deribit_basis_zscore_reversion_fear_gate_long

not live
24
closed trades
50%
win rate
-36.24
total pnl ($)
1.145
weight
7d window — n=7 wr=43% pnl=-16.13  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 24 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 15:10BTCBuy59916→60660+5.76timeout
06-26 14:04BTCBuy58944.9→59917+7.74timeout
06-24 16:51BTCBuy61349.1→59837.1-12.75stop_loss
06-24 13:45BTCBuy62353.1→61516.9-7.15timeout
06-23 06:21BTCBuy64274.2→62693.5-12.77stop_loss
06-22 10:58BTCBuy64313.2→64110.8-2.13timeout
06-21 10:49BTCBuy63628.2→64346.8+5.16timeout
06-20 06:30BTCBuy62839.1→63670.8+6.16timeout
06-18 15:54BTCBuy63995.2→62421.7-12.63stop_loss
06-17 22:03BTCBuy65561.3→63938.8-12.81stop_loss
06-17 06:59BTCBuy66411.3→65591.7-6.65timeout
06-16 03:30BTCBuy65702.3→65940.7+1.41timeout
06-15 03:04BTCBuy64466.2→65503.7+7.56timeout
06-14 03:03BTCBuy63668.2→64475.8+5.92timeout
06-13 03:02BTCBuy63575.2→63649.8+0.13timeout
06-11 19:33BTCBuy61223.1→63915.8+21.42take_profit
06-10 15:25BTCBuy61461.1→62310.9+6.41timeout
06-09 00:46BTCBuy64069.2→62492.6-12.76stop_loss
06-08 15:21BTCBuy61745.1→64072.8+18.35timeout
06-07 15:10BTCBuy60668→61757.9+8.52timeout
06-05 14:06BTCBuy62013.1→60487.7-12.75stop_loss
06-05 06:21BTCBuy63106.2→61554.1-12.70stop_loss
06-03 19:55BTCBuy66837.3→65167.1-12.96stop_loss
06-02 15:30BTCBuy68883.4→67189-12.75stop_loss

Paper vs Live

Paper (trades.jsonl)
24
closed
50%
win rate
-36.24
total pnl ($)
-30.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2450%-30.0-36.24

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems