deribit_basis_fear_mean_reversion_long_v2 · strategy

136

closed trades

37%

win rate

-585.76

total pnl ($)

0.319

weight

7d window — n=29 wr=31% pnl=-136.13 · 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 11:35	BTC	Buy	59949→59146	-7.13	timeout
06-30 09:57	BTC	Buy	60047→59344	-6.29	timeout
06-30 08:25	BTC	Buy	59877→59400	-4.40	timeout
06-30 07:04	BTC	Buy	60021→59588	-4.04	timeout
06-29 07:51	BTC	Buy	60189→60073	-1.41	timeout
06-28 22:53	BTC	Buy	60366→58879.6	-12.77	stop_loss
06-28 22:00	BTC	Buy	60092→59566	-4.84	timeout
06-28 20:52	BTC	Buy	60265→59620	-5.80	timeout
06-28 08:38	BTC	Buy	60365→60391	-0.23	timeout
06-28 07:24	BTC	Buy	60393→60106	-2.81	timeout
06-27 20:53	BTC	Buy	59755→60258	+3.82	timeout
06-27 19:43	BTC	Buy	59921→60152	+1.53	timeout
06-27 06:14	BTC	Buy	59684→60103	+2.99	timeout
06-26 19:50	BTC	Buy	59259→59839	+4.36	timeout
06-26 16:48	BTC	Buy	59299→60062	+5.88	timeout
06-26 15:19	BTC	Buy	59325→59930	+4.56	timeout
06-26 02:13	BTC	Buy	60146→58656.7	-12.82	stop_loss
06-25 13:58	BTC	Buy	59608→58142	-12.66	stop_loss
06-25 13:53	BTC	Buy	60356→58871.6	-12.64	stop_loss
06-25 13:49	BTC	Buy	60735→59241.4	-12.66	stop_loss
06-25 13:48	BTC	Buy	61007.1→59506.3	-12.67	stop_loss
06-24 17:20	BTC	Buy	60940→59429.3	-12.83	stop_loss
06-24 16:51	BTC	Buy	61205.1→59699.1	-12.73	stop_loss
06-24 16:47	BTC	Buy	61539.1→60026	-12.72	stop_loss
06-24 13:48	BTC	Buy	62784.1→61240.3	-12.74	stop_loss
06-24 11:12	BTC	Buy	62348.1→62376.9	-0.21	timeout
06-24 10:08	BTC	Buy	62443.1→62608.9	+0.87	timeout
06-24 09:26	BTC	Buy	62453.1→62687.9	+1.42	timeout
06-24 08:51	BTC	Buy	62320.1→62730.9	+2.84	timeout
06-23 06:21	BTC	Buy	64139.2→62554.6	-12.65	stop_loss
06-23 06:18	BTC	Buy	64591.2→62993.3	-12.68	stop_loss
06-23 05:22	BTC	Buy	65070.3→63470.1	-12.78	stop_loss
06-23 05:22	BTC	Buy	65080.3→63480.1	-12.78	stop_loss
06-22 10:59	BTC	Buy	64321.2→64112.8	-2.22	timeout
06-22 09:25	BTC	Buy	64025.2→64112.8	+0.08	timeout
06-22 08:21	BTC	Buy	64031.2→64294.8	+1.50	timeout
06-22 07:24	BTC	Buy	64196.2→64208.8	-0.45	timeout
06-21 05:56	BTC	Buy	63642.2→64216.8	+3.93	timeout
06-21 04:52	BTC	Buy	63557.2→64316.8	+5.54	timeout
06-21 03:45	BTC	Buy	63447.2→64401.8	+7.06	timeout
06-21 02:06	BTC	Buy	63471.2→64212.8	+5.41	timeout
06-20 01:39	BTC	Buy	62856.1→63580.8	+5.32	timeout
06-20 00:32	BTC	Buy	63013.2→63596.8	+4.18	timeout
06-19 21:28	BTC	Buy	62946.1→63135.8	+1.01	timeout
06-19 20:23	BTC	Buy	63085.2→62969.9	-1.41	timeout
06-18 15:53	BTC	Buy	64023.2→62448.6	-12.62	stop_loss
06-18 15:40	BTC	Buy	64248.2→62667.5	-12.48	stop_loss
06-18 15:38	BTC	Buy	64396.2→62808.4	-12.50	stop_loss
06-18 15:38	BTC	Buy	64414.2→62829.4	-12.63	stop_loss
06-17 22:03	BTC	Buy	65528.3→63911.8	-12.78	stop_loss
06-17 19:41	BTC	Buy	65762.3→64138.7	-12.79	stop_loss
06-17 19:38	BTC	Buy	65850.3→64230.7	-12.75	stop_loss
06-17 18:52	BTC	Buy	65881.3→65902.7	-0.33	timeout
06-17 16:38	BTC	Buy	65738.3→66014.7	+1.59	timeout
06-17 08:35	BTC	Buy	66725.3→65084.2	-12.78	stop_loss
06-16 19:23	BTC	Buy	66508.3→65666.7	-6.87	timeout
06-16 18:06	BTC	Buy	66800.3→66078.7	-5.93	timeout
06-16 15:22	BTC	Buy	66626.3→65717.7	-7.35	timeout
06-16 08:11	BTC	Buy	65688.3→66425.7	+5.25	timeout
06-15 13:42	BTC	Buy	64288.2→66525.7	+16.96	timeout
06-15 13:16	BTC	Buy	63882.2→66686.7	+21.52	take_profit
06-15 12:39	BTC	Buy	64317.2→66286.7	+14.88	timeout
06-15 06:02	BTC	Buy	64366.2→65804.7	+10.71	timeout
06-14 11:09	BTC	Buy	63868.2→64483.8	+4.37	timeout
06-14 09:48	BTC	Buy	63769.2→64546.8	+5.60	timeout
06-14 08:42	BTC	Buy	63891.2→64448.8	+3.88	timeout
06-14 01:50	BTC	Buy	63802.2→64611.8	+5.93	timeout
06-13 09:35	BTC	Buy	63867.2→63776.8	-1.25	timeout
06-13 08:28	BTC	Buy	63496.2→63786.8	+1.74	timeout
06-13 07:27	BTC	Buy	62991.1→63762.8	+5.66	timeout
06-12 17:36	BTC	Buy	63198.2→63770.8	+4.07	timeout
06-12 09:20	BTC	Buy	62812.1→63558.8	+5.41	timeout
06-12 07:54	BTC	Buy	62674.1→62971.9	+1.95	timeout
06-12 06:48	BTC	Buy	62818.1→62971.9	+0.73	timeout
06-11 16:03	BTC	Buy	62519.1→62721.9	+1.02	timeout
06-10 19:00	BTC	Buy	61731.1→61859.9	+0.53	timeout
06-10 16:20	BTC	Buy	60857→62299.9	+11.35	timeout
06-10 15:19	BTC	Buy	61567.1→61955.9	+2.66	timeout
06-10 14:21	BTC	Buy	61700.1→61835.9	+0.62	timeout
06-09 16:39	BTC	Buy	62323.1→60787.5	-12.78	stop_loss
06-09 14:46	BTC	Buy	62768.1→61221.3	-12.77	stop_loss
06-09 14:21	BTC	Buy	63182.2→61622.1	-12.80	stop_loss
06-09 13:36	BTC	Buy	63753.2→62181.8	-12.76	stop_loss
06-09 12:25	BTC	Buy	62960.1→62716.9	-2.32	timeout
06-09 02:24	BTC	Buy	63142.2→62670.9	-4.16	timeout
06-08 22:38	BTC	Buy	63237.2→63303.8	+0.04	timeout
06-08 21:29	BTC	Buy	61744.1→63694.8	+15.31	timeout
06-08 06:32	BTC	Buy	62043.1→63053.8	+7.68	timeout
06-07 19:46	BTC	Buy	62670.1→61128.4	-12.73	stop_loss
06-07 15:28	BTC	Buy	60609→61933.9	+10.47	timeout
06-07 12:17	BTC	Buy	60925→62014.9	+8.50	timeout
06-07 10:41	BTC	Buy	60340→62305.9	+15.86	timeout
06-07 05:58	BTC	Buy	60898→61747.9	+6.58	timeout
06-06 14:34	BTC	Buy	60540→60913	+2.63	timeout
06-06 04:31	BTC	Buy	61213.1→59707.1	-12.75	stop_loss
06-06 04:13	BTC	Buy	61618.1→60091.9	-12.84	stop_loss
06-05 18:52	BTC	Buy	60693→59200.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60697→59204.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60923→59424.3	-12.76	stop_loss
06-05 15:39	BTC	Buy	61602.1→60070.9	-12.86	stop_loss

Paper vs Live

Paper (trades.jsonl)

136

closed

37%

win rate

-585.76

total pnl ($)

-86.0 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	136	37%	-86.0	-585.76

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…