deribit_basis_drop_reversion_long · strategy

137

closed trades

45%

win rate

-377.65

total pnl ($)

0.655

weight

7d window — n=24 wr=42% pnl=-75.27 · 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 02:20	BTC	Buy	59172→59806	+4.98	timeout
06-29 18:20	BTC	Buy	59599→60417	+6.26	timeout
06-29 16:47	BTC	Buy	59604→59833	+1.32	timeout
06-28 22:05	BTC	Buy	60024→59760	-2.67	timeout
06-28 17:56	BTC	Buy	60574→59578	-8.64	timeout
06-28 16:52	BTC	Buy	60795→59629	-10.02	timeout
06-28 00:09	BTC	Buy	60104→60101	-0.41	timeout
06-27 22:51	BTC	Buy	60000→60180	+1.10	timeout
06-27 21:51	BTC	Buy	59926→60158	+1.55	timeout
06-27 03:21	BTC	Buy	58883.9→60237	+11.04	timeout
06-26 19:21	BTC	Buy	59213→59915	+5.35	timeout
06-26 18:19	BTC	Buy	59647→59977	+2.20	timeout
06-26 17:09	BTC	Buy	59153→60129	+7.71	timeout
06-26 15:33	BTC	Buy	59155→60123	+7.64	timeout
06-26 02:16	BTC	Buy	60037→58555.8	-12.76	stop_loss
06-25 18:51	BTC	Buy	59421→59436	-0.30	timeout
06-25 17:51	BTC	Buy	59415→59407	-0.48	timeout
06-25 13:55	BTC	Buy	59874→58397.9	-12.71	stop_loss
06-25 13:54	BTC	Buy	60028→58540.8	-12.76	stop_loss
06-25 13:53	BTC	Buy	60383→58896.6	-12.68	stop_loss
06-24 16:51	BTC	Buy	61064.1→59560.2	-12.75	stop_loss
06-24 16:46	BTC	Buy	61589.1→60071.9	-12.74	stop_loss
06-24 13:46	BTC	Buy	62838.1→61292.3	-12.75	stop_loss
06-23 08:17	BTC	Buy	63977.2→62403.7	-12.76	stop_loss
06-23 06:22	BTC	Buy	64102.2→62525.6	-12.75	stop_loss
06-23 04:59	BTC	Buy	65138.3→63536	-12.77	stop_loss
06-21 21:54	BTC	Buy	64004.2→63800.8	-2.04	timeout
06-20 10:55	BTC	Buy	62514.1→63646.8	+8.54	timeout
06-20 09:54	BTC	Buy	62352.1→63704.8	+10.30	timeout
06-20 08:50	BTC	Buy	62619.1→63395.8	+5.64	timeout
06-20 07:43	BTC	Buy	62483.1→63718.8	+9.44	timeout
06-20 01:32	BTC	Buy	62891.1→63504.8	+4.42	timeout
06-18 15:40	BTC	Buy	64231.2→62650.5	-12.46	stop_loss
06-18 15:37	BTC	Buy	64473.2→62874.4	-12.74	stop_loss
06-18 04:11	BTC	Buy	65422.3→63808.9	-12.79	stop_loss
06-17 06:30	BTC	Buy	66319.3→65620.7	-5.74	timeout
06-17 04:23	BTC	Buy	66051.3→65826.7	-2.19	timeout
06-16 22:39	BTC	Buy	66295.3→65707.7	-4.97	timeout
06-16 14:36	BTC	Buy	66483.3→65587.7	-7.27	timeout
06-16 11:55	BTC	Buy	66193.3→66369.7	+0.80	timeout
06-16 05:01	BTC	Buy	65598.3→65840.7	+1.45	timeout
06-16 03:39	BTC	Buy	65715.3→66023.7	+1.95	timeout
06-15 22:03	BTC	Buy	65453.3→66416.7	+6.86	timeout
06-15 13:00	BTC	Buy	63787.2→66591.7	+21.55	take_profit
06-15 11:16	BTC	Buy	64531.2→65991.7	+10.87	timeout
06-15 03:29	BTC	Buy	64518.2→65696.7	+8.65	timeout
06-15 02:07	BTC	Buy	64584.2→65580.7	+7.23	timeout
06-14 20:26	BTC	Buy	64225.2→63893.8	-3.06	timeout
06-14 18:23	BTC	Buy	64089.2→63675.8	-3.77	timeout
06-14 10:31	BTC	Buy	63758.2→64569.8	+5.88	timeout
06-14 02:45	BTC	Buy	63603.2→64480.8	+6.47	timeout
06-14 01:43	BTC	Buy	63764.2→64586.8	+6.03	timeout
06-13 20:09	BTC	Buy	63552.2→64245.8	+5.01	timeout
06-13 18:11	BTC	Buy	63857.2→64036.8	+0.93	timeout
06-13 09:56	BTC	Buy	63817.2→63740.8	-1.12	timeout
06-13 01:14	BTC	Buy	63451.2→63635.8	+0.92	timeout
06-13 00:14	BTC	Buy	63713.2→63574.8	-1.63	timeout
06-12 19:19	BTC	Buy	63599.2→63690.8	+0.26	timeout
06-12 17:34	BTC	Buy	63184.2→63792.8	+4.35	timeout
06-12 09:18	BTC	Buy	62803.1→63526.8	+5.24	timeout
06-11 20:33	BTC	Buy	61860.1→63368.8	+11.61	timeout
06-11 18:38	BTC	Buy	61773.1→63474.8	+13.20	timeout
06-11 17:28	BTC	Buy	62004.1→62345.9	+2.22	timeout
06-11 16:27	BTC	Buy	62189.1→62579.9	+2.59	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.94	timeout
06-10 19:16	BTC	Buy	61694.1→61772.9	+0.12	timeout
06-10 18:12	BTC	Buy	61684.1→61951.9	+1.68	timeout
06-10 17:08	BTC	Buy	61433.1→62136.9	+5.23	timeout
06-10 15:48	BTC	Buy	61265.1→62196.9	+7.10	timeout
06-09 14:36	BTC	Buy	62900.1→61352.2	-12.76	stop_loss
06-09 14:21	BTC	Buy	63165.2→61612.1	-12.75	stop_loss
06-09 14:16	BTC	Buy	63429.2→61869	-12.76	stop_loss
06-09 08:22	BTC	Buy	63002.1→62875.9	-1.45	timeout
06-09 07:20	BTC	Buy	63110.2→63315.8	+1.13	timeout
06-09 06:18	BTC	Buy	62920.1→63377.8	+3.13	timeout
06-08 22:26	BTC	Buy	63046.2→63296.8	+1.51	timeout
06-08 16:03	BTC	Buy	62012.1→63795.8	+13.82	timeout
06-08 06:44	BTC	Buy	62184.1→62988.9	+6.01	timeout
06-08 05:41	BTC	Buy	61783.1→62384.9	+4.42	timeout
06-08 04:45	BTC	Buy	61687.1→62712.9	+7.85	timeout
06-07 22:15	BTC	Buy	61394.1→64089.8	+21.51	take_profit
06-07 19:04	BTC	Buy	60550→61833.9	+10.21	timeout
06-07 15:26	BTC	Buy	60624→61852.9	+9.67	timeout
06-07 05:39	BTC	Buy	60852→61834.9	+7.67	timeout
06-07 04:39	BTC	Buy	59717→61678.9	+15.99	timeout
06-07 03:38	BTC	Buy	60670→61566.9	+6.91	timeout
06-06 18:57	BTC	Buy	59532→60607	+8.63	timeout
06-06 14:30	BTC	Buy	60403→60834	+3.12	timeout
06-06 04:31	BTC	Buy	61228.1→59722.1	-12.75	stop_loss
06-06 04:27	BTC	Buy	61378.1→59869.1	-12.75	stop_loss
06-05 18:52	BTC	Buy	60775→59280.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60776→59280.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60924→59425.3	-12.76	stop_loss
06-05 14:06	BTC	Buy	61976.1→60437.7	-12.86	stop_loss
06-05 13:58	BTC	Buy	62273.1→60740.6	-12.76	stop_loss
06-05 13:56	BTC	Buy	62463.1→60925.5	-12.76	stop_loss
06-05 13:56	BTC	Buy	62523.1→60985.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62927.1→61379.2	-12.75	stop_loss
06-05 11:37	BTC	Buy	62320.1→62249.9	-1.05	timeout
06-05 06:23	BTC	Buy	62739.1→61178.3	-12.88	stop_loss

Paper vs Live

Paper (trades.jsonl)

137

closed

45%

win rate

-377.65

total pnl ($)

-54.7 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	137	45%	-54.7	-377.65

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…