deribit_basis_regime_band_vol_long · strategy

closed trades

38%

win rate

-214.14

total pnl ($)

0.337

weight

7d window — n=15 wr=20% pnl=-126.24 · 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 18:32	BTC	Buy	59791→59639	-1.65	timeout
06-28 16:35	BTC	Buy	60316→59602	-6.40	timeout
06-28 14:38	BTC	Buy	59687→60051	+2.53	timeout
06-28 12:28	BTC	Buy	59657→60201	+4.01	timeout
06-28 10:08	BTC	Buy	59731→60154	+3.03	timeout
06-26 12:43	BTC	Buy	60532→59040.5	-12.78	stop_loss
06-26 02:13	BTC	Buy	60188→58701.7	-12.79	stop_loss
06-24 16:51	BTC	Buy	61331.1→59817.1	-12.77	stop_loss
06-24 15:31	BTC	Buy	62242.1→60706.6	-12.71	stop_loss
06-24 15:08	BTC	Buy	62340.1→60789.5	-12.82	stop_loss
06-24 15:08	BTC	Buy	62340.1→60789.5	-12.81	stop_loss
06-24 15:08	BTC	Buy	62348.1→60814.5	-12.69	stop_loss
06-24 13:44	BTC	Buy	62909.1→61360.2	-12.76	stop_loss
06-23 08:27	BTC	Buy	63598.2→62025.9	-12.80	stop_loss
06-23 08:17	BTC	Buy	63998.2→62415.7	-12.83	stop_loss
06-23 06:21	BTC	Buy	64228.2→62642.5	-12.80	stop_loss
06-22 02:44	BTC	Buy	63345.2→64463.8	+8.21	timeout
06-21 19:38	BTC	Buy	62956.1→64166.8	+9.21	timeout
06-21 11:54	BTC	Buy	62601.1→64123.8	+11.81	timeout
06-21 09:52	BTC	Buy	62339.1→64147.8	+13.82	timeout
06-21 07:47	BTC	Buy	62507.1→64192.8	+13.04	timeout
06-18 15:40	BTC	Buy	64286.2→62702.5	-12.48	stop_loss
06-17 19:41	BTC	Buy	65783.3→64165.7	-12.77	stop_loss
06-17 19:40	BTC	Buy	65812.3→64191.7	-12.78	stop_loss
06-17 19:29	BTC	Buy	65864.3→64242.6	-12.78	stop_loss
06-17 10:59	BTC	Buy	66347.3→64715.4	-12.84	stop_loss
06-17 08:45	BTC	Buy	66481.3→64846.3	-12.76	stop_loss
06-14 20:28	BTC	Buy	63493.2→63899.8	+2.67	timeout
06-14 15:59	BTC	Buy	63550.2→63992.8	+3.05	timeout
06-13 22:43	BTC	Buy	63493.2→64477.8	+7.24	timeout
06-13 20:43	BTC	Buy	63270.2→64215.8	+6.99	timeout
06-13 18:33	BTC	Buy	63383.2→64147.8	+5.56	timeout
06-12 17:15	BTC	Buy	62081.1→63849.8	+13.74	timeout
06-12 14:22	BTC	Buy	61995.1→63297.8	+9.92	timeout
06-11 19:32	BTC	Buy	61211.1→63902.8	+21.35	take_profit
06-11 17:57	BTC	Buy	61705.1→63399.8	+13.08	timeout
06-11 15:55	BTC	Buy	61141.1→62561.9	+10.88	timeout
06-09 15:56	BTC	Buy	62560.1→61019.4	-12.77	stop_loss
06-09 15:56	BTC	Buy	62560.1→61019.4	-12.80	stop_loss
06-09 15:56	BTC	Buy	62601.1→61060.4	-12.76	stop_loss
06-09 14:30	BTC	Buy	63017.2→61466.2	-12.77	stop_loss
06-09 14:11	BTC	Buy	63547.2→61983.9	-12.75	stop_loss
06-07 22:15	BTC	Buy	61138.1→63821.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60715→63380.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60631→63293.8	+21.52	take_profit
06-07 20:01	BTC	Buy	60347→61261.9	+7.22	timeout
06-07 08:48	BTC	Buy	60158→62799.9	+21.54	take_profit
06-05 06:23	BTC	Buy	62801.1→61246.3	-12.77	stop_loss
06-05 06:20	BTC	Buy	63258.2→61702	-12.73	stop_loss
06-05 06:17	BTC	Buy	63391.2→61831	-12.68	stop_loss
06-05 06:16	BTC	Buy	63467.2→61904.9	-12.72	stop_loss
06-05 03:11	BTC	Buy	63830.2→62260.7	-12.72	stop_loss
06-04 10:27	BTC	Buy	64181.2→62582.6	-12.88	stop_loss
06-04 00:29	BTC	Buy	65155.3→63553	-12.74	stop_loss
06-03 23:02	BTC	Buy	66247.3→64617.4	-12.75	stop_loss
06-03 23:02	BTC	Buy	66243.3→64614.4	-12.74	stop_loss
06-03 19:55	BTC	Buy	66822.3→65168.1	-12.88	stop_loss
06-03 19:55	BTC	Buy	66923.3→65277.1	-12.81	stop_loss
06-03 03:43	BTC	Buy	67442.4→65783.8	-12.75	stop_loss
06-03 03:35	BTC	Buy	67589.4→65925.7	-12.76	stop_loss
06-02 12:06	BTC	Buy	70987.5→69241.9	-12.80	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

38%

win rate

-214.14

total pnl ($)

-69.9 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	61	38%	-69.9	-214.14

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…