deribit_basis_mean_reversion_fear_long · strategy

closed trades

46%

win rate

-224.72

total pnl ($)

0.459

weight

7d window — n=17 wr=29% pnl=-115.38 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 94 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 21:14	BTC	Buy	60363→59646	-6.40	timeout
06-28 20:12	BTC	Buy	60257→59539	-6.39	timeout
06-28 19:10	BTC	Buy	60554→59498	-9.16	timeout
06-26 19:58	BTC	Buy	59302→59813	+3.78	timeout
06-26 18:59	BTC	Buy	59469→59632	+0.81	timeout
06-26 18:00	BTC	Buy	59642→60009	+2.51	timeout
06-26 16:53	BTC	Buy	59277→60023	+5.74	timeout
06-26 15:45	BTC	Buy	59301→60322	+8.05	timeout
06-25 13:58	BTC	Buy	59612→58146	-12.64	stop_loss
06-25 13:57	BTC	Buy	59696→58228	-12.65	stop_loss
06-25 13:57	BTC	Buy	59741→58271.9	-12.66	stop_loss
06-25 13:53	BTC	Buy	60275→58792.6	-12.64	stop_loss
06-25 13:48	BTC	Buy	60818→59321.4	-12.67	stop_loss
06-24 17:20	BTC	Buy	60927→59420.3	-12.80	stop_loss
06-24 16:51	BTC	Buy	61223.1→59717.1	-12.73	stop_loss
06-24 16:06	BTC	Buy	61677.1→60156.9	-12.76	stop_loss
06-24 13:47	BTC	Buy	62824.1→61276.3	-12.77	stop_loss
06-16 17:36	BTC	Buy	66761.3→65750.7	-8.09	timeout
06-16 15:21	BTC	Buy	66668.3→65740.7	-7.48	timeout
06-16 14:23	BTC	Buy	67123.4→65473	-12.82	stop_loss
06-16 14:17	BTC	Buy	66481.3→65836.7	-5.38	timeout
06-16 12:12	BTC	Buy	66257.3→66497.7	+1.29	timeout
06-15 13:44	BTC	Buy	64356.2→66508.7	+16.28	timeout
06-15 13:20	BTC	Buy	64008.2→66820.7	+21.54	take_profit
06-15 12:55	BTC	Buy	63781.2→66581.7	+21.52	take_profit
06-15 12:39	BTC	Buy	64314.2→66299.7	+15.01	timeout
06-15 11:31	BTC	Buy	64564.2→66169.7	+12.00	timeout
06-14 19:20	BTC	Buy	64154.2→63821.8	-3.09	timeout
06-14 14:59	BTC	Buy	64209.2→63939.8	-2.56	timeout
06-14 12:53	BTC	Buy	64076.2→64275.8	+1.10	timeout
06-14 11:50	BTC	Buy	63881.2→64577.8	+5.01	timeout
06-14 10:46	BTC	Buy	63859.2→64547.8	+4.94	timeout
06-13 18:49	BTC	Buy	63819.2→64171.8	+2.31	timeout
06-13 14:14	BTC	Buy	63414.2→64155.8	+5.35	timeout
06-13 12:01	BTC	Buy	63621.2→63939.8	+1.97	timeout
06-13 11:00	BTC	Buy	63660.2→63816.8	+0.68	timeout
06-13 09:53	BTC	Buy	63769.2→63727.8	-0.85	timeout
06-12 17:58	BTC	Buy	63450.2→63826.8	+2.51	timeout
06-12 12:06	BTC	Buy	63081.2→63633.8	+3.86	timeout
06-12 11:01	BTC	Buy	63084.2→63646.8	+3.94	timeout
06-12 09:57	BTC	Buy	62875.1→63778.8	+6.65	timeout
06-12 08:58	BTC	Buy	62908.1→63448.8	+3.78	timeout
06-11 16:54	BTC	Buy	62171.1→62627.9	+3.16	timeout
06-11 11:20	BTC	Buy	61054.1→63079.8	+16.01	timeout
06-11 10:19	BTC	Buy	61137.1→62805.9	+13.05	timeout
06-11 09:16	BTC	Buy	61032.1→62767.9	+13.65	timeout
06-11 08:14	BTC	Buy	61586.1→62789.9	+9.20	timeout
06-10 16:40	BTC	Buy	60791→62316.9	+12.02	timeout
06-09 14:21	BTC	Buy	63153.2→61591.1	-12.82	stop_loss
06-09 14:11	BTC	Buy	63492.2→61926.9	-12.78	stop_loss
06-09 14:11	BTC	Buy	63500.2→61938.9	-12.74	stop_loss
06-09 14:11	BTC	Buy	63561.2→61997.9	-12.75	stop_loss
06-09 13:19	BTC	Buy	63849.2→62277.7	-12.73	stop_loss
06-09 07:17	BTC	Buy	63112.2→63284.8	+0.86	timeout
06-08 18:45	BTC	Buy	62179.1→63463.8	+9.82	timeout
06-08 17:44	BTC	Buy	62249.1→63363.8	+8.40	timeout
06-08 16:44	BTC	Buy	62163.1→63629.8	+11.25	timeout
06-08 15:44	BTC	Buy	62096.1→63835.8	+13.50	timeout
06-08 06:23	BTC	Buy	61822.1→63039.8	+9.39	timeout
06-07 18:38	BTC	Buy	60613→62157.9	+12.34	timeout
06-07 17:21	BTC	Buy	60697→62236.9	+12.21	timeout
06-07 16:14	BTC	Buy	60756→62136.9	+10.81	timeout
06-07 15:10	BTC	Buy	60668→61757.9	+8.52	timeout
06-07 06:05	BTC	Buy	61165.1→61629.9	+3.40	timeout
06-06 16:04	BTC	Buy	60224→60888	+5.12	timeout
06-06 04:15	BTC	Buy	61497.1→59981	-12.78	stop_loss
06-05 21:04	BTC	Buy	59330→61934.9	+21.50	take_profit
06-05 19:17	BTC	Buy	60559→59069.5	-12.75	stop_loss
06-05 18:52	BTC	Buy	60773→59278.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60841→59344.3	-12.76	stop_loss
06-05 18:43	BTC	Buy	61292.1→59785.1	-12.75	stop_loss
06-05 14:26	BTC	Buy	61904.1→60381.8	-12.74	stop_loss
06-05 14:01	BTC	Buy	62149.1→60619.6	-12.76	stop_loss
06-05 13:57	BTC	Buy	62377.1→60843.5	-12.74	stop_loss
06-05 13:49	BTC	Buy	62857.1→61308.3	-12.77	stop_loss
06-05 13:49	BTC	Buy	62876.1→61330.3	-12.75	stop_loss
06-05 11:06	BTC	Buy	62529.1→62393.9	-1.57	timeout
06-05 06:23	BTC	Buy	62778.1→61213.3	-12.90	stop_loss
06-05 06:16	BTC	Buy	63452.2→61885.9	-12.73	stop_loss
06-05 06:03	BTC	Buy	63628.2→62058.9	-12.73	stop_loss
06-05 06:00	BTC	Buy	63751.2→62181.8	-12.72	stop_loss
06-05 02:19	BTC	Buy	62460.1→63065.8	+4.40	timeout
06-04 10:48	BTC	Buy	63889.2→62317.7	-12.73	stop_loss
06-04 10:28	BTC	Buy	64089.2→62509.6	-12.75	stop_loss
06-04 09:23	BTC	Buy	64570.2→62980.3	-12.76	stop_loss
06-04 02:03	BTC	Buy	63082.2→61531.1	-12.74	stop_loss
06-04 01:16	BTC	Buy	64504.2→62917.4	-12.75	stop_loss
06-04 00:25	BTC	Buy	65449.3→63839.9	-12.74	stop_loss
06-03 20:44	BTC	Buy	66782.3→65139.2	-12.77	stop_loss
06-03 19:55	BTC	Buy	66843.3→65173.1	-12.98	stop_loss
06-03 19:52	BTC	Buy	67139.4→65487	-12.78	stop_loss
06-03 16:27	BTC	Buy	67162.4→65504	-12.82	stop_loss
06-03 16:23	BTC	Buy	67348.4→65684.9	-12.82	stop_loss
06-03 03:43	BTC	Buy	67398.4→65739.8	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

-224.72

total pnl ($)

-47.4 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	94	46%	-47.4	-224.72

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…