deribit_basis_annualized_regime_band_long_v5 · strategy

closed trades

40%

win rate

-159.91

total pnl ($)

0.587

weight

7d window — n=14 wr=21% pnl=-106.83 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 50 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 14:27	BTC	Buy	60096→59419	-6.19	timeout
06-28 11:58	BTC	Buy	60069→60307	+1.46	timeout
06-28 09:51	BTC	Buy	59926→60255	+2.25	timeout
06-28 06:01	BTC	Buy	60038→59982	-0.91	timeout
06-28 04:00	BTC	Buy	60441→60174	-2.67	timeout
06-28 02:01	BTC	Buy	60006→60210	+1.23	timeout
06-26 13:18	BTC	Buy	60252→58770.7	-12.75	stop_loss
06-26 02:13	BTC	Buy	60204→58717.7	-12.79	stop_loss
06-24 16:51	BTC	Buy	61271.1→59747.1	-12.87	stop_loss
06-24 15:28	BTC	Buy	62310.1→60775.6	-12.68	stop_loss
06-24 15:08	BTC	Buy	62344.1→60809.5	-12.69	stop_loss
06-24 14:19	BTC	Buy	62499.1→60960.5	-12.74	stop_loss
06-24 14:17	BTC	Buy	62578.1→61034.4	-12.75	stop_loss
06-24 13:44	BTC	Buy	62933.1→61385.2	-12.74	stop_loss
06-20 21:01	BTC	Buy	62607.1→63908.8	+9.96	timeout
06-17 11:02	BTC	Buy	66344.3→64712.4	-12.83	stop_loss
06-17 07:54	BTC	Buy	66824.3→65181.1	-12.70	stop_loss
06-14 15:36	BTC	Buy	63469.2→64063.8	+4.21	timeout
06-14 01:03	BTC	Buy	63405.2→64506.8	+8.30	timeout
06-13 14:51	BTC	Buy	63594.2→64188.8	+4.16	timeout
06-13 10:44	BTC	Buy	63493.2→63860.8	+2.31	timeout
06-13 06:33	BTC	Buy	63417.2→63666.8	+1.50	timeout
06-13 00:34	BTC	Buy	62659.1→63565.8	+6.65	timeout
06-12 05:16	BTC	Buy	62131.1→63465.8	+10.19	timeout
06-12 02:25	BTC	Buy	62022.1→63576.8	+11.91	timeout
06-11 20:51	BTC	Buy	61245.1→63254.8	+15.75	timeout
06-11 07:41	BTC	Buy	61798.1→62603.9	+5.85	timeout
06-11 05:30	BTC	Buy	61753.1→62595.9	+6.15	timeout
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 22:14	BTC	Buy	61039.1→63718.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60897→63570.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60766→63433.8	+21.51	take_profit
06-07 08:28	BTC	Buy	59919→62549.9	+21.57	take_profit
06-07 08:01	BTC	Buy	60344→62355.9	+16.37	timeout
06-05 06:23	BTC	Buy	62752.1→61209.3	-12.68	stop_loss
06-05 06:19	BTC	Buy	63309.2→61752	-12.73	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 05:59	BTC	Buy	63812.2→62238.8	-12.74	stop_loss
06-04 10:30	BTC	Buy	63970.2→62396.7	-12.71	stop_loss
06-04 10:27	BTC	Buy	64195.2→62582.6	-12.99	stop_loss
06-04 00:29	BTC	Buy	65148.3→63546	-12.74	stop_loss
06-03 23:02	BTC	Buy	66245.3→64616.4	-12.74	stop_loss
06-03 20:50	BTC	Buy	66654.3→65015.2	-12.79	stop_loss
06-03 16:27	BTC	Buy	67193.4→65540.9	-12.77	stop_loss
06-03 03:44	BTC	Buy	67332.4→65675.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67427.4→65768.8	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

40%

win rate

-159.91

total pnl ($)

-63.6 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	50	40%	-63.6	-159.91

Recent bounces (last 20 of 2)

time	sym	side	reason
06-29 11:52	BTC	Buy	circuit_breaker
06-29 08:28	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…