deribit_basis_discount_mean_reversion_long_v13 · strategy

108

closed trades

44%

win rate

-265.11

total pnl ($)

0.618

weight

7d window — n=25 wr=32% pnl=-106.18 · 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 02:52	BTC	Buy	60128→59687	-4.15	timeout
06-28 19:41	BTC	Buy	60155→59409	-6.62	timeout
06-28 18:37	BTC	Buy	60531→59591	-8.20	timeout
06-28 01:10	BTC	Buy	59934→59984	-0.06	timeout
06-27 23:30	BTC	Buy	59934→59947	-0.29	timeout
06-27 21:55	BTC	Buy	59919→60189	+1.87	timeout
06-26 19:18	BTC	Buy	59203→59938	+5.63	timeout
06-26 17:05	BTC	Buy	59156→60125	+7.65	timeout
06-26 15:50	BTC	Buy	59253→60361	+8.80	timeout
06-26 14:47	BTC	Buy	59420→59630	+1.27	timeout
06-26 14:09	BTC	Buy	59449→60004	+4.17	timeout
06-25 18:51	BTC	Buy	59421→59436	-0.30	timeout
06-25 13:55	BTC	Buy	59874→58397.9	-12.71	stop_loss
06-25 13:54	BTC	Buy	60071→58546.8	-13.06	stop_loss
06-25 13:48	BTC	Buy	60986→59482.3	-12.72	stop_loss
06-25 13:41	BTC	Buy	61862.1→60340.8	-12.73	stop_loss
06-25 07:16	BTC	Buy	59232→61833.9	+21.53	take_profit
06-24 17:48	BTC	Buy	60540→59051.5	-12.73	stop_loss
06-24 16:51	BTC	Buy	61130.1→59626.2	-12.73	stop_loss
06-24 14:19	BTC	Buy	62445.1→60880.5	-12.97	stop_loss
06-24 14:17	BTC	Buy	62596.1→61056.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62618.1→61077.4	-12.75	stop_loss
06-24 13:48	BTC	Buy	62800.1→61255.3	-12.75	stop_loss
06-24 13:46	BTC	Buy	62855.1→61307.3	-12.76	stop_loss
06-24 08:24	BTC	Buy	62203.1→62665.9	+3.22	timeout
06-18 04:11	BTC	Buy	65358.3→63743.9	-12.81	stop_loss
06-16 14:35	BTC	Buy	66489.3→65611.7	-7.13	timeout
06-16 13:40	BTC	Buy	66510.3→66008.7	-4.30	timeout
06-16 12:39	BTC	Buy	66294.3→66581.7	+1.64	timeout
06-16 11:35	BTC	Buy	66176.3→66365.7	+0.89	timeout
06-16 10:29	BTC	Buy	65696.3→66637.7	+6.66	timeout
06-15 13:00	BTC	Buy	63797.2→66600.7	+21.54	take_profit
06-15 12:33	BTC	Buy	64357.2→66222.7	+14.06	timeout
06-15 11:27	BTC	Buy	64525.2→66274.7	+13.11	timeout
06-15 10:24	BTC	Buy	64615.2→65713.7	+8.05	timeout
06-15 09:20	BTC	Buy	64298.2→65721.7	+10.64	timeout
06-14 19:37	BTC	Buy	64235.2→63792.8	-3.94	timeout
06-14 12:15	BTC	Buy	63914.2→64460.8	+3.84	timeout
06-14 11:10	BTC	Buy	63904.2→64509.8	+4.28	timeout
06-14 10:07	BTC	Buy	63748.2→64514.8	+5.53	timeout
06-14 09:00	BTC	Buy	63795.2→64429.8	+4.48	timeout
06-13 19:20	BTC	Buy	63735.2→64144.8	+2.76	timeout
06-13 12:05	BTC	Buy	63653.2→63912.8	+1.51	timeout
06-13 11:03	BTC	Buy	63802.2→63813.8	-0.46	timeout
06-13 09:54	BTC	Buy	63771.2→63728.8	-0.86	timeout
06-13 08:53	BTC	Buy	63448.2→63774.8	+2.05	timeout
06-12 18:40	BTC	Buy	63509.2→63840.8	+2.15	timeout
06-12 11:56	BTC	Buy	63101.2→63802.8	+5.03	timeout
06-12 10:43	BTC	Buy	62913.1→63646.8	+5.30	timeout
06-12 09:37	BTC	Buy	62900.1→63837.8	+6.92	timeout
06-12 08:38	BTC	Buy	62916.1→63403.8	+3.35	timeout
06-11 17:12	BTC	Buy	62045.1→62416.9	+2.48	timeout
06-11 11:21	BTC	Buy	61181.1→63088.8	+15.01	timeout
06-11 10:19	BTC	Buy	61171.1→62790.9	+12.66	timeout
06-11 09:17	BTC	Buy	61054.1→62758.9	+13.40	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+9.01	timeout
06-10 16:40	BTC	Buy	60860→62314.9	+11.43	timeout
06-09 14:46	BTC	Buy	62771.1→61227.3	-12.76	stop_loss
06-09 14:19	BTC	Buy	63283.2→61727	-12.75	stop_loss
06-09 14:17	BTC	Buy	63362.2→61802	-12.76	stop_loss
06-09 14:11	BTC	Buy	63522.2→61940.9	-12.90	stop_loss
06-09 13:23	BTC	Buy	63810.2→62240.8	-12.73	stop_loss
06-09 06:42	BTC	Buy	62936.1→63308.8	+2.46	timeout
06-09 00:48	BTC	Buy	64024.2→62434.6	-12.87	stop_loss
06-08 17:59	BTC	Buy	62142.1→63483.8	+10.24	timeout
06-08 16:00	BTC	Buy	62099.1→63712.8	+12.42	timeout
06-08 14:59	BTC	Buy	61882.1→63977.8	+16.44	timeout
06-08 13:57	BTC	Buy	61761.1→63709.8	+15.28	timeout
06-08 06:30	BTC	Buy	62002.1→63035.8	+7.87	timeout
06-07 16:57	BTC	Buy	60700→61976.9	+10.05	timeout
06-07 15:45	BTC	Buy	60850→62032.9	+9.12	timeout
06-07 14:42	BTC	Buy	60925→62003.9	+8.39	timeout
06-07 13:32	BTC	Buy	60699→61866.9	+9.15	timeout
06-07 06:06	BTC	Buy	61045.1→61623.9	+4.34	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:16	BTC	Buy	60497→60523	-0.23	timeout
06-06 04:34	BTC	Buy	60927→59428.3	-12.75	stop_loss
06-06 04:27	BTC	Buy	61378.1→59868.1	-12.75	stop_loss
06-05 21:04	BTC	Buy	59257→61858.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60654→59162.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60742→59247.4	-12.75	stop_loss
06-05 18:44	BTC	Buy	61268.1→59761.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60449.7	-12.76	stop_loss
06-05 13:57	BTC	Buy	62303.1→60766.6	-12.78	stop_loss
06-05 13:56	BTC	Buy	62463.1→60925.5	-12.76	stop_loss
06-05 13:49	BTC	Buy	62813.1→61268.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62927.1→61378.2	-12.76	stop_loss
06-05 06:23	BTC	Buy	62757.1→61213.3	-12.74	stop_loss
06-05 06:23	BTC	Buy	62792.1→61248.3	-12.68	stop_loss
06-05 06:22	BTC	Buy	62880.1→61328.3	-12.78	stop_loss
06-05 06:21	BTC	Buy	63082.2→61531.1	-12.74	stop_loss
06-05 06:01	BTC	Buy	63655.2→62087.8	-12.72	stop_loss
06-05 03:11	BTC	Buy	63836.2→62265.7	-12.72	stop_loss
06-05 02:44	BTC	Buy	63384.2→62714.9	-5.69	timeout
06-05 01:25	BTC	Buy	62772.1→63245.8	+3.36	timeout
06-04 10:49	BTC	Buy	63820.2→62250.7	-12.73	stop_loss
06-04 10:30	BTC	Buy	63976.2→62402.7	-12.72	stop_loss
06-04 09:22	BTC	Buy	64597.2→63008.3	-12.74	stop_loss
06-04 01:22	BTC	Buy	64185.2→62606.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64931.2→63334.1	-12.74	stop_loss

Paper vs Live

Paper (trades.jsonl)

108

closed

44%

win rate

-265.11

total pnl ($)

-48.7 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	108	44%	-48.7	-265.11

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…