deribit_basis_discount_mean_reversion_long_v29 · strategy

101

closed trades

41%

win rate

-331.76

total pnl ($)

0.806

weight

7d window — n=15 wr=40% pnl=-36.90 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 09:57	BTC	Buy	60044→59343	-6.27	timeout
06-30 07:04	BTC	Buy	59991→59587	-3.80	timeout
06-30 01:06	BTC	Buy	59501→59800	+2.12	timeout
06-29 07:50	BTC	Buy	60221→60092	-1.51	timeout
06-28 22:53	BTC	Buy	60376→58876.6	-12.88	stop_loss
06-28 20:47	BTC	Buy	60272→59639	-5.68	timeout
06-28 08:37	BTC	Buy	60370→60231	-1.60	timeout
06-28 07:23	BTC	Buy	60401→60113	-2.81	timeout
06-27 19:41	BTC	Buy	59904→60139	+1.56	timeout
06-26 19:49	BTC	Buy	59187→59841	+4.99	timeout
06-26 16:48	BTC	Buy	59299→60064	+5.90	timeout
06-26 15:18	BTC	Buy	58995.9→59884	+6.99	timeout
06-25 18:00	BTC	Buy	59423→59642	+1.42	timeout
06-25 13:59	BTC	Buy	59499→58036.1	-12.65	stop_loss
06-25 13:54	BTC	Buy	60060→58582.8	-12.66	stop_loss
06-24 16:51	BTC	Buy	61034.1→59533.2	-12.73	stop_loss
06-24 16:51	BTC	Buy	61344.1→59833.1	-12.74	stop_loss
06-24 16:06	BTC	Buy	61674.1→60156.9	-12.73	stop_loss
06-24 10:08	BTC	Buy	62443.1→62608.9	+0.87	timeout
06-24 09:26	BTC	Buy	62453.1→62687.9	+1.43	timeout
06-24 08:50	BTC	Buy	62293.1→62733.9	+3.08	timeout
06-23 06:21	BTC	Buy	64153.2→62555.6	-12.74	stop_loss
06-23 06:18	BTC	Buy	64615.2→63025.3	-12.62	stop_loss
06-23 05:22	BTC	Buy	65085.3→63485.1	-12.78	stop_loss
06-22 08:31	BTC	Buy	64029.2→64164.8	+0.50	timeout
06-22 07:27	BTC	Buy	64169.2→64247.8	+0.07	timeout
06-22 06:10	BTC	Buy	64182.2→64249.8	-0.01	timeout
06-21 05:01	BTC	Buy	63527.2→64264.8	+5.36	timeout
06-21 03:55	BTC	Buy	63417.2→64402.8	+7.31	timeout
06-21 02:43	BTC	Buy	63362.2→64216.8	+6.29	timeout
06-20 00:34	BTC	Buy	63005.2→63656.8	+4.72	timeout
06-19 21:24	BTC	Buy	62995.1→63192.8	+1.07	timeout
06-19 20:23	BTC	Buy	63115.2→62953.9	-1.78	timeout
06-18 15:52	BTC	Buy	64075.2→62495.6	-12.67	stop_loss
06-18 15:40	BTC	Buy	64356.2→62773.5	-12.51	stop_loss
06-18 15:15	BTC	Buy	65080.3→63474.1	-12.49	stop_loss
06-17 22:03	BTC	Buy	65503.3→63892.8	-12.74	stop_loss
06-17 16:35	BTC	Buy	65721.3→65993.7	+1.53	timeout
06-17 14:25	BTC	Buy	65649.3→65169.7	-4.02	timeout
06-17 07:00	BTC	Buy	66414.3→65587.7	-6.66	timeout
06-16 15:22	BTC	Buy	66630.3→65712.7	-7.43	timeout
06-16 12:55	BTC	Buy	66573.3→66379.7	-1.99	timeout
06-16 05:52	BTC	Buy	65767.3→66096.7	+2.13	timeout
06-15 12:31	BTC	Buy	64445.2→66252.7	+13.59	timeout
06-15 11:04	BTC	Buy	64446.2→65885.7	+10.72	timeout
06-15 02:59	BTC	Buy	64473.2→65419.7	+6.86	timeout
06-14 09:09	BTC	Buy	63792.2→64429.8	+4.49	timeout
06-14 08:07	BTC	Buy	63765.2→64383.8	+4.37	timeout
06-14 01:50	BTC	Buy	63803.2→64612.8	+5.91	timeout
06-13 08:24	BTC	Buy	63477.2→63735.8	+1.49	timeout
06-13 07:25	BTC	Buy	62994.1→63704.8	+5.18	timeout
06-12 20:57	BTC	Buy	63370.2→63449.8	+0.16	timeout
06-12 07:51	BTC	Buy	62679.1→62988.9	+1.98	timeout
06-12 06:45	BTC	Buy	62877.1→62920.9	-0.15	timeout
06-11 19:30	BTC	Buy	61190.1→63876.8	+21.39	take_profit
06-10 22:17	BTC	Buy	62614.1→61074.4	-12.75	stop_loss
06-10 16:12	BTC	Buy	61058.1→62362.9	+10.18	timeout
06-10 15:11	BTC	Buy	61624.1→61855.9	+1.39	timeout
06-10 14:12	BTC	Buy	62099.1→62157.9	-0.00	timeout
06-09 15:56	BTC	Buy	62605.1→61061.4	-12.78	stop_loss
06-09 14:21	BTC	Buy	63162.2→61609.1	-12.75	stop_loss
06-09 13:31	BTC	Buy	63549.2→62353.9	-9.83	timeout
06-09 12:30	BTC	Buy	63176.2→62599.9	-4.96	timeout
06-08 21:31	BTC	Buy	61783.1→63606.8	+14.27	timeout
06-08 11:36	BTC	Buy	62625.1→63748.8	+8.50	timeout
06-08 06:25	BTC	Buy	61819.1→62974.9	+8.89	timeout
06-07 15:26	BTC	Buy	60634→61853.9	+9.60	timeout
06-07 10:44	BTC	Buy	60369→62310.9	+15.65	timeout
06-07 05:57	BTC	Buy	60937→61728.9	+6.09	timeout
06-06 14:34	BTC	Buy	60540→60913	+2.63	timeout
06-06 04:31	BTC	Buy	61213.1→59707.1	-12.75	stop_loss
06-06 04:13	BTC	Buy	61618.1→60101.9	-12.76	stop_loss
06-05 18:52	BTC	Buy	60776→59280.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60915→59417.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61570.1→60054	-12.75	stop_loss
06-05 13:56	BTC	Buy	62470.1→60933.5	-12.75	stop_loss
06-05 13:52	BTC	Buy	62597.1→61057.4	-12.75	stop_loss
06-05 06:21	BTC	Buy	63081.2→61522.1	-12.80	stop_loss
06-05 01:47	BTC	Buy	62634.1→63326.8	+5.10	timeout
06-04 11:10	BTC	Buy	63788.2→62219.8	-12.72	stop_loss
06-04 01:21	BTC	Buy	64310.2→62728.5	-12.75	stop_loss
06-04 00:25	BTC	Buy	65445.3→63834.9	-12.75	stop_loss
06-03 20:55	BTC	Buy	66447.3→64809.3	-12.82	stop_loss
06-03 19:44	BTC	Buy	66880.3→65788.7	-8.68	timeout
06-03 16:24	BTC	Buy	67305.4→65649.9	-12.78	stop_loss
06-03 03:43	BTC	Buy	67377.4→65720.8	-12.75	stop_loss
06-02 22:59	BTC	Buy	67990.4→66241.5	-13.32	stop_loss
06-02 14:27	BTC	Buy	69388.5→67670.8	-12.83	stop_loss
06-02 14:27	BTC	Buy	69482.5→67764.7	-12.82	stop_loss
06-02 06:47	BTC	Buy	71840.6→70065.4	-12.91	stop_loss
06-01 22:25	BTC	Buy	73505.7→71210.8	-16.19	stop_loss
06-01 22:25	BTC	Buy	73980.7→71210.8	-19.32	stop_loss
06-01 04:41	BTC	Buy	74143.7→73453.3	-5.13	timeout
05-31 18:57	BTC	Buy	74007.7→73583.3	-3.38	timeout
05-31 16:57	BTC	Buy	73896.7→73494.3	-3.23	timeout
05-31 14:57	BTC	Buy	73900.7→73653.3	-2.14	timeout
05-29 18:56	BTC	Buy	73690.7→73363.3	-2.73	timeout
05-29 16:53	BTC	Buy	73386.7→73954.3	+3.33	timeout
05-29 15:45	BTC	Buy	73016.7→73794.3	+4.83	timeout
05-29 14:35	BTC	Buy	72897.6→72819.4	-1.10	timeout

Paper vs Live

Paper (trades.jsonl)

101

closed

41%

win rate

-331.76

total pnl ($)

-65.5 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	41%	-65.5	-331.76

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…