deribit_basis_discount_regime_band_long · strategy

closed trades

42%

win rate

-211.16

total pnl ($)

0.739

weight

7d window — n=13 wr=38% pnl=-80.22 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 57 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 03:18	BTC	Buy	59872→60201	+2.30	timeout
06-28 01:48	BTC	Buy	59536→60219	+5.24	timeout
06-27 23:48	BTC	Buy	59387→60006	+4.84	timeout
06-27 22:07	BTC	Buy	59724→60093	+2.73	timeout
06-27 08:02	BTC	Buy	59554→60438	+6.94	timeout
06-26 13:18	BTC	Buy	60215→58731.7	-12.78	stop_loss
06-26 02:13	BTC	Buy	60140→58654.7	-12.80	stop_loss
06-24 16:51	BTC	Buy	61367.1→59855.1	-12.75	stop_loss
06-24 15:28	BTC	Buy	62310.1→60775.6	-12.69	stop_loss
06-24 14:19	BTC	Buy	62414.1→60874.5	-12.77	stop_loss
06-24 14:19	BTC	Buy	62463.1→60891.5	-13.02	stop_loss
06-24 14:19	BTC	Buy	62473.1→60936.5	-12.73	stop_loss
06-24 13:44	BTC	Buy	62922.1→61374.2	-12.75	stop_loss
06-18 04:11	BTC	Buy	65356.3→63744.9	-12.79	stop_loss
06-17 08:44	BTC	Buy	66502.3→64864.3	-12.78	stop_loss
06-16 09:52	BTC	Buy	65485.3→66518.7	+7.44	timeout
06-14 17:51	BTC	Buy	63505.2→63733.8	+1.23	timeout
06-14 15:33	BTC	Buy	63466.2→63997.8	+3.72	timeout
06-13 16:32	BTC	Buy	63763.2→63986.8	+1.35	timeout
06-13 14:50	BTC	Buy	63581.2→64188.8	+4.26	timeout
06-13 07:56	BTC	Buy	63633.2→63779.8	+0.67	timeout
06-13 04:17	BTC	Buy	62771.1→63494.8	+5.32	timeout
06-13 00:27	BTC	Buy	62756.1→63539.8	+5.66	timeout
06-12 03:06	BTC	Buy	62020.1→63537.8	+11.64	timeout
06-12 01:25	BTC	Buy	61468.1→63371.8	+14.85	timeout
06-11 19:30	BTC	Buy	61164.1→63849.8	+21.31	take_profit
06-11 06:51	BTC	Buy	61714.1→62780.9	+7.97	timeout
06-11 05:18	BTC	Buy	61771.1→62656.9	+6.49	timeout
06-09 15:56	BTC	Buy	62574.1→61028.4	-12.84	stop_loss
06-09 14:43	BTC	Buy	62852.1→61301.3	-12.80	stop_loss
06-09 14:35	BTC	Buy	62952.1→61404.2	-12.76	stop_loss
06-09 14:30	BTC	Buy	62995.1→61439.2	-12.81	stop_loss
06-09 14:11	BTC	Buy	63493.2→61929.9	-12.76	stop_loss
06-09 01:35	BTC	Buy	61833.1→62775.9	+7.18	timeout
06-07 22:14	BTC	Buy	60848→63519.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60765→63432.8	+21.52	take_profit
06-07 18:41	BTC	Buy	60984→62164.9	+9.30	timeout
06-07 08:28	BTC	Buy	59900→62546.9	+21.71	take_profit
06-07 07:51	BTC	Buy	60287→62197.9	+15.44	timeout
06-05 13:56	BTC	Buy	62500.1→60963.5	-12.75	stop_loss
06-05 06:03	BTC	Buy	63617.2→62050.9	-12.70	stop_loss
06-05 06:01	BTC	Buy	63719.2→62148.8	-12.74	stop_loss
06-05 03:06	BTC	Buy	63912.2→62340.7	-12.72	stop_loss
06-05 03:05	BTC	Buy	63954.2→62381.7	-12.73	stop_loss
06-04 10:30	BTC	Buy	63953.2→62378.7	-12.72	stop_loss
06-04 10:28	BTC	Buy	64106.2→62519.6	-12.80	stop_loss
06-04 02:03	BTC	Buy	63004.2→61454.2	-12.75	stop_loss
06-04 01:16	BTC	Buy	64515.2→62928.4	-12.75	stop_loss
06-04 00:29	BTC	Buy	65045.3→63445.1	-12.75	stop_loss
06-03 23:03	BTC	Buy	66152.3→64485.5	-13.05	stop_loss
06-03 20:45	BTC	Buy	66706.3→65055.2	-12.87	stop_loss
06-03 20:45	BTC	Buy	66736.3→65090.2	-12.84	stop_loss
06-03 16:27	BTC	Buy	67193.4→65540.9	-12.76	stop_loss
06-03 16:24	BTC	Buy	67273.4→65618.9	-12.77	stop_loss
06-03 03:43	BTC	Buy	67391.4→65732.8	-12.76	stop_loss
06-03 03:43	BTC	Buy	67428.4→65765.8	-12.78	stop_loss
06-03 03:28	BTC	Buy	67709.4→66043.7	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

42%

win rate

-211.16

total pnl ($)

-73.8 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	57	42%	-73.8	-211.16

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…