deribit_basis_discount_mean_reversion_long_v20 · strategy

107

closed trades

44%

win rate

-266.43

total pnl ($)

0.428

weight

7d window — n=24 wr=29% pnl=-129.20 · 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 11:44	BTC	Buy	59819→59243	-5.25	timeout
06-29 02:53	BTC	Buy	60139→59686	-4.25	timeout
06-28 19:41	BTC	Buy	60155→59409	-6.62	timeout
06-28 18:38	BTC	Buy	60531→59589	-8.21	timeout
06-28 01:14	BTC	Buy	59954→60031	+0.15	timeout
06-27 23:34	BTC	Buy	59972→60000	-0.17	timeout
06-27 21:58	BTC	Buy	59906→60162	+1.75	timeout
06-27 03:46	BTC	Buy	59667→60272	+4.63	timeout
06-26 20:00	BTC	Buy	59337→59938	+4.51	timeout
06-26 17:00	BTC	Buy	59300→59988	+5.26	timeout
06-26 15:51	BTC	Buy	59367→60119	+5.80	timeout
06-26 14:53	BTC	Buy	59611→59642	-0.24	timeout
06-26 02:24	BTC	Buy	59745→58275.9	-12.73	stop_loss
06-25 18:49	BTC	Buy	59455→59463	-0.35	timeout
06-25 17:44	BTC	Buy	59332→59537	+1.31	timeout
06-25 13:54	BTC	Buy	60017→58524.8	-12.80	stop_loss
06-25 13:53	BTC	Buy	60239→58755.7	-12.69	stop_loss
06-25 13:53	BTC	Buy	60291→58787.7	-12.83	stop_loss
06-24 17:19	BTC	Buy	61023.1→59522.2	-12.73	stop_loss
06-24 14:19	BTC	Buy	62401.1→60866.5	-12.74	stop_loss
06-24 14:13	BTC	Buy	62611.1→61070.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62616.1→61075.4	-12.75	stop_loss
06-24 13:47	BTC	Buy	62825.1→61280.3	-12.74	stop_loss
06-24 13:45	BTC	Buy	62880.1→61333.2	-12.75	stop_loss
06-24 08:23	BTC	Buy	62380.1→62671.9	+1.84	timeout
06-18 04:11	BTC	Buy	65415.3→63803.9	-12.78	stop_loss
06-16 15:06	BTC	Buy	66629.3→65753.7	-7.10	timeout
06-16 14:23	BTC	Buy	67184.4→65531.9	-12.83	stop_loss
06-16 14:08	BTC	Buy	66367.3→66063.7	-2.82	timeout
06-16 13:09	BTC	Buy	66574.3→66150.7	-3.71	timeout
06-16 12:03	BTC	Buy	66181.3→66392.7	+1.06	timeout
06-15 14:18	BTC	Buy	64248.2→66501.7	+17.09	timeout
06-15 13:15	BTC	Buy	64339.2→66585.7	+17.03	timeout
06-15 13:00	BTC	Buy	63788.2→66588.7	+21.52	take_profit
06-15 12:12	BTC	Buy	64477.2→66247.7	+13.29	timeout
06-15 11:04	BTC	Buy	64465.2→65893.7	+10.63	timeout
06-14 19:15	BTC	Buy	64159.2→63766.8	-3.58	timeout
06-14 14:03	BTC	Buy	64133.2→64263.8	+0.57	timeout
06-14 12:57	BTC	Buy	64195.2→64292.8	+0.31	timeout
06-14 11:54	BTC	Buy	63897.2→64595.8	+5.03	timeout
06-14 10:50	BTC	Buy	63859.2→64511.8	+4.64	timeout
06-13 18:26	BTC	Buy	63710.2→64159.8	+3.06	timeout
06-13 13:06	BTC	Buy	63403.2→64124.8	+5.17	timeout
06-13 12:02	BTC	Buy	63674.2→63929.8	+1.48	timeout
06-13 11:01	BTC	Buy	63658.2→63825.8	+0.77	timeout
06-13 09:55	BTC	Buy	63773.2→63739.8	-0.79	timeout
06-12 17:47	BTC	Buy	63433.2→63823.8	+2.61	timeout
06-12 12:40	BTC	Buy	62753.1→63392.8	+4.57	timeout
06-12 11:29	BTC	Buy	63136.2→63820.8	+4.89	timeout
06-12 10:17	BTC	Buy	62839.1→63724.8	+6.50	timeout
06-12 09:10	BTC	Buy	62852.1→63463.8	+4.35	timeout
06-11 17:22	BTC	Buy	62077.1→62357.9	+1.75	timeout
06-11 11:21	BTC	Buy	61150.1→63077.8	+15.18	timeout
06-11 10:19	BTC	Buy	61171.1→62789.9	+12.65	timeout
06-11 09:17	BTC	Buy	61054.1→62761.9	+13.42	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.95	timeout
06-10 16:40	BTC	Buy	60856→62282.9	+11.18	timeout
06-09 14:46	BTC	Buy	62744.1→61197.3	-12.79	stop_loss
06-09 14:20	BTC	Buy	63262.2→61705	-12.76	stop_loss
06-09 14:19	BTC	Buy	63276.2→61719	-12.76	stop_loss
06-09 14:16	BTC	Buy	63433.2→61870	-12.77	stop_loss
06-09 14:11	BTC	Buy	63505.2→61941.9	-12.76	stop_loss
06-09 06:49	BTC	Buy	62933.1→63345.8	+2.78	timeout
06-09 00:48	BTC	Buy	64003.2→62426.6	-12.78	stop_loss
06-08 21:50	BTC	Buy	61635.1→63747.8	+16.65	timeout
06-08 18:27	BTC	Buy	62194.1→63550.8	+10.38	timeout
06-08 16:26	BTC	Buy	62267.1→64019.8	+13.53	timeout
06-08 14:18	BTC	Buy	61895.1→63675.8	+13.89	timeout
06-08 06:31	BTC	Buy	62006.1→63027.8	+7.78	timeout
06-07 21:04	BTC	Buy	60700→61702.9	+7.83	timeout
06-07 16:58	BTC	Buy	60725→61998.9	+10.05	timeout
06-07 15:45	BTC	Buy	60847→62048.9	+9.29	timeout
06-07 13:32	BTC	Buy	60699→61888.9	+9.33	timeout
06-07 06:07	BTC	Buy	61024.1→61649.9	+4.73	timeout
06-06 20:10	BTC	Buy	60844→60548	-2.81	timeout
06-06 16:05	BTC	Buy	60197→60820	+4.75	timeout
06-06 15:14	BTC	Buy	60526→60580	-0.00	timeout
06-06 04:27	BTC	Buy	61385.1→59874.1	-12.76	stop_loss
06-05 21:04	BTC	Buy	59281→61883.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60841→59344.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60874→59377.3	-12.75	stop_loss
06-05 18:43	BTC	Buy	61295.1→59787.1	-12.76	stop_loss
06-05 14:06	BTC	Buy	61976.1→60450.7	-12.76	stop_loss
06-05 14:04	BTC	Buy	62088.1→60559.7	-12.76	stop_loss
06-05 13:57	BTC	Buy	62400.1→60865.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62854.1→61308.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62876.1→61329.3	-12.75	stop_loss
06-05 11:48	BTC	Buy	62360.1→62182.9	-1.90	timeout
06-05 06:23	BTC	Buy	62728.1→61175.3	-12.77	stop_loss
06-05 06:23	BTC	Buy	62762.1→61213.3	-12.78	stop_loss
06-05 06:22	BTC	Buy	62872.1→61325.3	-12.74	stop_loss
06-05 06:16	BTC	Buy	63462.2→61899.9	-12.71	stop_loss
06-05 02:43	BTC	Buy	63330.2→62602.9	-6.15	timeout
06-05 01:23	BTC	Buy	62634.1→63133.8	+3.58	timeout
06-04 11:10	BTC	Buy	63799.2→62229.8	-12.73	stop_loss
06-04 10:28	BTC	Buy	64069.2→62491.6	-12.74	stop_loss
06-04 09:25	BTC	Buy	64524.2→62937.4	-12.74	stop_loss
06-04 01:22	BTC	Buy	64277.2→62696.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64932.2→63335.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65015.3→63416.1	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

107

closed

44%

win rate

-266.43

total pnl ($)

-49.4 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	107	44%	-49.4	-266.43

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…