deribit_basis_discount_mean_reversion_long_v6 · strategy

104

closed trades

44%

win rate

-262.28

total pnl ($)

0.567

weight

7d window — n=21 wr=38% pnl=-108.38 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 01:14	BTC	Buy	59954→60031	+0.17	timeout
06-27 23:34	BTC	Buy	59967→59973	-0.35	timeout
06-27 21:59	BTC	Buy	59905→60173	+1.85	timeout
06-27 15:07	BTC	Buy	59742→60656	+7.20	timeout
06-26 18:02	BTC	Buy	59571→60014	+3.18	timeout
06-26 17:01	BTC	Buy	59297→60042	+5.73	timeout
06-26 15:58	BTC	Buy	59536→60293	+5.85	timeout
06-26 14:56	BTC	Buy	59503→59464	-0.83	timeout
06-26 14:05	BTC	Buy	58929.9→59937	+8.05	timeout
06-25 13:59	BTC	Buy	59539→58068	-12.74	stop_loss
06-25 13:58	BTC	Buy	59668→58200	-12.69	stop_loss
06-25 13:57	BTC	Buy	59831→58353.9	-12.73	stop_loss
06-25 13:53	BTC	Buy	60194→58713.7	-12.69	stop_loss
06-25 13:48	BTC	Buy	60789→59294.4	-12.71	stop_loss
06-24 17:20	BTC	Buy	60950→59447.3	-12.76	stop_loss
06-24 16:51	BTC	Buy	61287.1→59749.1	-12.97	stop_loss
06-24 14:19	BTC	Buy	62488.1→60942.5	-12.82	stop_loss
06-24 14:17	BTC	Buy	62599.1→61057.4	-12.76	stop_loss
06-24 13:57	BTC	Buy	62761.1→61217.3	-12.75	stop_loss
06-24 13:46	BTC	Buy	62860.1→61314.3	-12.75	stop_loss
06-24 08:22	BTC	Buy	62428.1→62636.9	+1.14	timeout
06-18 04:11	BTC	Buy	65356.3→63744.9	-12.79	stop_loss
06-16 15:05	BTC	Buy	66632.3→65696.7	-7.56	timeout
06-16 14:23	BTC	Buy	67121.4→65466	-12.86	stop_loss
06-16 14:03	BTC	Buy	66342.3→66127.7	-2.15	timeout
06-16 13:01	BTC	Buy	66486.3→66421.7	-1.01	timeout
06-16 11:59	BTC	Buy	66218.3→66445.7	+1.18	timeout
06-15 13:28	BTC	Buy	64291.2→66848.7	+19.46	timeout
06-15 13:20	BTC	Buy	64018.2→66828.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63755.2→66561.7	+21.57	take_profit
06-15 12:24	BTC	Buy	64475.2→66254.7	+13.36	timeout
06-15 11:21	BTC	Buy	64503.2→66184.7	+12.58	timeout
06-14 19:28	BTC	Buy	64141.2→63776.8	-3.35	timeout
06-14 14:11	BTC	Buy	64142.2→64278.8	+0.61	timeout
06-14 13:06	BTC	Buy	64130.2→64326.8	+1.08	timeout
06-14 12:02	BTC	Buy	63948.2→64516.8	+4.01	timeout
06-14 10:59	BTC	Buy	63814.2→64493.8	+4.87	timeout
06-13 18:48	BTC	Buy	63822.2→64205.8	+2.56	timeout
06-13 13:11	BTC	Buy	63401.2→64139.8	+5.30	timeout
06-13 12:04	BTC	Buy	63704.2→63940.8	+1.33	timeout
06-13 11:03	BTC	Buy	63760.2→63814.8	-0.12	timeout
06-13 09:55	BTC	Buy	63769.2→63739.8	-0.76	timeout
06-12 17:56	BTC	Buy	63431.2→63804.8	+2.49	timeout
06-12 12:42	BTC	Buy	62816.1→63420.8	+4.29	timeout
06-12 11:29	BTC	Buy	63160.2→63821.8	+4.71	timeout
06-12 10:16	BTC	Buy	62886.1→63718.8	+6.07	timeout
06-12 09:10	BTC	Buy	62853.1→63463.8	+4.34	timeout
06-11 17:23	BTC	Buy	62040.1→62338.9	+1.88	timeout
06-11 11:21	BTC	Buy	61181.1→63088.8	+15.01	timeout
06-11 10:19	BTC	Buy	61171.1→62790.9	+12.66	timeout
06-11 09:17	BTC	Buy	61054.1→62758.9	+13.40	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+9.01	timeout
06-10 16:40	BTC	Buy	60791→62316.9	+12.03	timeout
06-09 14:20	BTC	Buy	63262.2→61705	-12.76	stop_loss
06-09 14:11	BTC	Buy	63563.2→61999.9	-12.75	stop_loss
06-09 13:36	BTC	Buy	63718.2→62148.8	-12.75	stop_loss
06-09 13:36	BTC	Buy	63750.2→62175.8	-12.78	stop_loss
06-09 13:36	BTC	Buy	63768.2→62195.8	-12.77	stop_loss
06-09 06:42	BTC	Buy	62950.1→63325.8	+2.48	timeout
06-08 21:08	BTC	Buy	61752.1→63703.8	+15.31	timeout
06-08 17:52	BTC	Buy	62106.1→63480.8	+10.51	timeout
06-08 15:52	BTC	Buy	62124.1→63953.8	+14.22	timeout
06-08 13:50	BTC	Buy	61698.1→63551.8	+14.53	timeout
06-08 06:30	BTC	Buy	62002.1→63035.8	+7.87	timeout
06-07 21:04	BTC	Buy	60711→61756.9	+8.19	timeout
06-07 16:58	BTC	Buy	60725→61985.9	+9.91	timeout
06-07 15:45	BTC	Buy	60876→62015.9	+8.90	timeout
06-07 13:32	BTC	Buy	60691→61831.9	+8.93	timeout
06-07 06:06	BTC	Buy	61054.1→61619.9	+4.23	timeout
06-06 20:09	BTC	Buy	60894→60537	-3.31	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:16	BTC	Buy	60496→60538	-0.10	timeout
06-06 04:27	BTC	Buy	61341.1→59830.1	-12.77	stop_loss
06-05 21:04	BTC	Buy	59320→61923.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60742→59247.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60763→59268.4	-12.76	stop_loss
06-05 18:43	BTC	Buy	61294.1→59787.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61949.1→60425.7	-12.75	stop_loss
06-05 13:56	BTC	Buy	62423.1→60887.5	-12.75	stop_loss
06-05 13:56	BTC	Buy	62429.1→60892.5	-12.76	stop_loss
06-05 13:49	BTC	Buy	62877.1→61331.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62909.1→61351.2	-12.83	stop_loss
06-05 06:23	BTC	Buy	62785.1→61217.3	-12.93	stop_loss
06-05 06:23	BTC	Buy	62787.1→61217.3	-12.94	stop_loss
06-05 06:22	BTC	Buy	62856.1→61310.3	-12.69	stop_loss
06-05 06:21	BTC	Buy	63085.2→61534.1	-12.74	stop_loss
06-05 06:03	BTC	Buy	63639.2→62065.8	-12.76	stop_loss
06-05 03:11	BTC	Buy	63846.2→62268.7	-12.77	stop_loss
06-05 02:44	BTC	Buy	63384.2→62714.9	-5.69	timeout
06-05 01:25	BTC	Buy	62772.1→63245.8	+3.36	timeout
06-04 10:49	BTC	Buy	63820.2→62250.7	-12.73	stop_loss
06-04 10:30	BTC	Buy	63976.2→62402.7	-12.72	stop_loss
06-04 09:22	BTC	Buy	64597.2→63008.3	-12.75	stop_loss
06-04 01:22	BTC	Buy	64185.2→62606.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64931.2→63334.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65042.3→63443.1	-12.74	stop_loss
06-03 20:45	BTC	Buy	66736.3→65095.2	-12.80	stop_loss
06-03 19:53	BTC	Buy	67069.4→65412	-12.83	stop_loss
06-03 19:53	BTC	Buy	67073.4→65412	-12.87	stop_loss
06-03 19:53	BTC	Buy	67099.4→65449	-12.78	stop_loss

Paper vs Live

Paper (trades.jsonl)

104

closed

44%

win rate

-262.28

total pnl ($)

-50.1 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	104	44%	-50.1	-262.28

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…