deribit_basis_mean_reversion_fear_long_v2 · strategy

113

closed trades

44%

win rate

-341.58

total pnl ($)

0.365

weight

7d window — n=32 wr=41% pnl=-145.10 · 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 20:13	BTC	Buy	60254→59585	-5.98	timeout
06-28 19:10	BTC	Buy	60554→59498	-9.16	timeout
06-27 14:57	BTC	Buy	59555→60584	+8.19	timeout
06-26 18:49	BTC	Buy	59426→59605	+0.94	timeout
06-26 17:46	BTC	Buy	59439→60018	+4.33	timeout
06-26 16:45	BTC	Buy	59198→60032	+6.52	timeout
06-26 15:41	BTC	Buy	59227→60396	+9.37	timeout
06-26 14:40	BTC	Buy	59685→59568	-1.48	timeout
06-25 17:43	BTC	Buy	59339→59552	+1.40	timeout
06-25 13:59	BTC	Buy	59549→58081	-12.72	stop_loss
06-25 13:57	BTC	Buy	59762→58277.9	-12.81	stop_loss
06-25 13:54	BTC	Buy	60143→58536.8	-13.75	stop_loss
06-25 13:46	BTC	Buy	61142.1→59638.2	-12.72	stop_loss
06-24 17:47	BTC	Buy	60609→59116.5	-12.75	stop_loss
06-24 16:51	BTC	Buy	61180.1→59674.2	-12.74	stop_loss
06-24 14:19	BTC	Buy	62422.1→60886.5	-12.75	stop_loss
06-24 14:19	BTC	Buy	62529.1→60966.5	-12.94	stop_loss
06-24 14:13	BTC	Buy	62638.1→61094.4	-12.77	stop_loss
06-24 14:13	BTC	Buy	62664.1→61123.4	-12.74	stop_loss
06-24 13:47	BTC	Buy	62811.1→61266.3	-12.75	stop_loss
06-24 10:30	BTC	Buy	62323.1→62516.9	+1.05	timeout
06-24 09:29	BTC	Buy	62480.1→62670.9	+1.00	timeout
06-24 08:28	BTC	Buy	62029.1→62657.9	+4.53	timeout
06-24 07:26	BTC	Buy	62967.1→62675.9	-2.81	timeout
06-24 05:49	BTC	Buy	63362.2→62910.9	-4.07	timeout
06-23 06:21	BTC	Buy	64161.2→62570.6	-12.88	stop_loss
06-23 06:21	BTC	Buy	64233.2→62645.5	-12.84	stop_loss
06-23 01:10	BTC	Buy	63882.2→64232.8	+2.30	timeout
06-23 00:07	BTC	Buy	63478.2→63950.8	+3.31	timeout
06-22 22:31	BTC	Buy	63567.2→63998.8	+2.95	timeout
06-22 09:24	BTC	Buy	63988.2→64107.8	+0.40	timeout
06-22 08:07	BTC	Buy	64135.2→64097.8	-0.74	timeout
06-21 05:53	BTC	Buy	63621.2→64203.8	+4.13	timeout
06-17 06:57	BTC	Buy	66423.3→65575.7	-6.86	timeout
06-16 11:13	BTC	Buy	65936.3→66474.7	+3.57	timeout
06-16 10:10	BTC	Buy	65698.3→66556.7	+6.07	timeout
06-16 09:01	BTC	Buy	65665.3→66763.7	+7.95	timeout
06-16 05:25	BTC	Buy	65803.3→66054.7	+1.51	timeout
06-16 03:57	BTC	Buy	65936.3→66091.7	+0.77	timeout
06-15 10:29	BTC	Buy	64573.2→65695.7	+8.25	timeout
06-15 09:14	BTC	Buy	64407.2→65661.7	+9.31	timeout
06-15 08:14	BTC	Buy	64414.2→65703.7	+9.56	timeout
06-15 04:57	BTC	Buy	64337.2→65626.7	+9.54	timeout
06-15 02:46	BTC	Buy	64466.2→65544.7	+7.88	timeout
06-14 10:19	BTC	Buy	63746.2→64524.8	+5.62	timeout
06-14 09:00	BTC	Buy	63795.2→64429.8	+4.48	timeout
06-14 07:59	BTC	Buy	63801.2→64410.8	+4.18	timeout
06-14 04:40	BTC	Buy	63584.2→64398.8	+6.01	timeout
06-14 01:53	BTC	Buy	63817.2→64602.8	+5.73	timeout
06-13 09:28	BTC	Buy	63716.2→63783.8	-0.01	timeout
06-13 08:25	BTC	Buy	63466.2→63737.8	+1.59	timeout
06-13 07:24	BTC	Buy	63016.2→63713.8	+5.07	timeout
06-12 17:40	BTC	Buy	63204.2→63762.8	+3.96	timeout
06-12 15:02	BTC	Buy	62611.1→64124.8	+11.56	timeout
06-11 12:39	BTC	Buy	61731.1→62755.9	+7.73	timeout
06-11 11:36	BTC	Buy	60968→63133.8	+17.18	timeout
06-11 10:33	BTC	Buy	61371.1→62848.9	+11.44	timeout
06-11 09:28	BTC	Buy	61170.1→62782.9	+12.60	timeout
06-11 08:22	BTC	Buy	61577.1→62801.9	+9.37	timeout
06-09 14:21	BTC	Buy	63162.2→61609.1	-12.75	stop_loss
06-09 14:17	BTC	Buy	63385.2→61826	-12.75	stop_loss
06-09 14:11	BTC	Buy	63507.2→61944.9	-12.75	stop_loss
06-09 13:23	BTC	Buy	63831.2→62261.7	-12.72	stop_loss
06-09 13:19	BTC	Buy	63872.2→62300.7	-12.73	stop_loss
06-09 07:31	BTC	Buy	63214.2→63062.8	-1.70	timeout
06-08 17:26	BTC	Buy	62232.1→63576.8	+10.26	timeout
06-08 16:19	BTC	Buy	62175.1→63938.8	+13.62	timeout
06-08 15:18	BTC	Buy	61754.1→63938.8	+17.19	timeout
06-08 14:17	BTC	Buy	61821.1→63718.8	+14.86	timeout
06-08 06:50	BTC	Buy	62099.1→62904.9	+6.02	timeout
06-07 17:11	BTC	Buy	60654→62215.9	+12.40	timeout
06-07 16:01	BTC	Buy	60756→62063.9	+10.29	timeout
06-07 14:56	BTC	Buy	60870→61890.9	+7.92	timeout
06-07 13:54	BTC	Buy	60750→61740.9	+7.69	timeout
06-07 06:06	BTC	Buy	61042.1→61618.9	+4.32	timeout
06-06 16:06	BTC	Buy	60164→60836	+5.16	timeout
06-06 15:15	BTC	Buy	60496→60547	-0.03	timeout
06-06 04:34	BTC	Buy	60946→59447.3	-12.75	stop_loss
06-06 04:27	BTC	Buy	61396.1→59869.1	-12.89	stop_loss
06-05 21:04	BTC	Buy	59256→61857.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60757→59261.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60763→59268.4	-12.76	stop_loss
06-05 18:43	BTC	Buy	61288.1→59781.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61951.1→60426.7	-12.75	stop_loss
06-05 14:01	BTC	Buy	62149.1→60619.6	-12.76	stop_loss
06-05 13:56	BTC	Buy	62492.1→60954.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62897.1→61349.2	-12.76	stop_loss
06-05 13:49	BTC	Buy	62936.1→61388.2	-12.75	stop_loss
06-05 11:50	BTC	Buy	62465.1→62150.9	-2.99	timeout
06-05 06:23	BTC	Buy	62720.1→61174.3	-12.77	stop_loss
06-05 06:23	BTC	Buy	62727.1→61174.3	-12.77	stop_loss
06-05 06:20	BTC	Buy	63180.2→61616.1	-12.78	stop_loss
06-05 06:03	BTC	Buy	63622.2→62056.9	-12.69	stop_loss
06-05 02:43	BTC	Buy	63330.2→62602.9	-6.16	timeout
06-04 10:49	BTC	Buy	63828.2→62258.7	-12.72	stop_loss
06-04 10:27	BTC	Buy	64156.2→62578.6	-12.73	stop_loss
06-04 09:27	BTC	Buy	64419.2→62832.4	-12.76	stop_loss
06-04 02:03	BTC	Buy	63149.2→61596.1	-12.75	stop_loss
06-04 01:16	BTC	Buy	64516.2→62929.4	-12.75	stop_loss
06-04 00:29	BTC	Buy	65071.3→63471.1	-12.74	stop_loss

Paper vs Live

Paper (trades.jsonl)

113

closed

44%

win rate

-341.58

total pnl ($)

-60.1 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	113	44%	-60.1	-341.58

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…