deribit_basis_discount_mean_reversion_long · strategy

107

closed trades

44%

win rate

-292.08

total pnl ($)

0.317

weight

7d window — n=25 wr=28% pnl=-156.50 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 01:55	BTC	Buy	60185→59457	-6.52	timeout
06-28 20:44	BTC	Buy	60227→59636	-5.35	timeout
06-28 19:43	BTC	Buy	60172→59410	-6.76	timeout
06-28 18:38	BTC	Buy	60531→59577	-8.31	timeout
06-27 23:30	BTC	Buy	59935→59941	-0.35	timeout
06-27 21:57	BTC	Buy	59926→60171	+1.66	timeout
06-27 04:06	BTC	Buy	59879→60394	+3.86	timeout
06-27 03:02	BTC	Buy	58362.9→60241	+15.63	timeout
06-26 18:22	BTC	Buy	59544→60038	+3.59	timeout
06-26 17:23	BTC	Buy	59455→60128	+5.12	timeout
06-26 15:20	BTC	Buy	59281→59938	+5.01	timeout
06-26 02:24	BTC	Buy	59751→58277.9	-12.76	stop_loss
06-26 02:21	BTC	Buy	59847→58371.9	-12.76	stop_loss
06-25 13:58	BTC	Buy	59651→58168	-12.80	stop_loss
06-25 13:57	BTC	Buy	59737→58267.9	-12.67	stop_loss
06-25 13:57	BTC	Buy	59758→58279.9	-12.74	stop_loss
06-25 13:53	BTC	Buy	60455→58967.6	-12.67	stop_loss
06-25 13:48	BTC	Buy	60754→59258.4	-12.70	stop_loss
06-24 17:20	BTC	Buy	60931→59429.3	-12.76	stop_loss
06-24 16:51	BTC	Buy	61292.1→59751.1	-13.00	stop_loss
06-24 15:33	BTC	Buy	62159.1→60630.6	-12.74	stop_loss
06-24 14:19	BTC	Buy	62425.1→60880.5	-12.82	stop_loss
06-24 13:47	BTC	Buy	62827.1→61280.3	-12.76	stop_loss
06-24 13:47	BTC	Buy	62826.1→61280.3	-12.75	stop_loss
06-24 08:23	BTC	Buy	62381.1→62679.9	+1.86	timeout
06-18 04:11	BTC	Buy	65424.3→63814.9	-12.76	stop_loss
06-16 14:07	BTC	Buy	66341.3→66102.7	-2.33	timeout
06-16 13:07	BTC	Buy	66630.3→66360.7	-2.55	timeout
06-16 12:07	BTC	Buy	66197.3→66482.7	+1.62	timeout
06-16 11:03	BTC	Buy	65862.3→66541.7	+4.65	timeout
06-16 09:54	BTC	Buy	65543.3→66538.7	+7.14	timeout
06-15 12:55	BTC	Buy	63778.2→66578.7	+21.52	take_profit
06-15 12:29	BTC	Buy	64448.2→66230.7	+13.39	timeout
06-15 11:25	BTC	Buy	64531.2→66325.7	+13.46	timeout
06-15 10:23	BTC	Buy	64581.2→65693.7	+8.17	timeout
06-15 09:18	BTC	Buy	64338.2→65751.7	+10.55	timeout
06-14 18:31	BTC	Buy	64200.2→63713.8	-4.34	timeout
06-14 12:12	BTC	Buy	63927.2→64476.8	+3.86	timeout
06-14 11:09	BTC	Buy	63869.2→64483.8	+4.36	timeout
06-14 10:06	BTC	Buy	63741.2→64518.8	+5.61	timeout
06-14 09:00	BTC	Buy	63795.2→64429.8	+4.48	timeout
06-13 18:27	BTC	Buy	63697.2→64155.8	+3.13	timeout
06-13 12:00	BTC	Buy	63649.2→63939.8	+1.75	timeout
06-13 10:59	BTC	Buy	63694.2→63806.8	+0.33	timeout
06-13 09:52	BTC	Buy	63769.2→63730.8	-0.83	timeout
06-13 08:51	BTC	Buy	63394.2→63824.8	+2.87	timeout
06-12 17:56	BTC	Buy	63376.2→63801.8	+2.90	timeout
06-12 11:42	BTC	Buy	63105.2→63749.8	+4.58	timeout
06-12 10:32	BTC	Buy	62885.1→63619.8	+5.30	timeout
06-12 09:27	BTC	Buy	62780.1→63710.8	+6.88	timeout
06-12 08:25	BTC	Buy	62875.1→63460.8	+4.10	timeout
06-11 17:19	BTC	Buy	62107.1→62388.9	+1.75	timeout
06-11 11:01	BTC	Buy	61323.1→63073.8	+13.68	timeout
06-11 09:57	BTC	Buy	61356.1→62876.9	+11.81	timeout
06-11 08:53	BTC	Buy	61260.1→62908.9	+12.90	timeout
06-11 07:51	BTC	Buy	61657.1→62672.9	+7.64	timeout
06-10 16:40	BTC	Buy	60780→62316.9	+12.10	timeout
06-09 14:47	BTC	Buy	62698.1→61155.3	-12.76	stop_loss
06-09 14:20	BTC	Buy	63238.2→61683.1	-12.75	stop_loss
06-09 14:11	BTC	Buy	63579.2→62015.9	-12.74	stop_loss
06-09 14:04	BTC	Buy	63587.2→62177.9	-11.52	timeout
06-09 13:36	BTC	Buy	63782.2→62212.8	-12.74	stop_loss
06-09 06:40	BTC	Buy	62957.1→63336.8	+2.51	timeout
06-09 00:48	BTC	Buy	64035.2→62460.6	-12.75	stop_loss
06-08 21:16	BTC	Buy	61895.1→63708.8	+14.16	timeout
06-08 17:59	BTC	Buy	62141.1→63500.8	+10.39	timeout
06-08 14:59	BTC	Buy	61884.1→63963.8	+16.32	timeout
06-08 13:57	BTC	Buy	61769.1→63765.8	+15.67	timeout
06-08 06:28	BTC	Buy	61928.1→63015.8	+8.32	timeout
06-07 21:02	BTC	Buy	60727→61864.9	+8.94	timeout
06-07 16:54	BTC	Buy	60806→62174.9	+10.79	timeout
06-07 14:41	BTC	Buy	60945→62027.9	+8.42	timeout
06-07 13:31	BTC	Buy	60747→61845.9	+8.57	timeout
06-07 06:06	BTC	Buy	61081.1→61620.9	+4.02	timeout
06-06 20:09	BTC	Buy	60757→60538	-2.18	timeout
06-06 16:04	BTC	Buy	60210→60887	+5.23	timeout
06-06 04:15	BTC	Buy	61498.1→59983	-12.77	stop_loss
06-05 21:04	BTC	Buy	59353→61958.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60716→59222.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60753→59259.4	-12.74	stop_loss
06-05 18:52	BTC	Buy	60831→59335.3	-12.75	stop_loss
06-05 18:43	BTC	Buy	61293.1→59786.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60437.7	-12.86	stop_loss
06-05 14:04	BTC	Buy	62054.1→60526.7	-12.76	stop_loss
06-05 13:56	BTC	Buy	62500.1→60963.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62858.1→61310.3	-12.77	stop_loss
06-05 13:49	BTC	Buy	62924.1→61372.2	-12.79	stop_loss
06-05 11:48	BTC	Buy	62387.1→62153.9	-2.35	timeout
06-05 06:23	BTC	Buy	62748.1→61205.3	-12.68	stop_loss
06-05 06:23	BTC	Buy	62773.1→61225.3	-12.77	stop_loss
06-05 06:17	BTC	Buy	63408.2→61848	-12.69	stop_loss
06-05 06:03	BTC	Buy	63602.2→62031.9	-12.75	stop_loss
06-05 02:25	BTC	Buy	62855.1→62801.9	-0.87	timeout
06-04 10:49	BTC	Buy	63842.2→62268.7	-12.75	stop_loss
06-04 10:28	BTC	Buy	64089.2→62501.6	-12.81	stop_loss
06-04 09:23	BTC	Buy	64570.2→62978.3	-12.77	stop_loss
06-04 02:01	BTC	Buy	63464.2→61902.9	-12.75	stop_loss
06-04 01:16	BTC	Buy	64457.2→62872.4	-12.74	stop_loss
06-04 00:26	BTC	Buy	65292.3→63687	-12.74	stop_loss
06-03 23:51	BTC	Buy	65755.3→64137.7	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

107

closed

44%

win rate

-292.08

total pnl ($)

-54.3 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 ($)
BTC	107	44%	-54.3	-292.08

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 11:46	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…