deribit_basis_discount_mean_reversion_long_v5 · strategy

closed trades

42%

win rate

-111.97

total pnl ($)

0.833

weight

7d window — n=12 wr=42% pnl=-64.79 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 52 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 18:08	BTC	Buy	60083→60492	+2.97	timeout
06-27 06:05	BTC	Buy	59750→60151	+2.91	timeout
06-25 13:48	BTC	Buy	60866→59368.3	-12.70	stop_loss
06-25 13:46	BTC	Buy	61239.1→59733.1	-12.74	stop_loss
06-24 13:48	BTC	Buy	62797.1→61250.3	-12.77	stop_loss
06-24 13:44	BTC	Buy	62929.1→61381.2	-12.74	stop_loss
06-24 12:26	BTC	Buy	62343.1→62748.9	+2.80	timeout
06-23 08:17	BTC	Buy	63988.2→62395.7	-12.91	stop_loss
06-23 06:22	BTC	Buy	64080.2→62504.6	-12.77	stop_loss
06-22 21:28	BTC	Buy	63662.2→64275.8	+4.36	timeout
06-22 09:25	BTC	Buy	63989.2→64107.8	+0.40	timeout
06-21 21:23	BTC	Buy	63918.2→63741.8	-1.83	timeout
06-21 05:19	BTC	Buy	63734.2→64199.8	+3.21	timeout
06-20 17:18	BTC	Buy	63004.2→63910.8	+6.73	timeout
06-20 03:31	BTC	Buy	62797.1→63419.8	+4.52	timeout
06-19 15:48	BTC	Buy	62672.1→63169.8	+3.61	timeout
06-18 15:37	BTC	Buy	64434.2→62841.4	-12.59	stop_loss
06-18 13:06	BTC	Buy	65048.3→64374.8	-5.62	timeout
06-17 19:44	BTC	Buy	65700.3→64084.7	-12.75	stop_loss
06-17 08:31	BTC	Buy	66768.3→65126.2	-12.77	stop_loss
06-17 00:26	BTC	Buy	66256.3→65692.7	-4.77	timeout
06-16 10:23	BTC	Buy	65693.3→66671.7	+6.96	timeout
06-15 21:52	BTC	Buy	65512.3→66396.7	+6.25	timeout
06-15 06:54	BTC	Buy	64230.2→65845.7	+12.11	timeout
06-14 18:30	BTC	Buy	64183.2→63707.8	-4.25	timeout
06-14 04:40	BTC	Buy	63584.2→64401.8	+6.03	timeout
06-13 15:09	BTC	Buy	64086.2→64195.8	+0.37	timeout
06-13 00:32	BTC	Buy	63611.2→63540.8	-1.10	timeout
06-12 12:27	BTC	Buy	62691.1→63449.8	+5.53	timeout
06-11 19:30	BTC	Buy	61192.1→63878.8	+21.39	take_profit
06-11 11:07	BTC	Buy	61033.1→63093.8	+16.29	timeout
06-10 19:30	BTC	Buy	61839.1→61771.9	-1.06	timeout
06-09 14:21	BTC	Buy	63180.2→61623.1	-12.78	stop_loss
06-09 10:03	BTC	Buy	63452.2→62740.9	-6.01	timeout
06-08 21:53	BTC	Buy	61640.1→63716.8	+16.36	timeout
06-08 09:56	BTC	Buy	62528.1→63431.8	+6.76	timeout
06-07 21:49	BTC	Buy	60814→61711.9	+6.95	timeout
06-07 05:12	BTC	Buy	59991→61774.9	+14.44	timeout
06-05 18:44	BTC	Buy	61232.1→59726.1	-12.75	stop_loss
06-05 06:18	BTC	Buy	63367.2→61803	-12.79	stop_loss
06-05 03:06	BTC	Buy	63884.2→62312.7	-12.72	stop_loss
06-04 01:16	BTC	Buy	64404.2→62820.4	-12.74	stop_loss
06-03 20:55	BTC	Buy	66592.3→64954.3	-12.80	stop_loss
06-03 19:53	BTC	Buy	67091.4→65440	-12.79	stop_loss
06-02 14:10	BTC	Buy	69994.5→68271.4	-12.77	stop_loss
06-02 12:40	BTC	Buy	70770.5→69030	-12.81	stop_loss
06-01 04:36	BTC	Buy	74174.7→73419.3	-5.57	timeout
05-31 14:58	BTC	Buy	73895.7→73587.3	-2.55	timeout
05-31 08:02	BTC	Buy	73512.7→73873.3	+1.85	timeout
05-30 08:51	BTC	Buy	73673.7→73485.3	-1.77	timeout
05-29 20:47	BTC	Buy	73642.7→73710.3	-0.03	timeout
05-29 07:54	BTC	Buy	73391.7→73389.3	-0.51	timeout

Paper vs Live

Paper (trades.jsonl)

closed

42%

win rate

-111.97

total pnl ($)

-42.7 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	52	42%	-42.7	-111.97

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 17:44	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…