deribit_basis_carry_regime_long_v11 · strategy

closed trades

38%

win rate

-239.63

total pnl ($)

0.333

weight

7d window — n=12 wr=0% pnl=-126.45 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 61 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 05:14	BTC	Buy	60286→59475	-7.21	timeout
06-28 22:53	BTC	Buy	60418→58928.6	-12.81	stop_loss
06-28 21:21	BTC	Buy	59724→59683	-0.82	timeout
06-28 19:09	BTC	Buy	59865→59493	-3.52	timeout
06-26 12:43	BTC	Buy	60482→58989.5	-12.80	stop_loss
06-24 15:28	BTC	Buy	62305.1→60772.6	-12.53	stop_loss
06-24 14:19	BTC	Buy	62481.1→60943.5	-12.71	stop_loss
06-24 14:17	BTC	Buy	62569.1→61017.4	-12.80	stop_loss
06-24 13:43	BTC	Buy	62980.1→61430.2	-12.74	stop_loss
06-23 08:24	BTC	Buy	63838.2→62265.7	-12.76	stop_loss
06-23 08:17	BTC	Buy	63953.2→62376.7	-12.79	stop_loss
06-23 08:17	BTC	Buy	64032.2→62430.6	-12.97	stop_loss
06-23 06:20	BTC	Buy	64392.2→62806.4	-12.77	stop_loss
06-23 03:19	BTC	Buy	64287.2→64033.8	-2.42	timeout
06-22 23:14	BTC	Buy	64255.2→63971.8	-2.52	timeout
06-22 21:14	BTC	Buy	63985.2→64373.8	+2.57	timeout
06-22 19:15	BTC	Buy	63878.2→64406.8	+3.60	timeout
06-21 01:34	BTC	Buy	62833.1→64199.8	+10.32	timeout
06-20 22:21	BTC	Buy	62775.1→64065.8	+9.83	timeout
06-20 19:27	BTC	Buy	62768.1→63833.8	+8.08	timeout
06-20 17:12	BTC	Buy	62385.1→63888.8	+11.57	timeout
06-18 15:51	BTC	Buy	64152.2→62574.6	-12.72	stop_loss
06-18 15:40	BTC	Buy	64286.2→62702.5	-12.74	stop_loss
06-18 15:18	BTC	Buy	64775.2→63182.2	-12.73	stop_loss
06-18 15:16	BTC	Buy	65033.3→63427.1	-12.78	stop_loss
06-17 22:03	BTC	Buy	65468.3→63852.9	-12.78	stop_loss
06-17 19:50	BTC	Buy	65599.3→63964.8	-12.95	stop_loss
06-17 08:51	BTC	Buy	66431.3→64797.3	-12.76	stop_loss
06-17 08:39	BTC	Buy	66555.3→64915.3	-12.76	stop_loss
06-17 08:37	BTC	Buy	66679.3→65034.2	-12.77	stop_loss
06-14 21:39	BTC	Buy	63551.2→64937.8	+10.38	timeout
06-14 04:26	BTC	Buy	63737.2→64466.8	+5.36	timeout
06-13 23:49	BTC	Buy	63591.2→64381.8	+5.75	timeout
06-13 21:03	BTC	Buy	63380.2→64286.8	+6.65	timeout
06-12 14:49	BTC	Buy	61864.1→63465.8	+12.33	timeout
06-11 19:00	BTC	Buy	61735.1→63426.8	+12.99	timeout
06-11 16:30	BTC	Buy	61038.1→62563.9	+11.86	timeout
06-11 14:31	BTC	Buy	61491.1→62876.9	+10.62	timeout
06-09 15:55	BTC	Buy	62644.1→61103.4	-12.75	stop_loss
06-07 22:15	BTC	Buy	61247.1→63935.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60716→63381.8	+21.52	take_profit
06-07 20:10	BTC	Buy	60852→61634.9	+6.05	timeout
06-07 08:48	BTC	Buy	60218→62868.9	+21.59	take_profit
06-06 04:27	BTC	Buy	61375.1→59864.1	-12.76	stop_loss
06-06 04:27	BTC	Buy	61392.1→59874.1	-12.82	stop_loss
06-05 06:22	BTC	Buy	62883.1→61335.2	-12.68	stop_loss
06-05 06:00	BTC	Buy	63734.2→62165.8	-12.72	stop_loss
06-04 10:27	BTC	Buy	64170.2→62585.6	-12.77	stop_loss
06-04 00:27	BTC	Buy	65168.3→63566	-12.74	stop_loss
06-03 23:51	BTC	Buy	65759.3→64133.7	-12.80	stop_loss
06-03 20:55	BTC	Buy	66374.3→64742.4	-12.78	stop_loss
06-03 03:50	BTC	Buy	67052.4→65403	-12.75	stop_loss
06-03 03:34	BTC	Buy	67612.4→65949.7	-12.75	stop_loss
06-03 03:29	BTC	Buy	67703.4→66038.7	-12.75	stop_loss
06-02 19:33	BTC	Buy	68003.4→66331.5	-12.75	stop_loss
06-02 12:35	BTC	Buy	70834.5→69083	-12.88	stop_loss
05-30 20:23	BTC	Buy	73605.7→73922.3	+1.48	timeout
05-30 17:00	BTC	Buy	73445.7→73876.3	+2.26	timeout
05-30 12:55	BTC	Buy	73498.7→73634.3	+0.35	timeout
05-30 10:46	BTC	Buy	73505.7→73623.3	+0.23	timeout
05-30 08:38	BTC	Buy	73247.7→73518.3	+1.31	timeout

Paper vs Live

Paper (trades.jsonl)

closed

38%

win rate

-239.63

total pnl ($)

-78.2 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%	-78.2	-239.63

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…