deribit_basis_regime_fear_dom_long · strategy

closed trades

44%

win rate

-213.05

total pnl ($)

0.662

weight

7d window — n=16 wr=25% pnl=-84.50 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 59 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 13:51	BTC	Buy	59465→58734.1	-6.59	timeout
06-30 07:43	BTC	Buy	60045→59513	-4.84	timeout
06-30 00:09	BTC	Buy	59403→60192	+6.22	timeout
06-29 18:08	BTC	Buy	59631→60421	+6.02	timeout
06-29 11:39	BTC	Buy	60279→59797	-4.60	timeout
06-29 04:57	BTC	Buy	60097→59793	-2.99	timeout
06-28 15:34	BTC	Buy	60765→60061	-6.30	timeout
06-28 11:39	BTC	Buy	60212→60264	-0.07	timeout
06-28 05:08	BTC	Buy	60221→59997	-2.32	timeout
06-27 22:10	BTC	Buy	59834→60112	+1.93	timeout
06-27 15:39	BTC	Buy	60403→60852	+3.28	timeout
06-24 16:51	BTC	Buy	62454.1→59859.1	-21.03	stop_loss
06-24 15:58	BTC	Buy	62771.1→60223.9	-20.69	stop_loss
06-24 15:56	BTC	Buy	62842.1→60291.8	-20.64	stop_loss
06-24 07:20	BTC	Buy	63003.2→62717.9	-2.76	timeout
06-24 00:36	BTC	Buy	63978.2→62875.9	-9.12	timeout
06-22 21:12	BTC	Buy	63560.2→64334.8	+5.64	timeout
06-22 12:36	BTC	Buy	63924.2→64938.8	+7.37	timeout
06-22 05:22	BTC	Buy	64239.2→64222.8	-0.65	timeout
06-21 22:37	BTC	Buy	64244.2→63598.8	-5.56	timeout
06-21 16:05	BTC	Buy	64001.2→64187.8	+1.05	timeout
06-21 09:54	BTC	Buy	63713.2→64147.8	+3.02	timeout
06-21 03:40	BTC	Buy	63481.2→64388.8	+6.69	timeout
06-20 21:22	BTC	Buy	63197.2→63916.8	+5.23	timeout
06-20 14:52	BTC	Buy	63270.2→63924.8	+4.65	timeout
06-20 07:41	BTC	Buy	62499.1→63730.8	+9.29	timeout
06-19 23:25	BTC	Buy	62800.1→63276.8	+3.36	timeout
06-19 15:45	BTC	Buy	62785.1→63246.8	+3.26	timeout
06-19 09:22	BTC	Buy	64431.2→62341.9	-16.52	timeout
06-18 23:53	BTC	Buy	64465.2→62916.9	-12.44	timeout
06-18 15:40	BTC	Buy	65289.3→62639.5	-20.42	stop_loss
06-18 08:42	BTC	Buy	65035.3→64495.8	-4.65	timeout
06-18 02:25	BTC	Buy	66049.3→64702.8	-10.68	timeout
06-17 20:19	BTC	Buy	65750.3→64296.8	-11.49	timeout
06-17 14:07	BTC	Buy	66033.3→65234.7	-6.50	timeout
06-17 08:03	BTC	Buy	66335.3→65442.7	-7.19	timeout
06-13 21:43	BTC	Buy	63559.2→64580.8	+7.56	timeout
06-13 13:28	BTC	Buy	63345.2→64191.8	+6.17	timeout
06-13 03:27	BTC	Buy	63383.2→63537.8	+0.77	timeout
06-12 20:58	BTC	Buy	63368.2→63434.8	+0.03	timeout
06-12 02:02	BTC	Buy	62202.1→63466.8	+9.61	timeout
06-11 14:50	BTC	Buy	61872.1→62845.9	+7.32	timeout
06-10 19:00	BTC	Buy	61735.1→61850.9	+0.43	timeout
06-10 12:18	BTC	Buy	62750.1→61064.9	-13.83	timeout
06-07 10:25	BTC	Buy	60567→62516.9	+15.65	timeout
06-07 04:23	BTC	Buy	60011→61512.9	+12.06	timeout
06-06 20:10	BTC	Buy	60849→60561	-2.75	timeout
06-05 13:59	BTC	Buy	63281.2→60711.6	-20.76	stop_loss
06-05 06:20	BTC	Buy	64271.2→61659.1	-20.70	stop_loss
06-04 01:50	BTC	Buy	64998.2→62360.7	-20.74	stop_loss
06-04 00:26	BTC	Buy	66353.3→63661	-20.72	stop_loss
06-03 22:46	BTC	Buy	66776.3→64965.8	-14.00	timeout
06-03 14:43	BTC	Buy	67927.4→66750.7	-9.16	timeout
06-02 14:22	BTC	Buy	70917.5→68037.6	-20.78	stop_loss
05-31 10:18	BTC	Buy	73630.7→73781.3	+0.44	timeout
05-31 03:56	BTC	Buy	73502.7→74132.3	+3.77	timeout
05-30 17:05	BTC	Buy	73930.7→73898.3	-0.78	timeout
05-29 20:27	BTC	Buy	73604.7→73701.3	+0.17	timeout
05-29 13:08	BTC	Buy	73373.7→73179.3	-1.80	timeout

Paper vs Live

Paper (trades.jsonl)

closed

44%

win rate

-213.05

total pnl ($)

-72.0 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	59	44%	-72.0	-213.05

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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