deribit_basis_mean_reversion_fear_fee_gated · strategy

closed trades

48%

win rate

-121.99

total pnl ($)

1.025

weight

7d window — n=12 wr=50% pnl=-16.68 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 63 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 03:39	BTC	Buy	59830→59730	-1.25	timeout
06-29 20:25	BTC	Buy	59893→60412	+3.81	timeout
06-28 12:49	BTC	Buy	60129→60238	+0.44	timeout
06-28 06:21	BTC	Buy	60467→59898	-5.15	timeout
06-27 07:16	BTC	Buy	59941→60318	+2.69	timeout
06-26 20:02	BTC	Buy	60404→59817	-5.35	timeout
06-26 13:44	BTC	Buy	59272→59457	+1.09	timeout
06-26 01:56	BTC	Buy	58675.9→59392	+5.68	timeout
06-25 13:54	BTC	Buy	60730→58568.8	-18.19	stop_loss
06-25 05:45	BTC	Buy	59279→61485.9	+18.18	timeout
06-24 15:44	BTC	Buy	62743.1→60510.7	-18.21	stop_loss
06-23 20:22	BTC	Buy	62428.1→62432.9	-0.41	timeout
06-23 04:52	BTC	Buy	64629.2→63695.8	-7.69	timeout
06-22 22:11	BTC	Buy	64202.2→64329.8	+0.54	timeout
06-22 16:02	BTC	Buy	63843.2→64708.8	+6.34	timeout
06-22 09:44	BTC	Buy	63846.2→64085.8	+1.38	timeout
06-21 15:35	BTC	Buy	64323.2→64163.8	-1.68	timeout
06-21 09:25	BTC	Buy	63956.2→64017.8	-0.03	timeout
06-21 03:27	BTC	Buy	64166.2→64394.8	+1.33	timeout
06-20 10:28	BTC	Buy	63268.2→63633.8	+2.41	timeout
06-19 13:55	BTC	Buy	62992.1→63153.8	+0.88	timeout
06-19 07:52	BTC	Buy	62942.1→62645.9	-2.66	timeout
06-19 01:42	BTC	Buy	63926.2→62858.9	-8.75	timeout
06-18 19:16	BTC	Buy	64144.2→62661.9	-11.89	timeout
06-18 13:17	BTC	Buy	64689.2→64382.8	-2.83	timeout
06-18 07:10	BTC	Buy	65112.3→63996.8	-9.02	timeout
06-18 01:08	BTC	Buy	64975.2→64691.8	-2.68	timeout
06-17 19:08	BTC	Buy	65565.3→65297.7	-2.53	timeout
06-17 13:02	BTC	Buy	65762.3→65026.7	-6.07	timeout
06-17 07:01	BTC	Buy	65803.3→65562.7	-2.29	timeout
06-17 01:00	BTC	Buy	66397.3→65688.7	-5.82	timeout
06-16 18:59	BTC	Buy	66411.3→65810.7	-5.01	timeout
06-16 06:05	BTC	Buy	66801.3→66077.7	-5.84	timeout
06-15 20:08	BTC	Buy	65678.3→66551.7	+6.17	timeout
06-15 03:13	BTC	Buy	64077.2→65665.7	+11.93	timeout
06-14 07:11	BTC	Buy	64152.2→64214.8	+0.04	timeout
06-13 23:07	BTC	Buy	63853.2→64424.8	+4.01	timeout
06-13 16:49	BTC	Buy	63620.2→63947.8	+2.12	timeout
06-12 21:50	BTC	Buy	63812.2→63457.8	-3.25	timeout
06-12 15:38	BTC	Buy	63455.2→63859.8	+2.70	timeout
06-12 09:00	BTC	Buy	63383.2→63426.8	-0.14	timeout
06-12 03:00	BTC	Buy	62723.1→63600.8	+6.50	timeout
06-10 20:23	BTC	Buy	61559.1→61835.9	+1.78	timeout
06-10 07:01	BTC	Buy	61726.1→62016.9	+1.96	timeout
06-10 00:19	BTC	Buy	62769.1→62016.9	-6.39	timeout
06-09 03:35	BTC	Buy	63804.2→62674.9	-9.29	timeout
06-08 14:44	BTC	Buy	63031.2→63850.8	+6.03	timeout
06-07 14:24	BTC	Buy	61287.1→62033.9	+5.63	timeout
06-07 08:03	BTC	Buy	60539→62395.9	+14.93	timeout
06-07 01:33	BTC	Buy	60712→61497.9	+5.99	timeout
06-06 06:36	BTC	Buy	60124→61025.9	+7.04	timeout
06-05 14:26	BTC	Buy	62610.1→60380.8	-18.25	stop_loss
06-04 21:53	BTC	Buy	62916.1→63366.8	+3.15	timeout
06-04 16:59	BTC	Buy	64367.2→63525.8	-7.03	timeout
06-04 01:22	BTC	Buy	64973.2→62659.5	-18.26	stop_loss
06-03 23:08	BTC	Buy	66763.3→64387.6	-18.23	stop_loss
06-03 16:39	BTC	Buy	66354.3→65817.7	-4.52	timeout
06-03 11:32	BTC	Buy	66360.3→67230.6	+6.04	timeout
06-03 03:56	BTC	Buy	67284.4→65913.7	-10.64	timeout
06-02 14:27	BTC	Buy	70036.5→67479.9	-18.72	stop_loss
06-02 14:09	BTC	Buy	70939.5→68409.4	-18.31	stop_loss
05-29 19:48	BTC	Buy	73376.7→73616.3	+1.16	timeout
05-29 02:41	BTC	Buy	72967.6→73400.3	+2.45	timeout

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

-121.99

total pnl ($)

-38.6 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	63	48%	-38.6	-121.99

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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