deribit_basis_contrarian_long_mrev · strategy

102

closed trades

44%

win rate

-309.26

total pnl ($)

0.253

weight

7d window — n=20 wr=25% pnl=-139.22 · 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 21:59	BTC	Buy	60176→59384	-7.05	timeout
06-28 20:49	BTC	Buy	60253→59650	-5.45	timeout
06-28 19:49	BTC	Buy	60155→59313	-7.42	timeout
06-28 18:46	BTC	Buy	60520→59569	-8.28	timeout
06-27 03:15	BTC	Buy	58847.9→60141	+10.52	timeout
06-26 18:43	BTC	Buy	59425→59709	+1.82	timeout
06-26 17:44	BTC	Buy	59559→60056	+3.63	timeout
06-26 16:42	BTC	Buy	59284→60124	+6.55	timeout
06-26 15:35	BTC	Buy	59294→60157	+6.78	timeout
06-26 02:13	BTC	Buy	60255→58767.7	-12.78	stop_loss
06-25 13:59	BTC	Buy	59475→58010.1	-12.70	stop_loss
06-25 13:59	BTC	Buy	59530→58062	-12.71	stop_loss
06-25 13:57	BTC	Buy	59758→58277.9	-12.77	stop_loss
06-25 13:53	BTC	Buy	60270→58778.7	-12.76	stop_loss
06-25 13:46	BTC	Buy	61069.1→59567.2	-12.70	stop_loss
06-24 17:47	BTC	Buy	60620→59129.5	-12.73	stop_loss
06-24 16:51	BTC	Buy	61192.1→59667.2	-12.89	stop_loss
06-24 15:46	BTC	Buy	61880.1→60356.8	-12.75	stop_loss
06-24 13:57	BTC	Buy	62743.1→61200.3	-12.74	stop_loss
06-24 13:47	BTC	Buy	62826.1→61276.3	-12.78	stop_loss
06-18 04:11	BTC	Buy	65356.3→63743.9	-12.79	stop_loss
06-16 14:58	BTC	Buy	66612.3→65684.7	-7.49	timeout
06-16 14:06	BTC	Buy	66414.3→66186.7	-2.25	timeout
06-16 12:57	BTC	Buy	66555.3→66413.7	-1.60	timeout
06-16 11:53	BTC	Buy	66208.3→66347.7	+0.52	timeout
06-16 10:47	BTC	Buy	65767.3→66568.7	+5.56	timeout
06-15 13:06	BTC	Buy	63808.2→66609.7	+21.52	take_profit
06-15 12:55	BTC	Buy	64288.2→66567.7	+17.30	timeout
06-15 11:50	BTC	Buy	64583.2→66155.7	+11.73	timeout
06-15 10:47	BTC	Buy	64535.2→65766.7	+9.09	timeout
06-15 09:42	BTC	Buy	64543.2→65562.7	+7.45	timeout
06-14 18:54	BTC	Buy	64079.2→63772.8	-2.92	timeout
06-14 12:39	BTC	Buy	64002.2→64306.8	+1.93	timeout
06-14 11:36	BTC	Buy	63918.2→64614.8	+5.01	timeout
06-14 10:32	BTC	Buy	63793.2→64602.8	+5.87	timeout
06-14 09:28	BTC	Buy	63795.2→64317.8	+3.58	timeout
06-13 18:30	BTC	Buy	63747.2→64176.8	+2.90	timeout
06-13 11:57	BTC	Buy	63784.2→63941.8	+0.70	timeout
06-13 10:55	BTC	Buy	63685.2→63789.8	+0.27	timeout
06-13 09:50	BTC	Buy	63812.2→63756.8	-0.97	timeout
06-13 08:49	BTC	Buy	63398.2→63835.8	+2.93	timeout
06-12 18:04	BTC	Buy	63502.2→63843.8	+2.23	timeout
06-12 11:44	BTC	Buy	63092.2→63756.8	+4.74	timeout
06-12 10:39	BTC	Buy	62920.1→63703.8	+5.70	timeout
06-12 09:32	BTC	Buy	62852.1→63836.8	+7.30	timeout
06-12 08:33	BTC	Buy	62913.1→63446.8	+3.70	timeout
06-11 17:19	BTC	Buy	62114.1→62370.9	+1.54	timeout
06-11 11:23	BTC	Buy	61142.1→63131.8	+15.69	timeout
06-11 10:20	BTC	Buy	61145.1→62809.9	+13.02	timeout
06-11 09:18	BTC	Buy	61107.1→62804.9	+13.33	timeout
06-11 08:16	BTC	Buy	61651.1→62767.9	+8.48	timeout
06-10 16:41	BTC	Buy	60986→62284.9	+10.12	timeout
06-09 16:05	BTC	Buy	62484.1→60947.5	-12.84	stop_loss
06-09 14:19	BTC	Buy	63269.2→61711	-12.76	stop_loss
06-09 14:16	BTC	Buy	63424.2→61858	-12.80	stop_loss
06-09 14:11	BTC	Buy	63485.2→61923.9	-12.75	stop_loss
06-09 13:19	BTC	Buy	63851.2→62279.7	-12.73	stop_loss
06-09 06:50	BTC	Buy	62948.1→63280.8	+2.14	timeout
06-09 00:31	BTC	Buy	64157.2→62570.6	-12.83	stop_loss
06-08 18:34	BTC	Buy	62223.1→63494.8	+9.69	timeout
06-08 16:34	BTC	Buy	62257.1→63662.8	+10.76	timeout
06-08 15:30	BTC	Buy	61953.1→63967.8	+15.76	timeout
06-08 14:26	BTC	Buy	62102.1→63750.8	+12.79	timeout
06-08 06:39	BTC	Buy	62189.1→62922.9	+5.44	timeout
06-07 17:00	BTC	Buy	60787→62028.9	+9.78	timeout
06-07 15:52	BTC	Buy	60782→62104.9	+10.36	timeout
06-07 14:48	BTC	Buy	60907→61830.9	+7.12	timeout
06-07 13:33	BTC	Buy	60712→61810.9	+8.58	timeout
06-07 06:07	BTC	Buy	61028.1→61651.9	+4.71	timeout
06-06 16:05	BTC	Buy	60188→60820	+4.82	timeout
06-06 04:27	BTC	Buy	61341.1→59832.1	-12.75	stop_loss
06-05 21:04	BTC	Buy	59278→61880.9	+21.51	take_profit
06-05 18:54	BTC	Buy	60622→59131.5	-12.75	stop_loss
06-05 18:53	BTC	Buy	60678→59185.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60828→59332.4	-12.75	stop_loss
06-05 18:44	BTC	Buy	61215.1→59709.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60446.7	-12.79	stop_loss
06-05 13:56	BTC	Buy	62429.1→60892.5	-12.76	stop_loss
06-05 13:52	BTC	Buy	62596.1→61054.4	-12.77	stop_loss
06-05 13:49	BTC	Buy	62909.1→61356.2	-12.80	stop_loss
06-05 13:49	BTC	Buy	62947.1→61398.2	-12.76	stop_loss
06-05 06:24	BTC	Buy	62652.1→61107.4	-12.77	stop_loss
06-05 06:23	BTC	Buy	62815.1→61269.3	-12.75	stop_loss
06-05 06:23	BTC	Buy	62820.1→61273.3	-12.70	stop_loss
06-05 06:21	BTC	Buy	63112.2→61560.1	-12.74	stop_loss
06-05 06:03	BTC	Buy	63566.2→62001.9	-12.70	stop_loss
06-05 03:01	BTC	Buy	64005.2→62430.6	-12.72	stop_loss
06-05 02:46	BTC	Buy	63428.2→62800.9	-5.36	timeout
06-05 01:27	BTC	Buy	62692.1→63287.8	+4.34	timeout
06-04 11:10	BTC	Buy	63783.2→62214.8	-12.73	stop_loss
06-04 10:30	BTC	Buy	63945.2→62365.7	-12.78	stop_loss
06-04 09:18	BTC	Buy	64643.2→63050.3	-12.77	stop_loss
06-04 01:22	BTC	Buy	64192.2→62613.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64997.2→63399.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65101.3→63500.1	-12.75	stop_loss
06-03 20:45	BTC	Buy	66693.3→65053.2	-12.80	stop_loss
06-03 19:54	BTC	Buy	67047.4→65398	-12.77	stop_loss
06-03 19:54	BTC	Buy	67054.4→65405	-12.78	stop_loss
06-03 19:52	BTC	Buy	67104.4→65454	-12.78	stop_loss
06-03 16:25	BTC	Buy	67239.4→65585.9	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

102

closed

44%

win rate

-309.26

total pnl ($)

-60.2 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	44%	-60.2	-309.26

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…