deribit_basis_extreme_discount_mean_reversion_long_v4 · strategy

closed trades

45%

win rate

-202.62

total pnl ($)

0.679

weight

7d window — n=15 wr=27% pnl=-96.28 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 87 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 20:55	BTC	Buy	60254→59628	-5.62	timeout
06-28 18:51	BTC	Buy	60506→59493	-8.79	timeout
06-27 03:27	BTC	Buy	58878.9→60272	+11.38	timeout
06-26 20:56	BTC	Buy	59349→59724	+2.63	timeout
06-26 18:55	BTC	Buy	59493→59601	+0.34	timeout
06-26 16:55	BTC	Buy	59280→60074	+6.14	timeout
06-26 14:51	BTC	Buy	59689→59721	-0.23	timeout
06-26 02:16	BTC	Buy	59891→58414.9	-12.77	stop_loss
06-25 13:57	BTC	Buy	59758→58277.9	-12.76	stop_loss
06-25 13:53	BTC	Buy	60455→58967.6	-12.67	stop_loss
06-25 13:48	BTC	Buy	60795→59292.4	-12.75	stop_loss
06-25 13:48	BTC	Buy	60903→59404.3	-12.71	stop_loss
06-25 13:48	BTC	Buy	60895→59395.3	-12.71	stop_loss
06-24 16:51	BTC	Buy	61292.1→59751.1	-13.00	stop_loss
06-24 13:57	BTC	Buy	62744.1→61200.3	-12.75	stop_loss
06-17 22:03	BTC	Buy	65570.3→63956.8	-12.75	stop_loss
06-16 22:38	BTC	Buy	66251.3→65686.7	-4.80	timeout
06-16 18:34	BTC	Buy	66819.3→65895.7	-7.44	timeout
06-16 14:29	BTC	Buy	66500.3→65590.7	-7.37	timeout
06-16 14:23	BTC	Buy	67203.4→65549.9	-12.83	stop_loss
06-16 12:27	BTC	Buy	66244.3→66556.7	+1.82	timeout
06-15 21:59	BTC	Buy	65301.3→66334.7	+7.41	timeout
06-15 13:50	BTC	Buy	64284.2→66574.7	+17.38	timeout
06-15 13:20	BTC	Buy	64024.2→66834.7	+21.52	take_profit
06-15 12:54	BTC	Buy	63768.2→66567.7	+21.51	take_profit
06-15 11:47	BTC	Buy	64578.2→66172.7	+11.90	timeout
06-14 21:33	BTC	Buy	64252.2→64803.8	+3.81	timeout
06-14 19:27	BTC	Buy	64130.2→63780.8	-3.24	timeout
06-14 15:20	BTC	Buy	64249.2→64010.8	-2.32	timeout
06-14 13:18	BTC	Buy	64145.2→64364.8	+1.26	timeout
06-14 11:16	BTC	Buy	63943.2→64524.8	+4.09	timeout
06-13 21:06	BTC	Buy	63463.2→64281.8	+5.98	timeout
06-13 19:09	BTC	Buy	63709.2→64127.8	+2.84	timeout
06-13 14:41	BTC	Buy	63565.2→64190.8	+4.43	timeout
06-13 12:24	BTC	Buy	63539.2→63933.8	+2.58	timeout
06-13 10:04	BTC	Buy	63706.2→63731.8	-0.33	timeout
06-12 19:43	BTC	Buy	63766.2→63678.8	-1.15	timeout
06-12 17:39	BTC	Buy	63203.2→63826.8	+4.47	timeout
06-12 13:31	BTC	Buy	62711.1→63277.8	+4.00	timeout
06-12 11:16	BTC	Buy	63148.2→63791.8	+4.57	timeout
06-12 09:09	BTC	Buy	62831.1→63482.8	+4.65	timeout
06-11 17:33	BTC	Buy	61737.1→63407.8	+12.98	timeout
06-11 15:33	BTC	Buy	62338.1→62657.9	+1.96	timeout
06-11 12:23	BTC	Buy	61026.1→62682.9	+13.01	timeout
06-11 10:19	BTC	Buy	61172.1→62790.9	+12.63	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.93	timeout
06-10 16:40	BTC	Buy	60780→62316.9	+12.10	timeout
06-09 14:21	BTC	Buy	63161.2→61606.1	-12.76	stop_loss
06-09 14:11	BTC	Buy	63494.2→61930.9	-12.76	stop_loss
06-09 14:11	BTC	Buy	63527.2→61948.9	-12.87	stop_loss
06-09 13:36	BTC	Buy	63725.2→62157.8	-12.74	stop_loss
06-09 13:19	BTC	Buy	63925.2→62350.7	-12.74	stop_loss
06-09 06:54	BTC	Buy	62981.1→63232.8	+1.49	timeout
06-08 20:29	BTC	Buy	61725.1→63158.8	+11.13	timeout
06-08 18:26	BTC	Buy	62187.1→63540.8	+10.36	timeout
06-08 16:25	BTC	Buy	62273.1→64002.8	+13.34	timeout
06-08 14:24	BTC	Buy	62038.1→63760.8	+13.39	timeout
06-08 06:12	BTC	Buy	61683.1→62887.9	+9.31	timeout
06-07 19:52	BTC	Buy	60577→61337.9	+5.88	timeout
06-07 17:50	BTC	Buy	60581→62193.9	+12.89	timeout
06-07 15:36	BTC	Buy	60700→62025.9	+10.46	timeout
06-07 13:32	BTC	Buy	60701→61866.9	+9.13	timeout
06-07 06:06	BTC	Buy	61084.1→61631.9	+4.08	timeout
06-06 18:58	BTC	Buy	59484→60639	+9.31	timeout
06-06 04:27	BTC	Buy	61373.1→59855.1	-12.82	stop_loss
06-05 18:52	BTC	Buy	60900→59402.3	-12.76	stop_loss
06-05 18:42	BTC	Buy	61420.1→59909	-12.76	stop_loss
06-05 14:06	BTC	Buy	61936.1→60411.8	-12.76	stop_loss
06-05 14:06	BTC	Buy	61984.1→60456.7	-12.77	stop_loss
06-05 13:57	BTC	Buy	62391.1→60856.5	-12.75	stop_loss
06-05 13:56	BTC	Buy	62433.1→60897.5	-12.75	stop_loss
06-05 06:23	BTC	Buy	62792.1→61246.3	-12.70	stop_loss
06-05 06:21	BTC	Buy	63082.2→61522.1	-12.81	stop_loss
06-05 06:01	BTC	Buy	63655.2→62087.8	-12.72	stop_loss
06-05 06:01	BTC	Buy	63669.2→62101.8	-12.70	stop_loss
06-05 03:11	BTC	Buy	63836.2→62265.7	-12.72	stop_loss
06-05 02:43	BTC	Buy	63330.2→62602.9	-6.16	timeout
06-04 11:10	BTC	Buy	63788.2→62219.8	-12.72	stop_loss
06-04 01:22	BTC	Buy	64277.2→62696.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64932.2→63335.1	-12.75	stop_loss
06-03 23:24	BTC	Buy	65916.3→64294.6	-12.75	stop_loss
06-03 23:18	BTC	Buy	65943.3→64321.6	-12.75	stop_loss
06-03 19:55	BTC	Buy	66938.3→65270.1	-12.93	stop_loss
06-03 16:27	BTC	Buy	67189.4→65535.9	-12.78	stop_loss
06-03 16:27	BTC	Buy	67197.4→65541.9	-12.78	stop_loss
06-03 03:44	BTC	Buy	67330.4→65673.9	-12.76	stop_loss
06-03 03:43	BTC	Buy	67561.4→65899.7	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

-202.62

total pnl ($)

-46.2 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	87	45%	-46.2	-202.62

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…