deribit_basis_discount_mean_reversion_v2 · strategy

129

closed trades

34%

win rate

-560.91

total pnl ($)

0.250

weight

7d window — n=35 wr=26% pnl=-199.21 · 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 22:53	BTC	Buy	60328→58844.6	-12.76	stop_loss
06-28 20:55	BTC	Buy	60247→59629	-5.57	timeout
06-28 19:53	BTC	Buy	60173→59339	-7.35	timeout
06-28 18:48	BTC	Buy	60495→59537	-8.34	timeout
06-28 07:47	BTC	Buy	60474→60205	-2.71	timeout
06-27 20:18	BTC	Buy	59749→60240	+3.72	timeout
06-27 19:16	BTC	Buy	59933→60559	+4.81	timeout
06-27 15:39	BTC	Buy	60435→60812	+2.68	timeout
06-26 17:31	BTC	Buy	59544→60177	+4.75	timeout
06-26 16:29	BTC	Buy	59705→60006	+1.97	timeout
06-26 15:28	BTC	Buy	59217→60121	+7.13	timeout
06-26 14:27	BTC	Buy	59419→60055	+4.86	timeout
06-25 13:59	BTC	Buy	59554→58088	-12.70	stop_loss
06-25 13:58	BTC	Buy	59624→58152	-12.73	stop_loss
06-25 13:55	BTC	Buy	59852→58379.9	-12.70	stop_loss
06-25 13:48	BTC	Buy	60772→59275.4	-12.73	stop_loss
06-24 17:48	BTC	Buy	60515→59026.5	-12.74	stop_loss
06-24 17:46	BTC	Buy	60717→59200.4	-12.92	stop_loss
06-24 16:51	BTC	Buy	61324.1→59814.1	-12.74	stop_loss
06-24 14:13	BTC	Buy	62609.1→61067.4	-12.76	stop_loss
06-24 14:02	BTC	Buy	62703.1→61160.3	-12.75	stop_loss
06-24 13:57	BTC	Buy	62749.1→61205.3	-12.75	stop_loss
06-24 13:46	BTC	Buy	62853.1→61307.3	-12.75	stop_loss
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.54	timeout
06-24 07:52	BTC	Buy	62898.1→62607.9	-2.81	timeout
06-24 06:50	BTC	Buy	62911.1→62715.9	-2.06	timeout
06-24 05:49	BTC	Buy	63362.2→62910.9	-4.07	timeout
06-23 06:26	BTC	Buy	64065.2→62613.9	-11.81	timeout
06-23 06:21	BTC	Buy	64161.2→62565.6	-12.92	stop_loss
06-23 06:21	BTC	Buy	64283.2→62702.5	-12.78	stop_loss
06-23 04:57	BTC	Buy	64075.2→63651.8	-3.77	timeout
06-22 07:27	BTC	Buy	64166.2→64249.8	+0.18	timeout
06-22 06:11	BTC	Buy	64183.2→64234.8	-0.06	timeout
06-22 05:05	BTC	Buy	64231.2→64069.8	-1.72	timeout
06-22 03:47	BTC	Buy	64399.2→64101.8	-2.83	timeout
06-21 05:53	BTC	Buy	63621.2→64203.8	+4.13	timeout
06-21 04:50	BTC	Buy	63567.2→64389.8	+6.03	timeout
06-21 03:45	BTC	Buy	63448.2→64411.8	+7.15	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 03:52	BTC	Buy	62752.1→63430.8	+4.97	timeout
06-20 02:49	BTC	Buy	62915.1→63371.8	+3.18	timeout
06-20 01:47	BTC	Buy	62916.1→63532.8	+4.44	timeout
06-20 00:40	BTC	Buy	62988.1→63540.8	+3.92	timeout
06-18 15:55	BTC	Buy	63970.2→62396.7	-12.69	stop_loss
06-18 15:51	BTC	Buy	64090.2→62512.6	-12.44	stop_loss
06-18 09:11	BTC	Buy	64986.2→64296.8	-5.82	timeout
06-17 19:32	BTC	Buy	65714.3→64420.8	-10.33	timeout
06-17 19:29	BTC	Buy	65928.3→64250.6	-13.18	stop_loss
06-17 18:35	BTC	Buy	65898.3→65303.7	-5.07	timeout
06-17 16:27	BTC	Buy	65717.3→66214.7	+3.37	timeout
06-17 08:20	BTC	Buy	66819.3→65174.1	-12.76	stop_loss
06-16 19:23	BTC	Buy	66534.3→65684.7	-6.92	timeout
06-16 18:04	BTC	Buy	66773.3→66153.7	-5.17	timeout
06-16 15:41	BTC	Buy	66839.3→65849.7	-7.93	timeout
06-16 08:05	BTC	Buy	65723.3→66341.7	+4.29	timeout
06-15 13:34	BTC	Buy	64225.2→66799.7	+19.61	timeout
06-15 13:16	BTC	Buy	63934.2→66754.7	+21.63	take_profit
06-15 12:30	BTC	Buy	64447.2→66264.7	+13.66	timeout
06-15 06:59	BTC	Buy	64264.2→65797.7	+11.47	timeout
06-14 12:38	BTC	Buy	63991.2→64310.8	+2.06	timeout
06-14 08:18	BTC	Buy	63793.2→64481.8	+4.92	timeout
06-14 04:40	BTC	Buy	63584.2→64398.8	+6.01	timeout
06-14 01:56	BTC	Buy	63785.2→64565.8	+5.70	timeout
06-12 22:02	BTC	Buy	63533.2→63485.8	-0.87	timeout
06-12 20:58	BTC	Buy	63383.2→63434.8	-0.06	timeout
06-12 17:40	BTC	Buy	63213.2→63782.8	+4.04	timeout
06-12 13:56	BTC	Buy	63040.2→63091.8	-0.11	timeout
06-11 19:30	BTC	Buy	61183.1→63873.8	+21.43	take_profit
06-11 16:02	BTC	Buy	62494.1→62699.9	+1.05	timeout
06-11 14:49	BTC	Buy	61917.1→62860.9	+7.07	timeout
06-11 09:30	BTC	Buy	61183.1→62788.9	+12.54	timeout
06-10 16:29	BTC	Buy	61029.1→62245.9	+9.43	timeout
06-10 15:28	BTC	Buy	61343.1→62318.9	+7.45	timeout
06-10 14:30	BTC	Buy	61543.1→61983.9	+3.10	timeout
06-09 16:40	BTC	Buy	62262.1→60730.6	-12.76	stop_loss
06-09 14:47	BTC	Buy	62676.1→61134.4	-12.75	stop_loss
06-09 14:21	BTC	Buy	63161.2→61606.1	-12.76	stop_loss
06-09 06:11	BTC	Buy	62927.1→63345.8	+2.83	timeout
06-09 05:07	BTC	Buy	62571.1→63128.8	+4.01	timeout
06-09 03:12	BTC	Buy	63297.2→62847.9	-3.98	timeout
06-08 22:53	BTC	Buy	63102.2→63300.8	+1.10	timeout
06-07 22:15	BTC	Buy	61505.1→64205.8	+21.51	take_profit
06-07 17:49	BTC	Buy	60613→62125.9	+12.06	timeout
06-07 16:11	BTC	Buy	60712→61996.9	+10.03	timeout
06-07 15:05	BTC	Buy	60563→61689.9	+8.84	timeout
06-06 23:56	BTC	Buy	60918→60891	-0.75	timeout
06-06 04:31	BTC	Buy	61232.1→59722.1	-12.78	stop_loss
06-06 04:31	BTC	Buy	61254.1→59746.1	-12.76	stop_loss
06-06 04:14	BTC	Buy	61584.1→60067.9	-12.76	stop_loss
06-05 18:53	BTC	Buy	60681→59188.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60706→59213.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60782→59287.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60926→59427.3	-12.76	stop_loss
06-05 16:11	BTC	Buy	61254.1→59747.1	-12.72	stop_loss
06-05 15:39	BTC	Buy	61591.1→60069.9	-12.79	stop_loss
06-05 14:26	BTC	Buy	61858.1→60335.8	-12.75	stop_loss
06-05 13:49	BTC	Buy	62712.1→61169.3	-12.75	stop_loss
06-05 11:33	BTC	Buy	62535.1→62285.9	-2.48	timeout
06-05 06:20	BTC	Buy	63180.2→61616.1	-12.78	stop_loss
06-05 06:17	BTC	Buy	63386.2→61813	-12.86	stop_loss

Paper vs Live

Paper (trades.jsonl)

129

closed

34%

win rate

-560.91

total pnl ($)

-86.6 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	34%	-86.6	-560.91

Recent bounces (last 20 of 2)

time	sym	side	reason
06-29 00:56	BTC	Buy	circuit_breaker
06-28 23:46	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…