deribit_basis_discount_mean_reversion_long_v22 · strategy

204

closed trades

37%

win rate

-397.01

total pnl ($)

1.537

weight

7d window — n=47 wr=43% pnl=+45.59 · 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 12:59	SOL	Buy	73.8651→72.0232	-12.88	stop_loss
06-30 12:58	SOL	Buy	73.9141→72.0771	-12.86	stop_loss
06-30 12:46	SOL	Buy	74.1571→72.317	-12.81	stop_loss
06-30 12:46	SOL	Buy	74.1671→72.323	-12.87	stop_loss
06-30 08:36	SOL	Buy	75.3163→73.4482	-12.84	stop_loss
06-30 04:20	SOL	Buy	75.5423→73.6621	-12.90	stop_loss
06-30 04:10	SOL	Buy	75.6884→73.808	-12.87	stop_loss
06-29 17:15	SOL	Buy	73.012→76.2046	+21.40	take_profit
06-29 17:15	SOL	Buy	72.8639→76.1426	+22.01	take_profit
06-29 17:15	SOL	Buy	72.7489→75.9786	+21.69	take_profit
06-28 22:53	SOL	Buy	71.4747→69.7027	-12.93	stop_loss
06-28 21:46	SOL	Buy	71.0387→70.6444	-3.10	timeout
06-28 20:44	SOL	Buy	71.1667→70.6774	-3.74	timeout
06-28 19:47	SOL	Buy	72.0378→70.2513	-12.78	stop_loss
06-28 19:41	SOL	Buy	71.0897→70.8564	-1.95	timeout
06-27 22:16	SOL	Buy	72.0178→70.2303	-12.86	stop_loss
06-27 20:52	SOL	Buy	72.3068→71.2073	-8.04	timeout
06-27 18:44	SOL	Buy	72.6769→71.8972	-5.83	timeout
06-27 17:39	SOL	Buy	72.3729→72.2192	-1.57	timeout
06-27 16:39	SOL	Buy	72.7359→72.6941	-0.89	timeout
06-27 15:35	SOL	Buy	71.7008→72.7841	+7.13	timeout
06-26 19:31	SOL	Buy	70.5926→73.6789	+21.38	take_profit
06-26 15:39	SOL	Buy	69.0944→72.1142	+21.37	take_profit
06-26 14:26	SOL	Buy	68.6523→71.6553	+21.41	take_profit
06-26 14:12	SOL	Buy	68.0512→71.0263	+21.35	take_profit
06-26 13:19	SOL	Buy	69.8805→68.1337	-12.98	stop_loss
06-26 10:39	SOL	Buy	70.5056→68.7583	-12.86	stop_loss
06-26 07:39	SOL	Buy	67.9022→70.8694	+21.37	take_profit
06-26 07:02	SOL	Buy	67.1991→70.1365	+21.35	take_profit
06-26 06:39	SOL	Buy	66.599→69.5156	+21.42	take_profit
06-26 06:22	SOL	Buy	66.355→69.2656	+21.38	take_profit
06-25 23:30	SOL	Buy	65.6708→68.5617	+21.52	take_profit
06-25 13:48	SOL	Buy	67.1261→65.4574	-12.84	stop_loss
06-25 13:48	SOL	Buy	67.4241→65.7512	-12.82	stop_loss
06-25 13:45	SOL	Buy	67.9292→66.2449	-12.81	stop_loss
06-25 13:45	SOL	Buy	67.9512→66.2649	-12.83	stop_loss
06-25 13:39	SOL	Buy	69.0414→67.3262	-12.86	stop_loss
06-25 05:08	SOL	Buy	66.0069→68.8957	+21.46	take_profit
06-24 20:48	SOL	Buy	64.8397→67.6748	+21.42	take_profit
06-24 17:47	SOL	Buy	66.555→64.8988	-12.89	stop_loss
06-24 17:20	SOL	Buy	67.4421→65.7572	-12.94	stop_loss
06-24 16:51	SOL	Buy	68.3713→66.6746	-12.86	stop_loss
06-24 12:55	SOL	Buy	68.9103→69.4876	+3.71	timeout
06-24 11:51	SOL	Buy	69.1024→69.9105	+5.39	timeout
06-24 10:43	SOL	Buy	68.6623→69.1246	+3.02	timeout
06-24 09:37	SOL	Buy	68.8353→69.2186	+2.43	timeout
06-24 08:35	SOL	Buy	68.6563→69.4886	+5.79	timeout
06-23 08:15	SOL	Buy	70.2835→68.5404	-12.84	stop_loss
06-23 08:15	SOL	Buy	70.2775→68.5304	-12.86	stop_loss
06-23 06:21	SOL	Buy	71.6377→69.8546	-12.84	stop_loss
06-23 06:21	SOL	Buy	71.6878→69.9095	-12.81	stop_loss
06-23 06:20	SOL	Buy	71.8198→70.0395	-12.82	stop_loss
06-23 06:20	SOL	Buy	71.8678→70.0844	-12.82	stop_loss
06-23 05:35	SOL	Buy	72.6509→70.8459	-12.80	stop_loss
06-22 22:28	SOL	Buy	73.655→71.8263	-12.75	stop_loss
06-22 22:28	SOL	Buy	73.8051→71.9532	-12.91	stop_loss
06-22 22:27	SOL	Buy	73.8731→72.0372	-12.77	stop_loss
06-22 16:08	SOL	Buy	74.5322→72.6767	-12.90	stop_loss
06-22 09:30	SOL	Buy	73.659→73.599	-1.01	timeout
06-22 08:27	SOL	Buy	73.0099→74.0919	+6.83	timeout
06-22 07:24	SOL	Buy	73.31→74.2269	+5.73	timeout
06-22 06:11	SOL	Buy	73.12→74.0639	+5.96	timeout
06-22 03:43	SOL	Buy	73.7291→73.7789	-0.14	timeout
06-21 08:01	SOL	Buy	71.5227→73.238	+11.46	timeout
06-21 06:57	SOL	Buy	72.0848→73.263	+7.70	timeout
06-21 05:54	SOL	Buy	71.8078→73.044	+8.13	timeout
06-20 22:32	SOL	Buy	70.8996→74.0029	+21.32	take_profit
06-20 22:13	SOL	Buy	70.0245→73.089	+21.32	take_profit
06-20 05:10	SOL	Buy	68.5973→71.6033	+21.42	take_profit
06-20 05:06	SOL	Buy	68.1202→71.0963	+21.35	take_profit
06-20 05:02	SOL	Buy	68.4723→70.8074	+16.56	timeout
06-20 03:49	SOL	Buy	68.9463→69.9985	+7.08	timeout
06-20 02:42	SOL	Buy	69.5044→69.5136	-0.49	timeout
06-19 07:38	SOL	Buy	69.6775→67.9428	-12.92	stop_loss
06-19 07:37	SOL	Buy	69.8325→68.0957	-12.91	stop_loss
06-18 15:40	SOL	Buy	71.0397→69.2779	-12.87	stop_loss
06-18 15:18	SOL	Buy	71.8698→70.0784	-12.96	stop_loss
06-18 11:43	SOL	Buy	72.1068→70.7754	-9.61	timeout
06-18 05:03	SOL	Buy	72.5069→70.704	-12.76	stop_loss
06-17 19:43	SOL	Buy	73.319→71.4975	-12.88	stop_loss
06-17 19:40	SOL	Buy	73.479→71.6474	-12.92	stop_loss
06-17 19:29	SOL	Buy	73.7801→71.9272	-13.02	stop_loss
06-17 17:42	SOL	Buy	73.186→73.6	+2.23	timeout
06-17 16:37	SOL	Buy	73.051→74.0129	+5.98	timeout
06-17 15:34	SOL	Buy	73.18→73.211	-0.39	timeout
06-17 10:58	SOL	Buy	73.8911→72.0581	-12.77	stop_loss
06-17 08:48	SOL	Buy	74.0921→72.256	-12.75	stop_loss
06-16 14:33	SOL	Buy	74.1871→72.343	-12.90	stop_loss
06-16 14:31	SOL	Buy	74.4792→72.5928	-13.17	stop_loss
06-16 14:27	SOL	Buy	74.5572→72.7067	-12.88	stop_loss
06-16 14:22	SOL	Buy	74.9152→73.0585	-12.85	stop_loss
06-16 14:17	SOL	Buy	75.2083→73.3423	-12.87	stop_loss
06-16 02:27	SOL	Buy	74.8112→72.9526	-12.87	stop_loss
06-16 02:27	SOL	Buy	74.8422→72.9875	-12.84	stop_loss
06-16 02:12	SOL	Buy	75.2783→73.4083	-12.86	stop_loss
06-15 15:41	SOL	Buy	71.5257→74.6588	+21.42	take_profit
06-15 15:41	SOL	Buy	71.4267→74.5498	+21.40	take_profit
06-15 15:38	SOL	Buy	71.3347→74.4518	+21.43	take_profit
06-15 13:20	SOL	Buy	71.1297→74.2389	+21.40	take_profit
06-15 13:16	SOL	Buy	70.4156→73.494	+21.39	take_profit

Paper vs Live

Paper (trades.jsonl)

204

closed

37%

win rate

-397.01

total pnl ($)

-39.3 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 ($)
SOL	204	37%	-39.3	-397.01

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…