deribit_basis_carry_reversion_long_bias · strategy

102

closed trades

33%

win rate

-453.14

total pnl ($)

0.250

weight

7d window — n=31 wr=26% pnl=-233.50 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 22:41	BTC	Buy	60586→59096.5	-12.77	stop_loss
06-28 19:46	BTC	Buy	60818→59322.4	-12.72	stop_loss
06-28 14:42	BTC	Buy	59670→60069	+2.83	timeout
06-28 06:20	BTC	Buy	59822→59895	+0.17	timeout
06-27 19:27	BTC	Buy	59281→60227	+7.61	timeout
06-27 17:31	BTC	Buy	59534→60492	+7.59	timeout
06-27 15:24	BTC	Buy	59292→60715	+11.57	timeout
06-26 13:19	BTC	Buy	59947→58472.8	-12.76	stop_loss
06-26 02:24	BTC	Buy	59784→58312.9	-12.75	stop_loss
06-26 02:16	BTC	Buy	59887→58412.9	-12.75	stop_loss
06-25 13:59	BTC	Buy	59503→58030.1	-12.75	stop_loss
06-25 13:57	BTC	Buy	59812→58330.9	-12.74	stop_loss
06-25 13:48	BTC	Buy	60825→59320.4	-12.76	stop_loss
06-25 13:48	BTC	Buy	60830→59333.4	-12.70	stop_loss
06-25 13:48	BTC	Buy	60907→59395.3	-12.81	stop_loss
06-24 17:20	BTC	Buy	60907→59409.3	-12.73	stop_loss
06-24 15:08	BTC	Buy	62336.1→60798.5	-12.70	stop_loss
06-24 15:08	BTC	Buy	62355.1→60816.5	-12.71	stop_loss
06-24 14:19	BTC	Buy	62380.1→60841.5	-12.74	stop_loss
06-24 14:19	BTC	Buy	62509.1→60965.5	-12.76	stop_loss
06-24 13:46	BTC	Buy	62872.1→61323.3	-12.75	stop_loss
06-23 08:24	BTC	Buy	63855.2→62282.7	-12.75	stop_loss
06-23 06:21	BTC	Buy	64196.2→62611.5	-12.80	stop_loss
06-23 06:21	BTC	Buy	64250.2→62665.5	-12.79	stop_loss
06-23 06:20	BTC	Buy	64454.2→62864.4	-12.80	stop_loss
06-23 06:18	BTC	Buy	64650.2→63043.3	-12.89	stop_loss
06-23 01:43	BTC	Buy	64213.2→64064.8	-1.55	timeout
06-22 23:38	BTC	Buy	64258.2→63975.8	-2.41	timeout
06-22 21:34	BTC	Buy	63910.2→64275.8	+2.40	timeout
06-22 19:29	BTC	Buy	63832.2→64336.8	+3.42	timeout
06-22 17:32	BTC	Buy	63996.2→64420.8	+2.81	timeout
06-21 00:44	BTC	Buy	63031.2→64275.8	+9.32	timeout
06-20 22:28	BTC	Buy	62802.1→64257.8	+11.14	timeout
06-20 20:19	BTC	Buy	63160.2→63931.8	+5.73	timeout
06-20 18:18	BTC	Buy	62719.1→63831.8	+8.41	timeout
06-20 16:43	BTC	Buy	62681.1→63969.8	+9.68	timeout
06-18 15:57	BTC	Buy	63899.2→62298.7	-12.85	stop_loss
06-18 15:53	BTC	Buy	64030.2→62455.6	-12.50	stop_loss
06-18 15:37	BTC	Buy	64594.2→62997.3	-12.58	stop_loss
06-18 15:17	BTC	Buy	64833.2→63238.2	-12.29	stop_loss
06-18 15:17	BTC	Buy	64951.2→63354.1	-12.25	stop_loss
06-18 05:04	BTC	Buy	65272.3→63665	-12.78	stop_loss
06-17 19:50	BTC	Buy	65642.3→64026.8	-12.76	stop_loss
06-17 19:40	BTC	Buy	65831.3→64212.7	-12.75	stop_loss
06-17 11:05	BTC	Buy	66215.3→64586.5	-12.88	stop_loss
06-17 10:56	BTC	Buy	66362.3→64729.4	-12.84	stop_loss
06-17 08:45	BTC	Buy	66483.3→64848.3	-12.80	stop_loss
06-17 08:31	BTC	Buy	66806.3→65161.1	-12.81	stop_loss
06-16 14:23	BTC	Buy	67093.4→65438	-12.86	stop_loss
06-16 11:03	BTC	Buy	64477.2→66541.7	+15.43	timeout
06-15 22:43	BTC	Buy	64482.2→66247.7	+13.15	timeout
06-15 15:47	BTC	Buy	64222.2→67068.6	+21.71	take_profit
06-15 15:47	BTC	Buy	64254.2→67078.6	+21.53	take_profit
06-15 13:20	BTC	Buy	64004.2→66820.7	+21.59	take_profit
06-14 09:46	BTC	Buy	63855.2→64534.8	+4.77	timeout
06-13 21:26	BTC	Buy	63448.2→64217.8	+5.57	timeout
06-13 19:23	BTC	Buy	63677.2→64152.8	+3.28	timeout
06-13 17:19	BTC	Buy	62379.1→64004.8	+12.59	timeout
06-13 15:15	BTC	Buy	62654.1→64267.8	+12.36	timeout
06-12 08:15	BTC	Buy	61610.1→63273.8	+12.81	timeout
06-11 19:51	BTC	Buy	61958.1→63612.8	+12.65	timeout
06-11 17:48	BTC	Buy	61614.1→63507.8	+14.74	timeout
06-11 15:52	BTC	Buy	61300.1→62612.9	+10.07	timeout
06-11 14:07	BTC	Buy	62108.1→62942.9	+6.05	timeout
06-09 14:46	BTC	Buy	62781.1→61237.3	-12.78	stop_loss
06-09 14:39	BTC	Buy	62859.1→61312.3	-12.79	stop_loss
06-09 14:30	BTC	Buy	63026.2→61476.2	-12.78	stop_loss
06-09 14:21	BTC	Buy	63167.2→61613.1	-12.76	stop_loss
06-09 13:36	BTC	Buy	63678.2→62110.8	-12.75	stop_loss
06-09 06:07	BTC	Buy	61665.1→63377.8	+13.34	timeout
06-07 22:15	BTC	Buy	61214.1→63901.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60967→63644.8	+21.53	take_profit
06-07 22:14	BTC	Buy	60796→63466.8	+21.54	take_profit
06-07 22:14	BTC	Buy	60679→63344.8	+21.54	take_profit
06-07 05:18	BTC	Buy	59484→62128.9	+21.82	take_profit
06-06 04:27	BTC	Buy	61294.1→59786.1	-12.75	stop_loss
06-06 04:13	BTC	Buy	61613.1→60094.9	-12.77	stop_loss
06-06 04:13	BTC	Buy	61626.1→60108.9	-12.77	stop_loss
06-05 18:52	BTC	Buy	60919→59421.3	-12.75	stop_loss
06-05 18:37	BTC	Buy	61426.1→59915	-12.75	stop_loss
06-05 14:26	BTC	Buy	61909.1→60386.8	-12.74	stop_loss
06-05 14:06	BTC	Buy	61936.1→60412.8	-12.75	stop_loss
06-05 13:57	BTC	Buy	62379.1→60844.5	-12.75	stop_loss
06-05 13:57	BTC	Buy	62408.1→60873.5	-12.75	stop_loss
06-05 06:23	BTC	Buy	62765.1→61213.3	-12.75	stop_loss
06-05 06:23	BTC	Buy	62781.1→61213.3	-12.85	stop_loss
06-05 06:03	BTC	Buy	63561.2→61997.9	-12.70	stop_loss
06-05 06:03	BTC	Buy	63578.2→62013.9	-12.69	stop_loss
06-05 05:59	BTC	Buy	63786.2→62210.8	-12.76	stop_loss
06-04 09:27	BTC	Buy	64388.2→62804.4	-12.74	stop_loss
06-04 01:16	BTC	Buy	64514.2→62927.4	-12.75	stop_loss
06-04 00:29	BTC	Buy	65074.3→63474.1	-12.74	stop_loss
06-03 23:02	BTC	Buy	66220.3→64590.5	-12.75	stop_loss
06-03 20:55	BTC	Buy	66387.3→64744.4	-12.87	stop_loss
06-03 20:55	BTC	Buy	66618.3→64979.2	-12.80	stop_loss
06-03 16:27	BTC	Buy	67201.4→65547.9	-12.78	stop_loss
06-03 16:26	BTC	Buy	67225.4→65569.9	-12.78	stop_loss
06-03 03:50	BTC	Buy	67233.4→65579.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67419.4→65761.8	-12.75	stop_loss
06-03 03:43	BTC	Buy	67567.4→65905.7	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

102

closed

33%

win rate

-453.14

total pnl ($)

-88.9 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	102	33%	-88.9	-453.14

Recent bounces (last 20 of 2)

time	sym	side	reason
06-28 21:46	BTC	Buy	circuit_breaker
06-28 17:28	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…