deribit_basis_low_mean_reversion_long_v2 · strategy

165

closed trades

41%

win rate

-268.43

total pnl ($)

0.522

weight

7d window — n=45 wr=36% pnl=-120.37 · 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 04:47	BTC	Buy	60137→59779	-1.72	timeout
06-28 21:10	BTC	Buy	60331→59663	-3.00	timeout
06-28 20:09	BTC	Buy	60249→59516	-3.26	timeout
06-28 18:00	BTC	Buy	60501→59554	-4.12	timeout
06-28 15:46	BTC	Buy	60732→59916	-3.59	timeout
06-28 04:25	BTC	Buy	60445→60201	-1.24	timeout
06-27 19:55	BTC	Buy	59828→60113	+0.99	timeout
06-27 18:53	BTC	Buy	59611→60494	+3.49	timeout
06-27 16:49	BTC	Buy	60138→60773	+2.40	timeout
06-27 14:42	BTC	Buy	59670→60590	+3.63	timeout
06-27 03:04	BTC	Buy	58616.9→60244	+6.72	timeout
06-26 18:21	BTC	Buy	59589→60002	+1.45	timeout
06-26 17:22	BTC	Buy	59472→60128	+2.49	timeout
06-26 15:15	BTC	Buy	59022→59790	+2.99	timeout
06-26 13:19	BTC	Buy	59945→58468.8	-6.39	stop_loss
06-26 02:21	BTC	Buy	59802→58326.9	-6.38	stop_loss
06-26 02:16	BTC	Buy	59946→58467.8	-6.38	stop_loss
06-25 13:58	BTC	Buy	59604→58136	-6.34	stop_loss
06-25 13:57	BTC	Buy	59746→58275.9	-6.33	stop_loss
06-25 13:57	BTC	Buy	59764→58293.9	-6.34	stop_loss
06-25 13:48	BTC	Buy	60815→59315.4	-6.36	stop_loss
06-25 13:46	BTC	Buy	61092.1→59589.2	-6.34	stop_loss
06-24 17:47	BTC	Buy	60612→59121.5	-6.37	stop_loss
06-24 17:21	BTC	Buy	60830→59325.4	-6.40	stop_loss
06-24 16:51	BTC	Buy	61270.1→59755.1	-6.40	stop_loss
06-24 14:19	BTC	Buy	62385.1→60841.5	-6.41	stop_loss
06-24 14:17	BTC	Buy	62550.1→61000.4	-6.42	stop_loss
06-24 14:13	BTC	Buy	62643.1→61101.4	-6.37	stop_loss
06-24 14:02	BTC	Buy	62697.1→61152.3	-6.38	stop_loss
06-24 13:57	BTC	Buy	62745.1→61202.3	-6.37	stop_loss
06-24 10:59	BTC	Buy	62313.1→62418.9	+0.19	timeout
06-24 09:52	BTC	Buy	62376.1→62666.9	+0.91	timeout
06-24 08:52	BTC	Buy	62375.1→62756.9	+1.27	timeout
06-24 07:51	BTC	Buy	62899.1→62640.9	-1.30	timeout
06-24 07:01	BTC	Buy	62920.1→62742.9	-0.95	timeout
06-23 08:20	BTC	Buy	63890.2→62300.7	-6.44	stop_loss
06-23 06:21	BTC	Buy	64292.2→62709.5	-6.39	stop_loss
06-23 06:21	BTC	Buy	64359.2→62776.5	-6.38	stop_loss
06-23 06:20	BTC	Buy	64405.2→62813.4	-6.41	stop_loss
06-23 06:18	BTC	Buy	64583.2→62993.3	-6.39	stop_loss
06-22 21:56	BTC	Buy	63744.2→64245.8	+1.74	timeout
06-22 20:42	BTC	Buy	63944.2→64472.8	+1.83	timeout
06-22 19:43	BTC	Buy	64202.2→64401.8	+0.53	timeout
06-22 18:39	BTC	Buy	64187.2→64507.8	+0.99	timeout
06-22 17:33	BTC	Buy	64056.2→64423.8	+1.19	timeout
06-21 21:22	BTC	Buy	63917.2→63660.8	-1.23	timeout
06-21 20:22	BTC	Buy	63924.2→64068.8	+0.34	timeout
06-21 19:23	BTC	Buy	63900.2→64176.8	+0.87	timeout
06-21 18:23	BTC	Buy	63818.2→63981.8	+0.45	timeout
06-21 17:19	BTC	Buy	63890.2→64136.8	+0.77	timeout
06-20 21:15	BTC	Buy	63237.2→63953.8	+2.61	timeout
06-20 20:13	BTC	Buy	63044.2→63950.8	+3.39	timeout
06-20 19:07	BTC	Buy	63005.2→63804.8	+2.95	timeout
06-20 18:03	BTC	Buy	63121.2→63884.8	+2.79	timeout
06-20 17:02	BTC	Buy	62969.1→63937.8	+3.60	timeout
06-19 20:19	BTC	Buy	63160.2→62996.8	-0.89	timeout
06-19 19:18	BTC	Buy	62646.1→63019.8	+1.25	timeout
06-19 18:18	BTC	Buy	62719.1→63120.8	+1.37	timeout
06-19 17:19	BTC	Buy	62580.1→63069.8	+1.73	timeout
06-19 16:43	BTC	Buy	62681.1→63249.8	+2.06	timeout
06-18 15:53	BTC	Buy	64048.2→62470.6	-6.32	stop_loss
06-18 15:40	BTC	Buy	64283.2→62702.5	-6.24	stop_loss
06-18 15:40	BTC	Buy	64351.2→62767.5	-6.24	stop_loss
06-18 15:39	BTC	Buy	64373.2→62790.4	-6.22	stop_loss
06-18 15:18	BTC	Buy	64755.2→63160.2	-6.22	stop_loss
06-18 05:04	BTC	Buy	65310.3→63703.9	-6.38	stop_loss
06-17 19:29	BTC	Buy	65910.3→64258.6	-6.49	stop_loss
06-17 19:29	BTC	Buy	65941.3→64310.6	-6.41	stop_loss
06-17 19:16	BTC	Buy	65603.3→65196.7	-1.79	timeout
06-17 18:08	BTC	Buy	66085.3→65239.7	-3.47	timeout
06-17 17:02	BTC	Buy	65769.3→65821.7	-0.07	timeout
06-17 15:58	BTC	Buy	65907.3→65705.7	-0.98	timeout
06-17 14:55	BTC	Buy	65643.3→65240.7	-1.76	timeout
06-16 17:52	BTC	Buy	66917.3→65949.7	-3.87	timeout
06-16 14:45	BTC	Buy	66527.3→65683.7	-3.44	timeout
06-16 14:31	BTC	Buy	67069.4→65417	-6.42	stop_loss
06-16 14:23	BTC	Buy	67176.4→65514.9	-6.45	stop_loss
06-16 13:51	BTC	Buy	66601.3→66104.7	-2.13	timeout
06-15 13:19	BTC	Buy	63999.2→66812.7	+10.77	take_profit
06-15 13:16	BTC	Buy	63926.2→66733.7	+10.76	take_profit
06-15 13:06	BTC	Buy	63802.2→66603.7	+10.76	take_profit
06-15 12:50	BTC	Buy	63753.2→66562.7	+10.80	take_profit
06-15 12:50	BTC	Buy	63724.2→66521.7	+10.76	take_profit
06-14 21:01	BTC	Buy	64267.2→63992.8	-1.31	timeout
06-14 19:55	BTC	Buy	64303.2→63751.8	-2.39	timeout
06-14 18:55	BTC	Buy	64090.2→63783.8	-1.46	timeout
06-14 17:49	BTC	Buy	64058.2→63773.8	-1.37	timeout
06-14 16:52	BTC	Buy	63917.2→63979.8	-0.00	timeout
06-13 20:40	BTC	Buy	63522.2→64215.8	+2.50	timeout
06-13 19:33	BTC	Buy	63642.2→64143.8	+1.75	timeout
06-13 18:33	BTC	Buy	63764.2→64147.8	+1.27	timeout
06-13 17:34	BTC	Buy	63799.2→64091.8	+0.92	timeout
06-13 16:31	BTC	Buy	63894.2→63999.8	+0.20	timeout
06-12 20:31	BTC	Buy	63364.2→63525.8	+0.41	timeout
06-12 19:27	BTC	Buy	63638.2→63750.8	+0.21	timeout
06-12 18:21	BTC	Buy	63550.2→63666.8	+0.23	timeout
06-12 17:16	BTC	Buy	62475.1→63831.8	+5.18	timeout
06-12 16:15	BTC	Buy	62773.1→63965.8	+4.50	timeout
06-11 19:46	BTC	Buy	61974.1→63644.8	+6.45	timeout
06-11 18:41	BTC	Buy	61776.1→63500.8	+6.69	timeout

Paper vs Live

Paper (trades.jsonl)

165

closed

41%

win rate

-268.43

total pnl ($)

-65.0 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	165	41%	-65.0	-268.43

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…