deribit_basis_annualized_regime_band_long_v3

not live
74
closed trades
43%
win rate
-262.07
total pnl ($)
0.596
weight
7d window — n=22 wr=36% pnl=-106.87  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 74 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 01:17BTCBuy60051→59401-5.91timeout
06-28 23:21BTCBuy59935→59284-5.90timeout
06-28 21:23BTCBuy60415→59659-6.70timeout
06-28 19:25BTCBuy60274→59480-7.01timeout
06-28 18:22BTCBuy60438→59629-7.11timeout
06-27 21:55BTCBuy59943→60146+1.31timeout
06-27 14:45BTCBuy59545→60628+8.64timeout
06-27 13:44BTCBuy59409→60555+9.18timeout
06-27 11:50BTCBuy59408→60328+7.25timeout
06-27 10:34BTCBuy59750→60393+4.89timeout
06-26 20:03BTCBuy59595→59838+1.46timeout
06-26 13:19BTCBuy60102→58619.7-12.79stop_loss
06-26 13:18BTCBuy60238→58746.7-12.84stop_loss
06-26 02:13BTCBuy60188→58701.7-12.79stop_loss
06-24 16:51BTCBuy61180.1→59672.2-12.75stop_loss
06-24 15:06BTCBuy62348.1→60925-11.81timeout
06-24 14:17BTCBuy62548.1→61009.4-12.75stop_loss
06-24 14:17BTCBuy62595.1→61052.4-12.76stop_loss
06-24 14:13BTCBuy62677.1→61135.4-12.75stop_loss
06-24 13:44BTCBuy62414.1→61423.9-8.38timeout
06-24 09:39BTCBuy62426.1→62662.9+1.37timeout
06-24 08:20BTCBuy62401.1→62626.9+1.29timeout
06-18 05:03BTCBuy65328.3→63717.9-12.78stop_loss
06-16 21:23BTCBuy66511.3→65711.7-6.55timeout
06-13 22:04BTCBuy63525.2→64420.8+6.57timeout
06-13 20:57BTCBuy63460.2→64251.8+5.77timeout
06-13 17:25BTCBuy63800.2→64013.8+1.22timeout
06-13 15:51BTCBuy63741.2→64216.8+3.26timeout
06-13 12:44BTCBuy63394.2→63989.8+4.17timeout
06-12 20:27BTCBuy63397.2→63485.8+0.23timeout
06-12 19:22BTCBuy63645.2→63661.8-0.33timeout
06-12 16:50BTCBuy62579.1→63935.8+10.35timeout
06-12 15:45BTCBuy62603.1→63874.8+9.63timeout
06-12 12:30BTCBuy62608.1→63429.8+6.04timeout
06-11 20:08BTCBuy61767.1→63549.8+13.85timeout
06-11 18:45BTCBuy61729.1→63489.8+13.69timeout
06-11 15:09BTCBuy61977.1→62750.9+5.70timeout
06-11 13:26BTCBuy61436.1→62802.9+10.56timeout
06-11 08:46BTCBuy61194.1→62890.9+13.29timeout
06-10 18:24BTCBuy61776.1→61912.9+0.61timeout
06-10 17:19BTCBuy61835.1→62105.9+1.69timeout
06-09 14:20BTCBuy63254.2→61695.1-12.78stop_loss
06-09 14:18BTCBuy63303.2→61746-12.75stop_loss
06-09 14:17BTCBuy63377.2→61816-12.77stop_loss
06-09 14:11BTCBuy63499.2→61923.9-12.85stop_loss
06-09 13:36BTCBuy63762.2→62192.8-12.75stop_loss
06-09 05:14BTCBuy62531.1→63228.8+5.12timeout
06-09 04:11BTCBuy62951.1→62933.9-0.58timeout
06-07 20:32BTCBuy60592→61756.9+9.20timeout
06-07 13:33BTCBuy60712→61828.9+8.73timeout
06-07 12:32BTCBuy60715→61893.9+9.25timeout
06-07 06:13BTCBuy61093.1→61705.9+4.61timeout
06-07 05:07BTCBuy59900→61785.9+15.32timeout
06-06 19:51BTCBuy60287→60587+2.10timeout
06-06 04:13BTCBuy61616.1→60100.9-12.75stop_loss
06-05 13:57BTCBuy62362.1→60827.5-12.76stop_loss
06-05 12:02BTCBuy62468.1→61685.9-6.75timeout
06-05 06:21BTCBuy63095.2→61543.1-12.71stop_loss
06-05 06:16BTCBuy63448.2→61883.9-12.71stop_loss
06-05 06:01BTCBuy63688.2→62120.8-12.72stop_loss
06-05 01:33BTCBuy62821.1→63449.8+4.59timeout
06-04 10:29BTCBuy64014.2→62439.6-12.71stop_loss
06-04 10:27BTCBuy64193.2→62582.6-12.97stop_loss
06-04 09:30BTCBuy64304.2→62721.5-12.75stop_loss
06-04 00:29BTCBuy64966.2→63368.1-12.75stop_loss
06-04 00:29BTCBuy64977.2→63379.1-12.74stop_loss
06-03 23:42BTCBuy65826.3→64207.7-12.75stop_loss
06-03 23:02BTCBuy66226.3→64596.5-12.75stop_loss
06-03 20:50BTCBuy66650.3→65011.2-12.80stop_loss
06-03 19:55BTCBuy66896.3→65242.1-12.85stop_loss
06-03 19:52BTCBuy67104.4→65454-12.77stop_loss
06-03 03:50BTCBuy67205.4→65544.9-12.81stop_loss
06-03 03:50BTCBuy67236.4→65582.9-12.75stop_loss
06-03 03:39BTCBuy67584.4→65919.7-12.77stop_loss

Paper vs Live

Paper (trades.jsonl)
74
closed
43%
win rate
-262.07
total pnl ($)
-70.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7443%-70.5-262.07

Recent bounces (last 20 of 2)

timesymsidereason
06-29 11:41BTCBuycircuit_breaker
06-29 07:06BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems