deribit_basis_mean_reversion_fear_gated_v5 · strategy

108

closed trades

42%

win rate

-406.50

total pnl ($)

0.546

weight

7d window — n=23 wr=48% pnl=-87.61 · 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 02:52	BTC	Buy	59695→59993	+2.12	timeout
06-30 01:03	BTC	Buy	59495→59781	+2.02	timeout
06-29 23:41	BTC	Buy	59766→60231	+3.47	timeout
06-28 21:52	BTC	Buy	60144→59347	-7.09	timeout
06-28 19:50	BTC	Buy	60180→59352	-7.31	timeout
06-28 17:43	BTC	Buy	60592→59522	-9.25	timeout
06-27 20:52	BTC	Buy	59754→60258	+3.83	timeout
06-27 19:37	BTC	Buy	59900→60055	+0.89	timeout
06-27 15:42	BTC	Buy	60431→60770	+2.37	timeout
06-26 19:25	BTC	Buy	59220→59910	+5.26	timeout
06-26 15:06	BTC	Buy	59191→59564	+2.65	timeout
06-26 14:12	BTC	Buy	59416→59962	+4.10	timeout
06-25 18:04	BTC	Buy	59436→59607	+1.02	timeout
06-25 13:54	BTC	Buy	60004→58519.8	-12.76	stop_loss
06-25 13:53	BTC	Buy	60274→58775.7	-12.82	stop_loss
06-24 17:20	BTC	Buy	60975→59472.3	-12.76	stop_loss
06-24 16:51	BTC	Buy	61325.1→59817.1	-12.72	stop_loss
06-24 14:17	BTC	Buy	62599.1→61057.4	-12.76	stop_loss
06-24 13:57	BTC	Buy	62752.1→61203.3	-12.79	stop_loss
06-24 13:45	BTC	Buy	62876.1→61330.3	-12.74	stop_loss
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.54	timeout
06-24 07:52	BTC	Buy	62899.1→62608.9	-2.81	timeout
06-24 06:50	BTC	Buy	62911.1→62715.9	-2.06	timeout
06-23 06:26	BTC	Buy	64065.2→62595.9	-11.95	timeout
06-23 06:21	BTC	Buy	64146.2→62567.6	-12.79	stop_loss
06-23 06:21	BTC	Buy	64310.2→62722.5	-12.83	stop_loss
06-22 06:10	BTC	Buy	64177.2→64269.8	+0.25	timeout
06-22 04:40	BTC	Buy	64517.2→63979.8	-4.65	timeout
06-22 03:36	BTC	Buy	64290.2→64190.8	-1.30	timeout
06-21 03:46	BTC	Buy	63446.2→64393.8	+7.02	timeout
06-21 02:10	BTC	Buy	63477.2→64222.8	+5.38	timeout
06-20 22:25	BTC	Buy	63272.2→64152.8	+6.51	timeout
06-20 00:35	BTC	Buy	62992.1→63732.8	+5.39	timeout
06-19 21:27	BTC	Buy	62923.1→63148.8	+1.29	timeout
06-19 20:24	BTC	Buy	63103.2→62994.9	-1.35	timeout
06-18 15:40	BTC	Buy	64182.2→62603.6	-12.74	stop_loss
06-18 15:40	BTC	Buy	64179.2→62600.6	-12.73	stop_loss
06-18 15:37	BTC	Buy	64445.2→62843.4	-12.85	stop_loss
06-18 09:27	BTC	Buy	65023.3→64260.8	-6.35	timeout
06-17 19:50	BTC	Buy	65602.3→63975.8	-12.86	stop_loss
06-17 19:40	BTC	Buy	65824.3→64205.7	-12.77	stop_loss
06-17 08:39	BTC	Buy	66547.3→64910.3	-12.74	stop_loss
06-17 05:42	BTC	Buy	66073.3→65892.7	-1.85	timeout
06-17 04:41	BTC	Buy	65857.3→65899.7	-0.17	timeout
06-16 09:16	BTC	Buy	65691.3→66681.7	+7.11	timeout
06-16 03:59	BTC	Buy	65888.3→66112.7	+1.29	timeout
06-16 00:20	BTC	Buy	65703.3→66347.7	+4.53	timeout
06-15 08:07	BTC	Buy	64410.2→65702.7	+9.59	timeout
06-15 03:34	BTC	Buy	64506.2→65695.7	+8.73	timeout
06-14 21:50	BTC	Buy	64463.2→65542.7	+7.88	timeout
06-14 07:59	BTC	Buy	63801.2→64410.8	+4.23	timeout
06-14 01:47	BTC	Buy	63813.2→64598.8	+5.74	timeout
06-13 21:33	BTC	Buy	63556.2→64244.8	+4.94	timeout
06-13 06:13	BTC	Buy	63270.2→63556.8	+1.81	timeout
06-12 18:53	BTC	Buy	63513.2→63757.8	+1.46	timeout
06-12 12:28	BTC	Buy	62711.1→63461.8	+5.46	timeout
06-12 02:03	BTC	Buy	62177.1→63466.8	+9.81	timeout
06-11 18:02	BTC	Buy	61091.1→63773.8	+21.42	take_profit
06-11 08:15	BTC	Buy	61601.1→62781.9	+8.99	timeout
06-10 22:18	BTC	Buy	62595.1→61055.4	-12.75	stop_loss
06-10 16:16	BTC	Buy	60977→62396.9	+11.16	timeout
06-10 15:15	BTC	Buy	61666.1→61871.9	+1.17	timeout
06-09 15:57	BTC	Buy	62524.1→60986.4	-12.84	stop_loss
06-09 14:30	BTC	Buy	63013.2→61457.2	-12.81	stop_loss
06-09 14:19	BTC	Buy	63269.2→61713	-12.76	stop_loss
06-08 23:27	BTC	Buy	63191.2→63095.8	-1.23	timeout
06-08 22:26	BTC	Buy	63046.2→63296.8	+1.51	timeout
06-08 21:30	BTC	Buy	61756.1→63691.8	+15.19	timeout
06-07 20:48	BTC	Buy	60649→61787.9	+8.96	timeout
06-07 12:16	BTC	Buy	61037.1→62200.9	+9.06	timeout
06-07 10:43	BTC	Buy	60391→62326.9	+15.60	timeout
06-06 19:51	BTC	Buy	60287→60587	+2.10	timeout
06-06 04:14	BTC	Buy	61553.1→60039	-12.76	stop_loss
06-06 04:12	BTC	Buy	61729.1→60208.9	-12.77	stop_loss
06-05 18:52	BTC	Buy	60794→59299.4	-12.75	stop_loss
06-05 15:39	BTC	Buy	61595.1→60069.9	-12.82	stop_loss
06-05 13:51	BTC	Buy	62698.1→61152.3	-12.78	stop_loss
06-05 13:49	BTC	Buy	62716.1→61170.3	-12.78	stop_loss
06-05 06:24	BTC	Buy	62700.1→61150.4	-12.80	stop_loss
06-05 06:21	BTC	Buy	63123.2→61566.1	-12.78	stop_loss
06-05 06:20	BTC	Buy	63226.2→61671.1	-12.71	stop_loss
06-05 03:11	BTC	Buy	63846.2→62268.7	-12.77	stop_loss
06-05 01:43	BTC	Buy	62843.1→63343.8	+3.55	timeout
06-04 10:49	BTC	Buy	63821.2→62251.7	-12.72	stop_loss
06-04 09:30	BTC	Buy	64252.2→62669.5	-12.76	stop_loss
06-04 01:22	BTC	Buy	64199.2→62620.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65103.3→63502.1	-12.75	stop_loss
06-03 20:46	BTC	Buy	66676.3→65025.2	-12.88	stop_loss
06-03 19:55	BTC	Buy	66817.3→65167.1	-12.83	stop_loss
06-03 19:51	BTC	Buy	67148.4→65495	-12.80	stop_loss
06-03 03:50	BTC	Buy	67014.4→65364	-12.77	stop_loss
06-03 03:34	BTC	Buy	67603.4→65927.7	-12.85	stop_loss
06-02 20:28	BTC	Buy	68550.4→66863.2	-12.75	stop_loss
06-02 14:27	BTC	Buy	69473.5→67763.7	-12.76	stop_loss
06-02 14:10	BTC	Buy	69994.5→68272.4	-12.76	stop_loss
06-02 02:07	BTC	Buy	71980.6→70206.4	-12.85	stop_loss
06-01 22:25	BTC	Buy	73515.7→71211.8	-16.25	stop_loss
06-01 22:25	BTC	Buy	73979.7→71211.8	-19.30	stop_loss
06-01 04:36	BTC	Buy	74174.7→73419.3	-5.57	timeout
05-31 18:52	BTC	Buy	73970.7→73576.3	-3.17	timeout

Paper vs Live

Paper (trades.jsonl)

108

closed

42%

win rate

-406.50

total pnl ($)

-74.9 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	108	42%	-74.9	-406.50

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…