deribit_basis_annualized_regime_band_long · strategy

closed trades

34%

win rate

-217.40

total pnl ($)

0.475

weight

7d window — n=14 wr=7% pnl=-122.92 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 61 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 21:34	BTC	Buy	59884→59686	-2.13	timeout
06-28 18:01	BTC	Buy	60038→59617	-3.91	timeout
06-28 16:00	BTC	Buy	60441→59860	-5.28	timeout
06-28 14:01	BTC	Buy	60006→60053	-0.12	timeout
06-28 10:20	BTC	Buy	59734→60164	+3.10	timeout
06-26 12:42	BTC	Buy	60534→59045.5	-12.75	stop_loss
06-24 15:33	BTC	Buy	62194.1→60664.6	-12.65	stop_loss
06-24 15:30	BTC	Buy	62278.1→60746.6	-12.66	stop_loss
06-24 15:28	BTC	Buy	62311.1→60775.6	-12.69	stop_loss
06-24 14:17	BTC	Buy	62540.1→61001.4	-12.73	stop_loss
06-24 13:44	BTC	Buy	62907.1→61360.2	-12.74	stop_loss
06-23 08:24	BTC	Buy	63673.2→62104.8	-12.76	stop_loss
06-23 08:17	BTC	Buy	63998.2→62416.7	-12.82	stop_loss
06-23 06:21	BTC	Buy	64207.2→62623.5	-12.79	stop_loss
06-22 02:05	BTC	Buy	63491.2→64535.8	+7.62	timeout
06-21 19:15	BTC	Buy	63039.2→64180.8	+8.66	timeout
06-21 12:05	BTC	Buy	62642.1→64136.8	+11.59	timeout
06-21 09:49	BTC	Buy	62330.1→64123.8	+13.71	timeout
06-21 07:43	BTC	Buy	62483.1→64178.8	+13.13	timeout
06-18 15:40	BTC	Buy	64286.2→62702.5	-12.48	stop_loss
06-17 19:41	BTC	Buy	65783.3→64165.7	-12.77	stop_loss
06-17 19:40	BTC	Buy	65812.3→64191.7	-12.78	stop_loss
06-17 19:29	BTC	Buy	65864.3→64242.6	-12.78	stop_loss
06-17 11:02	BTC	Buy	66342.3→64710.4	-12.85	stop_loss
06-17 08:45	BTC	Buy	66481.3→64846.3	-12.76	stop_loss
06-14 20:31	BTC	Buy	63531.2→63901.8	+2.38	timeout
06-14 16:04	BTC	Buy	63639.2→64018.8	+2.50	timeout
06-14 13:26	BTC	Buy	63387.2→64305.8	+6.79	timeout
06-13 20:43	BTC	Buy	63275.2→64216.8	+6.96	timeout
06-13 18:33	BTC	Buy	63417.2→64147.8	+5.29	timeout
06-12 17:16	BTC	Buy	62131.1→63855.8	+13.41	timeout
06-12 14:25	BTC	Buy	62022.1→63514.8	+11.42	timeout
06-12 08:51	BTC	Buy	61245.1→63390.8	+16.93	timeout
06-11 17:57	BTC	Buy	61686.1→63409.8	+13.32	timeout
06-11 15:54	BTC	Buy	61181.1→62595.9	+10.81	timeout
06-09 15:57	BTC	Buy	62526.1→60984.4	-12.78	stop_loss
06-09 15:56	BTC	Buy	62585.1→61046.4	-12.75	stop_loss
06-09 15:56	BTC	Buy	62581.1→61042.4	-12.78	stop_loss
06-09 14:30	BTC	Buy	63019.2→61466.2	-12.79	stop_loss
06-09 14:11	BTC	Buy	63515.2→61948.9	-12.78	stop_loss
06-07 22:15	BTC	Buy	61138.1→63821.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60723→63388.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60656→63319.8	+21.52	take_profit
06-07 20:01	BTC	Buy	60344→61254.9	+7.18	timeout
06-07 08:48	BTC	Buy	60153→62795.9	+21.55	take_profit
06-05 06:23	BTC	Buy	62752.1→61209.3	-12.68	stop_loss
06-05 06:18	BTC	Buy	63361.2→61801	-12.74	stop_loss
06-05 06:16	BTC	Buy	63490.2→61923.9	-12.75	stop_loss
06-05 06:01	BTC	Buy	63663.2→62095.8	-12.69	stop_loss
06-05 03:06	BTC	Buy	63921.2→62344.7	-12.75	stop_loss
06-04 10:28	BTC	Buy	64117.2→62539.6	-12.73	stop_loss
06-04 00:54	BTC	Buy	64565.2→62977.3	-12.75	stop_loss
06-04 00:29	BTC	Buy	65117.3→63516	-12.74	stop_loss
06-03 23:02	BTC	Buy	66217.3→64582.5	-12.79	stop_loss
06-03 20:55	BTC	Buy	66295.3→64652.4	-12.88	stop_loss
06-03 20:55	BTC	Buy	66579.3→64942.3	-12.79	stop_loss
06-03 03:44	BTC	Buy	67355.4→65693.9	-12.79	stop_loss
06-03 03:43	BTC	Buy	67481.4→65816.8	-12.79	stop_loss
06-03 03:33	BTC	Buy	67635.4→65963.7	-12.81	stop_loss
06-02 12:18	BTC	Buy	70939.5→69192.9	-12.81	stop_loss
05-31 21:08	BTC	Buy	73703.7→73700.3	-0.49	timeout

Paper vs Live

Paper (trades.jsonl)

closed

34%

win rate

-217.40

total pnl ($)

-71.0 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	34%	-71.0	-217.40

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…