deribit_basis_regime_band_long_v13 · strategy

109

closed trades

46%

win rate

-328.88

total pnl ($)

0.250

weight

7d window — n=33 wr=42% pnl=-153.05 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 21:34	BTC	Buy	59692→60380	+5.16	timeout
06-29 20:25	BTC	Buy	59681→60412	+5.52	timeout
06-29 19:16	BTC	Buy	59455→60205	+5.71	timeout
06-29 18:04	BTC	Buy	59621→60386	+5.82	timeout
06-29 16:54	BTC	Buy	59635→59824	+0.98	timeout
06-28 19:30	BTC	Buy	60274→59521	-6.67	timeout
06-28 17:59	BTC	Buy	60551→59569	-8.53	timeout
06-28 16:54	BTC	Buy	60795→59634	-9.98	timeout
06-28 15:48	BTC	Buy	60774→59896	-7.68	timeout
06-28 14:41	BTC	Buy	60602→60073	-4.85	timeout
06-27 18:29	BTC	Buy	59842→60466	+4.78	timeout
06-27 17:26	BTC	Buy	60113→60517	+2.91	timeout
06-27 16:28	BTC	Buy	60068→60682	+4.69	timeout
06-27 15:25	BTC	Buy	60099→60742	+4.91	timeout
06-27 14:01	BTC	Buy	60085→60500	+3.00	timeout
06-26 13:19	BTC	Buy	60111→58632.7	-12.75	stop_loss
06-26 12:43	BTC	Buy	60524→59033.5	-12.77	stop_loss
06-26 02:13	BTC	Buy	60186→58698.7	-12.80	stop_loss
06-24 16:51	BTC	Buy	61315.1→59806.1	-12.74	stop_loss
06-24 15:44	BTC	Buy	62028.1→60502.7	-12.74	stop_loss
06-24 14:19	BTC	Buy	62466.1→60882.5	-13.12	stop_loss
06-24 14:13	BTC	Buy	62661.1→61119.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62713.1→61160.3	-12.83	stop_loss
06-24 13:57	BTC	Buy	62735.1→61192.3	-12.74	stop_loss
06-24 11:49	BTC	Buy	62458.1→62908.9	+3.15	timeout
06-24 10:40	BTC	Buy	62274.1→62568.9	+1.87	timeout
06-24 09:34	BTC	Buy	62445.1→62666.9	+1.25	timeout
06-24 08:33	BTC	Buy	62195.1→62756.9	+4.02	timeout
06-24 07:27	BTC	Buy	62973.1→62687.9	-2.76	timeout
06-23 08:24	BTC	Buy	63822.2→62245.7	-12.79	stop_loss
06-23 08:17	BTC	Buy	63970.2→62393.7	-12.78	stop_loss
06-23 08:17	BTC	Buy	64035.2→62458.6	-12.77	stop_loss
06-23 08:17	BTC	Buy	64007.2→62431.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64137.2→62554.6	-12.79	stop_loss
06-22 18:11	BTC	Buy	63977.2→64642.8	+4.69	timeout
06-22 12:35	BTC	Buy	63985.2→64918.8	+6.70	timeout
06-22 02:40	BTC	Buy	64219.2→64508.8	+1.72	timeout
06-21 21:56	BTC	Buy	63999.2→63744.8	-2.43	timeout
06-21 10:20	BTC	Buy	63634.2→64265.8	+4.45	timeout
06-21 09:14	BTC	Buy	63492.2→63948.8	+3.00	timeout
06-21 08:10	BTC	Buy	63510.2→64087.8	+4.03	timeout
06-21 01:54	BTC	Buy	63550.2→64242.8	+4.95	timeout
06-20 18:25	BTC	Buy	63120.2→63833.8	+5.21	timeout
06-20 09:53	BTC	Buy	62332.1→63666.8	+10.16	timeout
06-20 08:49	BTC	Buy	62642.1→63369.8	+5.25	timeout
06-20 07:43	BTC	Buy	62497.1→63718.8	+9.32	timeout
06-20 01:35	BTC	Buy	62834.1→63550.8	+5.24	timeout
06-19 15:53	BTC	Buy	62509.1→63190.8	+5.01	timeout
06-18 15:40	BTC	Buy	64281.2→62698.5	-12.73	stop_loss
06-18 15:37	BTC	Buy	64446.2→62843.4	-12.86	stop_loss
06-18 15:37	BTC	Buy	64532.2→62944.4	-12.73	stop_loss
06-17 15:49	BTC	Buy	65792.3→65652.7	-1.52	timeout
06-17 08:49	BTC	Buy	66462.3→64827.3	-12.76	stop_loss
06-17 08:39	BTC	Buy	66563.3→64925.3	-12.74	stop_loss
06-17 08:05	BTC	Buy	66348.3→65448.7	-7.19	timeout
06-17 07:54	BTC	Buy	66824.3→65181.1	-12.77	stop_loss
06-13 23:43	BTC	Buy	63510.2→64443.8	+6.89	timeout
06-13 22:37	BTC	Buy	63516.2→64487.8	+7.17	timeout
06-13 21:32	BTC	Buy	63540.2→64245.8	+5.08	timeout
06-13 20:32	BTC	Buy	63533.2→64225.8	+4.99	timeout
06-13 13:41	BTC	Buy	63104.2→64204.8	+8.22	timeout
06-12 22:00	BTC	Buy	63527.2→63517.8	-0.57	timeout
06-12 20:56	BTC	Buy	63373.2→63446.8	+0.11	timeout
06-12 19:51	BTC	Buy	63669.2→63622.8	-0.81	timeout
06-12 18:33	BTC	Buy	63438.2→63760.8	+2.08	timeout
06-12 12:34	BTC	Buy	62750.1→63519.8	+5.61	timeout
06-11 21:46	BTC	Buy	61649.1→63536.8	+14.72	timeout
06-11 19:58	BTC	Buy	61994.1→63605.8	+12.42	timeout
06-11 18:56	BTC	Buy	61736.1→63463.8	+13.41	timeout
06-11 17:16	BTC	Buy	62113.1→62449.9	+2.20	timeout
06-11 08:51	BTC	Buy	61245.1→62961.9	+13.46	timeout
06-10 19:13	BTC	Buy	61784.1→61751.9	-0.78	timeout
06-10 18:08	BTC	Buy	61811.1→61976.9	+0.85	timeout
06-10 17:04	BTC	Buy	61645.1→62315.9	+4.93	timeout
06-10 15:55	BTC	Buy	61103.1→62690.9	+12.56	timeout
06-09 15:55	BTC	Buy	62633.1→61089.4	-12.80	stop_loss
06-09 14:47	BTC	Buy	62649.1→61106.4	-12.76	stop_loss
06-09 14:44	BTC	Buy	62815.1→61268.3	-12.77	stop_loss
06-09 05:17	BTC	Buy	62585.1→63329.8	+5.48	timeout
06-09 04:12	BTC	Buy	62920.1→62926.9	-0.38	timeout
06-09 02:43	BTC	Buy	63036.2→62584.9	-4.02	timeout
06-07 08:38	BTC	Buy	61331.1→62639.9	+10.24	timeout
06-07 06:29	BTC	Buy	61004.1→61990.9	+7.69	timeout
06-07 05:28	BTC	Buy	60760→61815.9	+8.27	timeout
06-07 04:22	BTC	Buy	60000→61544.9	+12.42	timeout
06-06 20:01	BTC	Buy	60371→60585	+1.39	timeout
06-06 04:33	BTC	Buy	61131.1→59626.2	-12.76	stop_loss
06-06 04:27	BTC	Buy	61403.1→59884	-12.82	stop_loss
06-06 04:10	BTC	Buy	61821.1→60300.8	-12.75	stop_loss
06-05 12:08	BTC	Buy	62483.1→62093.9	-3.60	timeout
06-05 06:22	BTC	Buy	62971.1→61422.2	-12.69	stop_loss
06-05 06:20	BTC	Buy	63188.2→61634.1	-12.71	stop_loss
06-05 06:03	BTC	Buy	63634.2→62068.8	-12.71	stop_loss
06-05 03:06	BTC	Buy	63870.2→62299.7	-12.72	stop_loss
06-04 10:30	BTC	Buy	63973.2→62398.7	-12.72	stop_loss
06-04 10:27	BTC	Buy	64187.2→62582.6	-12.93	stop_loss
06-04 09:29	BTC	Buy	64336.2→62754.5	-12.74	stop_loss
06-04 00:29	BTC	Buy	64932.2→63335.1	-12.75	stop_loss
06-04 00:29	BTC	Buy	65167.3→63565	-12.74	stop_loss
06-03 20:55	BTC	Buy	66364.3→64732.4	-12.79	stop_loss

Paper vs Live

Paper (trades.jsonl)

109

closed

46%

win rate

-328.88

total pnl ($)

-59.9 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	109	46%	-59.9	-328.88

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…