deribit_basis_mean_reversion_fear_gated_v3 · strategy

107

closed trades

43%

win rate

-302.86

total pnl ($)

0.404

weight

7d window — n=23 wr=35% pnl=-115.17 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 07:04	BTC	Buy	59991→59587	-3.80	timeout
06-29 02:57	BTC	Buy	60147→59755	-3.75	timeout
06-29 01:54	BTC	Buy	60229→59455	-6.91	timeout
06-28 19:45	BTC	Buy	60156→59409	-6.65	timeout
06-28 18:40	BTC	Buy	60530→59566	-8.39	timeout
06-28 01:10	BTC	Buy	59938→59977	-0.12	timeout
06-27 23:30	BTC	Buy	59926→59951	-0.19	timeout
06-27 21:58	BTC	Buy	59908→60170	+1.80	timeout
06-26 19:58	BTC	Buy	59302→59813	+3.78	timeout
06-26 19:00	BTC	Buy	59430→59591	+0.79	timeout
06-26 18:00	BTC	Buy	59642→60009	+2.51	timeout
06-26 16:54	BTC	Buy	59233→60060	+6.43	timeout
06-26 15:45	BTC	Buy	59301→60322	+8.04	timeout
06-25 17:41	BTC	Buy	59416→59589	+1.03	timeout
06-25 13:58	BTC	Buy	59651→58184	-12.65	stop_loss
06-25 13:57	BTC	Buy	59753→58283.9	-12.64	stop_loss
06-25 13:55	BTC	Buy	59875→58402.9	-12.66	stop_loss
06-25 13:53	BTC	Buy	60365→58880.6	-12.64	stop_loss
06-24 16:47	BTC	Buy	61474.1→59951	-12.81	stop_loss
06-24 14:19	BTC	Buy	62417.1→60880.5	-12.75	stop_loss
06-24 14:17	BTC	Buy	62597.1→61057.4	-12.71	stop_loss
06-24 13:48	BTC	Buy	62799.1→61254.3	-12.73	stop_loss
06-24 13:45	BTC	Buy	62886.1→61337.2	-12.76	stop_loss
06-24 08:22	BTC	Buy	62481.1→62637.9	+0.79	timeout
06-17 04:47	BTC	Buy	65865.3→65957.7	+0.22	timeout
06-16 14:44	BTC	Buy	66506.3→65633.7	-7.09	timeout
06-16 13:50	BTC	Buy	66624.3→66097.7	-4.49	timeout
06-16 12:49	BTC	Buy	66481.3→66416.7	-1.02	timeout
06-16 11:41	BTC	Buy	66194.3→66363.7	+0.75	timeout
06-16 03:21	BTC	Buy	67221.4→65567.9	-12.73	stop_loss
06-15 14:07	BTC	Buy	64319.2→66333.7	+15.22	timeout
06-15 13:16	BTC	Buy	63897.2→66702.7	+21.52	take_profit
06-15 13:02	BTC	Buy	64339.2→66458.7	+16.04	timeout
06-15 11:56	BTC	Buy	64552.2→66206.7	+12.38	timeout
06-15 10:52	BTC	Buy	64538.2→65726.7	+8.76	timeout
06-14 19:48	BTC	Buy	64276.2→63724.8	-4.79	timeout
06-14 13:24	BTC	Buy	64176.2→64296.8	+0.49	timeout
06-14 12:21	BTC	Buy	63924.2→64468.8	+3.81	timeout
06-14 11:16	BTC	Buy	63943.2→64524.8	+4.11	timeout
06-14 10:14	BTC	Buy	63750.2→64500.8	+5.41	timeout
06-13 18:45	BTC	Buy	63841.2→64245.8	+2.72	timeout
06-13 13:12	BTC	Buy	63399.2→64139.8	+5.32	timeout
06-13 12:03	BTC	Buy	63718.2→63939.8	+1.21	timeout
06-13 11:02	BTC	Buy	63770.2→63814.8	-0.20	timeout
06-13 09:54	BTC	Buy	63776.2→63719.8	-0.97	timeout
06-12 17:58	BTC	Buy	63516.2→63797.8	+1.76	timeout
06-12 12:37	BTC	Buy	62774.1→63468.8	+5.01	timeout
06-12 11:23	BTC	Buy	63136.2→63807.8	+4.79	timeout
06-12 10:16	BTC	Buy	62891.1→63732.8	+6.14	timeout
06-12 09:16	BTC	Buy	62780.1→63553.8	+5.64	timeout
06-11 17:21	BTC	Buy	62092.1→62349.9	+1.54	timeout
06-11 11:21	BTC	Buy	61165.1→63116.8	+15.38	timeout
06-11 10:19	BTC	Buy	61172.1→62790.9	+12.63	timeout
06-11 09:16	BTC	Buy	61035.1→62767.9	+13.61	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.93	timeout
06-10 16:40	BTC	Buy	60819→62317.9	+11.78	timeout
06-09 14:46	BTC	Buy	62744.1→61201.3	-12.75	stop_loss
06-09 14:20	BTC	Buy	63263.2→61705	-12.77	stop_loss
06-09 14:19	BTC	Buy	63269.2→61713	-12.75	stop_loss
06-09 14:11	BTC	Buy	63568.2→62000.9	-12.78	stop_loss
06-09 13:36	BTC	Buy	63711.2→62144.8	-12.72	stop_loss
06-09 06:41	BTC	Buy	62956.1→63308.8	+2.30	timeout
06-09 00:48	BTC	Buy	63995.2→62421.7	-12.75	stop_loss
06-08 22:18	BTC	Buy	63440.2→63219.8	-2.22	timeout
06-08 17:56	BTC	Buy	62170.1→63462.8	+9.84	timeout
06-08 14:57	BTC	Buy	61909.1→64029.8	+16.64	timeout
06-08 13:56	BTC	Buy	61765.1→63723.8	+15.36	timeout
06-08 06:30	BTC	Buy	62002.1→63035.8	+7.87	timeout
06-07 21:22	BTC	Buy	60921→61730.9	+6.22	timeout
06-07 16:57	BTC	Buy	60700→61976.9	+10.04	timeout
06-07 14:42	BTC	Buy	60936→62014.9	+8.38	timeout
06-07 13:32	BTC	Buy	60686→61865.9	+9.25	timeout
06-07 06:06	BTC	Buy	61043.1→61618.9	+4.31	timeout
06-06 20:09	BTC	Buy	60857→60528	-3.08	timeout
06-06 16:05	BTC	Buy	60188→60820	+4.82	timeout
06-06 04:27	BTC	Buy	61371.1→59860.1	-12.76	stop_loss
06-05 21:04	BTC	Buy	59303→61906.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60591→59100.5	-12.76	stop_loss
06-05 18:52	BTC	Buy	60799→59303.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60821→59325.4	-12.75	stop_loss
06-05 18:43	BTC	Buy	61292.1→59785.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61993.1→60466.7	-12.76	stop_loss
06-05 13:57	BTC	Buy	62349.1→60815.5	-12.75	stop_loss
06-05 13:56	BTC	Buy	62510.1→60972.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62811.1→61266.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62959.1→61408.2	-12.77	stop_loss
06-05 06:23	BTC	Buy	62723.1→61175.3	-12.73	stop_loss
06-05 06:23	BTC	Buy	62775.1→61229.3	-12.76	stop_loss
06-05 06:22	BTC	Buy	62885.1→61338.2	-12.74	stop_loss
06-05 06:21	BTC	Buy	63081.2→61524.1	-12.79	stop_loss
06-05 06:19	BTC	Buy	63290.2→61732	-12.71	stop_loss
06-05 03:11	BTC	Buy	63850.2→62279.7	-12.72	stop_loss
06-05 02:44	BTC	Buy	63384.2→62714.9	-5.69	timeout
06-05 01:25	BTC	Buy	62772.1→63245.8	+3.36	timeout
06-04 10:49	BTC	Buy	63820.2→62250.7	-12.73	stop_loss
06-04 10:30	BTC	Buy	63976.2→62402.7	-12.72	stop_loss
06-04 09:22	BTC	Buy	64597.2→63008.3	-12.74	stop_loss
06-04 01:22	BTC	Buy	64185.2→62606.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64931.2→63334.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65042.3→63443.1	-12.74	stop_loss

Paper vs Live

Paper (trades.jsonl)

107

closed

43%

win rate

-302.86

total pnl ($)

-56.3 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	107	43%	-56.3	-302.86

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…