deribit_basis_discount_mean_reversion_long_v25 · strategy

101

closed trades

46%

win rate

-237.60

total pnl ($)

0.428

weight

7d window — n=20 wr=30% pnl=-119.90 · 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 02:49	BTC	Buy	60087→59684	-3.83	timeout
06-28 21:59	BTC	Buy	60177→59407	-6.86	timeout
06-28 20:51	BTC	Buy	60264→59625	-5.73	timeout
06-28 19:51	BTC	Buy	60164→59345	-7.24	timeout
06-28 18:47	BTC	Buy	60527→59591	-8.15	timeout
06-26 19:15	BTC	Buy	59212→59989	+6.00	timeout
06-26 18:14	BTC	Buy	59395→60058	+5.01	timeout
06-26 17:08	BTC	Buy	59176→60120	+7.43	timeout
06-26 15:58	BTC	Buy	59513→60297	+6.03	timeout
06-26 14:59	BTC	Buy	59502→59634	+0.55	timeout
06-25 17:54	BTC	Buy	59345→59559	+1.38	timeout
06-25 13:59	BTC	Buy	59503→58039.1	-12.66	stop_loss
06-25 13:57	BTC	Buy	59842→58369.9	-12.67	stop_loss
06-25 13:54	BTC	Buy	59947→58471.8	-12.66	stop_loss
06-25 13:53	BTC	Buy	60495→59007.5	-12.65	stop_loss
06-24 17:19	BTC	Buy	61014.1→59512.3	-12.74	stop_loss
06-24 16:51	BTC	Buy	61097.1→59587.2	-12.80	stop_loss
06-24 16:06	BTC	Buy	61675.1→60151.9	-12.78	stop_loss
06-24 13:57	BTC	Buy	62769.1→61222.3	-12.76	stop_loss
06-24 13:48	BTC	Buy	62788.1→61239.3	-12.78	stop_loss
06-18 05:04	BTC	Buy	65291.3→63686	-12.75	stop_loss
06-16 14:24	BTC	Buy	66460.3→65532.7	-7.51	timeout
06-16 13:25	BTC	Buy	66889.3→66089.7	-6.51	timeout
06-16 12:21	BTC	Buy	66209.3→66603.7	+2.44	timeout
06-16 11:17	BTC	Buy	66003.3→66519.7	+3.40	timeout
06-16 10:10	BTC	Buy	65694.3→66556.7	+6.09	timeout
06-15 12:54	BTC	Buy	63768.2→66567.7	+21.52	take_profit
06-15 12:47	BTC	Buy	64323.2→66461.7	+16.19	timeout
06-15 11:42	BTC	Buy	64598.2→66196.7	+11.93	timeout
06-15 10:41	BTC	Buy	64593.2→65721.7	+8.29	timeout
06-15 09:37	BTC	Buy	64442.2→65539.7	+8.08	timeout
06-14 18:51	BTC	Buy	64085.2→63770.8	-2.99	timeout
06-14 12:37	BTC	Buy	64003.2→64321.8	+2.05	timeout
06-14 11:34	BTC	Buy	63904.2→64595.8	+4.96	timeout
06-14 10:31	BTC	Buy	63757.2→64565.8	+5.86	timeout
06-14 09:27	BTC	Buy	63791.2→64321.8	+3.65	timeout
06-13 18:28	BTC	Buy	63728.2→64177.8	+3.06	timeout
06-13 12:03	BTC	Buy	63740.2→63931.8	+0.97	timeout
06-13 11:03	BTC	Buy	63799.2→63814.8	-0.43	timeout
06-13 09:54	BTC	Buy	63770.2→63729.8	-0.84	timeout
06-13 08:53	BTC	Buy	63438.2→63775.8	+2.13	timeout
06-12 18:19	BTC	Buy	63491.2→63699.8	+1.18	timeout
06-12 11:55	BTC	Buy	63114.2→63783.8	+4.78	timeout
06-12 10:42	BTC	Buy	62890.1→63638.8	+5.42	timeout
06-12 09:37	BTC	Buy	62905.1→63829.8	+6.81	timeout
06-12 08:37	BTC	Buy	62916.1→63418.8	+3.46	timeout
06-11 17:32	BTC	Buy	61708.1→63258.8	+12.03	timeout
06-11 11:21	BTC	Buy	61149.1→63076.8	+15.18	timeout
06-11 10:20	BTC	Buy	61159.1→62796.9	+12.81	timeout
06-11 09:17	BTC	Buy	61054.1→62767.9	+13.47	timeout
06-11 08:15	BTC	Buy	61601.1→62782.9	+9.02	timeout
06-10 16:40	BTC	Buy	60860→62314.9	+11.41	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 14:11	BTC	Buy	63498.2→61929.9	-12.80	stop_loss
06-09 14:11	BTC	Buy	63540.2→61976.9	-12.75	stop_loss
06-09 13:36	BTC	Buy	63728.2→62155.8	-12.77	stop_loss
06-09 06:48	BTC	Buy	62967.1→63351.8	+2.55	timeout
06-09 00:49	BTC	Buy	63991.2→62417.7	-12.75	stop_loss
06-08 17:59	BTC	Buy	62142.1→63483.8	+10.24	timeout
06-08 17:00	BTC	Buy	62036.1→63467.8	+10.99	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	60699→61976.9	+10.05	timeout
06-07 15:51	BTC	Buy	60813→62060.9	+9.82	timeout
06-07 14:47	BTC	Buy	60899→61787.9	+6.83	timeout
06-07 13:32	BTC	Buy	60694→61865.9	+9.18	timeout
06-07 06:06	BTC	Buy	61044.1→61618.9	+4.31	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:15	BTC	Buy	60496→60547	-0.03	timeout
06-06 04:20	BTC	Buy	61436.1→59918	-12.81	stop_loss
06-05 21:04	BTC	Buy	59296→61898.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60808→59312.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60859→59362.3	-12.76	stop_loss
06-05 18:43	BTC	Buy	61289.1→59781.1	-12.76	stop_loss
06-05 14:06	BTC	Buy	61951.1→60426.7	-12.75	stop_loss
06-05 14:01	BTC	Buy	62149.1→60620.6	-12.75	stop_loss
06-05 13:52	BTC	Buy	62597.1→61056.4	-12.76	stop_loss
06-05 13:52	BTC	Buy	62610.1→61068.4	-12.76	stop_loss
06-05 13:49	BTC	Buy	62936.1→61388.2	-12.75	stop_loss
06-05 11:50	BTC	Buy	62465.1→62150.9	-2.99	timeout
06-05 06:23	BTC	Buy	62727.1→61174.3	-12.77	stop_loss
06-05 06:22	BTC	Buy	62826.1→61280.3	-12.75	stop_loss
06-05 06:20	BTC	Buy	63180.2→61616.1	-12.78	stop_loss
06-05 02:42	BTC	Buy	63361.2→62816.9	-4.71	timeout
06-05 01:21	BTC	Buy	62814.1→63289.8	+3.38	timeout
06-04 10:48	BTC	Buy	63888.2→62316.7	-12.73	stop_loss
06-04 10:28	BTC	Buy	64080.2→62503.6	-12.73	stop_loss
06-04 09:26	BTC	Buy	64485.2→62896.4	-12.76	stop_loss
06-04 01:22	BTC	Buy	64296.2→62714.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64940.2→63343.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65012.3→63413.1	-12.75	stop_loss
06-03 20:45	BTC	Buy	66745.3→65104.2	-12.80	stop_loss
06-03 19:54	BTC	Buy	67043.4→65393	-12.78	stop_loss
06-03 19:52	BTC	Buy	67112.4→65462	-12.78	stop_loss
06-03 16:27	BTC	Buy	67156.4→65502	-12.79	stop_loss
06-03 16:27	BTC	Buy	67188.4→65534.9	-12.77	stop_loss
06-03 03:50	BTC	Buy	67233.4→65579.9	-12.75	stop_loss
06-03 03:50	BTC	Buy	67239.4→65585.9	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

101

closed

46%

win rate

-237.60

total pnl ($)

-46.6 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	101	46%	-46.6	-237.60

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…