deribit_basis_regime_band_long_v9 · strategy

closed trades

34%

win rate

-194.45

total pnl ($)

0.514

weight

7d window — n=14 wr=7% pnl=-123.61 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 61 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 21:39	BTC	Buy	59880→59671	-2.23	timeout
06-28 18:00	BTC	Buy	60016→59568	-4.13	timeout
06-28 15:59	BTC	Buy	60277→59851	-3.97	timeout
06-28 13:59	BTC	Buy	60146→60042	-1.38	timeout
06-28 10:19	BTC	Buy	59765→60163	+2.83	timeout
06-26 12:40	BTC	Buy	60647→59139.5	-12.89	stop_loss
06-24 15:33	BTC	Buy	62194.1→60664.6	-12.65	stop_loss
06-24 15:30	BTC	Buy	62278.1→60746.6	-12.66	stop_loss
06-24 15:30	BTC	Buy	62300.1→60767.6	-12.67	stop_loss
06-24 14:17	BTC	Buy	62540.1→61000.4	-12.74	stop_loss
06-24 13:44	BTC	Buy	62907.1→61359.2	-12.75	stop_loss
06-23 08:27	BTC	Buy	63647.2→62079.8	-12.75	stop_loss
06-23 08:17	BTC	Buy	63998.2→62415.7	-12.83	stop_loss
06-23 06:21	BTC	Buy	64207.2→62622.5	-12.79	stop_loss
06-22 02:09	BTC	Buy	63472.2→64499.8	+7.48	timeout
06-21 19:14	BTC	Buy	63033.2→64192.8	+8.82	timeout
06-21 12:05	BTC	Buy	62642.1→64136.8	+11.59	timeout
06-21 09:54	BTC	Buy	62352.1→64144.8	+13.70	timeout
06-21 07:47	BTC	Buy	62506.1→64192.8	+13.05	timeout
06-18 15:40	BTC	Buy	64316.2→62734.5	-12.46	stop_loss
06-17 19:40	BTC	Buy	65803.3→64175.7	-12.82	stop_loss
06-17 19:29	BTC	Buy	65860.3→64238.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	65871.3→64249.6	-12.77	stop_loss
06-17 10:56	BTC	Buy	66373.3→64738.4	-12.87	stop_loss
06-17 08:39	BTC	Buy	66547.3→64910.3	-12.78	stop_loss
06-14 21:11	BTC	Buy	63551.2→63991.8	+2.95	timeout
06-14 16:05	BTC	Buy	63663.2→64017.8	+2.18	timeout
06-13 21:55	BTC	Buy	63463.2→64479.8	+7.50	timeout
06-13 19:53	BTC	Buy	63635.2→64281.8	+4.63	timeout
06-13 17:09	BTC	Buy	62465.1→63987.8	+11.74	timeout
06-12 18:56	BTC	Buy	61734.1→63734.8	+15.72	timeout
06-12 14:24	BTC	Buy	62113.1→63397.8	+9.76	timeout
06-11 19:32	BTC	Buy	61209.1→63896.8	+21.32	take_profit
06-11 17:56	BTC	Buy	61700.1→63370.8	+12.89	timeout
06-11 15:55	BTC	Buy	61189.1→62558.9	+10.46	timeout
06-09 15:56	BTC	Buy	62569.1→61026.4	-12.81	stop_loss
06-09 15:55	BTC	Buy	62614.1→61074.4	-12.75	stop_loss
06-09 15:55	BTC	Buy	62632.1→61089.4	-12.77	stop_loss
06-09 14:29	BTC	Buy	63048.2→61497.2	-12.76	stop_loss
06-09 14:11	BTC	Buy	63484.2→61922.9	-12.75	stop_loss
06-07 22:15	BTC	Buy	61138.1→63821.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60783→63451.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60626→63287.8	+21.52	take_profit
06-07 08:48	BTC	Buy	60302→62950.9	+21.54	take_profit
06-07 08:48	BTC	Buy	60182→62829.9	+21.57	take_profit
06-05 06:22	BTC	Buy	62916.1→61367.2	-12.70	stop_loss
06-05 06:20	BTC	Buy	63235.2→61679.1	-12.73	stop_loss
06-05 06:16	BTC	Buy	63466.2→61904.9	-12.67	stop_loss
06-05 06:16	BTC	Buy	63468.2→61906.9	-12.71	stop_loss
06-05 05:59	BTC	Buy	63820.2→62247.7	-12.73	stop_loss
06-04 10:27	BTC	Buy	64205.2→62625.5	-12.73	stop_loss
06-04 00:24	BTC	Buy	65522.3→63910.8	-12.75	stop_loss
06-03 20:55	BTC	Buy	66322.3→64652.4	-13.10	stop_loss
06-03 20:55	BTC	Buy	66421.3→64781.4	-12.84	stop_loss
06-03 20:44	BTC	Buy	66771.3→65125.2	-12.83	stop_loss
06-03 19:55	BTC	Buy	66923.3→65270.1	-12.87	stop_loss
06-03 16:27	BTC	Buy	67182.4→65528.9	-12.78	stop_loss
06-03 03:43	BTC	Buy	67442.4→65783.8	-12.75	stop_loss
06-03 03:43	BTC	Buy	67555.4→65890.7	-12.78	stop_loss
06-02 12:06	BTC	Buy	70978.5→69231.9	-12.81	stop_loss
05-31 21:06	BTC	Buy	73674.7→73708.3	-0.24	timeout

Paper vs Live

Paper (trades.jsonl)

closed

34%

win rate

-194.45

total pnl ($)

-63.4 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	61	34%	-63.4	-194.45

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 07:08	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…