deribit_basis_low_regime_long

not live
72
closed trades
44%
win rate
-224.72
total pnl ($)
0.664
weight
7d window — n=21 wr=38% pnl=-98.39  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 72 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 01:54BTCBuy60191→59460-6.55timeout
06-28 23:27BTCBuy59982→59429-5.08timeout
06-28 21:22BTCBuy60391→59641-6.65timeout
06-28 18:58BTCBuy60517→59571-8.24timeout
06-28 16:55BTCBuy60788→59641-9.88timeout
06-27 21:53BTCBuy59918→60165+1.68timeout
06-27 16:28BTCBuy60039→60681+4.94timeout
06-27 14:24BTCBuy59965→60598+4.82timeout
06-27 12:22BTCBuy59545→60278+5.67timeout
06-27 10:33BTCBuy59755→60382+4.75timeout
06-26 20:04BTCBuy59631→59853+1.30timeout
06-26 13:18BTCBuy60361→58873.6-12.78stop_loss
06-24 16:51BTCBuy61350.1→59814.1-12.95stop_loss
06-24 14:19BTCBuy62531.1→60991.4-12.76stop_loss
06-24 14:17BTCBuy62582.1→61027.4-12.85stop_loss
06-24 14:13BTCBuy62674.1→61130.4-12.76stop_loss
06-24 14:08BTCBuy62490.1→61366.9-9.43timeout
06-24 13:48BTCBuy62787.1→61243.3-12.74stop_loss
06-24 12:07BTCBuy62427.1→62808.9+2.60timeout
06-24 09:37BTCBuy62456.1→62636.9+0.92timeout
06-24 07:35BTCBuy62884.1→62645.9-2.39timeout
06-20 09:00BTCBuy62606.1→63410.8+5.86timeout
06-18 05:03BTCBuy65328.3→63717.9-12.78stop_loss
06-17 10:59BTCBuy66358.3→64723.4-12.85stop_loss
06-17 07:54BTCBuy66823.3→65180.1-12.70stop_loss
06-16 21:23BTCBuy66511.3→65711.7-6.55timeout
06-15 21:53BTCBuy65494.3→66389.7+6.33timeout
06-14 00:43BTCBuy63573.2→64536.8+7.14timeout
06-13 22:37BTCBuy63516.2→64487.8+7.17timeout
06-13 20:32BTCBuy63533.2→64225.8+4.99timeout
06-13 17:12BTCBuy63902.2→63948.8-0.09timeout
06-13 12:39BTCBuy63431.2→63991.8+3.89timeout
06-12 22:43BTCBuy63493.2→63473.8-0.65timeout
06-12 20:29BTCBuy63341.2→63499.8+0.79timeout
06-12 18:26BTCBuy63401.2→63701.8+1.90timeout
06-12 15:46BTCBuy62628.1→63890.8+9.55timeout
06-12 12:27BTCBuy62691.1→63449.8+5.53timeout
06-11 21:40BTCBuy61593.1→63492.8+14.83timeout
06-11 17:33BTCBuy61765.1→63328.8+12.12timeout
06-11 15:33BTCBuy62325.1→62642.9+2.00timeout
06-11 13:25BTCBuy61438.1→62791.9+10.46timeout
06-11 08:47BTCBuy61186.1→62881.9+13.28timeout
06-10 19:43BTCBuy61863.1→62002.9+0.61timeout
06-10 17:19BTCBuy61791.1→62099.9+1.99timeout
06-09 15:56BTCBuy62539.1→60998.4-12.84stop_loss
06-09 14:20BTCBuy63258.2→61702-12.76stop_loss
06-09 14:19BTCBuy63268.2→61712-12.76stop_loss
06-09 14:18BTCBuy63296.2→61738-12.77stop_loss
06-09 14:17BTCBuy63354.2→61793-12.78stop_loss
06-09 04:51BTCBuy62783.1→63306.8+3.72timeout
06-09 02:42BTCBuy63021.2→62601.9-3.77timeout
06-07 20:45BTCBuy60711→61752.9+8.16timeout
06-07 16:30BTCBuy60589→62150.9+12.36timeout
06-07 14:17BTCBuy60875→61878.9+7.78timeout
06-07 12:16BTCBuy61038.1→62184.9+8.94timeout
06-07 05:07BTCBuy59925→61777.9+15.03timeout
06-06 19:51BTCBuy60397→60600+1.29timeout
06-05 12:02BTCBuy62482.1→61710.9-6.66timeout
06-05 06:16BTCBuy63442.2→61880.9-12.69stop_loss
06-05 06:16BTCBuy63478.2→61916.9-12.71stop_loss
06-05 03:06BTCBuy63921.2→62344.7-12.75stop_loss
06-05 02:43BTCBuy63330.2→62602.9-6.16timeout
06-04 10:27BTCBuy64205.2→62626.5-12.72stop_loss
06-04 01:22BTCBuy64275.2→62694.5-12.75stop_loss
06-04 00:29BTCBuy65049.3→63449.1-12.75stop_loss
06-04 00:24BTCBuy65638.3→64023.8-12.75stop_loss
06-03 23:07BTCBuy66059.3→64414.6-12.90stop_loss
06-03 20:55BTCBuy66406.3→64766.4-12.85stop_loss
06-03 20:50BTCBuy66654.3→65015.2-12.79stop_loss
06-03 16:24BTCBuy67305.4→65649.9-12.78stop_loss
06-03 03:44BTCBuy67332.4→65675.9-12.75stop_loss
06-03 03:43BTCBuy67427.4→65768.8-12.75stop_loss

Paper vs Live

Paper (trades.jsonl)
72
closed
44%
win rate
-224.72
total pnl ($)
-62.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7244%-62.0-224.72

Recent bounces (last 20 of 1)

timesymsidereason
06-29 07:04BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems