deribit_basis_regime_fear_carry · strategy

closed trades

43%

win rate

-296.53

total pnl ($)

0.331

weight

7d window — n=28 wr=36% pnl=-158.93 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 97 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 18:17	BTC	Buy	59604→60359	+5.73	timeout
06-29 16:55	BTC	Buy	59646→59837	+1.00	timeout
06-28 22:20	BTC	Buy	59996→59178	-7.28	timeout
06-28 18:12	BTC	Buy	60506→59647	-7.52	timeout
06-28 17:07	BTC	Buy	60515→59754	-6.71	timeout
06-28 16:01	BTC	Buy	60778→59846	-8.13	timeout
06-28 14:54	BTC	Buy	60592→59986	-5.48	timeout
06-27 18:45	BTC	Buy	59698→60527	+6.51	timeout
06-27 17:37	BTC	Buy	59942→60557	+4.68	timeout
06-27 16:35	BTC	Buy	60304→60651	+2.44	timeout
06-27 15:30	BTC	Buy	60185→60784	+4.54	timeout
06-27 14:03	BTC	Buy	59863→60494	+4.81	timeout
06-26 13:19	BTC	Buy	60104→58618.7	-12.81	stop_loss
06-26 12:40	BTC	Buy	60652→59159.4	-12.76	stop_loss
06-24 15:33	BTC	Buy	62194.1→60664.6	-12.72	stop_loss
06-24 14:20	BTC	Buy	62364.1→60829.5	-12.75	stop_loss
06-24 14:17	BTC	Buy	62550.1→61011.4	-12.74	stop_loss
06-24 13:57	BTC	Buy	62735.1→61192.3	-12.74	stop_loss
06-24 13:48	BTC	Buy	62787.1→61239.3	-12.77	stop_loss
06-24 11:59	BTC	Buy	62504.1→62854.9	+2.35	timeout
06-24 10:52	BTC	Buy	62227.1→62459.9	+1.41	timeout
06-24 09:47	BTC	Buy	62365.1→62649.9	+1.79	timeout
06-24 08:45	BTC	Buy	62308.1→62744.9	+2.98	timeout
06-24 07:10	BTC	Buy	63000.1→62676.9	-3.10	timeout
06-23 08:28	BTC	Buy	63497.2→61928.9	-12.79	stop_loss
06-23 08:17	BTC	Buy	63966.2→62386.7	-12.80	stop_loss
06-23 08:17	BTC	Buy	63957.2→62382.7	-12.77	stop_loss
06-23 08:17	BTC	Buy	64001.2→62421.7	-12.80	stop_loss
06-23 06:22	BTC	Buy	64105.2→62527.6	-12.76	stop_loss
06-21 13:19	BTC	Buy	63585.2→64135.8	+3.95	timeout
06-21 12:07	BTC	Buy	63707.2→64178.8	+3.31	timeout
06-21 10:39	BTC	Buy	63585.2→64315.8	+5.26	timeout
06-21 09:17	BTC	Buy	63483.2→63955.8	+3.13	timeout
06-21 08:00	BTC	Buy	63626.2→64156.8	+3.65	timeout
06-20 12:03	BTC	Buy	62643.1→63658.8	+7.62	timeout
06-20 10:53	BTC	Buy	62500.1→63621.8	+8.46	timeout
06-20 09:53	BTC	Buy	62333.1→63666.8	+10.15	timeout
06-20 08:50	BTC	Buy	62639.1→63381.8	+5.36	timeout
06-20 07:44	BTC	Buy	62505.1→63719.8	+9.27	timeout
06-18 15:51	BTC	Buy	64151.2→62573.6	-12.47	stop_loss
06-18 15:37	BTC	Buy	64445.2→62843.4	-12.61	stop_loss
06-18 15:17	BTC	Buy	64979.2→63360.1	-12.89	stop_loss
06-17 16:00	BTC	Buy	65885.3→65783.7	-1.16	timeout
06-17 08:51	BTC	Buy	66434.3→64800.3	-12.76	stop_loss
06-17 08:39	BTC	Buy	66563.3→64922.3	-12.79	stop_loss
06-17 08:03	BTC	Buy	66322.3→65442.7	-7.03	timeout
06-17 07:54	BTC	Buy	66824.3→65181.1	-12.75	stop_loss
06-14 03:38	BTC	Buy	63469.2→64467.8	+7.45	timeout
06-14 00:56	BTC	Buy	63613.2→64523.8	+6.74	timeout
06-13 23:50	BTC	Buy	63538.2→64361.8	+6.02	timeout
06-13 22:18	BTC	Buy	63486.2→64367.8	+6.46	timeout
06-13 21:11	BTC	Buy	63551.2→64251.8	+5.04	timeout
06-12 23:21	BTC	Buy	63377.2→63405.8	-0.27	timeout
06-12 22:15	BTC	Buy	63616.2→63503.8	-1.38	timeout
06-12 21:06	BTC	Buy	63445.2→63453.8	-0.41	timeout
06-12 20:00	BTC	Buy	63523.2→63573.8	-0.05	timeout
06-12 18:33	BTC	Buy	63380.2→63765.8	+2.58	timeout
06-11 21:50	BTC	Buy	61391.1→63517.8	+16.73	timeout
06-11 20:02	BTC	Buy	61848.1→63612.8	+13.68	timeout
06-11 18:56	BTC	Buy	61743.1→63474.8	+13.44	timeout
06-11 17:13	BTC	Buy	62050.1→62415.9	+2.41	timeout
06-11 08:50	BTC	Buy	61219.1→62934.9	+13.45	timeout
06-10 19:36	BTC	Buy	61926.1→61899.9	-0.73	timeout
06-10 18:32	BTC	Buy	61697.1→61926.9	+1.36	timeout
06-10 17:30	BTC	Buy	61759.1→61886.9	+0.54	timeout
06-10 15:55	BTC	Buy	61184.1→62769.9	+12.52	timeout
06-09 15:56	BTC	Buy	62549.1→61010.4	-12.75	stop_loss
06-09 15:56	BTC	Buy	62577.1→61024.4	-12.86	stop_loss
06-09 14:46	BTC	Buy	62791.1→61240.3	-12.80	stop_loss
06-09 14:11	BTC	Buy	63527.2→61958.9	-12.79	stop_loss
06-09 05:21	BTC	Buy	62608.1→63293.8	+5.01	timeout
06-09 04:10	BTC	Buy	62938.1→62940.9	-0.43	timeout
06-09 02:43	BTC	Buy	63021.2→62578.9	-3.94	timeout
06-07 06:44	BTC	Buy	60817→62172.9	+10.74	timeout
06-07 05:42	BTC	Buy	60859→61804.9	+7.36	timeout
06-07 04:42	BTC	Buy	59760→61743.9	+16.16	timeout
06-06 23:40	BTC	Buy	60645→60783	+0.75	timeout
06-06 20:01	BTC	Buy	60393→60585	+1.21	timeout
06-06 04:12	BTC	Buy	61719.1→60200.9	-12.75	stop_loss
06-05 12:07	BTC	Buy	62477.1→62077.9	-3.68	timeout
06-05 06:22	BTC	Buy	62872.1→61326.3	-12.69	stop_loss
06-05 06:21	BTC	Buy	63100.2→61547.1	-12.72	stop_loss
06-05 05:59	BTC	Buy	63804.2→62210.8	-12.90	stop_loss
06-05 03:05	BTC	Buy	63663.2→62505.9	-9.48	timeout
06-04 09:30	BTC	Buy	64295.2→62713.5	-12.75	stop_loss
06-04 09:27	BTC	Buy	64367.2→62777.5	-12.79	stop_loss
06-04 00:29	BTC	Buy	65146.3→63544	-12.75	stop_loss
06-04 00:25	BTC	Buy	65492.3→63881.8	-12.74	stop_loss
06-03 20:55	BTC	Buy	66386.3→64748.4	-12.83	stop_loss
06-03 19:36	BTC	Buy	66657.3→65688.7	-7.78	timeout
06-03 16:27	BTC	Buy	67172.4→65512.9	-12.83	stop_loss
06-03 03:43	BTC	Buy	67451.4→65790.8	-12.76	stop_loss
06-03 03:43	BTC	Buy	67512.4→65851.8	-12.75	stop_loss
06-03 03:43	BTC	Buy	67523.4→65851.8	-12.83	stop_loss
06-03 03:43	BTC	Buy	67539.4→65878.7	-12.75	stop_loss
06-02 12:06	BTC	Buy	70978.5→69232.9	-12.80	stop_loss
05-30 18:47	BTC	Buy	73591.7→74011.3	+2.29	timeout

Paper vs Live

Paper (trades.jsonl)

closed

43%

win rate

-296.53

total pnl ($)

-60.9 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	97	43%	-60.9	-296.53

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…