deribit_basis_extreme_discount_mean_reversion_long_v2 · strategy

100

closed trades

42%

win rate

-287.61

total pnl ($)

0.420

weight

7d window — n=19 wr=26% pnl=-139.05 · 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 21:17	BTC	Buy	60353→59630	-6.46	timeout
06-28 20:12	BTC	Buy	60257→59539	-6.41	timeout
06-28 19:06	BTC	Buy	60576→59486	-9.42	timeout
06-27 03:16	BTC	Buy	58852.9→60185	+10.87	timeout
06-26 18:27	BTC	Buy	59583→59867	+1.82	timeout
06-26 17:28	BTC	Buy	59474→60165	+5.26	timeout
06-26 15:20	BTC	Buy	59254→59950	+5.33	timeout
06-26 14:38	BTC	Buy	59604→59676	+0.10	timeout
06-26 02:24	BTC	Buy	59746→58275.9	-12.73	stop_loss
06-25 13:59	BTC	Buy	59555→58088	-12.68	stop_loss
06-25 13:57	BTC	Buy	59712→58243	-12.67	stop_loss
06-25 13:57	BTC	Buy	59831→58334.9	-12.87	stop_loss
06-25 13:53	BTC	Buy	60451→58957.6	-12.72	stop_loss
06-25 13:48	BTC	Buy	60919→59420.3	-12.69	stop_loss
06-24 17:44	BTC	Buy	60749→59254.4	-12.74	stop_loss
06-24 16:51	BTC	Buy	61138.1→59634.2	-12.73	stop_loss
06-24 15:45	BTC	Buy	61933.1→60398.8	-12.83	stop_loss
06-24 13:57	BTC	Buy	62763.1→61219.3	-12.75	stop_loss
06-24 13:48	BTC	Buy	62779.1→61235.3	-12.74	stop_loss
06-18 04:11	BTC	Buy	65415.3→63803.9	-12.78	stop_loss
06-16 14:45	BTC	Buy	66527.3→65680.7	-6.90	timeout
06-16 13:53	BTC	Buy	66570.3→66005.7	-4.77	timeout
06-16 12:48	BTC	Buy	66480.3→66454.7	-0.72	timeout
06-16 11:42	BTC	Buy	66188.3→66366.7	+0.81	timeout
06-16 10:37	BTC	Buy	65706.3→66627.7	+6.51	timeout
06-15 12:54	BTC	Buy	63772.2→66571.7	+21.52	take_profit
06-15 12:48	BTC	Buy	64300.2→66473.7	+16.47	timeout
06-15 11:43	BTC	Buy	64594.2→66168.7	+11.75	timeout
06-15 10:41	BTC	Buy	64592.2→65719.7	+8.27	timeout
06-15 09:38	BTC	Buy	64442.2→65535.7	+8.04	timeout
06-14 18:56	BTC	Buy	64092.2→63777.8	-2.98	timeout
06-14 12:39	BTC	Buy	64002.2→64306.8	+1.94	timeout
06-14 11:36	BTC	Buy	63918.2→64614.8	+5.00	timeout
06-14 10:33	BTC	Buy	63792.2→64592.8	+5.79	timeout
06-14 09:28	BTC	Buy	63794.2→64317.8	+3.60	timeout
06-13 18:27	BTC	Buy	63729.2→64143.8	+2.79	timeout
06-13 12:03	BTC	Buy	63740.2→63931.8	+0.97	timeout
06-13 11:03	BTC	Buy	63799.2→63814.8	-0.43	timeout
06-13 09:54	BTC	Buy	63770.2→63729.8	-0.84	timeout
06-13 08:53	BTC	Buy	63438.2→63775.8	+2.13	timeout
06-12 18:19	BTC	Buy	63490.2→63709.8	+1.27	timeout
06-12 11:50	BTC	Buy	63108.2→63787.8	+4.86	timeout
06-12 10:43	BTC	Buy	62910.1→63643.8	+5.30	timeout
06-12 09:37	BTC	Buy	62905.1→63837.8	+6.88	timeout
06-12 08:34	BTC	Buy	62930.1→63465.8	+3.72	timeout
06-11 17:20	BTC	Buy	62121.1→62384.9	+1.61	timeout
06-11 11:21	BTC	Buy	61165.1→63105.8	+15.28	timeout
06-11 10:19	BTC	Buy	61156.1→62788.9	+12.77	timeout
06-11 09:17	BTC	Buy	61054.1→62770.9	+13.50	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.95	timeout
06-10 16:38	BTC	Buy	60955→62275.9	+10.29	timeout
06-09 14:47	BTC	Buy	62707.1→61162.3	-12.78	stop_loss
06-09 14:39	BTC	Buy	62879.1→61330.3	-12.77	stop_loss
06-09 14:16	BTC	Buy	63469.2→61906.9	-12.77	stop_loss
06-09 14:11	BTC	Buy	63561.2→61997.9	-12.76	stop_loss
06-09 13:19	BTC	Buy	63872.2→62301.7	-12.73	stop_loss
06-09 07:51	BTC	Buy	63259.2→63177.8	-1.14	timeout
06-09 00:31	BTC	Buy	64163.2→62583.6	-12.77	stop_loss
06-08 17:26	BTC	Buy	62212.1→63575.8	+10.42	timeout
06-08 16:19	BTC	Buy	62175.1→63932.8	+13.60	timeout
06-08 15:18	BTC	Buy	61740.1→63917.8	+17.13	timeout
06-08 14:17	BTC	Buy	61884.1→63602.8	+13.40	timeout
06-08 06:51	BTC	Buy	62096.1→62946.9	+6.38	timeout
06-07 17:10	BTC	Buy	60580→62219.9	+13.06	timeout
06-07 16:00	BTC	Buy	60701→62061.9	+10.73	timeout
06-07 14:56	BTC	Buy	60876→61903.9	+7.98	timeout
06-07 13:54	BTC	Buy	60754→61756.9	+7.78	timeout
06-07 06:06	BTC	Buy	61083.1→61611.9	+3.93	timeout
06-06 16:05	BTC	Buy	60197→60820	+4.75	timeout
06-06 15:14	BTC	Buy	60526→60580	-0.00	timeout
06-06 04:27	BTC	Buy	61385.1→59874.1	-12.76	stop_loss
06-05 21:04	BTC	Buy	59281→61883.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60841→59344.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60841→59344.3	-12.76	stop_loss
06-05 18:43	BTC	Buy	61295.1→59787.1	-12.76	stop_loss
06-05 14:06	BTC	Buy	61976.1→60450.7	-12.76	stop_loss
06-05 14:04	BTC	Buy	62088.1→60560.7	-12.75	stop_loss
06-05 13:57	BTC	Buy	62400.1→60865.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62854.1→61308.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62876.1→61330.3	-12.75	stop_loss
06-05 11:47	BTC	Buy	62323.1→62153.9	-1.84	timeout
06-05 06:23	BTC	Buy	62764.1→61213.3	-12.80	stop_loss
06-05 06:23	BTC	Buy	62764.1→61213.3	-12.75	stop_loss
06-05 06:16	BTC	Buy	63447.2→61874	-12.78	stop_loss
06-05 06:16	BTC	Buy	63462.2→61900.9	-12.70	stop_loss
06-05 02:47	BTC	Buy	63341.2→62657.9	-5.80	timeout
06-04 10:48	BTC	Buy	63888.2→62316.7	-12.73	stop_loss
06-04 10:28	BTC	Buy	64080.2→62502.6	-12.73	stop_loss
06-04 09:26	BTC	Buy	64485.2→62898.4	-12.75	stop_loss
06-04 02:04	BTC	Buy	62970.1→61421.2	-12.75	stop_loss
06-04 01:22	BTC	Buy	64296.2→62714.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64940.2→63343.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65012.3→63413.1	-12.75	stop_loss
06-03 20:44	BTC	Buy	66763.3→65120.2	-12.82	stop_loss
06-03 19:54	BTC	Buy	67043.4→65393	-12.78	stop_loss
06-03 19:52	BTC	Buy	67112.4→65462	-12.78	stop_loss
06-03 16:27	BTC	Buy	67156.4→65502	-12.79	stop_loss
06-03 16:27	BTC	Buy	67188.4→65534.9	-12.77	stop_loss
06-03 03:44	BTC	Buy	67332.4→65676.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67498.4→65837.8	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

100

closed

42%

win rate

-287.61

total pnl ($)

-57.1 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	100	42%	-57.1	-287.61

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 07:04	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…