deribit_basis_low_mean_reversion_fear_long · strategy

274

closed trades

48%

win rate

-478.12

total pnl ($)

0.298

weight

7d window — n=75 wr=49% pnl=-159.59 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 08:38	BTC	Buy	59668→59851	+1.08	timeout
06-29 07:28	BTC	Buy	59493→60104	+4.64	timeout
06-29 06:20	BTC	Buy	59612→60262	+4.99	timeout
06-29 05:09	BTC	Buy	59747→59540	-2.18	timeout
06-28 21:19	BTC	Buy	60348→59659	-6.16	timeout
06-28 20:06	BTC	Buy	60147→59495	-5.86	timeout
06-28 18:55	BTC	Buy	59967→59503	-4.31	timeout
06-28 17:54	BTC	Buy	59931→59572	-3.43	timeout
06-28 16:48	BTC	Buy	60154→59689	-4.32	timeout
06-28 08:17	BTC	Buy	60243→60134	-1.36	timeout
06-28 07:16	BTC	Buy	60563→60115	-4.14	timeout
06-28 06:12	BTC	Buy	60521→59907	-5.52	timeout
06-28 05:07	BTC	Buy	60510→59984	-4.80	timeout
06-28 04:00	BTC	Buy	60806→60171	-5.67	timeout
06-27 19:23	BTC	Buy	60376→60419	-0.07	timeout
06-27 18:19	BTC	Buy	60149→60498	+2.46	timeout
06-27 17:14	BTC	Buy	60286→60540	+1.65	timeout
06-27 16:11	BTC	Buy	60360→60724	+2.60	timeout
06-27 15:07	BTC	Buy	60161→60658	+3.68	timeout
06-27 06:53	BTC	Buy	59633→60343	+5.50	timeout
06-27 05:53	BTC	Buy	59964→60214	+1.64	timeout
06-27 04:52	BTC	Buy	60022→60271	+1.63	timeout
06-27 03:51	BTC	Buy	60152→60272	+0.55	timeout
06-27 02:50	BTC	Buy	59734→60254	+3.89	timeout
06-26 18:22	BTC	Buy	59893→60025	+0.60	timeout
06-26 17:20	BTC	Buy	59919→60084	+0.87	timeout
06-26 16:15	BTC	Buy	59874→60166	+1.94	timeout
06-26 15:14	BTC	Buy	58836.9→59790	+7.62	timeout
06-26 14:08	BTC	Buy	59358→59997	+4.91	timeout
06-26 05:51	BTC	Buy	59501→59815	+2.19	timeout
06-26 04:47	BTC	Buy	59257→59894	+4.94	timeout
06-26 03:45	BTC	Buy	59289→59583	+2.07	timeout
06-26 02:44	BTC	Buy	59449→58757.1	-6.25	timeout
06-26 01:52	BTC	Buy	59155→59364	+1.32	timeout
06-25 13:48	BTC	Buy	60885→59379.3	-12.80	stop_loss
06-25 13:45	BTC	Buy	61492.1→59967	-12.83	stop_loss
06-25 13:43	BTC	Buy	61690.1→60172.9	-12.74	stop_loss
06-25 13:42	BTC	Buy	61703.1→60184.9	-12.75	stop_loss
06-25 13:42	BTC	Buy	61798.1→60276.8	-12.75	stop_loss
06-25 07:59	BTC	Buy	59919→61849.9	+15.59	timeout
06-25 06:57	BTC	Buy	59609→61707.9	+17.17	timeout
06-25 05:57	BTC	Buy	59400→61616.9	+18.22	timeout
06-25 04:56	BTC	Buy	59812→61293.9	+11.94	timeout
06-25 03:55	BTC	Buy	60384→60818	+3.15	timeout
06-24 16:51	BTC	Buy	61082.1→59580.2	-12.73	stop_loss
06-24 16:51	BTC	Buy	61270.1→59745.1	-12.87	stop_loss
06-24 14:17	BTC	Buy	62579.1→61024.4	-12.87	stop_loss
06-24 14:13	BTC	Buy	62629.1→61088.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62637.1→61095.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62700.1→61158.3	-12.74	stop_loss
06-24 13:44	BTC	Buy	62902.1→61355.2	-12.75	stop_loss
06-24 11:17	BTC	Buy	62525.1→62332.9	-2.00	timeout
06-24 10:10	BTC	Buy	62693.1→62593.9	-1.27	timeout
06-24 09:04	BTC	Buy	62558.1→62696.9	+0.63	timeout
06-24 08:03	BTC	Buy	62470.1→62643.9	+0.95	timeout
06-24 07:04	BTC	Buy	62336.1→62708.9	+2.51	timeout
06-23 22:43	BTC	Buy	62216.1→62528.9	+2.07	timeout
06-23 21:42	BTC	Buy	62317.1→62551.9	+1.44	timeout
06-23 20:41	BTC	Buy	62329.1→62452.9	+0.54	timeout
06-23 19:38	BTC	Buy	62969.1→62342.9	-5.43	timeout
06-23 18:44	BTC	Buy	62914.1→62117.9	-6.79	timeout
06-23 08:24	BTC	Buy	63821.2→62245.7	-12.79	stop_loss
06-23 08:17	BTC	Buy	64001.2→62421.7	-12.80	stop_loss
06-23 08:17	BTC	Buy	63989.2→62415.7	-12.76	stop_loss
06-23 06:21	BTC	Buy	64159.2→62565.6	-12.87	stop_loss
06-23 06:21	BTC	Buy	64205.2→62623.5	-12.78	stop_loss
06-23 03:51	BTC	Buy	64798.2→64037.8	-6.32	timeout
06-23 02:48	BTC	Buy	64861.2→64145.8	-5.97	timeout
06-23 01:42	BTC	Buy	65249.3→64061.8	-9.53	timeout
06-22 23:49	BTC	Buy	64635.2→63955.8	-5.67	timeout
06-22 21:39	BTC	Buy	64062.2→64234.8	+0.89	timeout
06-22 14:48	BTC	Buy	64410.2→64834.8	+2.79	timeout
06-22 13:42	BTC	Buy	64539.2→65241.7	+4.92	timeout
06-22 11:36	BTC	Buy	63365.2→64617.8	+9.36	timeout
06-22 09:53	BTC	Buy	63808.2→64099.8	+1.79	timeout
06-22 08:52	BTC	Buy	63729.2→64116.8	+2.55	timeout
06-22 00:30	BTC	Buy	63984.2→63713.8	-2.58	timeout
06-21 23:21	BTC	Buy	64235.2→63729.8	-4.37	timeout
06-21 22:18	BTC	Buy	64246.2→63706.8	-4.64	timeout
06-21 21:15	BTC	Buy	63952.2→63579.8	-3.36	timeout
06-21 20:02	BTC	Buy	64176.2→64164.8	-0.53	timeout
06-21 11:36	BTC	Buy	64255.2→64226.8	-0.66	timeout
06-21 10:36	BTC	Buy	64276.2→64288.8	-0.38	timeout
06-21 09:33	BTC	Buy	63916.2→64055.8	+0.58	timeout
06-21 08:32	BTC	Buy	63877.2→63995.8	+0.41	timeout
06-21 07:27	BTC	Buy	63850.2→64158.8	+1.97	timeout
06-20 23:00	BTC	Buy	63665.2→64238.8	+4.05	timeout
06-20 21:59	BTC	Buy	63708.2→63984.8	+1.72	timeout
06-20 20:54	BTC	Buy	63390.2→63887.8	+3.48	timeout
06-20 19:49	BTC	Buy	63691.2→63897.8	+1.19	timeout
06-20 18:46	BTC	Buy	63727.2→63797.8	+0.11	timeout
06-20 10:25	BTC	Buy	63272.2→63625.8	+2.31	timeout
06-20 09:21	BTC	Buy	63198.2→63508.8	+1.95	timeout
06-20 08:18	BTC	Buy	63012.2→63516.8	+3.51	timeout
06-20 07:13	BTC	Buy	63028.2→63606.8	+4.14	timeout
06-20 06:09	BTC	Buy	63098.2→63620.8	+3.69	timeout
06-19 21:45	BTC	Buy	62394.1→63086.8	+5.08	timeout
06-19 20:41	BTC	Buy	62612.1→63047.8	+3.01	timeout
06-19 19:36	BTC	Buy	62588.1→62940.9	+2.35	timeout
06-19 18:36	BTC	Buy	62742.1→63127.8	+2.62	timeout

Paper vs Live

Paper (trades.jsonl)

274

closed

48%

win rate

-478.12

total pnl ($)

-34.8 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	274	48%	-34.8	-478.12

Recent bounces (last 20 of 2)

time	sym	side	reason
06-29 09:02	BTC	Buy	circuit_breaker
06-29 07:52	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…