deribit_basis_discount_long_mean_rev · strategy

103

closed trades

41%

win rate

-330.03

total pnl ($)

0.426

weight

7d window — n=23 wr=39% pnl=-111.64 · 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 07:08	BTC	Buy	60015→59516	-4.59	timeout
06-29 18:20	BTC	Buy	59598→60433	+6.41	timeout
06-29 01:30	BTC	Buy	60161→59279	-7.81	timeout
06-28 21:03	BTC	Buy	60313→59620	-6.19	timeout
06-28 16:50	BTC	Buy	60792→59644	-9.88	timeout
06-27 21:02	BTC	Buy	59694→60306	+4.73	timeout
06-27 19:59	BTC	Buy	59858→60141	+1.97	timeout
06-27 15:43	BTC	Buy	60457→60774	+2.19	timeout
06-26 19:19	BTC	Buy	59202→59948	+5.72	timeout
06-26 18:19	BTC	Buy	59653→59977	+2.15	timeout
06-26 14:41	BTC	Buy	59532→59587	-0.04	timeout
06-25 18:05	BTC	Buy	59432→59632	+1.27	timeout
06-25 13:57	BTC	Buy	59829→58325.9	-12.93	stop_loss
06-25 13:53	BTC	Buy	60504→59015.5	-12.67	stop_loss
06-24 17:20	BTC	Buy	60868→59371.3	-12.73	stop_loss
06-24 16:51	BTC	Buy	61190.1→59657.2	-12.95	stop_loss
06-24 14:02	BTC	Buy	62713.1→61163.3	-12.80	stop_loss
06-24 13:57	BTC	Buy	62744.1→61194.3	-12.80	stop_loss
06-24 13:48	BTC	Buy	62804.1→61257.3	-12.76	stop_loss
06-24 09:34	BTC	Buy	62445.1→62666.9	+1.25	timeout
06-24 08:33	BTC	Buy	62195.1→62756.9	+4.02	timeout
06-24 07:33	BTC	Buy	62895.1→62685.9	-2.18	timeout
06-23 08:17	BTC	Buy	63987.2→62404.7	-12.83	stop_loss
06-23 08:17	BTC	Buy	63990.2→62415.7	-12.77	stop_loss
06-23 06:21	BTC	Buy	64252.2→62665.5	-12.81	stop_loss
06-22 23:33	BTC	Buy	63392.2→63977.8	+4.23	timeout
06-22 22:22	BTC	Buy	63721.2→64202.8	+3.32	timeout
06-22 21:13	BTC	Buy	63608.2→64346.8	+5.35	timeout
06-21 22:42	BTC	Buy	64229.2→63644.8	-4.98	timeout
06-21 21:24	BTC	Buy	63920.2→63667.8	-2.43	timeout
06-21 18:53	BTC	Buy	63786.2→64107.8	+2.11	timeout
06-20 22:10	BTC	Buy	63043.2→63997.8	+7.13	timeout
06-20 21:06	BTC	Buy	63138.2→63913.8	+5.70	timeout
06-20 17:44	BTC	Buy	63066.2→63834.8	+5.63	timeout
06-19 21:05	BTC	Buy	63073.2→63131.8	-0.03	timeout
06-19 19:58	BTC	Buy	62968.1→62974.9	-0.43	timeout
06-19 17:18	BTC	Buy	62550.1→63057.8	+3.61	timeout
06-18 15:55	BTC	Buy	63977.2→62398.7	-12.73	stop_loss
06-18 15:51	BTC	Buy	64082.2→62506.6	-12.67	stop_loss
06-18 15:40	BTC	Buy	64336.2→62750.5	-12.49	stop_loss
06-18 09:33	BTC	Buy	64976.2→64253.8	-6.11	timeout
06-18 08:39	BTC	Buy	65037.3→64529.8	-4.39	timeout
06-17 19:50	BTC	Buy	65643.3→64026.8	-12.76	stop_loss
06-17 08:09	BTC	Buy	66341.3→65397.7	-7.58	timeout
06-17 06:56	BTC	Buy	66493.3→65587.7	-7.22	timeout
06-16 22:44	BTC	Buy	66253.3→65686.7	-4.81	timeout
06-16 05:25	BTC	Buy	65804.3→66055.7	+1.52	timeout
06-16 03:59	BTC	Buy	65889.3→66123.7	+1.38	timeout
06-15 21:21	BTC	Buy	64807.2→66505.7	+12.60	timeout
06-15 03:36	BTC	Buy	64504.2→65714.7	+8.90	timeout
06-15 01:04	BTC	Buy	64522.2→65336.7	+5.84	timeout
06-14 21:06	BTC	Buy	64288.2→63992.8	-2.77	timeout
06-14 01:49	BTC	Buy	63807.2→64611.8	+5.88	timeout
06-13 21:11	BTC	Buy	63551.2→64250.8	+5.03	timeout
06-13 19:34	BTC	Buy	63634.2→64148.8	+3.59	timeout
06-12 23:40	BTC	Buy	63682.2→63550.8	-1.53	timeout
06-12 20:54	BTC	Buy	63376.2→63393.8	-0.33	timeout
06-12 17:40	BTC	Buy	63211.2→63763.8	+3.91	timeout
06-11 21:57	BTC	Buy	61271.1→63430.8	+17.03	timeout
06-11 19:40	BTC	Buy	61990.1→63659.8	+12.89	timeout
06-11 16:02	BTC	Buy	62490.1→62710.9	+1.18	timeout
06-10 19:00	BTC	Buy	61723.1→61871.9	+0.70	timeout
06-10 16:12	BTC	Buy	61068.1→62397.9	+10.39	timeout
06-10 15:11	BTC	Buy	61624.1→61888.9	+1.65	timeout
06-09 14:46	BTC	Buy	62763.1→61218.3	-12.76	stop_loss
06-09 14:21	BTC	Buy	63168.2→61615.1	-12.74	stop_loss
06-09 14:20	BTC	Buy	63265.2→61708	-12.76	stop_loss
06-09 00:30	BTC	Buy	63516.2→62699.9	-6.94	timeout
06-08 22:48	BTC	Buy	63191.2→63214.8	-0.29	timeout
06-08 17:20	BTC	Buy	62265.1→63459.8	+9.05	timeout
06-07 22:14	BTC	Buy	60642→63304.8	+21.52	take_profit
06-07 21:49	BTC	Buy	60825→61684.9	+6.64	timeout
06-07 15:16	BTC	Buy	60540→61862.9	+10.46	timeout
06-06 19:33	BTC	Buy	59605→60608	+8.02	timeout
06-06 18:31	BTC	Buy	60236→60527	+2.01	timeout
06-06 14:34	BTC	Buy	60540→60913	+2.63	timeout
06-05 18:52	BTC	Buy	60888→59390.3	-12.76	stop_loss
06-05 13:57	BTC	Buy	62381.1→60846.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62897.1→61350.2	-12.75	stop_loss
06-05 13:49	BTC	Buy	62930.1→61378.2	-12.78	stop_loss
06-05 06:20	BTC	Buy	63254.2→61679.1	-12.86	stop_loss
06-05 06:01	BTC	Buy	63705.2→62136.8	-12.72	stop_loss
06-05 05:59	BTC	Buy	63784.2→62214.8	-12.71	stop_loss
06-04 09:27	BTC	Buy	64400.2→62796.4	-12.89	stop_loss
06-04 01:22	BTC	Buy	64290.2→62709.5	-12.74	stop_loss
06-04 00:29	BTC	Buy	65045.3→63445.1	-12.75	stop_loss
06-04 00:27	BTC	Buy	65187.3→63584	-12.75	stop_loss
06-03 20:43	BTC	Buy	66790.3→65148.2	-12.81	stop_loss
06-03 19:54	BTC	Buy	67024.4→65367	-12.85	stop_loss
06-03 19:54	BTC	Buy	67042.4→65389	-12.81	stop_loss
06-03 03:43	BTC	Buy	67495.4→65832.8	-12.77	stop_loss
06-03 03:33	BTC	Buy	67656.4→65992.7	-12.75	stop_loss
06-02 12:59	BTC	Buy	70705.5→68962.1	-12.83	stop_loss
06-02 12:51	BTC	Buy	70757.5→69014	-12.83	stop_loss
06-02 12:06	BTC	Buy	70995.5→69249.9	-12.80	stop_loss
05-31 18:11	BTC	Buy	73993.7→73654.3	-2.81	timeout
05-31 16:31	BTC	Buy	73880.7→73537.3	-2.84	timeout
05-31 14:42	BTC	Buy	74032.7→73623.3	-3.23	timeout
05-30 09:53	BTC	Buy	73711.7→73572.3	-1.43	timeout
05-30 08:41	BTC	Buy	73781.7→73497.3	-2.42	timeout

Paper vs Live

Paper (trades.jsonl)

103

closed

41%

win rate

-330.03

total pnl ($)

-63.8 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	103	41%	-63.8	-330.03

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…