deribit_basis_discount_mean_reversion_long_v27 · strategy

129

closed trades

40%

win rate

-387.66

total pnl ($)

0.250

weight

7d window — n=33 wr=21% pnl=-182.24 · 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 18:54	BTC	Buy	60254→60214	-0.97	timeout
06-29 16:38	BTC	Buy	60054→59741	-3.24	timeout
06-28 19:47	BTC	Buy	60768→59212.4	-13.23	stop_loss
06-28 17:31	BTC	Buy	60239→59581	-5.88	timeout
06-28 13:17	BTC	Buy	60289→60059	-2.39	timeout
06-28 11:06	BTC	Buy	60199→60170	-0.73	timeout
06-28 08:52	BTC	Buy	60319→60364	-0.09	timeout
06-27 10:25	BTC	Buy	59951→60446	+3.62	timeout
06-27 08:15	BTC	Buy	58737.9→60446	+14.05	timeout
06-27 06:05	BTC	Buy	59770→60162	+2.83	timeout
06-27 02:19	BTC	Buy	59603→60080	+3.54	timeout
06-27 00:18	BTC	Buy	59454→60066	+4.66	timeout
06-26 02:16	BTC	Buy	59946→58411.9	-13.22	stop_loss
06-25 13:53	BTC	Buy	60262→58719.7	-13.18	stop_loss
06-25 13:53	BTC	Buy	60275→58723.7	-13.23	stop_loss
06-25 13:48	BTC	Buy	60901→59342.3	-13.19	stop_loss
06-25 13:48	BTC	Buy	60975→59414.3	-13.20	stop_loss
06-25 13:42	BTC	Buy	61824.1→60239.9	-13.24	stop_loss
06-25 07:17	BTC	Buy	59258→61859.9	+21.52	take_profit
06-24 16:51	BTC	Buy	61401.1→59820.1	-13.30	stop_loss
06-24 14:23	BTC	Buy	62380.1→61232.9	-9.59	timeout
06-24 14:19	BTC	Buy	62441.1→60841.5	-13.22	stop_loss
06-24 14:19	BTC	Buy	62598.1→60958.5	-13.51	stop_loss
06-24 14:13	BTC	Buy	62730.1→61124.4	-13.22	stop_loss
06-24 12:34	BTC	Buy	62887.1→62801.9	-1.13	timeout
06-23 08:24	BTC	Buy	63840.2→62196.8	-13.32	stop_loss
06-23 08:20	BTC	Buy	63955.2→62316.7	-13.26	stop_loss
06-23 07:18	BTC	Buy	64046.2→62998.8	-8.66	timeout
06-23 06:22	BTC	Buy	64170.2→62525.6	-13.27	stop_loss
06-23 05:15	BTC	Buy	63707.2→63536.8	-1.83	timeout
06-23 03:10	BTC	Buy	63529.2→63948.8	+2.85	timeout
06-22 22:51	BTC	Buy	64122.2→63933.8	-1.92	timeout
06-22 22:38	BTC	Buy	65502.3→63821.9	-13.28	stop_loss
06-22 12:09	BTC	Buy	64177.2→64700.8	+3.44	timeout
06-21 20:18	BTC	Buy	63266.2→64053.8	+5.78	timeout
06-21 18:12	BTC	Buy	63753.2→63964.8	+1.31	timeout
06-21 15:59	BTC	Buy	63727.2→64198.8	+3.17	timeout
06-21 13:53	BTC	Buy	63687.2→64047.8	+2.47	timeout
06-21 06:00	BTC	Buy	63543.2→64216.8	+4.85	timeout
06-20 10:21	BTC	Buy	62715.1→63613.8	+6.62	timeout
06-20 08:11	BTC	Buy	63032.2→63502.8	+3.17	timeout
06-20 06:03	BTC	Buy	62909.1→63673.8	+5.62	timeout
06-20 02:22	BTC	Buy	63130.2→63379.8	+1.55	timeout
06-19 23:56	BTC	Buy	62537.1→63586.8	+7.76	timeout
06-18 15:40	BTC	Buy	64317.2→62668.5	-13.09	stop_loss
06-18 15:39	BTC	Buy	64454.2→62804.4	-12.96	stop_loss
06-18 15:38	BTC	Buy	64485.2→62831.4	-13.06	stop_loss
06-18 15:17	BTC	Buy	64913.2→63252.2	-12.79	stop_loss
06-18 15:17	BTC	Buy	65078.3→63412.1	-12.87	stop_loss
06-17 19:50	BTC	Buy	65674.3→63966.8	-13.45	stop_loss
06-17 19:50	BTC	Buy	65707.3→64021.8	-13.28	stop_loss
06-17 19:39	BTC	Buy	65907.3→64218.7	-13.27	stop_loss
06-17 11:28	BTC	Buy	66030.3→64703.8	-10.59	timeout
06-17 08:39	BTC	Buy	66671.3→64965.3	-13.27	stop_loss
06-17 04:41	BTC	Buy	66294.3→65894.7	-3.51	timeout
06-17 01:38	BTC	Buy	66573.3→65591.7	-7.87	timeout
06-16 21:44	BTC	Buy	66880.3→65702.7	-9.37	timeout
06-16 08:15	BTC	Buy	65654.3→66440.7	+5.63	timeout
06-16 03:22	BTC	Buy	64692.2→65646.7	+6.95	timeout
06-15 18:26	BTC	Buy	64480.2→66801.7	+17.42	timeout
06-15 13:25	BTC	Buy	64076.2→66895.7	+21.57	take_profit
06-15 13:18	BTC	Buy	63984.2→66793.7	+21.52	take_profit
06-14 23:05	BTC	Buy	63969.2→65245.7	+9.47	timeout
06-14 18:37	BTC	Buy	64003.2→63740.8	-2.62	timeout
06-14 14:08	BTC	Buy	63771.2→64306.8	+3.75	timeout
06-14 10:38	BTC	Buy	63574.2→64606.8	+7.64	timeout
06-14 07:48	BTC	Buy	63790.2→64385.8	+4.21	timeout
06-13 12:39	BTC	Buy	62916.1→63994.8	+8.02	timeout
06-13 09:04	BTC	Buy	63573.2→63788.8	+1.15	timeout
06-13 06:35	BTC	Buy	63629.2→63657.8	-0.24	timeout
06-13 04:01	BTC	Buy	63538.2→63521.8	-0.57	timeout
06-12 23:38	BTC	Buy	63189.2→63444.8	+1.52	timeout
06-12 04:21	BTC	Buy	61240.1→63642.8	+19.08	timeout
06-11 23:37	BTC	Buy	61767.1→63476.8	+13.30	timeout
06-11 18:02	BTC	Buy	61088.1→63769.8	+21.36	take_profit
06-11 16:18	BTC	Buy	61149.1→62778.9	+12.75	timeout
06-11 14:15	BTC	Buy	61602.1→62757.9	+8.80	timeout
06-10 22:12	BTC	Buy	61094.1→61201.9	+0.42	timeout
06-09 14:47	BTC	Buy	62723.1→61118.4	-13.24	stop_loss
06-09 14:47	BTC	Buy	62724.1→61118.4	-13.26	stop_loss
06-09 14:29	BTC	Buy	63152.2→61525.1	-13.34	stop_loss
06-09 14:29	BTC	Buy	63162.2→61542.1	-13.29	stop_loss
06-09 14:11	BTC	Buy	63615.2→61986.9	-13.25	stop_loss
06-09 05:14	BTC	Buy	62976.1→63246.8	+1.69	timeout
06-09 03:20	BTC	Buy	61815.1→62842.9	+7.88	timeout
06-08 23:05	BTC	Buy	62199.1→63424.8	+9.37	timeout
06-08 18:24	BTC	Buy	61935.1→63529.8	+12.33	timeout
06-08 11:59	BTC	Buy	61733.1→63481.8	+13.69	timeout
06-07 22:15	BTC	Buy	61430.1→64126.8	+21.51	take_profit
06-07 15:01	BTC	Buy	61210.1→61823.9	+4.55	timeout
06-07 13:00	BTC	Buy	60750→61826.9	+8.39	timeout
06-07 09:54	BTC	Buy	60666→62540.9	+15.01	timeout
06-07 05:52	BTC	Buy	60977→61740.9	+5.87	timeout
06-07 01:51	BTC	Buy	60284→61402.9	+8.75	timeout
06-06 04:34	BTC	Buy	61046.1→59483.3	-13.25	stop_loss
06-06 04:12	BTC	Buy	61811.1→60228.9	-13.25	stop_loss
06-05 18:52	BTC	Buy	60866→59307.4	-13.26	stop_loss
06-05 14:06	BTC	Buy	62038.1→60446.7	-13.28	stop_loss
06-05 13:58	BTC	Buy	62349.1→60745.6	-13.31	stop_loss
06-05 13:49	BTC	Buy	63036.2→61419.2	-13.28	stop_loss

Paper vs Live

Paper (trades.jsonl)

129

closed

40%

win rate

-387.66

total pnl ($)

-59.9 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	129	40%	-59.9	-387.66

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 22:14	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…