basis_deribit_discount_regime_long · strategy

closed trades

45%

win rate

-71.29

total pnl ($)

0.802

weight

7d window — n=13 wr=38% pnl=-70.65 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 55 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 02:39	BTC	Buy	58775.9→60116	+10.93	timeout
06-27 22:33	BTC	Buy	59730→60115	+2.89	timeout
06-27 18:29	BTC	Buy	59694→60484	+6.20	timeout
06-27 14:24	BTC	Buy	59282→60605	+10.70	timeout
06-26 18:09	BTC	Buy	59463→60094	+4.66	timeout
06-25 13:51	BTC	Buy	60723→59165.4	-13.24	stop_loss
06-25 13:48	BTC	Buy	61056.1→59485.3	-13.28	stop_loss
06-25 13:45	BTC	Buy	61554.1→59967	-13.33	stop_loss
06-25 13:44	BTC	Buy	61654.1→60075.9	-13.24	stop_loss
06-24 17:20	BTC	Buy	60931→59370.3	-13.24	stop_loss
06-24 15:28	BTC	Buy	62367.1→60770.6	-13.16	stop_loss
06-24 14:19	BTC	Buy	62596.1→60987.4	-13.30	stop_loss
06-24 14:02	BTC	Buy	62769.1→61160.3	-13.26	stop_loss
06-18 05:04	BTC	Buy	65371.3→63697.9	-13.26	stop_loss
06-17 10:59	BTC	Buy	66415.3→64715.4	-13.38	stop_loss
06-17 08:35	BTC	Buy	66783.3→65072.2	-13.24	stop_loss
06-16 21:23	BTC	Buy	64643.2→65713.7	+7.65	timeout
06-16 13:12	BTC	Buy	64322.2→66126.7	+13.42	timeout
06-16 09:08	BTC	Buy	64437.2→66773.7	+17.73	timeout
06-15 20:59	BTC	Buy	64267.2→66469.7	+16.56	timeout
06-15 15:47	BTC	Buy	63935.2→67150.6	+24.71	take_profit
06-14 20:41	BTC	Buy	63536.2→64022.8	+3.31	timeout
06-14 16:37	BTC	Buy	63848.2→64153.8	+1.85	timeout
06-14 12:36	BTC	Buy	63475.2→64357.8	+6.52	timeout
06-14 08:32	BTC	Buy	63442.2→64430.8	+7.29	timeout
06-13 17:04	BTC	Buy	62363.1→63946.8	+12.24	timeout
06-12 20:36	BTC	Buy	61852.1→63513.8	+12.95	timeout
06-12 16:19	BTC	Buy	62306.1→63807.8	+11.49	timeout
06-12 12:17	BTC	Buy	61124.1→63609.8	+19.74	timeout
06-12 08:15	BTC	Buy	61601.1→63260.8	+12.89	timeout
06-11 16:39	BTC	Buy	60808→62676.9	+14.71	timeout
06-09 15:55	BTC	Buy	62700.1→61095.4	-13.26	stop_loss
06-09 14:43	BTC	Buy	62900.1→61289.3	-13.28	stop_loss
06-09 14:30	BTC	Buy	63053.2→61430.2	-13.33	stop_loss
06-09 14:20	BTC	Buy	63278.2→61654.1	-13.29	stop_loss
06-09 14:04	BTC	Buy	63708.2→62075.8	-13.25	stop_loss
06-09 01:45	BTC	Buy	61419.1→62714.9	+10.11	timeout
06-07 22:15	BTC	Buy	61081.1→64128.8	+24.52	take_profit
06-07 22:15	BTC	Buy	60856→63893.8	+24.52	take_profit
06-07 22:14	BTC	Buy	60623→63647.8	+24.51	take_profit
06-07 22:14	BTC	Buy	60694→63722.8	+24.52	take_profit
06-06 04:15	BTC	Buy	61589.1→60007	-13.30	stop_loss
06-05 18:44	BTC	Buy	61284.1→59715.1	-13.26	stop_loss
06-05 14:29	BTC	Buy	61863.1→60278.8	-13.25	stop_loss
06-05 13:59	BTC	Buy	62283.1→60689.6	-13.24	stop_loss
06-05 06:18	BTC	Buy	63427.2→61802	-13.18	stop_loss
06-05 06:17	BTC	Buy	63436.2→61813	-13.22	stop_loss
06-05 06:16	BTC	Buy	63507.2→61880.9	-13.21	stop_loss
06-05 06:03	BTC	Buy	63652.2→62019.9	-13.22	stop_loss
06-05 06:03	BTC	Buy	63688.2→62051.9	-13.23	stop_loss
06-04 00:30	BTC	Buy	64932.2→63270.2	-13.25	stop_loss
06-03 23:10	BTC	Buy	66047.3→64356.6	-13.25	stop_loss
06-03 19:55	BTC	Buy	66898.3→65167.1	-13.41	stop_loss
06-03 19:54	BTC	Buy	67086.4→65367	-13.30	stop_loss
06-03 03:50	BTC	Buy	67240.4→65518.9	-13.25	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

-71.29

total pnl ($)

-25.6 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	55	45%	-25.6	-71.29

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…