deribit_basis_regime_band_long_v14 · strategy

closed trades

47%

win rate

-94.99

total pnl ($)

0.837

weight

7d window — n=9 wr=22% pnl=-63.71 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 49 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 20:12	BTC	Buy	59587→59675	+0.21	timeout
06-26 13:18	BTC	Buy	60270→58787.7	-12.76	stop_loss
06-24 16:47	BTC	Buy	61537.1→60012	-12.82	stop_loss
06-24 15:18	BTC	Buy	62259.1→60957	-10.73	timeout
06-24 14:19	BTC	Buy	62519.1→60966.5	-12.66	stop_loss
06-24 13:45	BTC	Buy	62884.1→61337.2	-12.74	stop_loss
06-24 13:13	BTC	Buy	62097.1→61986.9	-1.26	timeout
06-24 09:35	BTC	Buy	62463.1→62657.9	+1.10	timeout
06-24 07:44	BTC	Buy	62863.1→62664.9	-2.06	timeout
06-14 05:55	BTC	Buy	63509.2→64328.8	+6.02	timeout
06-14 03:38	BTC	Buy	63468.2→64461.8	+7.41	timeout
06-13 22:42	BTC	Buy	63493.2→64486.8	+7.35	timeout
06-13 20:32	BTC	Buy	63529.2→64220.8	+4.98	timeout
06-13 12:39	BTC	Buy	63386.2→63995.8	+4.28	timeout
06-13 02:24	BTC	Buy	63652.2→63725.8	+0.13	timeout
06-13 00:15	BTC	Buy	63660.2→63559.8	-1.33	timeout
06-12 19:13	BTC	Buy	63537.2→63667.8	+0.57	timeout
06-12 17:08	BTC	Buy	62465.1→64009.8	+11.88	timeout
06-12 12:30	BTC	Buy	62740.1→63419.8	+4.89	timeout
06-12 01:33	BTC	Buy	62134.1→63372.8	+9.41	timeout
06-11 21:47	BTC	Buy	61623.1→63518.8	+14.79	timeout
06-11 18:56	BTC	Buy	61753.1→63477.8	+13.38	timeout
06-11 13:31	BTC	Buy	61754.1→62681.9	+6.95	timeout
06-11 08:50	BTC	Buy	61204.1→62949.9	+13.71	timeout
06-10 17:34	BTC	Buy	61814.1→61808.9	-0.54	timeout
06-09 15:55	BTC	Buy	62614.1→61074.4	-12.77	stop_loss
06-09 14:47	BTC	Buy	62713.1→61169.3	-12.76	stop_loss
06-09 14:11	BTC	Buy	63525.2→61959.9	-12.78	stop_loss
06-09 04:48	BTC	Buy	62793.1→63283.8	+3.46	timeout
06-09 02:42	BTC	Buy	63016.2→62623.9	-3.55	timeout
06-07 22:14	BTC	Buy	60633→63296.8	+21.53	take_profit
06-07 18:29	BTC	Buy	60707→62203.9	+11.92	timeout
06-07 14:38	BTC	Buy	60920→62230.9	+10.29	timeout
06-07 12:33	BTC	Buy	60750→61789.9	+8.09	timeout
06-07 05:07	BTC	Buy	59791→61784.9	+16.25	timeout
06-06 20:00	BTC	Buy	60397→60601	+1.31	timeout
06-05 06:23	BTC	Buy	62790.1→61246.3	-12.68	stop_loss
06-05 06:20	BTC	Buy	63233.2→61677.1	-12.74	stop_loss
06-05 06:19	BTC	Buy	63323.2→61766	-12.72	stop_loss
06-05 06:16	BTC	Buy	63473.2→61906.9	-12.75	stop_loss
06-04 10:48	BTC	Buy	63913.2→62341.7	-12.71	stop_loss
06-04 10:27	BTC	Buy	64181.2→62582.6	-12.88	stop_loss
06-04 01:22	BTC	Buy	64239.2→62659.5	-12.75	stop_loss
06-04 00:25	BTC	Buy	65466.3→63855.9	-12.75	stop_loss
06-03 23:38	BTC	Buy	65857.3→64229.7	-12.81	stop_loss
06-03 20:44	BTC	Buy	66772.3→65130.2	-12.80	stop_loss
06-03 19:54	BTC	Buy	66997.3→65326.1	-12.96	stop_loss
06-03 03:43	BTC	Buy	67406.4→65737.8	-12.83	stop_loss
06-03 03:28	BTC	Buy	67712.4→66045.7	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

47%

win rate

-94.99

total pnl ($)

-38.6 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	49	47%	-38.6	-94.99

Recent bounces (last 20 of 5)

time	sym	side	reason
06-26 18:39	BTC	Buy	stale_intent
06-26 12:13	BTC	Buy	below_min_notional_skip
06-24 14:07	BTC	Buy	stale_intent
06-24 14:06	BTC	Buy	stale_intent
06-24 12:11	BTC	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…