deribit_basis_discount_mean_rev_long_v5 · strategy

150

closed trades

38%

win rate

-580.53

total pnl ($)

0.250

weight

7d window — n=37 wr=35% pnl=-192.69 · 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 15:15	BTC	Buy	60810→59997	-7.18	timeout
06-27 20:45	BTC	Buy	59622→60240	+4.79	timeout
06-27 17:40	BTC	Buy	59957→60567	+4.64	timeout
06-27 16:37	BTC	Buy	60267→60657	+2.81	timeout
06-27 15:36	BTC	Buy	60329→60765	+3.18	timeout
06-27 14:34	BTC	Buy	59918→60589	+5.14	timeout
06-26 19:49	BTC	Buy	59213→59840	+4.72	timeout
06-26 16:47	BTC	Buy	59169→60058	+6.95	timeout
06-26 14:42	BTC	Buy	59545→59657	+0.44	timeout
06-26 13:18	BTC	Buy	60241→58751.7	-12.82	stop_loss
06-26 13:18	BTC	Buy	60287→58804.6	-12.76	stop_loss
06-26 02:13	BTC	Buy	60158→58669.7	-12.81	stop_loss
06-25 13:58	BTC	Buy	59649→58178	-12.70	stop_loss
06-25 13:57	BTC	Buy	59735→58265.9	-12.68	stop_loss
06-25 13:57	BTC	Buy	59758→58286.9	-12.68	stop_loss
06-25 13:53	BTC	Buy	60455→58967.6	-12.68	stop_loss
06-25 13:51	BTC	Buy	60681→59188.4	-12.69	stop_loss
06-24 17:21	BTC	Buy	60827→59330.4	-12.74	stop_loss
06-24 16:51	BTC	Buy	61292.1→59745.1	-13.05	stop_loss
06-24 15:47	BTC	Buy	61850.1→60328.8	-12.74	stop_loss
06-24 13:44	BTC	Buy	62910.1→61360.2	-12.77	stop_loss
06-24 10:53	BTC	Buy	62247.1→62457.9	+1.20	timeout
06-24 09:53	BTC	Buy	62380.1→62673.9	+1.83	timeout
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.54	timeout
06-24 07:52	BTC	Buy	62899.1→62608.9	-2.81	timeout
06-24 06:50	BTC	Buy	62911.1→62715.9	-2.06	timeout
06-23 08:24	BTC	Buy	63692.2→62122.8	-12.76	stop_loss
06-23 06:26	BTC	Buy	64065.2→62595.9	-11.95	timeout
06-23 06:21	BTC	Buy	64145.2→62565.6	-12.79	stop_loss
06-23 06:21	BTC	Buy	64166.2→62588.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64277.2→62695.5	-12.79	stop_loss
06-23 03:53	BTC	Buy	64092.2→64023.8	-0.98	timeout
06-22 08:32	BTC	Buy	64003.2→64206.8	+1.09	timeout
06-22 07:28	BTC	Buy	64162.2→64209.8	-0.10	timeout
06-22 06:10	BTC	Buy	64177.2→64269.8	+0.25	timeout
06-22 05:06	BTC	Buy	64224.2→64084.8	-1.55	timeout
06-22 03:36	BTC	Buy	64290.2→64179.8	-1.38	timeout
06-21 05:53	BTC	Buy	63630.2→64202.8	+4.05	timeout
06-21 04:53	BTC	Buy	63551.2→64282.8	+5.32	timeout
06-21 03:47	BTC	Buy	63440.2→64390.8	+7.05	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 22:26	BTC	Buy	63281.2→64147.8	+6.40	timeout
06-20 02:41	BTC	Buy	62895.1→63370.8	+3.34	timeout
06-20 01:38	BTC	Buy	62892.1→63565.8	+4.90	timeout
06-20 00:33	BTC	Buy	63010.2→63616.8	+4.32	timeout
06-19 21:32	BTC	Buy	62952.1→63146.8	+1.05	timeout
06-19 20:24	BTC	Buy	63108.2→62966.9	-1.61	timeout
06-18 15:57	BTC	Buy	63906.2→62293.7	-12.91	stop_loss
06-18 15:51	BTC	Buy	64130.2→62552.6	-12.68	stop_loss
06-18 15:40	BTC	Buy	64281.2→62698.5	-12.50	stop_loss
06-18 15:39	BTC	Buy	64387.2→62794.4	-12.70	stop_loss
06-18 15:38	BTC	Buy	64392.2→62807.4	-12.48	stop_loss
06-18 10:14	BTC	Buy	64866.2→63957.8	-7.56	timeout
06-17 22:03	BTC	Buy	65492.3→63853.9	-12.95	stop_loss
06-17 19:40	BTC	Buy	65829.3→64210.7	-12.77	stop_loss
06-17 18:39	BTC	Buy	65808.3→65596.7	-2.15	timeout
06-17 15:27	BTC	Buy	65762.3→65315.7	-3.86	timeout
06-17 08:39	BTC	Buy	66555.3→64914.3	-12.80	stop_loss
06-17 06:57	BTC	Buy	66412.3→65575.7	-6.77	timeout
06-16 20:21	BTC	Buy	66537.3→65781.7	-6.23	timeout
06-16 18:10	BTC	Buy	66771.3→66091.7	-5.61	timeout
06-16 15:21	BTC	Buy	66668.3→65748.7	-7.43	timeout
06-16 09:11	BTC	Buy	65669.3→66721.7	+7.59	timeout
06-16 05:52	BTC	Buy	65766.3→66097.7	+2.12	timeout
06-15 13:34	BTC	Buy	64224.2→66792.7	+19.57	timeout
06-15 13:16	BTC	Buy	63901.2→66709.7	+21.54	take_profit
06-15 12:30	BTC	Buy	64447.2→66270.7	+13.71	timeout
06-15 08:08	BTC	Buy	64411.2→65672.7	+9.35	timeout
06-15 03:35	BTC	Buy	64518.2→65692.7	+8.62	timeout
06-14 11:05	BTC	Buy	63833.2→64445.8	+4.34	timeout
06-14 09:44	BTC	Buy	63788.2→64525.8	+5.28	timeout
06-14 08:38	BTC	Buy	63841.2→64470.8	+4.45	timeout
06-14 07:34	BTC	Buy	63735.2→64321.8	+4.15	timeout
06-14 01:47	BTC	Buy	63798.2→64583.8	+5.74	timeout
06-13 10:36	BTC	Buy	63730.2→63810.8	+0.10	timeout
06-13 09:28	BTC	Buy	63716.2→63783.8	-0.01	timeout
06-13 08:25	BTC	Buy	63466.2→63737.8	+1.59	timeout
06-13 07:25	BTC	Buy	62986.1→63705.8	+5.25	timeout
06-12 11:09	BTC	Buy	63087.2→63752.8	+4.75	timeout
06-12 10:03	BTC	Buy	62858.1→63678.8	+5.98	timeout
06-12 09:03	BTC	Buy	62930.1→63442.8	+3.55	timeout
06-12 07:51	BTC	Buy	62676.1→62984.9	+1.97	timeout
06-12 06:45	BTC	Buy	62915.1→62907.9	-0.55	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.92	timeout
06-10 22:16	BTC	Buy	62629.1→61086.4	-12.77	stop_loss
06-10 18:59	BTC	Buy	61792.1→61844.9	-0.08	timeout
06-10 17:05	BTC	Buy	61627.1→62324.9	+5.16	timeout
06-10 16:02	BTC	Buy	61114.1→62475.9	+10.67	timeout
06-10 15:00	BTC	Buy	61469.1→62145.9	+5.01	timeout
06-09 15:56	BTC	Buy	62601.1→61061.4	-12.75	stop_loss
06-09 15:55	BTC	Buy	62646.1→61105.4	-12.75	stop_loss
06-09 14:46	BTC	Buy	62795.1→61247.3	-12.78	stop_loss
06-09 14:39	BTC	Buy	62887.1→61339.2	-12.76	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 12:25	BTC	Buy	62965.1→62713.9	-2.40	timeout
06-09 03:03	BTC	Buy	63053.2→62806.9	-2.39	timeout
06-09 01:49	BTC	Buy	63086.2→62763.9	-2.99	timeout
06-08 23:04	BTC	Buy	62837.1→63399.8	+4.00	timeout
06-08 22:06	BTC	Buy	61749.1→63468.8	+13.44	timeout
06-08 05:31	BTC	Buy	61767.1→62667.9	+6.84	timeout

Paper vs Live

Paper (trades.jsonl)

150

closed

38%

win rate

-580.53

total pnl ($)

-77.2 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	150	38%	-77.2	-580.53

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…