deribit_basis_regime_band_fear_gated_long_v2 · strategy

closed trades

27%

win rate

-217.99

total pnl ($)

0.532

weight

7d window — n=13 wr=8% pnl=-121.22 · 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	60353→58868.6	-12.79	stop_loss
06-26 13:19	BTC	Buy	60113→58634.7	-12.75	stop_loss
06-26 10:58	BTC	Buy	60666→59174.4	-12.75	stop_loss
06-24 14:19	BTC	Buy	62384.1→60848.5	-12.74	stop_loss
06-24 14:19	BTC	Buy	62480.1→60940.5	-12.75	stop_loss
06-24 13:48	BTC	Buy	62800.1→61255.3	-12.74	stop_loss
06-24 13:44	BTC	Buy	62922.1→61369.2	-12.79	stop_loss
06-24 13:22	BTC	Buy	63364.2→61806	-12.75	stop_loss
06-23 08:27	BTC	Buy	63636.2→62070.8	-12.74	stop_loss
06-23 08:01	BTC	Buy	63590.2→62898.9	-5.90	timeout
06-23 06:26	BTC	Buy	63645.2→62596.9	-8.79	timeout
06-23 05:24	BTC	Buy	63695.2→63408.8	-2.79	timeout
06-22 08:48	BTC	Buy	62646.1→64109.8	+11.06	timeout
06-18 15:40	BTC	Buy	64311.2→62725.5	-12.51	stop_loss
06-17 19:41	BTC	Buy	65791.3→64171.7	-12.77	stop_loss
06-17 19:40	BTC	Buy	65797.3→64175.7	-12.78	stop_loss
06-17 08:49	BTC	Buy	66443.3→64808.3	-12.79	stop_loss
06-17 08:35	BTC	Buy	66725.3→65084.2	-12.78	stop_loss
06-15 11:23	BTC	Buy	63535.2→66324.7	+21.52	take_profit
06-15 11:23	BTC	Buy	63524.2→66312.7	+21.52	take_profit
06-15 11:19	BTC	Buy	63500.2→66296.7	+21.59	take_profit
06-14 20:34	BTC	Buy	63377.2→63945.8	+3.92	timeout
06-13 14:26	BTC	Buy	62003.1→64109.8	+16.40	timeout
06-12 19:37	BTC	Buy	61889.1→63773.8	+14.76	timeout
06-12 18:32	BTC	Buy	61728.1→63765.8	+16.00	timeout
06-12 17:30	BTC	Buy	61762.1→63815.8	+16.13	timeout
06-11 19:30	BTC	Buy	61204.1→63890.8	+21.32	take_profit
06-09 15:56	BTC	Buy	62601.1→61060.4	-12.79	stop_loss
06-09 15:55	BTC	Buy	62610.1→61067.4	-12.99	stop_loss
06-09 14:46	BTC	Buy	62757.1→61212.3	-12.76	stop_loss
06-09 14:35	BTC	Buy	62968.1→61416.2	-12.81	stop_loss
06-09 14:30	BTC	Buy	63016.2→61466.2	-12.78	stop_loss
06-07 22:15	BTC	Buy	61234.1→63922.8	+21.52	take_profit
06-07 22:14	BTC	Buy	61005.1→63683.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60697→63361.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60622→63283.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60357→63006.8	+21.52	take_profit
06-06 04:12	BTC	Buy	61719.1→60198.9	-12.77	stop_loss
06-05 06:23	BTC	Buy	62816.1→61271.3	-12.69	stop_loss
06-05 06:22	BTC	Buy	62956.1→61404.2	-12.74	stop_loss
06-05 06:17	BTC	Buy	63369.2→61810	-12.73	stop_loss
06-05 06:01	BTC	Buy	63688.2→62120.8	-12.72	stop_loss
06-05 03:06	BTC	Buy	63897.2→62315.7	-12.80	stop_loss
06-04 10:27	BTC	Buy	64206.2→62627.5	-12.72	stop_loss
06-04 09:29	BTC	Buy	64346.2→62756.5	-12.80	stop_loss
06-04 00:29	BTC	Buy	65155.3→63553	-12.74	stop_loss
06-04 00:26	BTC	Buy	65216.3→63612	-12.75	stop_loss
06-03 20:55	BTC	Buy	66598.3→64949.3	-12.89	stop_loss
06-03 19:55	BTC	Buy	66875.3→65230.1	-12.79	stop_loss
06-03 19:54	BTC	Buy	67003.4→65354	-12.82	stop_loss
06-03 16:24	BTC	Buy	67283.4→65628.9	-12.77	stop_loss
06-03 03:49	BTC	Buy	67281.4→65626.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67524.4→65863.8	-12.75	stop_loss
06-03 03:28	BTC	Buy	67717.4→66048.7	-12.77	stop_loss
06-02 12:06	BTC	Buy	70969.5→69223.9	-12.80	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

27%

win rate

-217.99

total pnl ($)

-78.9 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	27%	-78.9	-217.99

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…