deribit_basis_mean_reversion_long_v15 · strategy

143

closed trades

41%

win rate

-572.33

total pnl ($)

0.250

weight

7d window — n=37 wr=32% pnl=-216.24 · 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 22:53	BTC	Buy	60412→58864.6	-13.27	stop_loss
06-28 21:58	BTC	Buy	60177→59367	-7.20	timeout
06-28 20:50	BTC	Buy	60255→59629	-5.63	timeout
06-28 19:50	BTC	Buy	60163→59331	-7.35	timeout
06-28 18:47	BTC	Buy	60527→59591	-8.16	timeout
06-27 21:14	BTC	Buy	59734→60362	+4.87	timeout
06-27 20:12	BTC	Buy	59680→60247	+4.36	timeout
06-27 19:12	BTC	Buy	59946→60565	+4.74	timeout
06-27 15:40	BTC	Buy	60422→60787	+2.58	timeout
06-26 18:55	BTC	Buy	59496→59587	+0.20	timeout
06-26 17:54	BTC	Buy	59565→59978	+2.93	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	59555→58031.1	-13.19	stop_loss
06-25 13:57	BTC	Buy	59762→58233	-13.19	stop_loss
06-25 13:54	BTC	Buy	60143→58539.8	-13.72	stop_loss
06-25 13:48	BTC	Buy	60984→59417.3	-13.26	stop_loss
06-24 17:47	BTC	Buy	60609→59056.5	-13.24	stop_loss
06-24 16:51	BTC	Buy	61180.1→59582.2	-13.49	stop_loss
06-24 14:19	BTC	Buy	62541.1→60940.5	-13.24	stop_loss
06-24 14:17	BTC	Buy	62668.1→61064.4	-13.24	stop_loss
06-24 14:13	BTC	Buy	62672.1→61067.4	-13.25	stop_loss
06-24 14:13	BTC	Buy	62704.1→61099.4	-13.24	stop_loss
06-24 14:02	BTC	Buy	62794.1→61182.3	-13.28	stop_loss
06-24 09:47	BTC	Buy	62360.1→62646.9	+1.77	timeout
06-24 08:44	BTC	Buy	62370.1→62765.9	+2.63	timeout
06-24 07:44	BTC	Buy	62903.1→62637.9	-2.61	timeout
06-24 06:43	BTC	Buy	62855.1→62787.9	-1.04	timeout
06-24 05:44	BTC	Buy	63421.2→62917.9	-4.48	timeout
06-23 08:15	BTC	Buy	64124.2→62481.6	-13.30	stop_loss
06-23 06:22	BTC	Buy	64152.2→62504.6	-13.32	stop_loss
06-23 06:21	BTC	Buy	64245.2→62596.6	-13.31	stop_loss
06-23 06:21	BTC	Buy	64371.2→62722.5	-13.28	stop_loss
06-23 05:23	BTC	Buy	65085.3→63419.1	-13.27	stop_loss
06-22 12:27	BTC	Buy	63984.2→64883.8	+6.43	timeout
06-22 11:01	BTC	Buy	64433.2→64099.8	-3.14	timeout
06-22 09:50	BTC	Buy	64130.2→64077.8	-0.94	timeout
06-22 08:46	BTC	Buy	63924.2→64229.8	+1.89	timeout
06-22 07:43	BTC	Buy	64185.2→64238.8	-0.06	timeout
06-21 05:49	BTC	Buy	63595.2→64216.8	+4.43	timeout
06-21 04:46	BTC	Buy	63530.2→64439.8	+6.72	timeout
06-21 03:46	BTC	Buy	63447.2→64394.8	+7.02	timeout
06-21 01:59	BTC	Buy	63537.2→64234.8	+4.99	timeout
06-21 00:49	BTC	Buy	63526.2→64235.8	+5.09	timeout
06-20 05:01	BTC	Buy	62467.1→63551.8	+8.24	timeout
06-20 03:49	BTC	Buy	62656.1→63428.8	+5.73	timeout
06-20 02:46	BTC	Buy	62877.1→63379.8	+3.55	timeout
06-20 01:43	BTC	Buy	62869.1→63528.8	+4.79	timeout
06-20 00:39	BTC	Buy	62980.1→63549.8	+4.05	timeout
06-18 15:51	BTC	Buy	64225.2→62575.6	-13.01	stop_loss
06-18 10:13	BTC	Buy	64874.2→63964.8	-7.56	timeout
06-18 09:10	BTC	Buy	64933.2→64303.8	-5.33	timeout
06-17 22:03	BTC	Buy	65580.3→63900.8	-13.24	stop_loss
06-17 19:38	BTC	Buy	65921.3→64234.7	-13.25	stop_loss
06-17 18:33	BTC	Buy	65917.3→65280.7	-5.39	timeout
06-17 16:28	BTC	Buy	65734.3→66368.7	+4.42	timeout
06-17 08:44	BTC	Buy	66596.3→64888.3	-13.28	stop_loss
06-17 08:31	BTC	Buy	66818.3→65108.2	-13.24	stop_loss
06-17 06:58	BTC	Buy	66434.3→65587.7	-6.85	timeout
06-16 18:05	BTC	Buy	66801.3→66083.7	-5.90	timeout
06-16 15:44	BTC	Buy	66892.3→65806.7	-8.64	timeout
06-16 11:34	BTC	Buy	66241.3→66361.7	+0.38	timeout
06-16 08:14	BTC	Buy	65711.3→66449.7	+5.23	timeout
06-15 23:03	BTC	Buy	65339.3→66153.7	+5.74	timeout
06-15 13:35	BTC	Buy	64260.2→66840.7	+19.65	timeout
06-15 12:31	BTC	Buy	64445.2→66215.7	+13.30	timeout
06-15 11:04	BTC	Buy	64453.2→65882.7	+10.64	timeout
06-15 07:00	BTC	Buy	64260.2→65739.7	+11.05	timeout
06-14 21:51	BTC	Buy	64449.2→65477.7	+7.49	timeout
06-14 12:44	BTC	Buy	63995.2→64330.8	+2.18	timeout
06-14 08:19	BTC	Buy	63793.2→64465.8	+4.80	timeout
06-14 04:48	BTC	Buy	63604.2→64337.8	+5.36	timeout
06-14 01:58	BTC	Buy	63797.2→64562.8	+5.57	timeout
06-13 07:26	BTC	Buy	62997.1→63741.8	+5.45	timeout
06-12 20:56	BTC	Buy	63373.2→63446.8	+0.11	timeout
06-12 17:42	BTC	Buy	63294.2→63783.8	+3.40	timeout
06-12 15:24	BTC	Buy	62752.1→64250.8	+11.41	timeout
06-12 13:59	BTC	Buy	63041.2→63215.8	+0.87	timeout
06-12 07:09	BTC	Buy	62625.1→63064.8	+3.01	timeout
06-11 16:00	BTC	Buy	62568.1→62756.9	+0.92	timeout
06-11 14:49	BTC	Buy	61854.1→62890.9	+7.83	timeout
06-11 09:29	BTC	Buy	61183.1→62788.9	+12.54	timeout
06-10 16:30	BTC	Buy	61038.1→62226.9	+9.19	timeout
06-10 15:28	BTC	Buy	61380.1→62274.9	+6.79	timeout
06-10 14:30	BTC	Buy	61578.1→62043.9	+3.30	timeout
06-10 13:25	BTC	Buy	62278.1→61447.9	-7.11	timeout
06-09 14:29	BTC	Buy	63183.2→61566.1	-13.25	stop_loss
06-09 14:17	BTC	Buy	63431.2→61808	-13.24	stop_loss
06-09 13:36	BTC	Buy	63827.2→62192.8	-13.24	stop_loss
06-09 06:11	BTC	Buy	62918.1→63356.8	+2.99	timeout
06-09 00:49	BTC	Buy	64056.2→62416.7	-13.26	stop_loss
06-08 22:59	BTC	Buy	62836.1→63413.8	+4.12	timeout
06-07 22:15	BTC	Buy	61443.1→64143.8	+21.54	take_profit
06-07 22:00	BTC	Buy	60682→61822.9	+8.97	timeout
06-07 17:41	BTC	Buy	60612→62212.9	+12.78	timeout
06-07 16:12	BTC	Buy	60748→61961.9	+9.43	timeout
06-07 15:06	BTC	Buy	60536→61661.9	+8.84	timeout
06-06 23:57	BTC	Buy	60920→60862	-1.03	timeout

Paper vs Live

Paper (trades.jsonl)

143

closed

41%

win rate

-572.33

total pnl ($)

-79.7 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	143	41%	-79.7	-572.33

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 07:02	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…