deribit_basis_mean_reversion_long_v18 · strategy

145

closed trades

43%

win rate

-471.88

total pnl ($)

0.250

weight

7d window — n=37 wr=32% pnl=-194.30 · 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 06:46	BTC	Buy	59949→60059	+0.44	timeout
06-29 05:46	BTC	Buy	59897→59918	-0.29	timeout
06-28 22:06	BTC	Buy	60072→59764	-3.03	timeout
06-28 21:04	BTC	Buy	60292→59626	-5.96	timeout
06-28 20:04	BTC	Buy	60222→59493	-6.48	timeout
06-28 05:52	BTC	Buy	60238→59908	-3.19	timeout
06-28 04:40	BTC	Buy	60363→60120	-2.47	timeout
06-27 21:15	BTC	Buy	59720→60352	+4.91	timeout
06-27 20:16	BTC	Buy	59764→60273	+3.86	timeout
06-27 19:14	BTC	Buy	60016→60571	+4.20	timeout
06-27 02:35	BTC	Buy	58911.9→60269	+11.04	timeout
06-26 21:26	BTC	Buy	59615→59769	+0.75	timeout
06-26 20:21	BTC	Buy	59592→59746	+0.72	timeout
06-26 19:18	BTC	Buy	59212→59904	+5.28	timeout
06-26 14:44	BTC	Buy	59449→59558	+0.41	timeout
06-26 02:23	BTC	Buy	59789→58318.9	-12.74	stop_loss
06-25 17:21	BTC	Buy	59425→59477	+0.05	timeout
06-25 13:57	BTC	Buy	59741→58269.9	-12.70	stop_loss
06-25 13:57	BTC	Buy	59784→58295.9	-12.83	stop_loss
06-25 13:53	BTC	Buy	60494→59005.5	-12.70	stop_loss
06-25 13:51	BTC	Buy	60686→59193.4	-12.70	stop_loss
06-24 17:20	BTC	Buy	60901→59401.3	-12.75	stop_loss
06-24 16:46	BTC	Buy	61568.1→60054	-12.72	stop_loss
06-24 13:57	BTC	Buy	62751.1→61194.3	-12.85	stop_loss
06-24 13:57	BTC	Buy	62760.1→61216.3	-12.75	stop_loss
06-24 13:45	BTC	Buy	62876.1→61330.3	-12.74	stop_loss
06-24 09:47	BTC	Buy	62339.1→62648.9	+1.95	timeout
06-24 08:44	BTC	Buy	62360.1→62765.9	+2.71	timeout
06-24 07:43	BTC	Buy	62910.1→62658.9	-2.50	timeout
06-24 06:47	BTC	Buy	62946.1→62756.9	-2.01	timeout
06-24 05:42	BTC	Buy	63413.2→62929.9	-4.32	timeout
06-23 08:17	BTC	Buy	63991.2→62415.7	-12.77	stop_loss
06-23 08:17	BTC	Buy	63989.2→62415.7	-12.76	stop_loss
06-23 06:22	BTC	Buy	64094.2→62517.6	-12.78	stop_loss
06-23 06:18	BTC	Buy	64625.2→63035.3	-12.78	stop_loss
06-23 05:19	BTC	Buy	65095.3→63494.1	-12.77	stop_loss
06-22 22:28	BTC	Buy	65498.3→63885.8	-12.76	stop_loss
06-22 21:26	BTC	Buy	63659.2→64245.8	+4.15	timeout
06-22 07:17	BTC	Buy	64228.2→64176.8	-0.87	timeout
06-22 06:10	BTC	Buy	64178.2→64257.8	+0.15	timeout
06-22 04:40	BTC	Buy	64518.2→63972.8	-4.71	timeout
06-22 03:37	BTC	Buy	64291.2→64180.8	-1.38	timeout
06-21 19:46	BTC	Buy	63930.2→64156.8	+1.34	timeout
06-21 03:46	BTC	Buy	63442.2→64393.8	+7.06	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-21 00:01	BTC	Buy	63548.2→64254.8	+5.05	timeout
06-20 21:59	BTC	Buy	63042.2→63989.8	+7.07	timeout
06-20 19:18	BTC	Buy	63009.2→63857.8	+6.30	timeout
06-20 01:39	BTC	Buy	62885.1→63579.8	+5.06	timeout
06-20 00:34	BTC	Buy	63002.1→63663.8	+4.76	timeout
06-19 21:00	BTC	Buy	63071.2→63183.8	+0.40	timeout
06-19 19:57	BTC	Buy	62931.1→63008.8	+0.13	timeout
06-19 17:17	BTC	Buy	62502.1→63029.8	+3.77	timeout
06-18 15:55	BTC	Buy	63986.2→62410.7	-12.70	stop_loss
06-18 15:51	BTC	Buy	64093.2→62506.6	-12.86	stop_loss
06-18 15:40	BTC	Buy	64295.2→62708.5	-12.76	stop_loss
06-18 15:37	BTC	Buy	64582.2→62994.3	-12.72	stop_loss
06-18 15:18	BTC	Buy	64713.2→63121.3	-12.74	stop_loss
06-18 10:14	BTC	Buy	64851.2→63964.8	-7.38	timeout
06-18 09:09	BTC	Buy	64927.2→64335.8	-5.04	timeout
06-17 22:03	BTC	Buy	65564.3→63931.8	-12.89	stop_loss
06-17 19:41	BTC	Buy	65774.3→64146.7	-12.85	stop_loss
06-17 19:40	BTC	Buy	65831.3→64212.7	-12.78	stop_loss
06-17 08:44	BTC	Buy	66517.3→64881.3	-12.76	stop_loss
06-17 08:31	BTC	Buy	66728.3→65087.2	-12.73	stop_loss
06-17 07:02	BTC	Buy	66339.3→65562.7	-6.33	timeout
06-16 17:26	BTC	Buy	66839.3→65734.7	-8.81	timeout
06-16 15:41	BTC	Buy	66828.3→65837.7	-7.94	timeout
06-16 11:00	BTC	Buy	65837.3→66488.7	+4.44	timeout
06-16 08:06	BTC	Buy	65724.3→66341.7	+4.29	timeout
06-16 07:01	BTC	Buy	65724.3→66389.7	+4.69	timeout
06-15 13:24	BTC	Buy	64069.2→66881.7	+21.52	take_profit
06-15 13:00	BTC	Buy	63787.2→66591.7	+21.55	take_profit
06-15 09:37	BTC	Buy	64441.2→65539.7	+8.09	timeout
06-15 07:36	BTC	Buy	64305.2→65737.7	+10.67	timeout
06-15 06:29	BTC	Buy	64322.2→65921.7	+11.97	timeout
06-14 16:29	BTC	Buy	64010.2→64103.8	+0.23	timeout
06-14 13:00	BTC	Buy	64118.2→64295.8	+0.93	timeout
06-14 06:09	BTC	Buy	63569.2→64437.8	+6.39	timeout
06-14 04:39	BTC	Buy	63589.2→64402.8	+6.00	timeout
06-14 01:49	BTC	Buy	63801.2→64612.8	+5.94	timeout
06-13 10:34	BTC	Buy	63666.2→63803.8	+0.55	timeout
06-13 09:26	BTC	Buy	63673.2→63783.8	+0.33	timeout
06-13 04:35	BTC	Buy	63732.2→63593.8	-1.53	timeout
06-13 02:18	BTC	Buy	63578.2→63767.8	+1.01	timeout
06-13 00:30	BTC	Buy	63611.2→63509.8	-1.34	timeout
06-12 10:05	BTC	Buy	62835.1→63665.8	+6.07	timeout
06-12 08:59	BTC	Buy	62917.1→63447.8	+3.69	timeout
06-12 00:09	BTC	Buy	61586.1→63709.8	+16.67	timeout
06-11 19:30	BTC	Buy	61171.1→63864.8	+21.45	take_profit
06-11 16:10	BTC	Buy	62356.1→62731.9	+2.47	timeout
06-11 09:16	BTC	Buy	61032.1→62771.9	+13.68	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+8.99	timeout
06-10 16:16	BTC	Buy	60977→62396.9	+11.15	timeout
06-10 15:15	BTC	Buy	61666.1→61870.9	+1.16	timeout
06-10 14:23	BTC	Buy	61734.1→61963.9	+1.38	timeout
06-09 16:39	BTC	Buy	62296.1→60761.6	-12.78	stop_loss
06-09 14:47	BTC	Buy	62718.1→61175.3	-12.75	stop_loss
06-09 14:35	BTC	Buy	62935.1→61385.2	-12.77	stop_loss
06-09 14:21	BTC	Buy	63166.2→61613.1	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

145

closed

43%

win rate

-471.88

total pnl ($)

-64.8 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	145	43%	-64.8	-471.88

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…