.2→63992.8+1.13timeout
06-20 08:45BTCBuy62636.1→63419.8+5.70timeout
06-18 15:40BTCBuy64362.2→62775.5-12.68stop_loss
06-18 08:37BTCBuy65072.3→64522.8-4.72timeout
06-16 08:55BTCBuy65694.3→66936.7+9.00timeout
06-15 08:27BTCBuy64457.2→65668.7+8.96timeout
06-14 08:26BTCBuy63786.2→64444.8+4.69timeout
06-13 08:27BTCBuy63481.2→63779.8+1.80timeout
06-12 08:42BTCBuy62903.1→63362.8+3.13timeout
06-11 08:16BTCBuy61661.1→62769.9+8.40timeout
06-09 14:04BTCBuy63643.2→62072.8-12.79stop_loss
06-08 21:15BTCBuy61977.1→63703.8+13.44timeout
06-07 21:05BTCBuy60711→61687.9+7.61timeout
06-06 04:14BTCBuy61588.1→60072.9-12.76stop_loss
06-05 06:03BTCBuy63519.2→61956.9-12.72stop_loss
06-04 00:29BTCBuy65116.3→63515-12.74stop_loss
06-03 03:50BTCBuy67108.4→65457-12.76stop_loss
06-02 12:34BTCBuy70836.5→69094-12.81stop_loss
05-30 07:47BTCBuy73372.7→73455.3+0.07timeout

Paper vs Live

Paper (trades.jsonl)
24
closed
54%
win rate
-54.15
total pnl ($)
-44.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2454%-44.7-54.15

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems