deribit_basis_low_percentile_mean_reversion_fear_gated · strategy

103

closed trades

45%

win rate

-245.27

total pnl ($)

0.584

weight

7d window — n=21 wr=38% pnl=-106.83 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 01:14	BTC	Buy	59954→60031	+0.16	timeout
06-27 23:34	BTC	Buy	59972→60000	-0.17	timeout
06-27 21:58	BTC	Buy	59906→60162	+1.75	timeout
06-27 03:47	BTC	Buy	59767→60290	+3.93	timeout
06-26 20:01	BTC	Buy	59607→59851	+1.49	timeout
06-26 17:00	BTC	Buy	59300→59988	+5.26	timeout
06-26 15:51	BTC	Buy	59367→60119	+5.80	timeout
06-26 14:53	BTC	Buy	59611→59642	-0.24	timeout
06-26 02:24	BTC	Buy	59745→58275.9	-12.73	stop_loss
06-25 18:49	BTC	Buy	59455→59463	-0.35	timeout
06-25 17:44	BTC	Buy	59332→59537	+1.31	timeout
06-25 13:54	BTC	Buy	60017→58524.8	-12.80	stop_loss
06-25 13:53	BTC	Buy	60239→58755.7	-12.69	stop_loss
06-25 13:53	BTC	Buy	60291→58787.7	-12.83	stop_loss
06-24 17:19	BTC	Buy	61023.1→59522.2	-12.73	stop_loss
06-24 14:19	BTC	Buy	62401.1→60866.5	-12.74	stop_loss
06-24 14:17	BTC	Buy	62570.1→61017.4	-12.86	stop_loss
06-24 14:13	BTC	Buy	62616.1→61076.4	-12.74	stop_loss
06-24 13:47	BTC	Buy	62825.1→61278.3	-12.76	stop_loss
06-24 13:45	BTC	Buy	62880.1→61333.2	-12.75	stop_loss
06-24 08:23	BTC	Buy	62380.1→62671.9	+1.84	timeout
06-18 05:04	BTC	Buy	65294.3→63685	-12.79	stop_loss
06-16 15:08	BTC	Buy	66645.3→65796.7	-6.80	timeout
06-16 14:23	BTC	Buy	67205.4→65552.9	-12.82	stop_loss
06-16 14:10	BTC	Buy	66315.3→66124.7	-1.97	timeout
06-16 13:11	BTC	Buy	66651.3→66006.7	-5.37	timeout
06-16 12:06	BTC	Buy	66140.3→66371.7	+1.22	timeout
06-15 13:21	BTC	Buy	64298.2→66815.7	+19.14	timeout
06-15 13:20	BTC	Buy	64026.2→66840.7	+21.54	take_profit
06-15 13:20	BTC	Buy	64015.2→66826.7	+21.53	take_profit
06-15 12:17	BTC	Buy	64476.2→66172.7	+12.72	timeout
06-15 11:10	BTC	Buy	64494.2→65956.7	+10.89	timeout
06-14 20:14	BTC	Buy	64246.2→63796.8	-4.00	timeout
06-14 14:56	BTC	Buy	64211.2→63925.8	-2.68	timeout
06-14 12:50	BTC	Buy	64072.2→64304.8	+1.36	timeout
06-14 11:46	BTC	Buy	63881.2→64578.8	+5.02	timeout
06-14 10:43	BTC	Buy	63821.2→64585.8	+5.52	timeout
06-13 19:35	BTC	Buy	63621.2→64123.8	+3.50	timeout
06-13 14:11	BTC	Buy	63389.2→64145.8	+5.47	timeout
06-13 12:22	BTC	Buy	63557.2→63905.8	+2.22	timeout
06-13 11:16	BTC	Buy	63803.2→63935.8	+0.50	timeout
06-13 10:03	BTC	Buy	63694.2→63733.8	-0.22	timeout
06-12 18:50	BTC	Buy	63504.2→63802.8	+1.89	timeout
06-12 12:22	BTC	Buy	62887.1→63535.8	+4.63	timeout
06-12 11:16	BTC	Buy	63150.2→63801.8	+4.63	timeout
06-12 10:11	BTC	Buy	62891.1→63699.8	+5.88	timeout
06-12 09:10	BTC	Buy	62853.1→63463.8	+4.34	timeout
06-11 17:22	BTC	Buy	62033.1→62346.9	+1.99	timeout
06-11 11:22	BTC	Buy	61218.1→63128.8	+15.03	timeout
06-11 10:20	BTC	Buy	61143.1→62808.9	+13.02	timeout
06-11 09:17	BTC	Buy	61054.1→62770.9	+13.47	timeout
06-11 08:16	BTC	Buy	61661.1→62769.9	+8.40	timeout
06-10 16:40	BTC	Buy	60809→62314.9	+11.87	timeout
06-09 14:46	BTC	Buy	62795.1→61247.3	-12.79	stop_loss
06-09 14:21	BTC	Buy	63181.2→61622.1	-12.79	stop_loss
06-09 14:11	BTC	Buy	63516.2→61949.9	-12.78	stop_loss
06-09 14:11	BTC	Buy	63566.2→62000.9	-12.77	stop_loss
06-09 13:36	BTC	Buy	63676.2→62106.8	-12.76	stop_loss
06-09 06:40	BTC	Buy	62929.1→63398.8	+3.23	timeout
06-09 00:48	BTC	Buy	64007.2→62425.6	-12.81	stop_loss
06-08 21:15	BTC	Buy	61977.1→63703.8	+13.44	timeout
06-08 17:57	BTC	Buy	62163.1→63468.8	+9.95	timeout
06-08 16:00	BTC	Buy	62080.1→63758.8	+12.95	timeout
06-08 13:57	BTC	Buy	61764.1→63696.8	+15.15	timeout
06-08 06:31	BTC	Buy	62022.1→63016.8	+7.56	timeout
06-07 21:05	BTC	Buy	60711→61712.9	+7.82	timeout
06-07 17:00	BTC	Buy	60754→62029.9	+10.03	timeout
06-07 15:46	BTC	Buy	60847→62028.9	+9.25	timeout
06-07 13:33	BTC	Buy	60690→61791.9	+8.61	timeout
06-07 06:07	BTC	Buy	61024.1→61649.9	+4.73	timeout
06-06 20:10	BTC	Buy	60844→60548	-2.81	timeout
06-06 16:05	BTC	Buy	60197→60820	+4.75	timeout
06-06 15:14	BTC	Buy	60526→60580	-0.00	timeout
06-06 04:27	BTC	Buy	61385.1→59874.1	-12.76	stop_loss
06-05 21:04	BTC	Buy	59263→61864.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60841→59344.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60874→59377.3	-12.75	stop_loss
06-05 18:43	BTC	Buy	61295.1→59787.1	-12.76	stop_loss
06-05 14:06	BTC	Buy	61976.1→60450.7	-12.76	stop_loss
06-05 14:04	BTC	Buy	62099.1→60571.7	-12.75	stop_loss
06-05 13:57	BTC	Buy	62400.1→60865.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62876.1→61329.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62906.1→61359.2	-12.75	stop_loss
06-05 11:49	BTC	Buy	62455.1→62122.9	-3.14	timeout
06-05 06:23	BTC	Buy	62728.1→61184.3	-12.70	stop_loss
06-05 06:23	BTC	Buy	62762.1→61213.3	-12.78	stop_loss
06-05 06:22	BTC	Buy	62872.1→61326.3	-12.73	stop_loss
06-05 06:18	BTC	Buy	63363.2→61799	-12.74	stop_loss
06-05 02:44	BTC	Buy	63385.2→62712.9	-5.71	timeout
06-05 01:23	BTC	Buy	62634.1→63133.8	+3.58	timeout
06-04 11:10	BTC	Buy	63758.2→62189.8	-12.73	stop_loss
06-04 10:28	BTC	Buy	64069.2→62492.6	-12.73	stop_loss
06-04 09:25	BTC	Buy	64524.2→62937.4	-12.74	stop_loss
06-04 01:22	BTC	Buy	64235.2→62655.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64983.2→63385.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65015.3→63416.1	-12.75	stop_loss
06-03 20:45	BTC	Buy	66747.3→65100.2	-12.84	stop_loss
06-03 19:54	BTC	Buy	66955.3→65297.1	-12.86	stop_loss
06-03 19:54	BTC	Buy	67047.4→65397	-12.78	stop_loss
06-03 19:54	BTC	Buy	67049.4→65400	-12.78	stop_loss

Paper vs Live

Paper (trades.jsonl)

103

closed

45%

win rate

-245.27

total pnl ($)

-47.3 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	103	45%	-47.3	-245.27

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 02:02	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…