deribit_basis_mean_reversion_long_v16 · strategy

107

closed trades

46%

win rate

-296.65

total pnl ($)

0.437

weight

7d window — n=25 wr=32% pnl=-136.19 · 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→59717	-4.10	timeout
06-29 01:54	BTC	Buy	60230→59454	-6.92	timeout
06-28 19:44	BTC	Buy	60179→59411	-6.81	timeout
06-28 18:40	BTC	Buy	60525→59580	-8.23	timeout
06-28 01:14	BTC	Buy	59954→60031	+0.17	timeout
06-27 23:34	BTC	Buy	59967→59973	-0.35	timeout
06-27 21:59	BTC	Buy	59905→60173	+1.85	timeout
06-27 15:19	BTC	Buy	59928→60733	+6.28	timeout
06-26 18:03	BTC	Buy	59611→59979	+2.55	timeout
06-26 17:01	BTC	Buy	59297→60042	+5.73	timeout
06-26 15:58	BTC	Buy	59536→60293	+5.85	timeout
06-26 14:56	BTC	Buy	59503→59464	-0.83	timeout
06-26 14:05	BTC	Buy	58929.9→59937	+8.05	timeout
06-25 13:59	BTC	Buy	59539→58071	-12.72	stop_loss
06-25 13:58	BTC	Buy	59668→58199	-12.70	stop_loss
06-25 13:57	BTC	Buy	59831→58327.9	-12.95	stop_loss
06-25 13:53	BTC	Buy	60194→58713.7	-12.69	stop_loss
06-25 13:48	BTC	Buy	60789→59294.4	-12.71	stop_loss
06-24 17:20	BTC	Buy	60934→59434.3	-12.74	stop_loss
06-24 16:51	BTC	Buy	61367.1→59855.1	-12.75	stop_loss
06-24 14:19	BTC	Buy	62458.1→60891.5	-12.99	stop_loss
06-24 14:17	BTC	Buy	62599.1→61057.4	-12.76	stop_loss
06-24 13:57	BTC	Buy	62770.1→61222.3	-12.78	stop_loss
06-24 13:46	BTC	Buy	62860.1→61311.3	-12.77	stop_loss
06-24 08:22	BTC	Buy	62428.1→62636.9	+1.13	timeout
06-18 04:11	BTC	Buy	65356.3→63744.9	-12.79	stop_loss
06-16 14:31	BTC	Buy	67084.4→65435	-12.82	stop_loss
06-16 13:43	BTC	Buy	66487.3→66067.7	-3.69	timeout
06-16 12:40	BTC	Buy	66308.3→66585.7	+1.56	timeout
06-16 11:34	BTC	Buy	66219.3→66394.7	+0.81	timeout
06-16 10:29	BTC	Buy	65701.3→66637.7	+6.64	timeout
06-15 15:47	BTC	Buy	64054.2→67160.6	+23.81	take_profit
06-15 13:13	BTC	Buy	64321.2→66622.7	+17.46	timeout
06-15 12:08	BTC	Buy	64469.2→66186.7	+12.88	timeout
06-15 11:04	BTC	Buy	64457.2→65930.7	+10.98	timeout
06-15 10:00	BTC	Buy	64567.2→65554.7	+7.20	timeout
06-14 20:12	BTC	Buy	64250.2→63794.8	-4.04	timeout
06-14 12:49	BTC	Buy	64068.2→64298.8	+1.36	timeout
06-14 11:45	BTC	Buy	63883.2→64580.8	+5.02	timeout
06-14 10:42	BTC	Buy	63814.2→64586.8	+5.58	timeout
06-14 09:38	BTC	Buy	63778.2→64434.8	+4.64	timeout
06-13 19:34	BTC	Buy	63636.2→64153.8	+3.62	timeout
06-13 12:22	BTC	Buy	63557.2→63905.8	+2.22	timeout
06-13 11:15	BTC	Buy	63820.2→63923.8	+0.27	timeout
06-13 10:02	BTC	Buy	63710.2→63721.8	-0.44	timeout
06-13 08:56	BTC	Buy	63462.2→63787.8	+2.04	timeout
06-12 18:12	BTC	Buy	63466.2→63867.8	+2.69	timeout
06-12 11:49	BTC	Buy	63063.2→63804.8	+5.36	timeout
06-12 10:38	BTC	Buy	62926.1→63697.8	+5.60	timeout
06-12 09:33	BTC	Buy	62866.1→63885.8	+7.57	timeout
06-12 08:32	BTC	Buy	62918.1→63436.8	+3.58	timeout
06-11 17:13	BTC	Buy	62050.1→62415.9	+2.41	timeout
06-11 11:21	BTC	Buy	61181.1→63088.8	+15.01	timeout
06-11 10:20	BTC	Buy	61155.1→62797.9	+12.83	timeout
06-11 09:17	BTC	Buy	61054.1→62770.9	+13.49	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+8.99	timeout
06-10 16:40	BTC	Buy	60861→62305.9	+11.35	timeout
06-09 14:29	BTC	Buy	63046.2→61493.2	-12.78	stop_loss
06-09 14:18	BTC	Buy	63301.2→61743	-12.76	stop_loss
06-09 14:16	BTC	Buy	63406.2→61847	-12.76	stop_loss
06-09 14:16	BTC	Buy	63466.2→61904.9	-12.76	stop_loss
06-09 14:11	BTC	Buy	63516.2→61953.9	-12.76	stop_loss
06-09 06:48	BTC	Buy	62957.1→63370.8	+2.78	timeout
06-08 22:26	BTC	Buy	63046.2→63296.8	+1.51	timeout
06-08 21:50	BTC	Buy	61635.1→63747.8	+16.65	timeout
06-08 18:26	BTC	Buy	62194.1→63541.8	+10.32	timeout
06-08 16:25	BTC	Buy	62249.1→64014.8	+13.63	timeout
06-08 06:31	BTC	Buy	62006.1→63027.8	+7.78	timeout
06-07 21:04	BTC	Buy	60711→61756.9	+8.18	timeout
06-07 20:02	BTC	Buy	60515→61267.9	+5.80	timeout
06-07 16:58	BTC	Buy	60725→61985.9	+9.94	timeout
06-07 15:45	BTC	Buy	60876→62015.9	+8.77	timeout
06-07 06:06	BTC	Buy	61054.1→61619.9	+4.23	timeout
06-06 20:09	BTC	Buy	60894→60537	-3.31	timeout
06-06 19:07	BTC	Buy	59320→60676	+11.04	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:16	BTC	Buy	60496→60538	-0.10	timeout
06-06 04:27	BTC	Buy	61341.1→59830.1	-12.77	stop_loss
06-05 18:52	BTC	Buy	60742→59247.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60875→59378.3	-12.75	stop_loss
06-05 18:43	BTC	Buy	61294.1→59787.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61949.1→60425.7	-12.75	stop_loss
06-05 13:56	BTC	Buy	62416.1→60881.5	-12.74	stop_loss
06-05 13:56	BTC	Buy	62423.1→60887.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62877.1→61331.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62909.1→61352.2	-12.83	stop_loss
06-05 06:23	BTC	Buy	62785.1→61217.3	-12.93	stop_loss
06-05 06:23	BTC	Buy	62803.1→61254.3	-12.77	stop_loss
06-05 06:22	BTC	Buy	62856.1→61310.3	-12.69	stop_loss
06-05 06:21	BTC	Buy	63123.2→61566.1	-12.78	stop_loss
06-05 06:03	BTC	Buy	63639.2→62065.8	-12.76	stop_loss
06-05 03:11	BTC	Buy	63846.2→62268.7	-12.77	stop_loss
06-05 02:44	BTC	Buy	63384.2→62714.9	-5.69	timeout
06-05 01:25	BTC	Buy	62772.1→63248.8	+3.39	timeout
06-04 10:49	BTC	Buy	63820.2→62250.7	-12.73	stop_loss
06-04 10:30	BTC	Buy	63976.2→62402.7	-12.72	stop_loss
06-04 09:22	BTC	Buy	64597.2→63008.3	-12.75	stop_loss
06-04 01:22	BTC	Buy	64185.2→62606.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64931.2→63334.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65042.3→63443.1	-12.74	stop_loss

Paper vs Live

Paper (trades.jsonl)

107

closed

46%

win rate

-296.65

total pnl ($)

-55.1 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	107	46%	-55.1	-296.65

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 07:04	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…