deribit_basis_vol_skew_mean_reversion_long · strategy

148

closed trades

45%

win rate

-410.02

total pnl ($)

0.261

weight

7d window — n=42 wr=38% pnl=-156.95 · 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 04:29	BTC	Buy	60374→60170	-2.15	timeout
06-27 22:10	BTC	Buy	59834→60098	+1.82	timeout
06-27 20:51	BTC	Buy	59743→60258	+3.92	timeout
06-27 17:37	BTC	Buy	59963→60558	+4.51	timeout
06-27 16:33	BTC	Buy	60125→60657	+4.00	timeout
06-27 02:56	BTC	Buy	58424.9→60295	+15.55	timeout
06-26 20:28	BTC	Buy	59609→59738	+0.54	timeout
06-26 19:24	BTC	Buy	59204→59883	+5.16	timeout
06-26 16:32	BTC	Buy	59470→60114	+4.86	timeout
06-26 15:20	BTC	Buy	59195→59938	+5.74	timeout
06-26 02:16	BTC	Buy	59903→58429.8	-12.74	stop_loss
06-25 18:50	BTC	Buy	59395→59441	-0.03	timeout
06-25 15:15	BTC	Buy	60310→58826.6	-12.74	stop_loss
06-25 13:55	BTC	Buy	59867→58392.9	-12.70	stop_loss
06-25 13:54	BTC	Buy	60073→58543.8	-13.10	stop_loss
06-25 13:53	BTC	Buy	60469→58967.6	-12.78	stop_loss
06-25 13:42	BTC	Buy	61707.1→60188.9	-12.73	stop_loss
06-25 05:09	BTC	Buy	59114→61709.9	+21.52	take_profit
06-24 16:51	BTC	Buy	61070.1→59560.2	-12.79	stop_loss
06-24 14:19	BTC	Buy	62535.1→60966.5	-12.99	stop_loss
06-24 14:13	BTC	Buy	62633.1→61090.4	-12.76	stop_loss
06-24 14:13	BTC	Buy	62672.1→61126.4	-12.78	stop_loss
06-24 13:57	BTC	Buy	62745.1→61200.3	-12.76	stop_loss
06-24 13:43	BTC	Buy	63005.2→61453.2	-12.77	stop_loss
06-24 11:28	BTC	Buy	62490.1→62365.9	-1.46	timeout
06-24 10:27	BTC	Buy	62343.1→62548.9	+1.15	timeout
06-24 09:23	BTC	Buy	62455.1→62681.9	+1.29	timeout
06-24 08:23	BTC	Buy	62378.1→62681.9	+1.91	timeout
06-24 07:33	BTC	Buy	62888.1→62675.9	-2.17	timeout
06-23 08:17	BTC	Buy	64044.2→62465.6	-12.79	stop_loss
06-23 06:22	BTC	Buy	64082.2→62504.6	-12.79	stop_loss
06-23 06:21	BTC	Buy	64171.2→62592.6	-12.75	stop_loss
06-23 06:21	BTC	Buy	64278.2→62696.5	-12.78	stop_loss
06-23 06:21	BTC	Buy	64335.2→62753.5	-12.75	stop_loss
06-23 02:42	BTC	Buy	64509.2→64187.8	-2.94	timeout
06-23 01:29	BTC	Buy	64575.2→64155.8	-3.67	timeout
06-22 21:10	BTC	Buy	63529.2→64374.8	+6.20	timeout
06-22 04:40	BTC	Buy	64499.2→63970.8	-4.57	timeout
06-22 03:37	BTC	Buy	64291.2→64179.8	-1.38	timeout
06-22 02:09	BTC	Buy	64218.2→64504.8	+1.69	timeout
06-22 00:47	BTC	Buy	64255.2→63952.8	-2.83	timeout
06-21 19:40	BTC	Buy	63882.2→64180.8	+1.90	timeout
06-21 02:46	BTC	Buy	63386.2→64207.8	+6.02	timeout
06-21 01:44	BTC	Buy	63538.2→64222.8	+4.89	timeout
06-20 23:04	BTC	Buy	63275.2→64261.8	+7.34	timeout
06-20 21:59	BTC	Buy	63047.2→63985.8	+7.00	timeout
06-20 19:20	BTC	Buy	62999.1→63900.8	+6.72	timeout
06-19 22:48	BTC	Buy	62819.1→63346.8	+3.71	timeout
06-19 21:18	BTC	Buy	62996.1→63227.8	+1.34	timeout
06-19 20:15	BTC	Buy	63140.2→63047.8	-1.22	timeout
06-19 19:14	BTC	Buy	62643.1→63026.8	+2.59	timeout
06-19 17:17	BTC	Buy	62500.1→63029.8	+3.78	timeout
06-18 15:51	BTC	Buy	64094.2→62516.6	-12.68	stop_loss
06-18 15:51	BTC	Buy	64148.2→62570.6	-12.49	stop_loss
06-18 15:40	BTC	Buy	64329.2→62746.5	-12.74	stop_loss
06-18 15:38	BTC	Buy	64420.2→62831.4	-12.75	stop_loss
06-18 12:08	BTC	Buy	64840.2→63934.8	-7.50	timeout
06-18 10:02	BTC	Buy	64899.2→64145.8	-6.35	timeout
06-18 08:57	BTC	Buy	64977.2→64377.8	-5.09	timeout
06-17 19:50	BTC	Buy	65628.3→64010.8	-12.79	stop_loss
06-17 19:40	BTC	Buy	65824.3→64205.7	-12.77	stop_loss
06-17 11:05	BTC	Buy	66239.3→64609.4	-12.83	stop_loss
06-17 08:31	BTC	Buy	66801.3→65146.2	-12.84	stop_loss
06-17 08:02	BTC	Buy	66396.3→65502.7	-7.14	timeout
06-17 05:42	BTC	Buy	66074.3→65873.7	-2.00	timeout
06-17 04:40	BTC	Buy	65845.3→65887.7	-0.17	timeout
06-16 12:47	BTC	Buy	66453.3→66454.7	-0.52	timeout
06-16 08:05	BTC	Buy	65724.3→66342.7	+4.29	timeout
06-16 07:02	BTC	Buy	65692.3→66369.7	+4.79	timeout
06-16 05:25	BTC	Buy	65803.3→66050.7	+1.48	timeout
06-16 03:57	BTC	Buy	65936.3→66091.7	+0.77	timeout
06-15 11:57	BTC	Buy	64550.2→66212.7	+12.43	timeout
06-15 07:30	BTC	Buy	64343.2→65943.7	+11.97	timeout
06-15 06:29	BTC	Buy	64327.2→65925.7	+11.96	timeout
06-15 01:05	BTC	Buy	64519.2→65357.7	+6.02	timeout
06-14 23:05	BTC	Buy	64434.2→65243.7	+5.79	timeout
06-14 09:43	BTC	Buy	63776.2→64516.8	+5.31	timeout
06-14 06:09	BTC	Buy	63569.2→64438.8	+6.40	timeout
06-14 04:39	BTC	Buy	63590.2→64402.8	+5.99	timeout
06-14 00:54	BTC	Buy	63586.2→64524.8	+6.96	timeout
06-13 21:44	BTC	Buy	63560.2→64577.8	+7.53	timeout
06-13 09:27	BTC	Buy	63692.2→63783.8	+0.18	timeout
06-13 05:16	BTC	Buy	63470.2→63535.8	+0.08	timeout
06-13 04:15	BTC	Buy	63482.2→63483.8	-0.43	timeout
06-12 23:03	BTC	Buy	63372.2→63436.8	+0.01	timeout
06-12 20:57	BTC	Buy	63374.2→63444.8	+0.09	timeout
06-12 08:48	BTC	Buy	62936.1→63394.8	+3.11	timeout
06-12 04:11	BTC	Buy	62652.1→63514.8	+6.35	timeout
06-12 00:31	BTC	Buy	61838.1→63603.8	+13.70	timeout
06-11 21:56	BTC	Buy	61280.1→63455.8	+17.17	timeout
06-11 19:38	BTC	Buy	61963.1→63726.8	+13.65	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+8.99	timeout
06-10 22:17	BTC	Buy	62612.1→61069.4	-12.77	stop_loss
06-10 18:59	BTC	Buy	61771.1→61844.9	+0.08	timeout
06-10 16:29	BTC	Buy	61025.1→62244.9	+9.45	timeout
06-10 15:27	BTC	Buy	61358.1→62239.9	+6.68	timeout
06-10 14:30	BTC	Buy	61553.1→62016.9	+3.29	timeout
06-09 14:47	BTC	Buy	62724.1→61179.3	-12.77	stop_loss
06-09 14:29	BTC	Buy	63109.2→61555.1	-12.77	stop_loss
06-09 14:19	BTC	Buy	63272.2→61716	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

148

closed

45%

win rate

-410.02

total pnl ($)

-55.2 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	148	45%	-55.2	-410.02

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…