deribit_basis_low_mean_rev_long_x3485392 · strategy

closed trades

52%

win rate

-120.03

total pnl ($)

0.567

weight

7d window — n=12 wr=25% pnl=-110.35 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 62 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 11:57	BTC	Buy	59342→60337	+7.91	timeout
06-27 05:47	BTC	Buy	59787→60217	+3.15	timeout
06-26 23:07	BTC	Buy	59835→60053	+1.30	timeout
06-26 17:00	BTC	Buy	59327→59985	+5.00	timeout
06-25 16:51	BTC	Buy	59705→59316	-3.68	timeout
06-25 13:54	BTC	Buy	60805→58546.8	-18.96	stop_loss
06-25 13:51	BTC	Buy	61327.1→59144.5	-18.24	stop_loss
06-25 13:48	BTC	Buy	61617.1→59424.3	-18.21	stop_loss
06-24 15:58	BTC	Buy	62448.1→60225.9	-18.22	stop_loss
06-24 15:46	BTC	Buy	62594.1→60366.8	-18.18	stop_loss
06-24 15:38	BTC	Buy	62810.1→60573.7	-18.22	stop_loss
06-24 13:38	BTC	Buy	62272.1→61904.9	-3.39	timeout
06-24 07:42	BTC	Buy	62918.1→62645.9	-2.70	timeout
06-17 02:54	BTC	Buy	65774.3→65806.7	-0.22	timeout
06-16 20:48	BTC	Buy	66532.3→65816.7	-5.92	timeout
06-16 14:46	BTC	Buy	66587.3→65694.7	-7.24	timeout
06-16 08:44	BTC	Buy	65752.3→66552.7	+5.69	timeout
06-16 02:41	BTC	Buy	65589.3→65843.7	+1.47	timeout
06-15 20:37	BTC	Buy	64044.2→66594.7	+19.39	timeout
06-15 14:30	BTC	Buy	64140.2→66470.7	+17.72	timeout
06-15 08:28	BTC	Buy	64460.2→65626.7	+8.59	timeout
06-15 02:25	BTC	Buy	64538.2→65652.7	+8.15	timeout
06-14 20:21	BTC	Buy	64241.2→63856.8	-3.49	timeout
06-14 14:19	BTC	Buy	64152.2→64261.8	+0.41	timeout
06-14 08:15	BTC	Buy	63776.2→64446.8	+4.75	timeout
06-14 02:13	BTC	Buy	63771.2→64600.8	+6.07	timeout
06-13 20:07	BTC	Buy	63663.2→64215.8	+3.89	timeout
06-13 14:02	BTC	Buy	63371.2→64114.8	+5.37	timeout
06-13 07:43	BTC	Buy	63052.2→63795.8	+5.43	timeout
06-12 23:10	BTC	Buy	63348.2→63430.8	+0.15	timeout
06-12 14:53	BTC	Buy	62946.1→63869.8	+6.81	timeout
06-12 08:46	BTC	Buy	62870.1→63316.8	+3.01	timeout
06-12 02:45	BTC	Buy	62035.1→63575.8	+11.87	timeout
06-11 20:39	BTC	Buy	61852.1→63297.8	+11.10	timeout
06-11 14:39	BTC	Buy	61868.1→62866.9	+7.52	timeout
06-11 08:17	BTC	Buy	61681.1→62778.9	+8.32	timeout
06-10 16:41	BTC	Buy	60982→62267.9	+10.01	timeout
06-10 00:49	BTC	Buy	62484.1→62016.9	-4.08	timeout
06-09 15:57	BTC	Buy	63238.2→60986.4	-18.31	stop_loss
06-09 14:47	BTC	Buy	63395.2→61138.4	-18.27	stop_loss
06-09 12:47	BTC	Buy	63571.2→62497.9	-8.85	timeout
06-09 06:44	BTC	Buy	62994.1→63321.8	+2.10	timeout
06-09 00:44	BTC	Buy	63754.2→62668.9	-8.99	timeout
06-08 18:47	BTC	Buy	62200.1→63404.8	+9.17	timeout
06-08 12:44	BTC	Buy	61637.1→63612.8	+15.57	timeout
06-08 06:33	BTC	Buy	62086.1→63051.8	+7.32	timeout
06-08 00:58	BTC	Buy	60761→63604.8	+22.88	timeout
06-07 18:30	BTC	Buy	60675→62209.9	+12.24	timeout
06-07 12:21	BTC	Buy	60914→62126.9	+9.49	timeout
06-07 05:05	BTC	Buy	59845→61785.9	+15.79	timeout
06-05 18:54	BTC	Buy	61346.1→59162.4	-18.25	stop_loss
06-05 15:39	BTC	Buy	62374.1→60154.9	-18.23	stop_loss
06-05 13:56	BTC	Buy	63230.2→60976.4	-18.27	stop_loss
06-05 10:02	BTC	Buy	63177.2→62767.9	-3.67	timeout
06-05 06:23	BTC	Buy	63447.2→61176.3	-18.31	stop_loss
06-05 06:22	BTC	Buy	63610.2→61346.2	-18.22	stop_loss
06-05 05:07	BTC	Buy	63808.2→63466.8	-3.07	timeout
06-04 00:39	BTC	Buy	65392.3→63065.3	-18.24	stop_loss
06-04 00:26	BTC	Buy	66146.3→63791.9	-18.24	stop_loss
06-03 23:24	BTC	Buy	66667.3→64294.6	-18.23	stop_loss
06-03 23:02	BTC	Buy	66998.3→64614.4	-18.24	stop_loss
06-03 17:51	BTC	Buy	67384.4→65896.7	-11.55	timeout

Paper vs Live

Paper (trades.jsonl)

closed

52%

win rate

-120.03

total pnl ($)

-38.3 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	62	52%	-38.3	-120.03

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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