deribit_basis_discount_fear_reversion · strategy

closed trades

49%

win rate

+104.09

total pnl ($)

1.252

weight

7d window — n=5 wr=60% pnl=+3.20 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 97 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-17 03:21	SOL	Buy	72.9209→73.6819	+4.83	timeout
06-17 02:22	SOL	Buy	73.421→73.9389	+3.13	timeout
06-16 23:12	SOL	Buy	73.8681→73.6749	-1.76	timeout
06-16 14:44	SOL	Buy	73.7891→72.8001	-7.22	timeout
06-16 13:45	SOL	Buy	73.598→74.2969	+4.22	timeout
06-16 02:27	SOL	Buy	74.9412→73.0835	-12.84	stop_loss
06-16 02:12	SOL	Buy	75.2713→73.4033	-12.85	stop_loss
06-15 22:26	SOL	Buy	75.6693→73.785	-12.92	stop_loss
06-15 13:20	SOL	Buy	71.1237→74.2389	+21.44	take_profit
06-15 13:20	SOL	Buy	71.1197→74.2389	+21.47	take_profit
06-15 13:20	SOL	Buy	71.0337→74.1429	+21.43	take_profit
06-15 13:18	SOL	Buy	70.7696→73.8689	+21.43	take_profit
06-15 13:16	SOL	Buy	70.5176→73.6	+21.39	take_profit
06-14 23:59	SOL	Buy	68.3112→71.2963	+21.43	take_profit
06-14 23:49	SOL	Buy	68.0732→71.0493	+21.45	take_profit
06-14 23:49	SOL	Buy	68.0342→71.0103	+21.46	take_profit
06-14 22:44	SOL	Buy	67.7312→70.6994	+21.50	take_profit
06-14 21:40	SOL	Buy	67.3621→70.3095	+21.48	take_profit
06-14 14:55	SOL	Buy	68.1772→67.1849	-7.58	timeout
06-14 12:49	SOL	Buy	67.9032→67.7898	-1.09	timeout
06-14 11:45	SOL	Buy	67.7922→68.2038	+2.74	timeout
06-14 10:41	SOL	Buy	67.4361→68.3857	+6.63	timeout
06-14 05:27	SOL	Buy	66.683→68.2338	+11.34	timeout
06-13 14:16	SOL	Buy	66.983→68.3527	+9.86	timeout
06-13 12:03	SOL	Buy	66.918→67.7898	+6.14	timeout
06-13 11:03	SOL	Buy	66.91→67.3709	+3.05	timeout
06-13 09:55	SOL	Buy	67.2191→67.3209	+0.40	timeout
06-13 04:45	SOL	Buy	67.0931→66.857	-2.09	timeout
06-12 13:40	SOL	Buy	65.2658→66.765	+10.89	timeout
06-12 11:54	SOL	Buy	65.9909→66.97	+6.84	timeout
06-12 10:43	SOL	Buy	65.4608→66.709	+9.00	timeout
06-12 09:38	SOL	Buy	65.4278→67.2909	+13.78	timeout
06-12 04:14	SOL	Buy	65.1528→66.853	+12.56	timeout
06-11 11:51	SOL	Buy	62.9524→65.7081	+21.36	take_profit
06-11 11:21	SOL	Buy	63.4365→65.4122	+14.97	timeout
06-11 10:20	SOL	Buy	63.3015→65.2942	+15.14	timeout
06-11 09:17	SOL	Buy	63.3985→65.0782	+12.65	timeout
06-11 03:55	SOL	Buy	62.4514→65.1802	+21.36	take_profit
06-10 21:50	SOL	Buy	64.1476→62.5503	-12.78	stop_loss
06-10 21:10	SOL	Buy	64.4427→62.8451	-12.80	stop_loss
06-10 16:40	SOL	Buy	63.5435→64.9373	+10.63	timeout
06-09 14:30	SOL	Buy	66.1949→64.548	-12.88	stop_loss
06-09 14:17	SOL	Buy	66.664→65.0057	-12.87	stop_loss
06-09 14:15	SOL	Buy	66.87→65.2126	-12.83	stop_loss
06-09 10:29	SOL	Buy	65.8099→66.1301	+2.12	timeout
06-09 06:13	SOL	Buy	65.5578→67.1919	+12.02	timeout
06-09 01:25	SOL	Buy	65.6198→65.7891	+1.11	timeout
06-09 00:19	SOL	Buy	66.0669→66.621	+4.02	timeout
06-08 23:15	SOL	Buy	66.0499→67.2099	+8.46	timeout
06-08 09:38	SOL	Buy	65.1598→66.0171	+6.40	timeout
06-08 05:42	SOL	Buy	66.556→64.8998	-12.85	stop_loss
06-07 22:15	SOL	Buy	64.9507→67.8108	+21.91	take_profit
06-07 22:15	SOL	Buy	64.7857→67.6269	+21.79	take_profit
06-07 22:15	SOL	Buy	64.7097→67.5399	+21.78	take_profit
06-07 22:14	SOL	Buy	64.3727→67.1899	+21.82	take_profit
06-07 06:28	SOL	Buy	61.9983→64.7103	+21.57	take_profit
06-07 06:28	SOL	Buy	61.8813→64.6123	+21.70	take_profit
06-07 06:23	SOL	Buy	61.8013→64.5023	+21.52	take_profit
06-07 05:18	SOL	Buy	61.7233→64.4283	+21.56	take_profit
06-07 05:18	SOL	Buy	61.7353→64.4403	+21.58	take_profit
06-06 10:36	SOL	Buy	62.7594→61.1942	-12.84	stop_loss
06-05 23:33	SOL	Buy	64.2806→62.6792	-12.90	stop_loss
06-05 20:50	SOL	Buy	62.0093→64.7303	+21.49	take_profit
06-05 19:05	SOL	Buy	63.8596→62.2765	-12.84	stop_loss
06-05 18:52	SOL	Buy	64.6147→62.989	-13.03	stop_loss
06-05 18:37	SOL	Buy	65.1688→63.5537	-12.84	stop_loss
06-05 18:26	SOL	Buy	65.7839→64.1493	-12.88	stop_loss
06-05 16:11	SOL	Buy	64.9847→63.3668	-12.90	stop_loss
06-05 16:11	SOL	Buy	65.0057→63.3828	-12.91	stop_loss
06-05 15:47	SOL	Buy	65.4938→63.8705	-12.80	stop_loss
06-05 13:58	SOL	Buy	65.9699→64.3282	-12.84	stop_loss
06-05 13:57	SOL	Buy	66.0099→64.3711	-12.84	stop_loss
06-05 13:53	SOL	Buy	66.664→65.0107	-12.81	stop_loss
06-05 06:22	SOL	Buy	66.399→64.7519	-12.85	stop_loss
06-05 06:17	SOL	Buy	67.0941→65.4274	-12.83	stop_loss
06-05 06:14	SOL	Buy	67.2311→65.5454	-12.96	stop_loss
06-05 05:47	SOL	Buy	68.0082→66.3229	-12.77	stop_loss
06-05 03:02	SOL	Buy	68.7103→67.0054	-12.79	stop_loss
06-05 02:58	SOL	Buy	68.8433→67.1363	-12.79	stop_loss
06-05 02:58	SOL	Buy	68.9843→67.2713	-12.56	stop_loss
06-05 02:43	SOL	Buy	69.0844→67.3652	-12.73	stop_loss
06-04 21:34	SOL	Buy	69.6845→67.9568	-12.82	stop_loss
06-04 21:28	SOL	Buy	69.9685→68.2306	-12.81	stop_loss
06-04 21:28	SOL	Buy	69.9905→68.2506	-12.81	stop_loss
06-04 14:11	SOL	Buy	67.5871→70.5494	+21.51	take_profit
06-04 10:54	SOL	Buy	69.2184→67.4981	-12.74	stop_loss
06-04 08:15	SOL	Buy	69.9935→68.2586	-12.82	stop_loss
06-04 08:11	SOL	Buy	70.3696→68.6194	-12.84	stop_loss
06-04 07:07	SOL	Buy	71.5007→69.7287	-12.82	stop_loss
06-04 01:23	SOL	Buy	70.8926→69.134	-12.85	stop_loss
06-04 01:16	SOL	Buy	71.6928→69.9095	-12.82	stop_loss
06-04 01:15	SOL	Buy	71.7558→69.9715	-12.85	stop_loss
06-03 16:24	SOL	Buy	73.9891→72.1551	-12.83	stop_loss
06-03 16:01	SOL	Buy	74.9342→73.0765	-12.80	stop_loss
06-03 15:57	SOL	Buy	75.0733→73.2124	-12.82	stop_loss
06-03 15:37	SOL	Buy	75.3083→73.4412	-12.78	stop_loss
06-03 15:33	SOL	Buy	75.4753→73.6041	-12.81	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

49%

win rate

+104.09

total pnl ($)

+20.3 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 ($)
SOL	97	49%	+20.3	+104.09

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…