deribit_basis_annualized_regime_band_carry_long · strategy

closed trades

38%

win rate

-132.11

total pnl ($)

0.522

weight

7d window — n=12 wr=25% pnl=-91.29 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 61 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 05:07	BTC	Buy	60199→59429	-6.65	timeout
06-30 02:52	BTC	Buy	60314→59993	-2.90	timeout
06-29 23:41	BTC	Buy	59998→60231	+1.60	timeout
06-29 21:20	BTC	Buy	59694→60290	+4.49	timeout
06-29 19:13	BTC	Buy	59988→60197	+0.84	timeout
06-26 12:43	BTC	Buy	60503→59012.5	-12.78	stop_loss
06-24 15:31	BTC	Buy	62222.1→60691.6	-12.61	stop_loss
06-24 15:28	BTC	Buy	62318.1→60782.6	-12.57	stop_loss
06-24 14:19	BTC	Buy	62419.1→60880.5	-12.48	stop_loss
06-24 14:02	BTC	Buy	62731.1→61188.3	-12.57	stop_loss
06-24 13:43	BTC	Buy	62975.1→61425.2	-12.94	stop_loss
06-23 08:28	BTC	Buy	63433.2→61873	-12.72	stop_loss
06-23 08:17	BTC	Buy	63987.2→62399.7	-12.79	stop_loss
06-23 08:15	BTC	Buy	64054.2→62478.6	-12.70	stop_loss
06-22 16:03	BTC	Buy	63206.2→64696.8	+11.25	timeout
06-22 12:16	BTC	Buy	62467.1→64690.8	+16.94	timeout
06-22 10:00	BTC	Buy	62375.1→64099.8	+12.93	timeout
06-22 07:40	BTC	Buy	62498.1→64289.8	+13.61	timeout
06-22 01:34	BTC	Buy	62821.1→64435.8	+12.31	timeout
06-18 15:40	BTC	Buy	64330.2→62748.5	-12.49	stop_loss
06-18 15:38	BTC	Buy	64396.2→62808.4	-12.50	stop_loss
06-18 15:37	BTC	Buy	64426.2→62839.4	-12.67	stop_loss
06-18 15:36	BTC	Buy	64613.2→63024.3	-12.54	stop_loss
06-18 15:16	BTC	Buy	65057.3→63446.1	-12.49	stop_loss
06-18 05:04	BTC	Buy	65277.3→63672	-12.76	stop_loss
06-17 19:44	BTC	Buy	65690.3→64073.7	-12.76	stop_loss
06-17 19:42	BTC	Buy	65738.3→64121.7	-12.75	stop_loss
06-17 10:56	BTC	Buy	66383.3→64747.4	-12.88	stop_loss
06-17 08:39	BTC	Buy	66555.3→64914.3	-12.81	stop_loss
06-17 08:39	BTC	Buy	66610.3→64971.2	-12.78	stop_loss
06-15 12:50	BTC	Buy	63737.2→66536.7	+21.57	take_profit
06-15 11:19	BTC	Buy	63515.2→66304.7	+21.53	take_profit
06-14 20:59	BTC	Buy	63372.2→63991.8	+4.37	timeout
06-13 17:34	BTC	Buy	61816.1→64079.8	+17.82	timeout
06-13 14:51	BTC	Buy	61922.1→64187.8	+17.72	timeout
06-12 18:55	BTC	Buy	61705.1→63761.8	+16.17	timeout
06-12 14:19	BTC	Buy	61785.1→63387.8	+12.32	timeout
06-11 19:30	BTC	Buy	61163.1→63848.8	+21.24	take_profit
06-09 14:46	BTC	Buy	62750.1→61207.3	-12.75	stop_loss
06-07 22:15	BTC	Buy	61248.1→63936.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60714→63379.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60752→63418.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60554→63212.8	+21.52	take_profit
06-07 08:38	BTC	Buy	59989→62622.9	+21.54	take_profit
06-06 04:27	BTC	Buy	61293.1→59770.1	-12.88	stop_loss
06-05 06:17	BTC	Buy	63391.2→61831	-12.68	stop_loss
06-05 03:06	BTC	Buy	63935.2→62362.7	-12.72	stop_loss
06-04 09:30	BTC	Buy	64283.2→62698.5	-12.77	stop_loss
06-04 00:27	BTC	Buy	65168.3→63566	-12.74	stop_loss
06-03 20:55	BTC	Buy	66374.3→64742.4	-12.78	stop_loss
06-03 20:55	BTC	Buy	66447.3→64812.3	-12.80	stop_loss
06-03 19:55	BTC	Buy	66845.3→65168.1	-13.05	stop_loss
06-03 03:43	BTC	Buy	67453.4→65793.8	-12.75	stop_loss
06-03 03:28	BTC	Buy	67725.4→66059.6	-12.75	stop_loss
06-02 22:59	BTC	Buy	67932.4→66240.5	-12.91	stop_loss
06-02 12:06	BTC	Buy	70986.5→69240.9	-12.80	stop_loss
06-01 15:25	BTC	Buy	74191.7→71111.9	-21.64	stop_loss
05-31 22:08	BTC	Buy	73716.7→73742.3	-0.28	timeout
05-31 20:39	BTC	Buy	73658.7→73670.3	-0.33	timeout
05-31 13:07	BTC	Buy	73379.7→73849.3	+2.40	timeout
05-31 09:34	BTC	Buy	73374.7→73942.3	+2.97	timeout

Paper vs Live

Paper (trades.jsonl)

closed

38%

win rate

-132.11

total pnl ($)

-42.8 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	61	38%	-42.8	-132.11

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…