deribit_skew_mean_reversion_long · strategy

147

closed trades

44%

win rate

-485.78

total pnl ($)

0.384

weight

7d window — n=38 wr=47% pnl=-136.41 · 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 16:52	BTC	Buy	60783→59642	-9.83	timeout
06-28 00:08	BTC	Buy	60105→60094	-0.47	timeout
06-27 20:53	BTC	Buy	59736→60249	+3.90	timeout
06-27 19:55	BTC	Buy	59829→60137	+2.17	timeout
06-27 18:53	BTC	Buy	59633→60494	+6.79	timeout
06-27 15:39	BTC	Buy	60403→60851	+3.27	timeout
06-26 20:25	BTC	Buy	59615→59740	+0.48	timeout
06-26 19:22	BTC	Buy	59195→59892	+5.32	timeout
06-26 18:19	BTC	Buy	59642→59988	+2.35	timeout
06-26 16:07	BTC	Buy	59561→60293	+5.61	timeout
06-26 14:12	BTC	Buy	59526→59999	+3.48	timeout
06-25 17:44	BTC	Buy	59348→59552	+1.33	timeout
06-25 13:58	BTC	Buy	59566→58097	-12.72	stop_loss
06-25 13:57	BTC	Buy	59761→58281.9	-12.77	stop_loss
06-25 13:54	BTC	Buy	60156→58674.7	-12.71	stop_loss
06-25 13:48	BTC	Buy	60939→59417.3	-12.91	stop_loss
06-24 17:47	BTC	Buy	60621→59129.5	-12.74	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 13:45	BTC	Buy	62876.1→61330.3	-12.74	stop_loss
06-24 13:08	BTC	Buy	62151.1→62244.9	+0.30	timeout
06-24 12:07	BTC	Buy	62427.1→62836.9	+2.82	timeout
06-24 09:36	BTC	Buy	62469.1→62659.9	+1.00	timeout
06-24 08:35	BTC	Buy	62289.1→62738.9	+3.07	timeout
06-24 07:34	BTC	Buy	62921.1→62675.9	-2.45	timeout
06-23 08:17	BTC	Buy	63991.2→62415.7	-12.78	stop_loss
06-23 08:17	BTC	Buy	63989.2→62415.7	-12.76	stop_loss
06-23 06:40	BTC	Buy	64025.2→62930.9	-9.03	timeout
06-23 06:21	BTC	Buy	64210.2→62629.5	-12.76	stop_loss
06-23 06:21	BTC	Buy	64270.2→62689.5	-12.78	stop_loss
06-23 00:07	BTC	Buy	63492.2→63977.8	+3.45	timeout
06-22 23:06	BTC	Buy	63686.2→63938.8	+1.53	timeout
06-22 22:03	BTC	Buy	63819.2→64337.8	+3.61	timeout
06-22 07:27	BTC	Buy	64165.2→64247.8	+0.17	timeout
06-22 03:37	BTC	Buy	64291.2→64180.8	-1.38	timeout
06-21 23:27	BTC	Buy	64243.2→63697.8	-4.67	timeout
06-21 22:26	BTC	Buy	64154.2→63698.8	-3.99	timeout
06-21 21:23	BTC	Buy	63919.2→63720.8	-2.00	timeout
06-21 05:12	BTC	Buy	63731.2→64210.8	+3.32	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 22:09	BTC	Buy	63051.2→63987.8	+6.98	timeout
06-20 21:05	BTC	Buy	63151.2→63920.8	+5.65	timeout
06-20 19:18	BTC	Buy	63009.2→63857.8	+6.30	timeout
06-20 01:06	BTC	Buy	63059.2→63469.8	+2.82	timeout
06-20 00:03	BTC	Buy	62910.1→63561.8	+4.71	timeout
06-19 21:28	BTC	Buy	62923.1→63140.8	+1.23	timeout
06-19 20:22	BTC	Buy	63114.2→62968.9	-1.64	timeout
06-19 17:17	BTC	Buy	62502.1→63029.8	+3.77	timeout
06-18 15:57	BTC	Buy	63905.2→62315.7	-12.73	stop_loss
06-18 15:51	BTC	Buy	64083.2→62506.6	-12.81	stop_loss
06-18 15:39	BTC	Buy	64384.2→62798.4	-12.75	stop_loss
06-18 15:37	BTC	Buy	64435.2→62845.4	-12.76	stop_loss
06-18 15:37	BTC	Buy	64485.2→62897.4	-12.74	stop_loss
06-17 19:46	BTC	Buy	65685.3→64069.7	-12.76	stop_loss
06-17 19:41	BTC	Buy	65743.3→64126.7	-12.78	stop_loss
06-17 19:41	BTC	Buy	65772.3→64146.7	-12.84	stop_loss
06-17 19:40	BTC	Buy	65830.3→64211.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	65891.3→64259.6	-12.84	stop_loss
06-17 16:07	BTC	Buy	65813.3→65783.7	-0.59	timeout
06-17 04:40	BTC	Buy	65845.3→65886.7	-0.18	timeout
06-17 02:32	BTC	Buy	65870.3→65981.7	+0.38	timeout
06-17 00:27	BTC	Buy	66278.3→65677.7	-5.06	timeout
06-16 17:26	BTC	Buy	66839.3→65734.7	-8.81	timeout
06-16 15:25	BTC	Buy	66636.3→65755.7	-7.14	timeout
06-16 04:12	BTC	Buy	65714.3→66111.7	+2.62	timeout
06-16 02:16	BTC	Buy	65724.3→66085.7	+2.30	timeout
06-15 21:23	BTC	Buy	64642.2→66506.7	+13.91	timeout
06-15 13:25	BTC	Buy	64110.2→66925.7	+21.53	take_profit
06-15 13:00	BTC	Buy	63787.2→66591.7	+21.55	take_profit
06-15 03:33	BTC	Buy	64502.2→65695.7	+8.77	timeout
06-15 01:05	BTC	Buy	64517.2→65416.7	+6.50	timeout
06-14 20:05	BTC	Buy	64241.2→63796.8	-3.96	timeout
06-14 13:40	BTC	Buy	64194.2→64252.8	+0.01	timeout
06-14 12:37	BTC	Buy	64003.2→64328.8	+2.10	timeout
06-14 00:55	BTC	Buy	63590.2→64526.8	+6.95	timeout
06-13 22:55	BTC	Buy	63492.2→64437.8	+6.97	timeout
06-13 19:33	BTC	Buy	63635.2→64143.8	+3.55	timeout
06-13 12:42	BTC	Buy	63408.2→63988.8	+4.05	timeout
06-13 11:41	BTC	Buy	63700.2→63872.8	+0.82	timeout
06-13 00:17	BTC	Buy	63602.2→63558.8	-0.90	timeout
06-12 22:06	BTC	Buy	63582.2→63510.8	-1.06	timeout
06-12 17:39	BTC	Buy	63214.2→63820.8	+4.33	timeout
06-12 12:07	BTC	Buy	62981.1→63637.8	+4.69	timeout
06-12 11:02	BTC	Buy	63153.2→63696.8	+3.78	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 14:48	BTC	Buy	61940.1→62882.9	+7.06	timeout
06-11 09:28	BTC	Buy	61170.1→62782.9	+12.60	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+9.00	timeout
06-10 17:11	BTC	Buy	61434.1→62021.9	+4.28	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→61171.3	-12.78	stop_loss
06-09 14:21	BTC	Buy	63166.2→61613.1	-12.75	stop_loss
06-09 14:18	BTC	Buy	63304.2→61747	-12.76	stop_loss
06-09 13:36	BTC	Buy	63771.2→62202.8	-12.75	stop_loss
06-09 06:09	BTC	Buy	62893.1→63320.8	+2.90	timeout
06-09 00:49	BTC	Buy	63937.2→62360.7	-12.77	stop_loss
06-08 23:37	BTC	Buy	63165.2→63134.8	-0.77	timeout

Paper vs Live

Paper (trades.jsonl)

147

closed

44%

win rate

-485.78

total pnl ($)

-65.8 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	147	44%	-65.8	-485.78

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 17:34	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…