options_skew_mean_reversion_long_v2

not live
41
closed trades
51%
win rate
-116.62
total pnl ($)
1.016
weight
7d window — n=11 wr=55% pnl=-22.20  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 41 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 19:05BTCBuy64153.2→64329.8+0.88timeout
06-22 06:56BTCBuy64270.2→63951.8-2.95timeout
06-21 17:43BTCBuy63854.2→64075.8+1.37timeout
06-21 01:28BTCBuy63416.2→64217.8+5.81timeout
06-20 02:01BTCBuy63003.2→63497.8+3.48timeout
06-19 19:39BTCBuy62851.1→62951.9+0.32timeout
06-18 19:55BTCBuy64199.2→62970.9-9.85timeout
06-18 13:49BTCBuy65281.3→63990.8-10.32timeout
06-17 13:09BTCBuy66139.3→64970.8-9.32timeout
06-17 07:00BTCBuy66420.3→65600.7-6.65timeout
06-16 11:01BTCBuy65896.3→66507.7+4.12timeout
06-16 04:02BTCBuy65852.3→66139.7+1.78timeout
06-15 00:52BTCBuy64513.2→65535.7+7.46timeout
06-14 18:27BTCBuy64150.2→63700.8-4.05timeout
06-13 21:08BTCBuy63517.2→64266.8+5.43timeout
06-13 11:33BTCBuy63724.2→63892.8+0.78timeout
06-12 17:42BTCBuy63336.2→63819.8+3.36timeout
06-12 11:04BTCBuy63158.2→63765.8+4.29timeout
06-11 16:02BTCBuy62477.1→62704.9+1.26timeout
06-11 08:19BTCBuy61601.1→62803.9+9.17timeout
06-10 15:09BTCBuy61614.1→61965.9+2.36timeout
06-09 16:05BTCBuy63167.2→60919.5-18.29stop_loss
06-09 02:01BTCBuy63107.2→62751.9-3.25timeout
06-08 20:36BTCBuy61697.1→63258.8+12.16timeout
06-07 22:15BTCBuy61512.1→64212.8+21.51take_profit
06-07 19:40BTCBuy60552→61257.9+5.41timeout
06-06 22:16BTCBuy61504.1→60676-7.11timeout
06-06 15:20BTCBuy60656→60456-2.09timeout
06-05 13:57BTCBuy63105.2→60857.5-18.26stop_loss
06-05 09:45BTCBuy63089.2→62863.9-2.21timeout
06-05 04:59BTCBuy64355.2→63567.8-6.51timeout
06-04 00:24BTCBuy66380.3→64017.8-18.23stop_loss
06-03 23:34BTCBuy66562.3→64429.8-16.47timeout
06-02 14:27BTCBuy70105.5→67610.8-18.26stop_loss
06-02 12:59BTCBuy71524.6→68979-18.35stop_loss
06-02 02:06BTCBuy72959.6→70361.3-18.36stop_loss
06-02 01:36BTCBuy73484.7→70868-18.40stop_loss
05-31 19:47BTCBuy74028.7→73494.3-4.05timeout
05-30 14:53BTCBuy73053.7→73885.3+5.09timeout
05-30 07:48BTCBuy73376.7→73479.3+0.21timeout
05-29 14:52BTCBuy72881.6→72986.4+0.12timeout

Paper vs Live

Paper (trades.jsonl)
41
closed
51%
win rate
-116.62
total pnl ($)
-56.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4151%-56.3-116.62

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems