deribit_basis_carry_regime_long_v6 · strategy

closed trades

33%

win rate

-162.83

total pnl ($)

0.847

weight

7d window — n=15 wr=33% pnl=-68.22 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 55 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 22:53	BTC	Buy	60465→58977.5	-12.79	stop_loss
06-26 12:43	BTC	Buy	60471→58982.5	-12.77	stop_loss
06-24 15:32	BTC	Buy	62217.1→60686.6	-12.67	stop_loss
06-24 15:31	BTC	Buy	62237.1→60703.6	-12.68	stop_loss
06-24 15:30	BTC	Buy	62301.1→60768.6	-12.66	stop_loss
06-24 14:19	BTC	Buy	62534.1→60966.5	-12.96	stop_loss
06-24 13:45	BTC	Buy	62887.1→61333.2	-12.80	stop_loss
06-23 08:27	BTC	Buy	63627.2→62060.8	-12.75	stop_loss
06-23 08:17	BTC	Buy	64002.2→62415.7	-12.85	stop_loss
06-23 06:21	BTC	Buy	64220.2→62639.5	-12.76	stop_loss
06-23 02:05	BTC	Buy	63495.2→64134.8	+4.67	timeout
06-22 19:13	BTC	Buy	63027.2→64375.8	+10.11	timeout
06-22 12:28	BTC	Buy	62545.1→64899.8	+17.92	timeout
06-22 09:53	BTC	Buy	62352.1→64101.8	+13.32	timeout
06-22 07:42	BTC	Buy	62500.1→64234.8	+13.45	timeout
06-18 15:38	BTC	Buy	64396.2→62808.4	-12.51	stop_loss
06-17 19:41	BTC	Buy	65770.3→64148.7	-12.79	stop_loss
06-17 19:40	BTC	Buy	65805.3→64184.7	-12.78	stop_loss
06-17 19:29	BTC	Buy	65874.3→64249.6	-12.80	stop_loss
06-17 11:02	BTC	Buy	66322.3→64684.4	-12.90	stop_loss
06-17 08:45	BTC	Buy	66481.3→64846.3	-12.76	stop_loss
06-15 12:40	BTC	Buy	63571.2→66361.7	+21.53	take_profit
06-15 00:01	BTC	Buy	63603.2→65720.7	+16.41	timeout
06-14 21:54	BTC	Buy	63491.2→65384.7	+14.33	timeout
06-13 17:14	BTC	Buy	62073.1→63932.8	+14.53	timeout
06-13 14:26	BTC	Buy	62004.1→64109.8	+16.40	timeout
06-12 17:57	BTC	Buy	61702.1→63800.8	+16.52	timeout
06-11 19:32	BTC	Buy	61208.1→63898.8	+21.34	take_profit
06-11 19:30	BTC	Buy	61183.1→63869.8	+21.23	take_profit
06-09 15:56	BTC	Buy	62576.1→61036.4	-12.76	stop_loss
06-09 15:56	BTC	Buy	62585.1→61044.4	-12.79	stop_loss
06-09 15:56	BTC	Buy	62589.1→61048.4	-12.76	stop_loss
06-09 14:30	BTC	Buy	63019.2→61466.2	-12.79	stop_loss
06-09 14:11	BTC	Buy	63493.2→61930.9	-12.75	stop_loss
06-07 22:15	BTC	Buy	61138.1→63821.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60714→63379.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60627→63288.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60330→62978.9	+21.52	take_profit
06-07 08:48	BTC	Buy	60168→62811.9	+21.55	take_profit
06-05 06:23	BTC	Buy	62810.1→61263.3	-12.70	stop_loss
06-05 06:19	BTC	Buy	63291.2→61731	-12.76	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 03:06	BTC	Buy	63921.2→62344.7	-12.75	stop_loss
06-04 10:30	BTC	Buy	63973.2→62398.7	-12.72	stop_loss
06-04 10:28	BTC	Buy	64097.2→62520.6	-12.72	stop_loss
06-04 00:53	BTC	Buy	64578.2→62990.3	-12.74	stop_loss
06-04 00:29	BTC	Buy	65167.3→63565	-12.74	stop_loss
06-03 23:02	BTC	Buy	66217.3→64580.5	-12.80	stop_loss
06-03 23:02	BTC	Buy	66243.3→64614.4	-12.74	stop_loss
06-03 20:55	BTC	Buy	66579.3→64942.3	-12.79	stop_loss
06-03 03:44	BTC	Buy	67355.4→65697.8	-12.76	stop_loss
06-03 03:43	BTC	Buy	67481.4→65818.8	-12.77	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

Paper vs Live

Paper (trades.jsonl)

closed

33%

win rate

-162.83

total pnl ($)

-58.9 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	55	33%	-58.9	-162.83

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…