deribit_basis_cheap_mean_reversion_long · strategy

109

closed trades

43%

win rate

-312.12

total pnl ($)

0.250

weight

7d window — n=26 wr=27% pnl=-156.06 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 11:42	BTC	Buy	59866→59211	-5.90	timeout
06-29 02:57	BTC	Buy	60151→59707	-4.18	timeout
06-29 01:56	BTC	Buy	60196→59480	-6.43	timeout
06-28 19:52	BTC	Buy	60172→59355	-7.23	timeout
06-28 18:48	BTC	Buy	60511→59533	-8.51	timeout
06-28 01:11	BTC	Buy	59952→59981	-0.21	timeout
06-27 23:32	BTC	Buy	59955→59966	-0.31	timeout
06-27 21:58	BTC	Buy	59906→60162	+1.75	timeout
06-27 03:03	BTC	Buy	58365.9→60331	+16.38	timeout
06-26 18:23	BTC	Buy	59552→60031	+3.46	timeout
06-26 17:24	BTC	Buy	59500→60110	+4.59	timeout
06-26 16:23	BTC	Buy	59734→59986	+1.55	timeout
06-26 15:21	BTC	Buy	59148→59909	+5.93	timeout
06-26 02:16	BTC	Buy	60025→58548.8	-12.73	stop_loss
06-25 13:58	BTC	Buy	59651→58184	-12.67	stop_loss
06-25 13:57	BTC	Buy	59737→58267.9	-12.67	stop_loss
06-25 13:57	BTC	Buy	59758→58277.9	-12.76	stop_loss
06-25 13:53	BTC	Buy	60421→58934.6	-12.67	stop_loss
06-25 13:48	BTC	Buy	60772→59275.4	-12.70	stop_loss
06-24 17:21	BTC	Buy	60846→59338.3	-12.83	stop_loss
06-24 16:51	BTC	Buy	61292.1→59743.1	-13.07	stop_loss
06-24 15:56	BTC	Buy	61755.1→60235.9	-12.74	stop_loss
06-24 14:19	BTC	Buy	62440.1→60878.5	-12.95	stop_loss
06-24 14:17	BTC	Buy	62601.1→61060.4	-12.75	stop_loss
06-24 13:57	BTC	Buy	62766.1→61222.3	-12.75	stop_loss
06-24 13:46	BTC	Buy	62863.1→61317.3	-12.75	stop_loss
06-24 08:24	BTC	Buy	62201.1→62661.9	+3.16	timeout
06-18 04:11	BTC	Buy	65348.3→63738.9	-12.77	stop_loss
06-17 05:25	BTC	Buy	66065.3→65776.7	-2.66	timeout
06-16 15:23	BTC	Buy	66644.3→65729.7	-7.41	timeout
06-16 14:19	BTC	Buy	66515.3→65674.7	-6.85	timeout
06-16 13:23	BTC	Buy	66856.3→66117.7	-6.06	timeout
06-16 12:15	BTC	Buy	66283.3→66569.7	+1.63	timeout
06-16 03:20	BTC	Buy	67234.4→65579.9	-12.73	stop_loss
06-15 13:47	BTC	Buy	64331.2→66496.7	+16.39	timeout
06-15 13:06	BTC	Buy	63805.2→66609.7	+21.54	take_profit
06-15 12:42	BTC	Buy	64327.2→66439.7	+15.99	timeout
06-15 11:35	BTC	Buy	64607.2→66233.7	+12.15	timeout
06-15 10:31	BTC	Buy	64568.2→65685.7	+8.20	timeout
06-14 19:23	BTC	Buy	64152.2→63776.8	-3.42	timeout
06-14 13:01	BTC	Buy	64113.2→64358.8	+1.47	timeout
06-14 11:58	BTC	Buy	63945.2→64532.8	+4.16	timeout
06-14 10:54	BTC	Buy	63816.2→64530.8	+5.14	timeout
06-14 09:51	BTC	Buy	63718.2→64572.8	+6.22	timeout
06-13 18:26	BTC	Buy	63708.2→64159.8	+3.09	timeout
06-13 12:02	BTC	Buy	63661.2→63921.8	+1.52	timeout
06-13 11:01	BTC	Buy	63692.2→63839.8	+0.61	timeout
06-13 09:55	BTC	Buy	63773.2→63739.8	-0.80	timeout
06-13 08:54	BTC	Buy	63431.2→63785.8	+2.27	timeout
06-12 18:03	BTC	Buy	63634.2→63883.8	+1.50	timeout
06-12 11:43	BTC	Buy	63113.2→63752.8	+4.54	timeout
06-12 10:31	BTC	Buy	62898.1→63617.8	+5.18	timeout
06-12 09:25	BTC	Buy	62782.1→63643.8	+6.33	timeout
06-12 08:24	BTC	Buy	62879.1→63476.8	+4.21	timeout
06-11 17:12	BTC	Buy	62045.1→62416.9	+2.48	timeout
06-11 11:22	BTC	Buy	61156.1→63115.8	+15.44	timeout
06-11 10:19	BTC	Buy	61171.1→62790.9	+12.65	timeout
06-11 09:17	BTC	Buy	61054.1→62758.9	+13.40	timeout
06-11 08:16	BTC	Buy	61651.1→62767.9	+8.48	timeout
06-10 16:41	BTC	Buy	60883→62317.9	+11.26	timeout
06-09 14:19	BTC	Buy	63267.2→61711	-12.75	stop_loss
06-09 14:19	BTC	Buy	63272.2→61716	-12.75	stop_loss
06-09 14:11	BTC	Buy	63530.2→61966.9	-12.75	stop_loss
06-09 13:36	BTC	Buy	63748.2→62177.8	-12.75	stop_loss
06-09 13:23	BTC	Buy	63799.2→62229.8	-12.73	stop_loss
06-09 06:49	BTC	Buy	62954.1→63350.8	+2.65	timeout
06-08 22:14	BTC	Buy	62933.1→63267.8	+2.17	timeout
06-08 17:53	BTC	Buy	62134.1→63497.8	+10.42	timeout
06-08 15:53	BTC	Buy	62167.1→63928.8	+13.57	timeout
06-08 13:51	BTC	Buy	61769.1→63537.8	+13.82	timeout
06-08 06:31	BTC	Buy	62020.1→63015.8	+7.57	timeout
06-07 21:08	BTC	Buy	60719→61736.9	+7.95	timeout
06-07 16:59	BTC	Buy	60736→62045.9	+10.31	timeout
06-07 15:46	BTC	Buy	60843→62028.9	+9.28	timeout
06-07 13:33	BTC	Buy	60712→61815.9	+8.62	timeout
06-07 06:07	BTC	Buy	61022.1→61650.9	+4.75	timeout
06-06 20:09	BTC	Buy	60882→60548	-3.12	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:17	BTC	Buy	60520→60644	+0.58	timeout
06-06 04:15	BTC	Buy	61473.1→59960	-12.76	stop_loss
06-05 21:04	BTC	Buy	59266→61867.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60654→59162.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60857→59359.3	-12.76	stop_loss
06-05 18:43	BTC	Buy	61293.1→59786.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60437.7	-12.86	stop_loss
06-05 13:58	BTC	Buy	62273.1→60740.6	-12.76	stop_loss
06-05 13:56	BTC	Buy	62463.1→60925.5	-12.76	stop_loss
06-05 13:49	BTC	Buy	62813.1→61268.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62927.1→61379.2	-12.75	stop_loss
06-05 11:45	BTC	Buy	62301.1→61991.9	-2.96	timeout
06-05 06:24	BTC	Buy	62699.1→61153.3	-12.77	stop_loss
06-05 06:23	BTC	Buy	62756.1→61211.3	-12.70	stop_loss
06-05 06:22	BTC	Buy	62882.1→61332.3	-12.76	stop_loss
06-05 06:03	BTC	Buy	63604.2→62032.9	-12.75	stop_loss
06-05 02:42	BTC	Buy	63332.2→62842.9	-4.28	timeout
06-05 01:28	BTC	Buy	62655.1→63304.8	+4.77	timeout
06-04 10:29	BTC	Buy	64003.2→62429.6	-12.72	stop_loss
06-04 10:27	BTC	Buy	64180.2→62582.6	-12.87	stop_loss
06-04 09:18	BTC	Buy	64651.2→63061.3	-12.74	stop_loss
06-04 01:22	BTC	Buy	64193.2→62614.5	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

109

closed

43%

win rate

-312.12

total pnl ($)

-56.9 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	109	43%	-56.9	-312.12

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…