deribit_basis_mid_regime_long_v1

not live
95
closed trades
42%
win rate
-113.61
total pnl ($)
1.363
weight
7d window — n=22 wr=55% pnl=+37.24  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 95 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 06:09SOLBuy75.7044→74.0529-11.34timeout
06-29 17:15SOLBuy72.4119→76.0266+24.48take_profit
06-29 16:25SOLBuy72.3288→73.078+4.65timeout
06-29 10:14SOLBuy71.0737→73.406+15.90timeout
06-28 22:53SOLBuy71.8298→69.4718-16.93stop_loss
06-28 17:14SOLBuy70.5216→71.5813+7.13timeout
06-28 08:38SOLBuy71.2417→71.7892+3.32timeout
06-27 22:15SOLBuy72.7899→70.5441-15.88stop_loss
06-27 19:36SOLBuy72.0238→71.0163-7.44timeout
06-26 16:00SOLBuy69.6414→73.108+24.38take_profit
06-26 15:42SOLBuy68.7973→72.2162+24.38take_profit
06-26 12:31SOLBuy67.9022→69.1746+8.84timeout
06-26 06:23SOLBuy66.417→69.1856+20.32timeout
06-25 13:45SOLBuy68.3763→66.2709-15.84stop_loss
06-25 13:40SOLBuy69.2294→67.0964-15.85stop_loss
06-25 12:15SOLBuy68.0292→68.0708-0.18timeout
06-25 05:01SOLBuy65.2458→68.4897+24.46take_profit
06-24 15:42SOLBuy69.8085→67.656-15.87stop_loss
06-24 15:42SOLBuy69.8795→67.722-15.90stop_loss
06-24 06:20SOLBuy68.8373→69.8055+6.71timeout
06-24 00:08SOLBuy69.2144→69.7795+3.77timeout
06-23 08:14SOLBuy71.0407→68.8462-15.86stop_loss
06-23 06:17SOLBuy72.7009→70.4592-15.76stop_loss
06-22 22:27SOLBuy74.3752→72.0831-15.79stop_loss
06-22 19:16SOLBuy74.2511→72.6391-11.27timeout
06-22 13:13SOLBuy73.324→74.5058+7.53timeout
06-22 07:07SOLBuy74.1831→73.8559-2.68timeout
06-22 01:08SOLBuy73.7031→73.391-2.56timeout
06-21 19:00SOLBuy73.285→74.1789+5.57timeout
06-21 12:43SOLBuy73.116→73.185-0.05timeout
06-21 05:42SOLBuy71.4207→73.182+11.86timeout
06-20 13:28SOLBuy69.5504→70.7594+8.19timeout
06-20 05:11SOLBuy68.8603→72.3052+24.54take_profit
06-20 01:26SOLBuy68.4773→69.5276+7.18timeout
06-19 19:23SOLBuy68.4473→68.8797+2.74timeout
06-19 14:01SOLBuy69.9385→69.1536-6.01timeout
06-19 07:39SOLBuy69.0504→67.9338-8.57timeout
06-18 15:40SOLBuy71.3937→69.195-15.86stop_loss
06-18 15:37SOLBuy71.6707→69.4648-15.89stop_loss
06-18 13:53SOLBuy72.1648→71.2243-6.92timeout
06-18 07:54SOLBuy71.5607→71.7202+0.71timeout
06-18 01:49SOLBuy72.6979→72.1772-3.98timeout
06-17 19:45SOLBuy73.264→71.5983-11.89timeout
06-17 13:29SOLBuy73.402→72.2282-8.37timeout
06-17 07:26SOLBuy73.8681→73.161-5.07timeout
06-16 18:59SOLBuy74.1691→73.9509-1.92timeout
06-16 14:33SOLBuy74.5662→72.271-15.84stop_loss
06-16 02:18SOLBuy75.6193→73.2853-15.87stop_loss
06-15 16:08SOLBuy71.7428→75.3157+24.46take_profit
06-15 15:46SOLBuy71.2437→74.7878+24.45take_profit
06-15 09:20SOLBuy68.9563→71.3983+17.31timeout
06-14 18:56SOLBuy68.1752→67.3739-6.21timeout
06-14 12:52SOLBuy68.6643→67.7228-7.21timeout
06-14 06:25SOLBuy68.2192→68.2638-0.08timeout
06-13 23:09SOLBuy67.5141→68.8837+9.75timeout
06-13 16:49SOLBuy66.9→67.8908+6.94timeout
06-13 09:08SOLBuy66.724→67.3899+4.59timeout
06-13 00:00SOLBuy66.826→66.782-0.65timeout
06-12 17:43SOLBuy66.699→67.4019+4.92timeout
06-12 11:43SOLBuy67.0291→66.925-1.29timeout
06-12 05:43SOLBuy66.657→66.7-0.13timeout
06-10 20:18SOLBuy64.1156→63.4185-5.78timeout
06-10 20:05SOLBuy65.2708→63.2589-15.83stop_loss
06-10 03:08SOLBuy65.0378→65.5232+3.35timeout
06-09 14:20SOLBuy66.859→64.7719-16.04stop_loss
06-09 08:15SOLBuy67.0761→66.538-4.46timeout
06-09 02:11SOLBuy66.731→65.9481-6.17timeout
06-08 20:05SOLBuy65.9149→67.4029+10.88timeout
06-08 14:01SOLBuy66.1309→66.727+4.07timeout
06-07 22:15SOLBuy64.6407→67.8628+24.65take_profit
06-07 22:15SOLBuy64.4697→67.6828+24.51take_profit
06-07 19:50SOLBuy64.7477→63.8114-7.35timeout
06-07 13:48SOLBuy63.8096→64.2064+2.91timeout
06-07 06:28SOLBuy61.6803→64.7493+24.54take_profit
06-07 01:34SOLBuy62.2823→63.6584+10.61timeout
06-06 04:05SOLBuy64.3837→62.4004-15.75stop_loss
06-05 19:04SOLBuy64.3376→62.3544-15.86stop_loss
06-05 16:08SOLBuy65.6919→63.6646-15.91stop_loss
06-05 06:22SOLBuy66.783→64.7259-15.81stop_loss
06-05 04:03SOLBuy68.7603→66.6427-15.73stop_loss
06-05 02:43SOLBuy69.5364→67.3882-15.72stop_loss
06-04 21:41SOLBuy68.0612→67.7168-2.89timeout
06-04 08:12SOLBuy70.6916→68.5144-15.79stop_loss
06-04 01:50SOLBuy71.0867→68.8952-15.80stop_loss
06-03 16:39SOLBuy73.558→72.5751-7.04timeout
06-03 16:21SOLBuy74.7022→72.4029-15.82stop_loss
06-03 11:47SOLBuy73.9001→75.1727+8.18timeout
06-02 22:48SOLBuy76.6685→74.3057-15.81stop_loss
06-02 14:27SOLBuy79.6039→77.1208-16.00stop_loss
06-02 14:10SOLBuy80.7131→78.1832-16.05stop_loss
06-01 03:19SOLBuy82.1173→82.7726+3.55timeout
05-31 19:06SOLBuy82.9074→81.6547-8.08timeout
05-30 02:53SOLBuy81.4852→82.8796+8.06timeout
05-29 19:50SOLBuy82.0193→82.2057+0.61timeout
05-29 02:15SOLBuy81.1082→82.1617+6.03timeout

Paper vs Live

Paper (trades.jsonl)
95
closed
42%
win rate
-113.61
total pnl ($)
-24.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
SOL9542%-24.5-113.61

Recent bounces (last 20 of 1)

timesymsidereason
06-30 00:51SOLBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems