deribit_basis_fear_greed_mean_reversion_long · strategy

closed trades

44%

win rate

-251.37

total pnl ($)

0.709

weight

7d window — n=24 wr=38% pnl=-78.14 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 98 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 17:07	BTC	Buy	59450→58537.1	-8.20	timeout
06-30 12:32	BTC	Buy	59714→58809.1	-8.02	timeout
06-30 06:04	BTC	Buy	60388→59534	-7.50	timeout
06-29 23:38	BTC	Buy	59881→60248	+2.62	timeout
06-29 16:52	BTC	Buy	59861→59836	-0.73	timeout
06-29 10:20	BTC	Buy	59321→60271	+7.48	timeout
06-28 23:36	BTC	Buy	60285→59686	-5.47	timeout
06-28 17:14	BTC	Buy	59982→59614	-3.50	timeout
06-28 08:30	BTC	Buy	60237→60183	-0.90	timeout
06-28 02:27	BTC	Buy	60608→60101	-4.64	timeout
06-27 19:49	BTC	Buy	60475→60150	-3.11	timeout
06-27 00:57	BTC	Buy	59211→60006	+6.25	timeout
06-26 18:38	BTC	Buy	60143→59730	-3.94	timeout
06-26 12:34	BTC	Buy	59739→59816	+0.16	timeout
06-26 06:30	BTC	Buy	59649→59966	+2.21	timeout
06-25 13:48	BTC	Buy	61629.1→59428.3	-18.30	stop_loss
06-25 13:48	BTC	Buy	61662.1→59467.3	-18.23	stop_loss
06-25 12:24	BTC	Buy	60996→61179.9	+1.05	timeout
06-25 06:19	BTC	Buy	59695→61705.9	+16.41	timeout
06-24 15:43	BTC	Buy	62772.1→60538.7	-18.21	stop_loss
06-24 15:41	BTC	Buy	62786.1→60551.7	-18.23	stop_loss
06-24 12:17	BTC	Buy	62865.1→62806.9	-0.91	timeout
06-24 06:15	BTC	Buy	62326.1→62797.9	+3.31	timeout
06-24 00:07	BTC	Buy	62442.1→62781.9	+2.27	timeout
06-23 17:51	BTC	Buy	63400.2→62463.9	-7.83	timeout
06-23 07:33	BTC	Buy	64420.2→62894.9	-12.30	timeout
06-23 01:16	BTC	Buy	65078.3→64196.8	-7.21	timeout
06-22 19:14	BTC	Buy	64183.2→64390.8	+1.14	timeout
06-22 13:13	BTC	Buy	63858.2→65141.7	+9.53	timeout
06-22 07:08	BTC	Buy	64143.2→64052.8	-1.16	timeout
06-22 01:07	BTC	Buy	64119.2→63941.8	-1.86	timeout
06-21 18:55	BTC	Buy	64265.2→64141.8	-1.39	timeout
06-21 12:42	BTC	Buy	64280.2→64007.8	-2.54	timeout
06-21 04:00	BTC	Buy	64060.2→64395.8	+2.17	timeout
06-20 17:24	BTC	Buy	63696.2→63870.8	+0.91	timeout
06-20 01:27	BTC	Buy	62728.1→63396.8	+4.88	timeout
06-19 19:23	BTC	Buy	62731.1→62965.9	+1.41	timeout
06-19 13:45	BTC	Buy	62886.1→63068.8	+1.05	timeout
06-19 07:27	BTC	Buy	62772.1→62760.9	-0.52	timeout
06-19 01:55	BTC	Buy	64105.2→62998.8	-9.02	timeout
06-18 19:51	BTC	Buy	64423.2→62921.9	-12.02	timeout
06-18 13:41	BTC	Buy	64597.2→63969.8	-5.30	timeout
06-18 07:26	BTC	Buy	64754.2→64221.8	-4.55	timeout
06-18 01:16	BTC	Buy	65019.3→64679.8	-3.09	timeout
06-17 19:16	BTC	Buy	65677.3→65196.7	-4.13	timeout
06-17 13:03	BTC	Buy	65770.3→65012.7	-6.24	timeout
06-17 07:03	BTC	Buy	65675.3→65562.7	-1.32	timeout
06-17 01:00	BTC	Buy	66397.3→65688.7	-5.82	timeout
06-16 18:59	BTC	Buy	66412.3→65805.7	-5.05	timeout
06-16 09:25	BTC	Buy	66506.3→66629.7	+0.48	timeout
06-15 23:56	BTC	Buy	66190.3→66319.7	+0.45	timeout
06-15 17:50	BTC	Buy	65753.3→66881.7	+8.07	timeout
06-15 09:20	BTC	Buy	64772.2→65731.7	+6.96	timeout
06-14 21:17	BTC	Buy	64380.2→64381.8	-0.45	timeout
06-14 14:32	BTC	Buy	64511.2→64056.8	-3.97	timeout
06-14 08:27	BTC	Buy	64226.2→64446.8	+1.26	timeout
06-14 02:13	BTC	Buy	64156.2→64606.8	+3.07	timeout
06-13 20:07	BTC	Buy	63756.2→64216.8	+3.16	timeout
06-13 09:40	BTC	Buy	63541.2→63786.8	+1.44	timeout
06-13 01:29	BTC	Buy	63361.2→63633.8	+1.66	timeout
06-12 18:41	BTC	Buy	62881.1→63885.8	+7.53	timeout
06-12 12:36	BTC	Buy	63657.2→63479.8	-1.88	timeout
06-12 06:34	BTC	Buy	63438.2→62905.9	-4.67	timeout
06-12 00:30	BTC	Buy	62583.1→63609.8	+7.68	timeout
06-11 04:01	BTC	Buy	62479.1→62560.9	+0.13	timeout
06-10 20:19	BTC	Buy	61597.1→61809.9	+1.25	timeout
06-10 03:09	BTC	Buy	61637.1→62016.9	+2.68	timeout
06-09 16:05	BTC	Buy	63171.2→60915.5	-18.36	stop_loss
06-09 08:23	BTC	Buy	63259.2→62886.9	-3.40	timeout
06-09 02:20	BTC	Buy	63803.2→62560.9	-10.18	timeout
06-08 20:05	BTC	Buy	63148.2→63362.8	+1.23	timeout
06-08 14:02	BTC	Buy	63105.2→63813.8	+5.14	timeout
06-08 02:01	BTC	Buy	61750.1→63109.8	+10.53	timeout
06-07 22:15	BTC	Buy	61458.1→64156.8	+21.51	take_profit
06-07 19:49	BTC	Buy	62225.1→61213.9	-8.56	timeout
06-07 13:48	BTC	Buy	61488.1→61725.9	+1.47	timeout
06-07 07:40	BTC	Buy	60548→62182.9	+13.07	timeout
06-07 01:34	BTC	Buy	60756→61515.9	+5.77	timeout
06-06 10:16	BTC	Buy	61466.1→60676	-6.90	timeout
06-06 03:16	BTC	Buy	60536→60827	+1.95	timeout
06-05 14:26	BTC	Buy	62588.1→60360.8	-18.24	stop_loss
06-05 13:57	BTC	Buy	63004.2→60761.6	-18.25	stop_loss
06-05 06:22	BTC	Buy	63717.2→61450.2	-18.21	stop_loss
06-05 03:46	BTC	Buy	63752.2→62710.9	-8.59	timeout
06-04 21:40	BTC	Buy	62890.1→63218.8	+2.17	timeout
06-04 16:55	BTC	Buy	64416.2→63537.8	-7.31	timeout
06-04 01:16	BTC	Buy	65236.3→62914.4	-18.24	stop_loss
06-03 20:55	BTC	Buy	67089.4→64652.4	-18.63	stop_loss
06-03 16:39	BTC	Buy	66340.3→65885.7	-3.91	timeout
06-03 11:16	BTC	Buy	66731.3→67302.6	+3.76	timeout
06-03 03:48	BTC	Buy	67322.4→65794.7	-11.80	timeout
06-02 14:27	BTC	Buy	70049.5→67476.9	-18.83	stop_loss
06-02 11:53	BTC	Buy	71461.6→69572.5	-13.74	timeout
06-02 04:48	BTC	Buy	71415.6→70970.5	-3.64	timeout
06-01 03:49	BTC	Buy	73630.7→73868.3	+1.13	timeout
05-31 19:30	BTC	Buy	73871.7→73498.3	-3.02	timeout
05-29 19:49	BTC	Buy	73377.7→73619.3	+1.18	timeout
05-29 02:40	BTC	Buy	72903.6→73429.3	+3.09	timeout

Paper vs Live

Paper (trades.jsonl)

closed

44%

win rate

-251.37

total pnl ($)

-51.0 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	98	44%	-51.0	-251.37

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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