deribit_basis_mean_reversion_long_v3 · strategy

107

closed trades

36%

win rate

-442.68

total pnl ($)

0.501

weight

7d window — n=22 wr=32% pnl=-108.43 · 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 09:55	BTC	Buy	60003→59353	-5.86	timeout
06-30 08:23	BTC	Buy	59954→59394	-5.08	timeout
06-30 07:03	BTC	Buy	59910→59588	-3.12	timeout
06-28 21:59	BTC	Buy	60177→59380	-7.09	timeout
06-28 19:50	BTC	Buy	60180→59347	-7.35	timeout
06-28 18:47	BTC	Buy	60534→59590	-8.22	timeout
06-27 20:51	BTC	Buy	59724→60259	+4.09	timeout
06-27 19:37	BTC	Buy	59900→60055	+0.89	timeout
06-27 15:41	BTC	Buy	60402→60781	+2.70	timeout
06-26 19:25	BTC	Buy	59220→59910	+5.26	timeout
06-26 16:47	BTC	Buy	59214→60076	+6.75	timeout
06-26 14:44	BTC	Buy	59481→59557	+0.14	timeout
06-25 13:58	BTC	Buy	59651→58174	-12.77	stop_loss
06-25 13:57	BTC	Buy	59724→58254.9	-12.69	stop_loss
06-25 13:53	BTC	Buy	60455→58967.6	-12.70	stop_loss
06-24 17:20	BTC	Buy	60875→59376.3	-12.75	stop_loss
06-24 16:51	BTC	Buy	61166.1→59661.2	-12.73	stop_loss
06-24 15:45	BTC	Buy	61987.1→60450.7	-12.83	stop_loss
06-24 13:44	BTC	Buy	62934.1→61386.2	-12.75	stop_loss
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.54	timeout
06-24 07:52	BTC	Buy	62899.1→62608.9	-2.81	timeout
06-24 06:50	BTC	Buy	62911.1→62715.9	-2.06	timeout
06-23 06:26	BTC	Buy	64065.2→62595.9	-11.95	timeout
06-23 06:21	BTC	Buy	64264.2→62680.5	-12.78	stop_loss
06-23 06:21	BTC	Buy	64310.2→62725.5	-12.80	stop_loss
06-22 21:25	BTC	Buy	63615.2→64249.8	+4.53	timeout
06-22 05:05	BTC	Buy	64231.2→64068.8	-1.73	timeout
06-22 03:36	BTC	Buy	64290.2→64190.8	-1.30	timeout
06-21 20:15	BTC	Buy	63928.2→64123.8	+1.09	timeout
06-21 03:46	BTC	Buy	63446.2→64393.8	+7.02	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 19:18	BTC	Buy	63035.2→63845.8	+5.99	timeout
06-19 21:27	BTC	Buy	62923.1→63148.8	+1.29	timeout
06-19 20:24	BTC	Buy	63103.2→62994.9	-1.35	timeout
06-19 15:51	BTC	Buy	62590.1→63184.8	+4.15	timeout
06-18 15:55	BTC	Buy	63971.2→62396.7	-12.75	stop_loss
06-18 15:51	BTC	Buy	64129.2→62550.6	-12.75	stop_loss
06-18 15:37	BTC	Buy	64445.2→62843.4	-12.85	stop_loss
06-18 11:13	BTC	Buy	64636.2→63997.8	-5.48	timeout
06-18 09:21	BTC	Buy	64972.2→64417.8	-4.75	timeout
06-17 19:29	BTC	Buy	66041.3→64414.6	-12.77	stop_loss
06-17 16:26	BTC	Buy	65728.3→66059.7	+2.11	timeout
06-17 08:39	BTC	Buy	66547.3→64910.3	-12.73	stop_loss
06-17 06:56	BTC	Buy	66494.3→65605.7	-7.16	timeout
06-16 15:25	BTC	Buy	66635.3→65754.7	-7.14	timeout
06-16 09:15	BTC	Buy	65669.3→66732.7	+7.67	timeout
06-16 06:10	BTC	Buy	65849.3→66142.7	+1.83	timeout
06-15 12:29	BTC	Buy	64449.2→66246.7	+13.51	timeout
06-15 08:06	BTC	Buy	64390.2→65712.7	+9.82	timeout
06-15 03:34	BTC	Buy	64506.2→65695.7	+8.74	timeout
06-14 09:00	BTC	Buy	63795.2→64429.8	+4.48	timeout
06-14 07:59	BTC	Buy	63801.2→64410.8	+4.18	timeout
06-14 01:49	BTC	Buy	63802.2→64611.8	+5.93	timeout
06-13 08:25	BTC	Buy	63467.2→63732.8	+1.54	timeout
06-13 07:24	BTC	Buy	63017.2→63713.8	+5.07	timeout
06-12 20:57	BTC	Buy	63371.2→63441.8	+0.08	timeout
06-12 07:53	BTC	Buy	62687.1→62983.9	+1.97	timeout
06-12 06:46	BTC	Buy	62846.1→62952.9	+0.35	timeout
06-11 19:30	BTC	Buy	61181.1→63867.8	+21.39	take_profit
06-10 21:50	BTC	Buy	62694.1→61152.3	-12.75	stop_loss
06-10 18:59	BTC	Buy	61804.1→61838.9	-0.23	timeout
06-10 16:13	BTC	Buy	61058.1→62351.9	+10.12	timeout
06-10 15:11	BTC	Buy	61628.1→61855.9	+1.35	timeout
06-09 15:55	BTC	Buy	62632.1→61089.4	-12.77	stop_loss
06-09 14:44	BTC	Buy	62824.1→61279.3	-12.75	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 12:29	BTC	Buy	63065.2→62636.9	-3.79	timeout
06-08 22:37	BTC	Buy	63282.2→63298.8	-0.35	timeout
06-08 21:33	BTC	Buy	61784.1→63647.8	+14.60	timeout
06-08 05:27	BTC	Buy	61826.1→62651.9	+6.23	timeout
06-07 21:04	BTC	Buy	60711→61756.9	+8.19	timeout
06-07 12:31	BTC	Buy	60629→61897.9	+10.00	timeout
06-07 04:29	BTC	Buy	59891→61513.9	+13.10	timeout
06-06 20:11	BTC	Buy	60703→60543	-1.70	timeout
06-06 04:27	BTC	Buy	61305.1→59796.1	-12.76	stop_loss
06-06 04:11	BTC	Buy	61765.1→60245.8	-12.75	stop_loss
06-05 18:52	BTC	Buy	60735→59241.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60777→59282.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60915→59417.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61595.1→60069.9	-12.82	stop_loss
06-05 13:51	BTC	Buy	62698.1→61152.3	-12.78	stop_loss
06-05 13:49	BTC	Buy	62716.1→61170.3	-12.78	stop_loss
06-05 06:24	BTC	Buy	62704.1→61150.4	-12.83	stop_loss
06-05 06:22	BTC	Buy	62834.1→61282.3	-12.79	stop_loss
06-05 06:21	BTC	Buy	63085.2→61534.1	-12.74	stop_loss
06-04 10:30	BTC	Buy	63938.2→62365.7	-12.72	stop_loss
06-04 02:03	BTC	Buy	63023.2→61473.2	-12.75	stop_loss
06-04 01:21	BTC	Buy	64303.2→62721.5	-12.75	stop_loss
06-04 00:25	BTC	Buy	65449.3→63839.9	-12.74	stop_loss
06-03 20:55	BTC	Buy	66451.3→64806.3	-12.87	stop_loss
06-03 16:27	BTC	Buy	67185.4→65531.9	-12.78	stop_loss
06-03 16:26	BTC	Buy	67229.4→65570.9	-12.81	stop_loss
06-03 03:49	BTC	Buy	67290.4→65635.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67473.4→65813.8	-12.75	stop_loss
06-02 22:59	BTC	Buy	67896.4→66226.6	-12.75	stop_loss
06-02 02:07	BTC	Buy	71933.6→70161.4	-12.85	stop_loss
06-01 22:24	BTC	Buy	73421.7→71107.9	-16.34	stop_loss
06-01 22:24	BTC	Buy	73956.7→71107.9	-19.86	stop_loss
06-01 04:40	BTC	Buy	74168.7→73432.3	-5.44	timeout
05-31 18:57	BTC	Buy	74005.7→73583.3	-3.36	timeout

Paper vs Live

Paper (trades.jsonl)

107

closed

36%

win rate

-442.68

total pnl ($)

-82.4 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	36%	-82.4	-442.68

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…