deribit_basis_discount_mean_reversion_long_v12 · strategy

148

closed trades

41%

win rate

-487.32

total pnl ($)

0.351

weight

7d window — n=36 wr=42% pnl=-142.61 · 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 09:10	BTC	Buy	60391→60387	-0.48	timeout
06-28 08:13	BTC	Buy	60461→60138	-3.14	timeout
06-28 07:06	BTC	Buy	60319→60076	-2.45	timeout
06-27 19:42	BTC	Buy	59922→60154	+1.53	timeout
06-27 15:41	BTC	Buy	60402→60781	+2.70	timeout
06-27 02:37	BTC	Buy	58784.9→60218	+11.71	timeout
06-26 19:49	BTC	Buy	59184→59832	+4.90	timeout
06-26 16:47	BTC	Buy	59214→60076	+6.75	timeout
06-26 15:18	BTC	Buy	59212→59850	+4.89	timeout
06-26 14:15	BTC	Buy	59333→59941	+4.63	timeout
06-26 02:13	BTC	Buy	60140→58654.7	-12.80	stop_loss
06-25 18:04	BTC	Buy	59436→59607	+1.02	timeout
06-25 13:58	BTC	Buy	59612→58146	-12.69	stop_loss
06-25 13:54	BTC	Buy	60004→58519.8	-12.76	stop_loss
06-25 13:53	BTC	Buy	60274→58775.7	-12.82	stop_loss
06-25 13:49	BTC	Buy	60727→59233.4	-12.71	stop_loss
06-24 16:51	BTC	Buy	61086.1→59582.2	-12.74	stop_loss
06-24 16:51	BTC	Buy	61325.1→59817.1	-12.72	stop_loss
06-24 14:17	BTC	Buy	62576.1→61035.4	-12.76	stop_loss
06-24 13:45	BTC	Buy	62876.1→61330.3	-12.74	stop_loss
06-24 10:53	BTC	Buy	62254.1→62450.9	+1.08	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 06:26	BTC	Buy	64065.2→62595.9	-11.95	timeout
06-23 06:21	BTC	Buy	64148.2→62570.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64146.2→62565.6	-12.80	stop_loss
06-23 06:21	BTC	Buy	64264.2→62680.5	-12.78	stop_loss
06-23 06:21	BTC	Buy	64310.2→62725.5	-12.80	stop_loss
06-22 21:26	BTC	Buy	63681.2→64263.8	+4.11	timeout
06-22 07:28	BTC	Buy	64166.2→64252.8	+0.20	timeout
06-22 06:10	BTC	Buy	64177.2→64269.8	+0.25	timeout
06-22 05:05	BTC	Buy	64231.2→64068.8	-1.73	timeout
06-22 03:36	BTC	Buy	64290.2→64190.8	-1.30	timeout
06-21 20:15	BTC	Buy	63928.2→64123.8	+1.09	timeout
06-21 05:53	BTC	Buy	63621.2→64203.8	+4.13	timeout
06-21 04:51	BTC	Buy	63584.2→64360.8	+5.67	timeout
06-21 03:46	BTC	Buy	63446.2→64393.8	+7.02	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 19:19	BTC	Buy	62980.1→63842.8	+6.41	timeout
06-20 01:39	BTC	Buy	62885.1→63571.8	+5.00	timeout
06-20 00:35	BTC	Buy	62992.1→63732.8	+5.39	timeout
06-19 21:27	BTC	Buy	62923.1→63148.8	+1.29	timeout
06-19 20:24	BTC	Buy	63103.2→62994.9	-1.35	timeout
06-19 15:51	BTC	Buy	62590.1→63184.8	+4.15	timeout
06-18 15:55	BTC	Buy	63971.2→62396.7	-12.78	stop_loss
06-18 15:51	BTC	Buy	64129.2→62550.6	-12.75	stop_loss
06-18 15:40	BTC	Buy	64280.2→62698.5	-12.73	stop_loss
06-18 15:37	BTC	Buy	64445.2→62843.4	-12.85	stop_loss
06-18 14:52	BTC	Buy	65175.3→63572	-12.74	stop_loss
06-18 11:13	BTC	Buy	64636.2→63997.8	-5.48	timeout
06-18 09:22	BTC	Buy	64923.2→64427.8	-4.30	timeout
06-17 19:33	BTC	Buy	65703.3→64411.8	-10.33	timeout
06-17 19:29	BTC	Buy	66041.3→64414.6	-12.77	stop_loss
06-17 18:32	BTC	Buy	65954.3→65544.7	-3.66	timeout
06-17 16:27	BTC	Buy	65717.3→66214.7	+3.37	timeout
06-17 08:39	BTC	Buy	66547.3→64910.3	-12.73	stop_loss
06-17 08:20	BTC	Buy	66821.3→65177.1	-12.73	stop_loss
06-16 19:23	BTC	Buy	66512.3→65672.7	-6.84	timeout
06-16 18:04	BTC	Buy	66780.3→66088.7	-5.71	timeout
06-16 15:25	BTC	Buy	66635.3→65754.7	-7.14	timeout
06-16 09:15	BTC	Buy	65669.3→66732.7	+7.67	timeout
06-16 08:06	BTC	Buy	65720.3→66312.7	+4.10	timeout
06-15 13:28	BTC	Buy	64291.2→66848.7	+19.46	timeout
06-15 13:20	BTC	Buy	64018.2→66828.7	+21.52	take_profit
06-15 12:24	BTC	Buy	64475.2→66254.7	+13.36	timeout
06-15 08:07	BTC	Buy	64410.2→65702.7	+9.59	timeout
06-15 07:00	BTC	Buy	64261.2→65734.7	+11.00	timeout
06-14 10:54	BTC	Buy	63820.2→64531.8	+5.11	timeout
06-14 09:43	BTC	Buy	63776.2→64516.8	+5.31	timeout
06-14 08:44	BTC	Buy	63868.2→64447.8	+4.05	timeout
06-14 07:34	BTC	Buy	63741.2→64322.8	+4.11	timeout
06-14 01:47	BTC	Buy	63813.2→64598.8	+5.74	timeout
06-13 10:45	BTC	Buy	63648.2→63842.8	+0.99	timeout
06-13 09:32	BTC	Buy	63776.2→63806.8	-0.30	timeout
06-13 08:25	BTC	Buy	63466.2→63746.8	+1.66	timeout
06-13 07:25	BTC	Buy	62996.1→63705.8	+5.17	timeout
06-12 20:55	BTC	Buy	63373.2→63398.8	-0.28	timeout
06-12 10:03	BTC	Buy	62860.1→63672.8	+5.91	timeout
06-12 09:03	BTC	Buy	62926.1→63459.8	+3.72	timeout
06-12 07:51	BTC	Buy	62676.1→62987.9	+2.00	timeout
06-12 06:46	BTC	Buy	62877.1→62945.9	+0.05	timeout
06-11 19:33	BTC	Buy	61219.1→63907.8	+21.39	take_profit
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.95	timeout
06-10 22:17	BTC	Buy	62613.1→61072.4	-12.76	stop_loss
06-10 18:59	BTC	Buy	61805.1→61844.9	-0.18	timeout
06-10 16:09	BTC	Buy	60965→62421.9	+11.45	timeout
06-10 15:07	BTC	Buy	61504.1→61967.9	+3.28	timeout
06-10 14:06	BTC	Buy	62098.1→62212.9	+0.45	timeout
06-09 14:47	BTC	Buy	62651.1→61106.4	-12.78	stop_loss
06-09 14:44	BTC	Buy	62809.1→61262.3	-12.77	stop_loss
06-09 14:21	BTC	Buy	63161.2→61607.1	-12.75	stop_loss
06-09 13:36	BTC	Buy	63762.2→62188.8	-12.78	stop_loss
06-09 12:30	BTC	Buy	63126.2→62601.9	-4.55	timeout
06-09 01:52	BTC	Buy	63121.2→62745.9	-3.41	timeout
06-08 23:27	BTC	Buy	63242.2→63096.8	-1.62	timeout
06-08 22:25	BTC	Buy	62968.1→63306.8	+2.20	timeout
06-08 21:33	BTC	Buy	61769.1→63643.8	+14.69	timeout
06-08 05:28	BTC	Buy	61799.1→62671.9	+6.61	timeout

Paper vs Live

Paper (trades.jsonl)

148

closed

41%

win rate

-487.32

total pnl ($)

-65.4 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	148	41%	-65.4	-487.32

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…