deribit_basis_decline_mean_reversion_long · strategy

124

closed trades

37%

win rate

-437.16

total pnl ($)

0.250

weight

7d window — n=30 wr=20% pnl=-207.99 · 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	60568→59077.5	-12.93	stop_loss
06-28 17:22	BTC	Buy	60247→59598	-5.79	timeout
06-28 16:37	BTC	Buy	60358→59643	-6.33	timeout
06-28 15:54	BTC	Buy	60260→59788	-4.38	timeout
06-28 15:09	BTC	Buy	60169→59884	-2.88	timeout
06-27 18:16	BTC	Buy	59728→60519	+6.20	timeout
06-27 05:01	BTC	Buy	59293→60218	+7.36	timeout
06-27 04:12	BTC	Buy	59685→60359	+5.20	timeout
06-27 03:16	BTC	Buy	58852.9→60186	+10.86	timeout
06-27 02:30	BTC	Buy	59248→60204	+7.58	timeout
06-26 05:59	BTC	Buy	59376→59917	+4.12	timeout
06-25 13:59	BTC	Buy	59557→58088	-12.72	stop_loss
06-25 13:57	BTC	Buy	59745→58275.9	-12.68	stop_loss
06-25 13:57	BTC	Buy	59839→58346.9	-12.86	stop_loss
06-25 13:53	BTC	Buy	60485→58994.5	-12.71	stop_loss
06-24 17:47	BTC	Buy	60548→59057.5	-12.75	stop_loss
06-24 16:51	BTC	Buy	61075.1→59558.2	-12.85	stop_loss
06-24 16:51	BTC	Buy	61114.1→59582.2	-12.96	stop_loss
06-24 15:28	BTC	Buy	62310.1→60775.6	-12.67	stop_loss
06-24 14:19	BTC	Buy	62434.1→60890.5	-12.79	stop_loss
06-24 14:19	BTC	Buy	62455.1→60890.5	-12.96	stop_loss
06-24 13:44	BTC	Buy	62917.1→61370.2	-12.74	stop_loss
06-24 13:43	BTC	Buy	62999.1→61449.2	-12.75	stop_loss
06-23 08:28	BTC	Buy	63476.2→61909.9	-12.78	stop_loss
06-23 08:27	BTC	Buy	63637.2→62070.8	-12.67	stop_loss
06-23 08:24	BTC	Buy	63784.2→62201.8	-12.85	stop_loss
06-23 06:21	BTC	Buy	64198.2→62619.5	-12.80	stop_loss
06-23 06:03	BTC	Buy	63957.2→63339.8	-5.33	timeout
06-23 05:16	BTC	Buy	64165.2→63612.8	-4.79	timeout
06-23 04:28	BTC	Buy	64171.2→63927.8	-2.35	timeout
06-21 19:23	BTC	Buy	63743.2→64169.8	+2.95	timeout
06-21 18:35	BTC	Buy	63676.2→64122.8	+3.13	timeout
06-21 17:48	BTC	Buy	63601.2→64144.8	+3.94	timeout
06-21 17:03	BTC	Buy	63559.2→64115.8	+4.02	timeout
06-21 16:11	BTC	Buy	63393.2→64140.8	+5.43	timeout
06-20 07:13	BTC	Buy	62643.1→63630.8	+7.42	timeout
06-20 06:28	BTC	Buy	62924.1→63668.8	+5.46	timeout
06-20 05:37	BTC	Buy	62603.1→63640.8	+7.84	timeout
06-20 04:49	BTC	Buy	62683.1→63543.8	+6.43	timeout
06-20 04:07	BTC	Buy	62603.1→63428.8	+6.17	timeout
06-18 15:40	BTC	Buy	64317.2→62734.5	-12.73	stop_loss
06-18 15:38	BTC	Buy	64399.2→62811.4	-12.75	stop_loss
06-18 15:18	BTC	Buy	64773.2→63180.2	-12.73	stop_loss
06-18 15:17	BTC	Buy	64806.2→63211.2	-12.74	stop_loss
06-18 15:17	BTC	Buy	64873.2→63278.2	-12.73	stop_loss
06-17 19:40	BTC	Buy	65797.3→64176.7	-12.79	stop_loss
06-17 19:29	BTC	Buy	65988.3→64365.6	-12.75	stop_loss
06-17 15:45	BTC	Buy	66103.3→65498.7	-5.04	timeout
06-17 11:05	BTC	Buy	66257.3→64626.4	-12.88	stop_loss
06-17 07:57	BTC	Buy	66583.3→65485.7	-8.63	timeout
06-17 07:12	BTC	Buy	66833.3→65677.7	-9.14	timeout
06-17 05:11	BTC	Buy	66777.3→65763.7	-8.10	timeout
06-16 03:21	BTC	Buy	67220.4→65566.9	-12.74	stop_loss
06-15 23:47	BTC	Buy	64578.2→66253.7	+12.46	timeout
06-15 15:54	BTC	Buy	64403.2→67243.6	+21.62	take_profit
06-15 15:54	BTC	Buy	64402.2→67243.6	+21.63	take_profit
06-15 15:47	BTC	Buy	64364.2→67196.6	+21.58	take_profit
06-15 15:47	BTC	Buy	64263.2→67084.6	+21.53	take_profit
06-14 10:54	BTC	Buy	63479.2→64529.8	+7.80	timeout
06-14 08:48	BTC	Buy	63425.2→64454.8	+7.61	timeout
06-14 06:55	BTC	Buy	63768.2→64251.8	+3.34	timeout
06-14 06:08	BTC	Buy	63720.2→64436.8	+5.19	timeout
06-14 04:36	BTC	Buy	63829.2→64431.8	+4.34	timeout
06-12 20:32	BTC	Buy	62909.1→63527.8	+4.44	timeout
06-12 19:40	BTC	Buy	62587.1→63681.8	+8.28	timeout
06-12 18:46	BTC	Buy	62849.1→63868.8	+7.64	timeout
06-12 17:55	BTC	Buy	62642.1→63829.8	+9.01	timeout
06-12 16:19	BTC	Buy	62625.1→63776.8	+8.65	timeout
06-11 06:51	BTC	Buy	61712.1→62778.9	+7.97	timeout
06-11 06:04	BTC	Buy	61626.1→62544.9	+6.78	timeout
06-11 05:19	BTC	Buy	61836.1→62633.9	+5.78	timeout
06-11 04:30	BTC	Buy	61013.1→62585.9	+12.21	timeout
06-11 03:45	BTC	Buy	61338.1→62342.9	+7.56	timeout
06-09 14:21	BTC	Buy	63161.2→61608.1	-12.75	stop_loss
06-09 14:11	BTC	Buy	63494.2→61925.9	-12.80	stop_loss
06-09 14:11	BTC	Buy	63546.2→61980.9	-12.77	stop_loss
06-09 11:20	BTC	Buy	62921.1→62499.9	-3.71	timeout
06-09 10:32	BTC	Buy	62840.1→62674.9	-1.70	timeout
06-08 20:25	BTC	Buy	62434.1→63233.8	+5.90	timeout
06-08 18:00	BTC	Buy	61713.1→63542.8	+14.23	timeout
06-08 16:23	BTC	Buy	61544.1→63917.8	+18.69	timeout
06-07 22:15	BTC	Buy	61458.1→64156.8	+21.51	take_profit
06-07 22:15	BTC	Buy	61391.1→64086.8	+21.52	take_profit
06-07 19:19	BTC	Buy	62790.1→61246.3	-12.72	stop_loss
06-07 08:48	BTC	Buy	60225→62873.9	+21.56	take_profit
06-07 08:03	BTC	Buy	59806→62431.9	+21.58	take_profit
06-07 05:18	BTC	Buy	59397→62004.9	+21.54	take_profit
06-07 03:50	BTC	Buy	60483→61602.9	+8.77	timeout
06-07 02:28	BTC	Buy	60369→61198.9	+6.29	timeout
06-06 04:32	BTC	Buy	61200.1→59694.2	-12.76	stop_loss
06-06 04:12	BTC	Buy	61660.1→60141.9	-12.77	stop_loss
06-05 18:52	BTC	Buy	60716→59222.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60751→59257.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60913→59415.3	-12.75	stop_loss
06-05 16:10	BTC	Buy	61441.1→59930	-12.72	stop_loss
06-05 14:26	BTC	Buy	61898.1→60371.8	-12.78	stop_loss
06-05 13:57	BTC	Buy	62306.1→60773.6	-12.76	stop_loss
06-05 13:53	BTC	Buy	62575.1→61036.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62947.1→61398.2	-12.76	stop_loss
06-05 06:24	BTC	Buy	62655.1→61113.4	-12.70	stop_loss

Paper vs Live

Paper (trades.jsonl)

124

closed

37%

win rate

-437.16

total pnl ($)

-70.4 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	124	37%	-70.4	-437.16

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…