deribit_basis_mean_reversion_fear_long_v3 · strategy

107

closed trades

42%

win rate

-288.95

total pnl ($)

0.456

weight

7d window — n=23 wr=35% pnl=-115.86 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 02:58	BTC	Buy	60152→59690	-4.33	timeout
06-29 01:54	BTC	Buy	60230→59454	-6.92	timeout
06-28 19:43	BTC	Buy	60172→59411	-6.76	timeout
06-28 18:40	BTC	Buy	60530→59567	-8.38	timeout
06-28 01:10	BTC	Buy	59938→59977	-0.12	timeout
06-27 23:30	BTC	Buy	59926→59952	-0.18	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
06-18 04:11	BTC	Buy	65348.3→63738.9	-12.77	stop_loss
06-17 05:24	BTC	Buy	66065.3→65769.7	-2.71	timeout
06-16 17:38	BTC	Buy	66825.3→65754.7	-8.54	timeout
06-16 15:22	BTC	Buy	66630.3→65712.7	-7.43	timeout
06-16 14:18	BTC	Buy	66504.3→65731.7	-6.34	timeout
06-16 13:23	BTC	Buy	66856.3→66117.7	-6.06	timeout
06-16 03:21	BTC	Buy	67223.4→65569.9	-12.73	stop_loss
06-15 13:46	BTC	Buy	64324.2→66528.7	+16.69	timeout
06-15 13:16	BTC	Buy	63894.2→66701.7	+21.54	take_profit
06-15 13:06	BTC	Buy	63805.2→66609.7	+21.54	take_profit
06-15 12:41	BTC	Buy	64318.2→66300.7	+14.98	timeout
06-15 11:34	BTC	Buy	64592.2→66208.7	+12.07	timeout
06-14 19:23	BTC	Buy	64152.2→63776.8	-3.42	timeout
06-14 14:05	BTC	Buy	64142.2→64292.8	+0.72	timeout
06-14 13:01	BTC	Buy	64113.2→64358.8	+1.47	timeout
06-14 11:57	BTC	Buy	63935.2→64541.8	+4.31	timeout
06-14 10:54	BTC	Buy	63816.2→64530.8	+5.14	timeout
06-13 18:30	BTC	Buy	63750.2→64177.8	+2.90	timeout
06-13 13:05	BTC	Buy	63403.2→64073.8	+4.77	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 09:55	BTC	Buy	63756.2→63728.8	-0.75	timeout
06-12 17:41	BTC	Buy	63316.2→63808.8	+3.42	timeout
06-12 12:28	BTC	Buy	62695.1→63459.8	+5.58	timeout
06-12 11:27	BTC	Buy	63103.2→63805.8	+5.04	timeout
06-12 10:17	BTC	Buy	62853.1→63719.8	+6.35	timeout
06-12 09:10	BTC	Buy	62851.1→63463.8	+4.36	timeout
06-11 17:21	BTC	Buy	62111.1→62349.9	+1.41	timeout
06-11 11:21	BTC	Buy	61165.1→63105.8	+15.28	timeout
06-11 10:19	BTC	Buy	61156.1→62788.9	+12.77	timeout
06-11 09:17	BTC	Buy	61054.1→62770.9	+13.50	timeout
06-11 08:16	BTC	Buy	61658.1→62766.9	+8.42	timeout
06-10 16:38	BTC	Buy	60955→62275.9	+10.29	timeout
06-09 14:46	BTC	Buy	62733.1→61188.3	-12.78	stop_loss
06-09 14:46	BTC	Buy	62803.1→61257.3	-12.76	stop_loss
06-09 14:18	BTC	Buy	63339.2→61772	-12.83	stop_loss
06-09 14:11	BTC	Buy	63561.2→61997.9	-12.76	stop_loss
06-09 13:23	BTC	Buy	63800.2→62228.8	-12.76	stop_loss
06-09 06:51	BTC	Buy	62949.1→63258.8	+1.95	timeout
06-09 05:49	BTC	Buy	62511.1→63411.8	+6.71	timeout
06-09 00:31	BTC	Buy	64163.2→62583.6	-12.77	stop_loss
06-08 17:55	BTC	Buy	62153.1→63444.8	+9.85	timeout
06-08 14:55	BTC	Buy	61887.1→63847.8	+15.35	timeout
06-08 13:54	BTC	Buy	61761.1→63770.8	+15.78	timeout
06-08 06:30	BTC	Buy	62002.1→63035.8	+7.87	timeout
06-08 05:15	BTC	Buy	64021.2→62444.6	-12.76	stop_loss
06-07 21:22	BTC	Buy	60921→61730.9	+6.22	timeout
06-07 16:58	BTC	Buy	60728→62023.9	+10.19	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 20:10	BTC	Buy	60849→60561	-2.75	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	59297→61899.9	+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 13:59	BTC	Buy	62192.1→60662.6	-12.75	stop_loss
06-05 13:57	BTC	Buy	62314.1→60781.6	-12.75	stop_loss
06-05 13:56	BTC	Buy	62510.1→60971.4	-12.76	stop_loss
06-05 13:49	BTC	Buy	62959.1→61408.2	-12.77	stop_loss
06-05 11:49	BTC	Buy	62426.1→62179.9	-2.45	timeout
06-05 10:27	BTC	Buy	62593.1→62539.9	-0.89	timeout
06-05 06:23	BTC	Buy	62775.1→61221.3	-12.82	stop_loss
06-05 06:22	BTC	Buy	62885.1→61338.2	-12.74	stop_loss
06-05 06:19	BTC	Buy	63290.2→61731	-12.72	stop_loss
06-05 02:42	BTC	Buy	63332.2→62837.9	-4.32	timeout
06-05 01:27	BTC	Buy	62751.1→63272.8	+3.75	timeout
06-04 10:29	BTC	Buy	64003.2→62429.6	-12.72	stop_loss
06-04 10:27	BTC	Buy	64180.2→62582.6	-12.87	stop_loss
06-04 09:18	BTC	Buy	64651.2→63061.3	-12.74	stop_loss
06-04 01:22	BTC	Buy	64193.2→62614.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64941.2→63344.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65103.3→63502.1	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

107

closed

42%

win rate

-288.95

total pnl ($)

-53.7 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	42%	-53.7	-288.95

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…