deribit_basis_regime_discount_long · strategy

closed trades

35%

win rate

-327.72

total pnl ($)

0.250

weight

7d window — n=26 wr=23% pnl=-167.48 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 83 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 02:58	BTC	Buy	60152→59694	-4.30	timeout
06-29 01:54	BTC	Buy	60229→59441	-7.02	timeout
06-28 21:22	BTC	Buy	60387→59628	-6.75	timeout
06-28 19:46	BTC	Buy	60207→59361	-7.45	timeout
06-28 18:42	BTC	Buy	60525→59583	-8.20	timeout
06-28 01:08	BTC	Buy	59956→60006	-0.05	timeout
06-27 23:34	BTC	Buy	59967→59970	-0.38	timeout
06-27 14:58	BTC	Buy	59582→60587	+7.99	timeout
06-27 13:56	BTC	Buy	59885→60521	+4.85	timeout
06-27 10:43	BTC	Buy	59495→60401	+7.12	timeout
06-26 20:03	BTC	Buy	59603→59849	+1.48	timeout
06-26 16:47	BTC	Buy	59196→60071	+6.86	timeout
06-26 13:19	BTC	Buy	60102→58619.7	-12.79	stop_loss
06-26 13:18	BTC	Buy	60212→58723.7	-12.82	stop_loss
06-26 02:16	BTC	Buy	59879→58400.9	-12.79	stop_loss
06-26 02:13	BTC	Buy	60178→58687.7	-12.83	stop_loss
06-25 13:46	BTC	Buy	61278.1→59771.1	-12.75	stop_loss
06-25 13:41	BTC	Buy	61860.1→60338.8	-12.74	stop_loss
06-24 17:20	BTC	Buy	60950→59440.3	-12.82	stop_loss
06-24 16:51	BTC	Buy	61325.1→59817.1	-12.72	stop_loss
06-24 14:17	BTC	Buy	62584.1→61017.4	-12.95	stop_loss
06-24 14:13	BTC	Buy	62677.1→61135.4	-12.75	stop_loss
06-24 14:03	BTC	Buy	62473.1→61305.9	-9.78	timeout
06-24 14:02	BTC	Buy	62691.1→61149.4	-12.74	stop_loss
06-24 13:57	BTC	Buy	62770.1→61224.3	-12.76	stop_loss
06-24 08:19	BTC	Buy	62403.1→62667.9	+1.60	timeout
06-18 04:11	BTC	Buy	65375.3→63743.9	-12.94	stop_loss
06-16 21:22	BTC	Buy	66501.3→65713.7	-6.46	timeout
06-15 21:52	BTC	Buy	65488.3→66402.7	+6.48	timeout
06-13 21:51	BTC	Buy	63453.2→64455.8	+7.43	timeout
06-13 20:27	BTC	Buy	63491.2→64218.8	+5.27	timeout
06-13 18:21	BTC	Buy	63679.2→64023.8	+2.23	timeout
06-13 14:09	BTC	Buy	63412.2→64137.8	+5.22	timeout
06-13 12:36	BTC	Buy	63485.2→63995.8	+3.49	timeout
06-12 21:40	BTC	Buy	63502.2→63540.8	-0.18	timeout
06-12 19:37	BTC	Buy	63736.2→63777.8	-0.13	timeout
06-12 17:25	BTC	Buy	62350.1→63792.8	+11.09	timeout
06-12 13:33	BTC	Buy	62730.1→63240.8	+3.54	timeout
06-12 12:27	BTC	Buy	62705.1→63449.8	+5.42	timeout
06-11 20:11	BTC	Buy	61796.1→63487.8	+13.11	timeout
06-11 18:28	BTC	Buy	61895.1→63363.8	+11.28	timeout
06-11 16:49	BTC	Buy	61962.1→62576.9	+4.45	timeout
06-11 12:56	BTC	Buy	61653.1→62983.9	+10.23	timeout
06-11 08:46	BTC	Buy	61155.1→62859.9	+13.38	timeout
06-10 18:51	BTC	Buy	61715.1→61693.9	-0.67	timeout
06-10 17:41	BTC	Buy	61789.1→61651.9	-1.60	timeout
06-10 16:40	BTC	Buy	60809→62319.9	+11.90	timeout
06-09 14:46	BTC	Buy	62753.1→61208.3	-12.77	stop_loss
06-09 14:43	BTC	Buy	62850.1→61299.3	-12.80	stop_loss
06-09 14:20	BTC	Buy	63230.2→61672.1	-12.77	stop_loss
06-09 14:17	BTC	Buy	63384.2→61825	-12.75	stop_loss
06-09 13:36	BTC	Buy	63723.2→62155.8	-12.74	stop_loss
06-09 04:18	BTC	Buy	62988.1→62850.9	-1.53	timeout
06-09 03:03	BTC	Buy	63053.2→62806.9	-2.39	timeout
06-09 01:49	BTC	Buy	63086.2→62763.9	-2.99	timeout
06-08 13:33	BTC	Buy	61835.1→63398.8	+12.15	timeout
06-08 12:32	BTC	Buy	61925.1→63157.8	+9.50	timeout
06-07 20:19	BTC	Buy	60551→61544.9	+7.79	timeout
06-07 15:01	BTC	Buy	60775→61814.9	+8.09	timeout
06-07 13:58	BTC	Buy	60795→61712.9	+7.08	timeout
06-07 12:57	BTC	Buy	61011.1→61862.9	+6.51	timeout
06-07 06:06	BTC	Buy	61042.1→61618.9	+4.32	timeout
06-06 19:51	BTC	Buy	60376→60600	+1.46	timeout
06-06 04:13	BTC	Buy	61624.1→60107.9	-12.76	stop_loss
06-05 11:50	BTC	Buy	62465.1→62150.9	-2.99	timeout
06-05 06:24	BTC	Buy	62711.1→61169.3	-12.74	stop_loss
06-05 06:23	BTC	Buy	62727.1→61174.3	-12.77	stop_loss
06-05 06:20	BTC	Buy	63217.2→61660.1	-12.72	stop_loss
06-05 06:16	BTC	Buy	63459.2→61896.9	-12.70	stop_loss
06-05 02:51	BTC	Buy	63495.2→62744.9	-6.31	timeout
06-04 09:30	BTC	Buy	64245.2→62665.5	-12.74	stop_loss
06-04 09:27	BTC	Buy	64372.2→62789.4	-12.74	stop_loss
06-04 02:04	BTC	Buy	62903.1→61356.2	-12.75	stop_loss
06-04 01:22	BTC	Buy	64247.2→62667.5	-12.74	stop_loss
06-04 00:29	BTC	Buy	65071.3→63471.1	-12.74	stop_loss
06-04 00:25	BTC	Buy	65443.3→63833.9	-12.74	stop_loss
06-03 23:48	BTC	Buy	65791.3→64173.7	-12.74	stop_loss
06-03 23:48	BTC	Buy	65789.3→64171.7	-12.74	stop_loss
06-03 20:55	BTC	Buy	66481.3→64846.3	-12.80	stop_loss
06-03 20:55	BTC	Buy	66614.3→64975.2	-12.77	stop_loss
06-03 19:54	BTC	Buy	66991.3→65324.1	-12.93	stop_loss
06-03 03:49	BTC	Buy	67275.4→65619.9	-12.76	stop_loss
06-03 03:43	BTC	Buy	67561.4→65899.7	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

35%

win rate

-327.72

total pnl ($)

-78.6 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	83	35%	-78.6	-327.72

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 11:38	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…