deribit_basis_mean_reversion_long_v20 · strategy

162

closed trades

43%

win rate

-483.32

total pnl ($)

0.506

weight

7d window — n=37 wr=51% pnl=-107.68 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 12:58	BTC	Buy	59845→58370.9	-12.76	stop_loss
06-30 00:53	BTC	Buy	59433→59863	+3.20	timeout
06-29 23:48	BTC	Buy	59714→60256	+4.11	timeout
06-29 22:35	BTC	Buy	59215→60363	+9.22	timeout
06-29 21:32	BTC	Buy	59702→60372	+5.01	timeout
06-29 20:26	BTC	Buy	59670→60378	+5.33	timeout
06-28 23:06	BTC	Buy	60262→59198	-9.30	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 20:03	BTC	Buy	60218→59486	-6.51	timeout
06-28 19:02	BTC	Buy	60563→59551	-8.78	timeout
06-27 22:24	BTC	Buy	59904→60019	+0.57	timeout
06-27 21:24	BTC	Buy	59773→60386	+4.75	timeout
06-27 20:16	BTC	Buy	59733→60252	+3.95	timeout
06-27 19:11	BTC	Buy	59941→60570	+4.83	timeout
06-27 18:03	BTC	Buy	60039→60435	+2.87	timeout
06-26 19:36	BTC	Buy	59340→59949	+4.59	timeout
06-26 18:40	BTC	Buy	59412→59732	+2.12	timeout
06-26 17:38	BTC	Buy	59697→59963	+1.66	timeout
06-26 16:30	BTC	Buy	59465→60122	+4.98	timeout
06-26 15:27	BTC	Buy	59285→60249	+7.57	timeout
06-25 17:22	BTC	Buy	59407→59464	+0.06	timeout
06-25 13:59	BTC	Buy	59527→58063	-12.65	stop_loss
06-25 13:58	BTC	Buy	59628→58162	-12.65	stop_loss
06-25 13:51	BTC	Buy	60635→59143.5	-12.66	stop_loss
06-25 13:48	BTC	Buy	60813→59317.4	-12.67	stop_loss
06-24 17:48	BTC	Buy	60535→59046.5	-12.73	stop_loss
06-24 16:51	BTC	Buy	61035.1→59533.2	-12.74	stop_loss
06-24 16:51	BTC	Buy	61080.1→59575.2	-12.75	stop_loss
06-24 15:56	BTC	Buy	61754.1→60234.9	-12.73	stop_loss
06-24 14:20	BTC	Buy	62372.1→60838.5	-12.72	stop_loss
06-24 13:48	BTC	Buy	62799.1→61254.3	-12.75	stop_loss
06-24 11:33	BTC	Buy	62576.1→62436.9	-1.54	timeout
06-24 10:36	BTC	Buy	62312.1→62544.9	+1.42	timeout
06-24 09:47	BTC	Buy	62365.1→62649.9	+1.83	timeout
06-24 09:10	BTC	Buy	62394.1→62710.9	+2.08	timeout
06-24 07:53	BTC	Buy	62892.1→62585.9	-2.91	timeout
06-23 08:27	BTC	Buy	63619.2→62054.9	-12.71	stop_loss
06-23 06:21	BTC	Buy	64199.2→62619.5	-12.71	stop_loss
06-23 06:21	BTC	Buy	64218.2→62638.5	-12.57	stop_loss
06-23 06:18	BTC	Buy	64604.2→63012.3	-12.64	stop_loss
06-23 04:27	BTC	Buy	63911.2→63929.8	-0.33	timeout
06-23 01:39	BTC	Buy	64491.2→64030.8	-4.02	timeout
06-22 22:28	BTC	Buy	65495.3→63857.9	-12.94	stop_loss
06-22 03:10	BTC	Buy	64242.2→63991.8	-2.41	timeout
06-22 02:07	BTC	Buy	64216.2→64510.8	+1.83	timeout
06-22 01:00	BTC	Buy	64262.2→63912.8	-3.22	timeout
06-21 22:40	BTC	Buy	64238.2→63569.8	-5.73	timeout
06-21 21:34	BTC	Buy	63909.2→63732.8	-1.89	timeout
06-20 23:39	BTC	Buy	63314.2→64271.8	+7.08	timeout
06-20 22:32	BTC	Buy	63232.2→64294.8	+7.91	timeout
06-20 21:26	BTC	Buy	63157.2→63934.8	+5.75	timeout
06-20 20:12	BTC	Buy	63049.2→63940.8	+6.62	timeout
06-20 19:02	BTC	Buy	63051.2→63787.8	+5.40	timeout
06-19 21:38	BTC	Buy	62885.1→63114.8	+1.34	timeout
06-19 20:15	BTC	Buy	63140.2→63046.8	-1.24	timeout
06-19 19:12	BTC	Buy	62618.1→62989.9	+2.48	timeout
06-19 18:09	BTC	Buy	62677.1→63083.8	+2.77	timeout
06-19 17:20	BTC	Buy	62565.1→63057.8	+3.48	timeout
06-18 15:57	BTC	Buy	63937.2→62362.7	-12.64	stop_loss
06-18 15:40	BTC	Buy	64194.2→62601.6	-12.63	stop_loss
06-18 15:40	BTC	Buy	64296.2→62712.5	-12.56	stop_loss
06-18 15:40	BTC	Buy	64325.2→62742.5	-12.52	stop_loss
06-18 15:17	BTC	Buy	64919.2→63305.2	-12.61	stop_loss
06-18 04:11	BTC	Buy	65353.3→63743.9	-12.77	stop_loss
06-17 19:50	BTC	Buy	65659.3→64044.8	-12.73	stop_loss
06-17 19:40	BTC	Buy	65807.3→64186.7	-12.76	stop_loss
06-17 19:38	BTC	Buy	65852.3→64227.7	-12.78	stop_loss
06-17 17:01	BTC	Buy	65757.3→65829.7	-0.00	timeout
06-17 15:54	BTC	Buy	65919.3→65696.7	-2.21	timeout
06-17 03:21	BTC	Buy	65632.3→65737.7	+0.31	timeout
06-17 01:09	BTC	Buy	66271.3→65757.7	-4.34	timeout
06-17 00:03	BTC	Buy	66248.3→65700.7	-4.64	timeout
06-16 15:22	BTC	Buy	66630.3→65712.7	-7.41	timeout
06-16 14:17	BTC	Buy	66481.3→65838.7	-5.36	timeout
06-16 01:22	BTC	Buy	65395.3→66292.7	+6.41	timeout
06-15 23:17	BTC	Buy	65564.3→66217.7	+4.60	timeout
06-15 22:12	BTC	Buy	65173.3→66433.7	+9.17	timeout
06-15 13:00	BTC	Buy	63784.2→66587.7	+21.54	take_profit
06-15 12:55	BTC	Buy	63781.2→66581.7	+21.52	take_profit
06-14 23:43	BTC	Buy	64451.2→65571.7	+8.22	timeout
06-14 22:37	BTC	Buy	64485.2→65355.7	+6.25	timeout
06-14 21:33	BTC	Buy	64251.2→64787.8	+3.68	timeout
06-14 19:21	BTC	Buy	64151.2→63787.8	-3.33	timeout
06-14 18:15	BTC	Buy	64059.2→63707.8	-3.29	timeout
06-13 22:36	BTC	Buy	63507.2→64535.8	+7.62	timeout
06-13 21:33	BTC	Buy	63555.2→64245.8	+4.96	timeout
06-13 20:29	BTC	Buy	63510.2→64225.8	+5.17	timeout
06-13 18:28	BTC	Buy	63741.2→64147.8	+2.73	timeout
06-13 17:22	BTC	Buy	63798.2→64019.8	+1.28	timeout
06-12 20:39	BTC	Buy	63303.2→63486.8	+0.96	timeout
06-12 19:37	BTC	Buy	63735.2→63771.8	-0.18	timeout
06-12 18:31	BTC	Buy	63431.2→63719.8	+1.81	timeout
06-12 17:26	BTC	Buy	62372.1→63787.8	+10.89	timeout
06-12 16:22	BTC	Buy	62667.1→63812.8	+8.64	timeout
06-11 19:48	BTC	Buy	61893.1→63650.8	+13.62	timeout
06-11 18:42	BTC	Buy	61791.1→63469.8	+13.01	timeout
06-11 17:37	BTC	Buy	61794.1→63116.8	+10.16	timeout
06-11 16:37	BTC	Buy	62315.1→62759.9	+3.04	timeout
06-11 15:36	BTC	Buy	62333.1→62781.9	+3.05	timeout

Paper vs Live

Paper (trades.jsonl)

162

closed

43%

win rate

-483.32

total pnl ($)

-59.6 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	162	43%	-59.6	-483.32

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…