deribit_basis_discount_mean_reversion_long_v7 · strategy

161

closed trades

42%

win rate

-510.89

total pnl ($)

0.250

weight

7d window — n=38 wr=34% pnl=-189.30 · 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 06:57	BTC	Buy	59986→60054	+0.09	timeout
06-29 05:50	BTC	Buy	59918→59897	-0.59	timeout
06-28 20:55	BTC	Buy	60254→59629	-5.65	timeout
06-28 19:47	BTC	Buy	60178→59285	-7.86	timeout
06-28 18:44	BTC	Buy	60526→59575	-8.29	timeout
06-28 05:53	BTC	Buy	60230→59920	-3.02	timeout
06-28 04:44	BTC	Buy	60351→60139	-2.21	timeout
06-27 20:13	BTC	Buy	59684→60247	+4.33	timeout
06-27 19:11	BTC	Buy	59938→60570	+4.86	timeout
06-27 15:40	BTC	Buy	60442→60794	+2.47	timeout
06-27 04:26	BTC	Buy	59916→60444	+3.97	timeout
06-26 20:23	BTC	Buy	59605→59695	+0.21	timeout
06-26 19:18	BTC	Buy	59200→59929	+5.58	timeout
06-26 18:19	BTC	Buy	59666→59960	+1.90	timeout
06-26 14:44	BTC	Buy	59469→59564	+0.30	timeout
06-26 02:13	BTC	Buy	60143→58654.7	-12.81	stop_loss
06-25 13:59	BTC	Buy	59503→58033.1	-12.72	stop_loss
06-25 13:54	BTC	Buy	60102→58531.8	-13.43	stop_loss
06-25 13:53	BTC	Buy	60252→58769.7	-12.66	stop_loss
06-25 13:51	BTC	Buy	60671→59178.4	-12.68	stop_loss
06-25 13:46	BTC	Buy	61297.1→59784.1	-12.78	stop_loss
06-25 07:17	BTC	Buy	59258→61859.9	+21.52	take_profit
06-24 17:20	BTC	Buy	60954→59444.3	-12.82	stop_loss
06-24 16:51	BTC	Buy	61325.1→59814.1	-12.75	stop_loss
06-24 14:13	BTC	Buy	62673.1→61126.4	-12.79	stop_loss
06-24 13:57	BTC	Buy	62751.1→61208.3	-12.74	stop_loss
06-24 13:44	BTC	Buy	62912.1→61359.2	-12.79	stop_loss
06-24 13:43	BTC	Buy	62320.1→61491.9	-7.09	timeout
06-24 09:37	BTC	Buy	62455.1→62636.9	+0.94	timeout
06-24 08:35	BTC	Buy	62288.1→62728.9	+3.02	timeout
06-24 07:35	BTC	Buy	62884.1→62647.9	-2.41	timeout
06-24 06:50	BTC	Buy	62921.1→62708.9	-2.19	timeout
06-23 08:17	BTC	Buy	63988.2→62395.7	-12.91	stop_loss
06-23 06:44	BTC	Buy	64003.2→62906.9	-9.04	timeout
06-23 06:22	BTC	Buy	64099.2→62517.6	-12.81	stop_loss
06-23 06:21	BTC	Buy	64163.2→62565.6	-12.93	stop_loss
06-23 06:08	BTC	Buy	64726.2→63134.3	-12.78	stop_loss
06-22 23:28	BTC	Buy	63684.2→64026.8	+2.23	timeout
06-22 07:14	BTC	Buy	64229.2→64178.8	-0.87	timeout
06-22 06:10	BTC	Buy	64177.2→64258.8	+0.17	timeout
06-22 04:35	BTC	Buy	64538.2→63981.8	-4.78	timeout
06-22 03:34	BTC	Buy	64332.2→64228.8	-1.33	timeout
06-21 23:13	BTC	Buy	64248.2→63722.8	-4.52	timeout
06-21 04:54	BTC	Buy	63553.2→64306.8	+5.49	timeout
06-21 03:46	BTC	Buy	63447.2→64394.8	+7.02	timeout
06-21 02:10	BTC	Buy	63473.2→64222.8	+5.42	timeout
06-21 00:01	BTC	Buy	63548.2→64247.8	+4.99	timeout
06-20 21:49	BTC	Buy	63104.2→64023.8	+6.85	timeout
06-20 01:38	BTC	Buy	62891.1→63561.8	+4.87	timeout
06-20 00:32	BTC	Buy	63013.2→63596.8	+4.15	timeout
06-19 21:02	BTC	Buy	63073.2→63144.8	+0.07	timeout
06-19 19:57	BTC	Buy	62931.1→62999.8	+0.06	timeout
06-19 17:17	BTC	Buy	62524.1→63004.8	+3.39	timeout
06-18 15:57	BTC	Buy	63928.2→62343.7	-12.70	stop_loss
06-18 15:51	BTC	Buy	64121.2→62524.6	-12.84	stop_loss
06-18 15:40	BTC	Buy	64195.2→62599.6	-12.61	stop_loss
06-18 15:40	BTC	Buy	64336.2→62748.5	-12.51	stop_loss
06-18 15:37	BTC	Buy	64547.2→62959.4	-12.54	stop_loss
06-18 10:02	BTC	Buy	64951.2→64152.8	-6.70	timeout
06-18 04:11	BTC	Buy	65354.3→63743.9	-12.79	stop_loss
06-17 22:03	BTC	Buy	65554.3→63928.8	-12.83	stop_loss
06-17 19:42	BTC	Buy	65702.3→64085.7	-12.76	stop_loss
06-17 19:40	BTC	Buy	65826.3→64202.7	-12.79	stop_loss
06-17 08:31	BTC	Buy	66735.3→65086.2	-12.84	stop_loss
06-17 06:57	BTC	Buy	66494.3→65586.7	-7.30	timeout
06-17 04:39	BTC	Buy	65844.3→65886.7	-0.17	timeout
06-16 19:22	BTC	Buy	66530.3→65665.7	-7.04	timeout
06-16 18:03	BTC	Buy	66800.3→66208.7	-4.95	timeout
06-16 08:08	BTC	Buy	65678.3→66334.7	+4.63	timeout
06-16 03:58	BTC	Buy	65936.3→66092.7	+0.78	timeout
06-15 21:52	BTC	Buy	65512.3→66396.7	+6.25	timeout
06-15 13:46	BTC	Buy	64323.2→66549.7	+16.87	timeout
06-15 13:18	BTC	Buy	63983.2→66794.7	+21.54	take_profit
06-15 07:00	BTC	Buy	64264.2→65781.7	+11.34	timeout
06-15 03:34	BTC	Buy	64507.2→65696.7	+8.73	timeout
06-14 21:37	BTC	Buy	64274.2→64873.8	+4.18	timeout
06-14 16:27	BTC	Buy	64013.2→64140.8	+0.49	timeout
06-14 13:02	BTC	Buy	64095.2→64324.8	+1.34	timeout
06-14 06:08	BTC	Buy	63582.2→64424.8	+6.19	timeout
06-13 21:10	BTC	Buy	63551.2→64272.8	+5.20	timeout
06-13 19:42	BTC	Buy	63701.2→64249.8	+3.85	timeout
06-13 11:08	BTC	Buy	63799.2→63846.8	-0.18	timeout
06-13 09:00	BTC	Buy	63428.2→63780.8	+2.26	timeout
06-13 04:46	BTC	Buy	63700.2→63593.8	-1.28	timeout
06-12 20:55	BTC	Buy	63373.2→63404.8	-0.22	timeout
06-12 17:40	BTC	Buy	63213.2→63763.8	+3.89	timeout
06-12 11:03	BTC	Buy	63171.2→63779.8	+4.29	timeout
06-12 08:57	BTC	Buy	62893.1→63448.8	+3.88	timeout
06-12 00:08	BTC	Buy	61590.1→63734.8	+16.84	timeout
06-11 19:30	BTC	Buy	61197.1→63884.8	+21.39	take_profit
06-11 16:01	BTC	Buy	62538.1→62755.9	+1.14	timeout
06-11 10:19	BTC	Buy	61172.1→62790.9	+12.65	timeout
06-11 08:16	BTC	Buy	61626.1→62781.9	+8.81	timeout
06-10 16:30	BTC	Buy	61025.1→62247.9	+9.48	timeout
06-10 15:28	BTC	Buy	61347.1→62316.9	+7.40	timeout
06-10 14:31	BTC	Buy	61520.1→61971.9	+3.19	timeout
06-10 09:21	BTC	Buy	62260.1→60722.6	-12.70	stop_loss
06-09 14:44	BTC	Buy	62819.1→61274.3	-12.75	stop_loss
06-09 14:21	BTC	Buy	63170.2→61615.1	-12.76	stop_loss
06-09 13:36	BTC	Buy	63753.2→62182.8	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

161

closed

42%

win rate

-510.89

total pnl ($)

-63.2 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	161	42%	-63.2	-510.89

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…