deribit_basis_fear_mean_reversion_long · strategy

122

closed trades

37%

win rate

-437.74

total pnl ($)

0.540

weight

7d window — n=19 wr=32% pnl=-85.32 · 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 13:00	BTC	Buy	59784→58311.9	-12.74	stop_loss
06-30 11:42	BTC	Buy	59835→59208	-5.67	timeout
06-30 09:53	BTC	Buy	59966→59366	-5.44	timeout
06-30 08:44	BTC	Buy	59832→59246	-5.34	timeout
06-28 21:44	BTC	Buy	60239→59657	-5.30	timeout
06-28 20:42	BTC	Buy	60252→59653	-5.42	timeout
06-28 19:42	BTC	Buy	60161→59409	-6.68	timeout
06-28 18:39	BTC	Buy	60531→59565	-8.40	timeout
06-27 16:32	BTC	Buy	60120→60653	+4.01	timeout
06-27 05:25	BTC	Buy	59802→60232	+3.15	timeout
06-27 03:42	BTC	Buy	59411→60294	+6.99	timeout
06-27 02:32	BTC	Buy	58762.9→60245	+12.16	timeout
06-26 15:15	BTC	Buy	59022→59790	+5.97	timeout
06-26 02:21	BTC	Buy	59823→58343.9	-12.79	stop_loss
06-26 02:13	BTC	Buy	60124→58644.7	-12.74	stop_loss
06-25 17:58	BTC	Buy	59383→59566	+1.12	timeout
06-25 13:58	BTC	Buy	59589→58120	-12.70	stop_loss
06-25 13:55	BTC	Buy	59869→58388.9	-12.73	stop_loss
06-25 13:53	BTC	Buy	60468→58967.6	-12.77	stop_loss
06-24 17:20	BTC	Buy	60903→59403.3	-12.75	stop_loss
06-24 08:35	BTC	Buy	62288.1→62728.9	+3.02	timeout
06-24 07:35	BTC	Buy	62884.1→62645.9	-2.43	timeout
06-24 06:50	BTC	Buy	62921.1→62708.9	-2.19	timeout
06-24 05:47	BTC	Buy	63342.2→62906.9	-3.94	timeout
06-23 08:17	BTC	Buy	64006.2→62431.6	-12.76	stop_loss
06-23 06:21	BTC	Buy	64115.2→62532.6	-12.82	stop_loss
06-23 06:21	BTC	Buy	64204.2→62622.5	-12.80	stop_loss
06-23 05:23	BTC	Buy	64212.2→63489.8	-6.11	timeout
06-22 22:31	BTC	Buy	63565.2→63998.8	+2.96	timeout
06-22 07:24	BTC	Buy	64196.2→64208.8	-0.38	timeout
06-22 06:10	BTC	Buy	64177.2→64257.8	+0.16	timeout
06-22 03:43	BTC	Buy	64388.2→64166.8	-2.23	timeout
06-21 21:24	BTC	Buy	63927.2→63650.8	-2.61	timeout
06-21 04:55	BTC	Buy	63543.2→64292.8	+5.46	timeout
06-21 03:47	BTC	Buy	63439.2→64392.8	+7.07	timeout
06-21 02:40	BTC	Buy	63358.2→64203.8	+6.21	timeout
06-20 20:50	BTC	Buy	63150.2→63866.8	+5.24	timeout
06-20 02:38	BTC	Buy	62908.1→63377.8	+3.29	timeout
06-20 01:38	BTC	Buy	62891.1→63560.8	+4.86	timeout
06-20 00:35	BTC	Buy	62993.1→63743.8	+5.48	timeout
06-19 20:24	BTC	Buy	63103.2→62993.9	-1.35	timeout
06-18 15:55	BTC	Buy	63977.2→62398.7	-12.73	stop_loss
06-18 15:37	BTC	Buy	64579.2→62989.3	-12.47	stop_loss
06-18 10:13	BTC	Buy	64874.2→63974.8	-7.47	timeout
06-17 19:50	BTC	Buy	65611.3→63964.8	-13.00	stop_loss
06-17 19:42	BTC	Buy	65719.3→64101.7	-12.76	stop_loss
06-17 17:41	BTC	Buy	65718.3→65892.7	+0.77	timeout
06-17 08:31	BTC	Buy	66738.3→65089.2	-12.84	stop_loss
06-16 21:20	BTC	Buy	66503.3→65739.7	-6.28	timeout
06-16 18:05	BTC	Buy	66779.3→66073.7	-5.81	timeout
06-16 15:43	BTC	Buy	66838.3→65811.7	-8.21	timeout
06-16 08:10	BTC	Buy	65710.3→66429.7	+5.05	timeout
06-15 13:20	BTC	Buy	64027.2→66839.7	+21.53	take_profit
06-15 13:18	BTC	Buy	63962.2→66770.7	+21.52	take_profit
06-15 13:00	BTC	Buy	64324.2→66530.7	+16.72	timeout
06-15 06:58	BTC	Buy	64272.2→65836.7	+11.71	timeout
06-14 11:07	BTC	Buy	63848.2→64463.8	+4.36	timeout
06-14 08:08	BTC	Buy	63764.2→64410.8	+4.57	timeout
06-14 04:48	BTC	Buy	63603.2→64339.8	+5.39	timeout
06-14 01:55	BTC	Buy	63788.2→64602.8	+5.96	timeout
06-13 07:26	BTC	Buy	62995.1→63737.8	+5.43	timeout
06-12 17:40	BTC	Buy	63226.2→63797.8	+4.06	timeout
06-12 13:56	BTC	Buy	63074.2→63096.8	-0.34	timeout
06-12 11:02	BTC	Buy	63140.2→63678.8	+3.74	timeout
06-12 07:07	BTC	Buy	62632.1→63033.8	+2.71	timeout
06-11 12:08	BTC	Buy	61061.1→62989.9	+15.23	timeout
06-10 19:00	BTC	Buy	61731.1→61859.9	+0.53	timeout
06-10 16:09	BTC	Buy	60970→62429.9	+11.47	timeout
06-10 15:07	BTC	Buy	61505.1→61957.9	+3.18	timeout
06-09 15:57	BTC	Buy	62510.1→60972.4	-12.75	stop_loss
06-09 14:46	BTC	Buy	62764.1→61216.3	-12.78	stop_loss
06-09 14:43	BTC	Buy	62844.1→61298.3	-12.76	stop_loss
06-09 14:21	BTC	Buy	63174.2→61618.1	-12.77	stop_loss
06-09 12:26	BTC	Buy	63003.2→62726.9	-2.59	timeout
06-09 05:16	BTC	Buy	62581.1→63331.8	+5.54	timeout
06-09 04:13	BTC	Buy	62912.1→62924.9	-0.34	timeout
06-09 02:39	BTC	Buy	63084.2→62536.9	-4.77	timeout
06-08 05:44	BTC	Buy	61777.1→62443.9	+4.95	timeout
06-08 04:46	BTC	Buy	61727.1→62800.9	+8.24	timeout
06-08 03:39	BTC	Buy	61565.1→63058.8	+11.66	timeout
06-08 01:30	BTC	Buy	61635.1→62782.9	+8.78	timeout
06-07 05:31	BTC	Buy	60707→61750.9	+8.18	timeout
06-07 04:29	BTC	Buy	59942→61533.9	+12.83	timeout
06-06 20:12	BTC	Buy	60693→60545	-1.60	timeout
06-06 16:12	BTC	Buy	59768→60747	+7.78	timeout
06-06 04:27	BTC	Buy	61296.1→59788.1	-12.75	stop_loss
06-06 04:11	BTC	Buy	61792.1→60269.8	-12.77	stop_loss
06-05 18:54	BTC	Buy	60602→59111.5	-12.76	stop_loss
06-05 18:52	BTC	Buy	60814→59317.4	-12.76	stop_loss
06-05 18:51	BTC	Buy	61017.1→59516.2	-12.75	stop_loss
06-05 15:39	BTC	Buy	61664.1→60145.9	-12.75	stop_loss
06-05 14:27	BTC	Buy	61835.1→60313.8	-12.75	stop_loss
06-05 13:51	BTC	Buy	62679.1→61137.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	63031.2→61480.2	-12.76	stop_loss
06-05 06:22	BTC	Buy	62906.1→61351.2	-12.80	stop_loss
06-05 02:57	BTC	Buy	63224.2→62655.9	-4.90	timeout
06-05 01:23	BTC	Buy	62634.1→63133.8	+3.58	timeout
06-04 10:30	BTC	Buy	63950.2→62377.7	-12.72	stop_loss
06-04 09:23	BTC	Buy	64569.2→62980.3	-12.75	stop_loss
06-04 01:22	BTC	Buy	64235.2→62655.5	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

122

closed

37%

win rate

-437.74

total pnl ($)

-71.5 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	122	37%	-71.5	-437.74

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…