deribit_basis_regime_fear_long_v3 · strategy

closed trades

52%

win rate

-132.67

total pnl ($)

1.024

weight

7d window — n=15 wr=60% pnl=-36.72 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 58 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 18:01	BTC	Buy	60034→60464	+3.14	timeout
06-27 16:58	BTC	Buy	60035→60753	+5.51	timeout
06-27 15:35	BTC	Buy	60191→60758	+4.27	timeout
06-27 14:02	BTC	Buy	59889→60485	+4.52	timeout
06-27 10:03	BTC	Buy	59653→60377	+5.58	timeout
06-26 13:19	BTC	Buy	60198→58717.7	-12.75	stop_loss
06-24 15:44	BTC	Buy	62043.1→60516.7	-12.74	stop_loss
06-24 14:17	BTC	Buy	62590.1→61050.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62634.1→61093.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62721.1→61177.3	-12.75	stop_loss
06-24 13:09	BTC	Buy	62103.1→62170.9	+0.09	timeout
06-24 12:08	BTC	Buy	62442.1→62780.9	+2.26	timeout
06-24 09:36	BTC	Buy	62469.1→62659.9	+1.00	timeout
06-24 08:35	BTC	Buy	62289.1→62738.9	+3.06	timeout
06-24 07:35	BTC	Buy	62883.1→62642.9	-2.41	timeout
06-14 03:38	BTC	Buy	63469.2→64467.8	+7.45	timeout
06-13 23:17	BTC	Buy	63432.2→64506.8	+8.00	timeout
06-13 22:05	BTC	Buy	63506.2→64371.8	+6.34	timeout
06-13 20:28	BTC	Buy	63503.2→64225.8	+5.23	timeout
06-13 02:13	BTC	Buy	63641.2→63773.8	+0.55	timeout
06-13 01:12	BTC	Buy	63460.2→63640.8	+0.88	timeout
06-12 23:14	BTC	Buy	63392.2→63446.8	-0.07	timeout
06-12 20:00	BTC	Buy	63523.2→63573.8	-0.05	timeout
06-12 18:54	BTC	Buy	63527.2→63761.8	+1.38	timeout
06-11 21:44	BTC	Buy	61656.1→63473.8	+14.15	timeout
06-11 20:21	BTC	Buy	61774.1→63480.8	+13.23	timeout
06-11 18:57	BTC	Buy	61797.1→63498.8	+13.18	timeout
06-11 14:31	BTC	Buy	61920.1→62917.9	+7.51	timeout
06-11 08:50	BTC	Buy	61219.1→62934.9	+13.45	timeout
06-10 19:42	BTC	Buy	61771.1→61973.9	+1.12	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
06-09 15:56	BTC	Buy	62577.1→61024.4	-12.86	stop_loss
06-09 15:56	BTC	Buy	62604.1→61064.4	-12.75	stop_loss
06-09 14:11	BTC	Buy	63527.2→61964.9	-12.75	stop_loss
06-09 05:21	BTC	Buy	62608.1→63293.8	+5.01	timeout
06-09 04:10	BTC	Buy	62938.1→62941.9	-0.42	timeout
06-09 02:43	BTC	Buy	63021.2→62578.9	-3.94	timeout
06-07 13:28	BTC	Buy	60859→61846.9	+7.64	timeout
06-07 12:20	BTC	Buy	60896→62061.9	+9.10	timeout
06-07 06:16	BTC	Buy	61052.1→61642.9	+4.44	timeout
06-07 05:07	BTC	Buy	59783→61784.9	+16.32	timeout
06-06 20:01	BTC	Buy	60357→60585	+1.51	timeout
06-05 06:23	BTC	Buy	62815.1→61269.3	-12.70	stop_loss
06-05 06:20	BTC	Buy	63213.2→61656.1	-12.74	stop_loss
06-05 06:03	BTC	Buy	63530.2→61965.9	-12.72	stop_loss
06-05 06:03	BTC	Buy	63585.2→62019.9	-12.72	stop_loss
06-05 05:59	BTC	Buy	63777.2→62208.8	-12.71	stop_loss
06-04 10:27	BTC	Buy	64193.2→62582.6	-12.97	stop_loss
06-04 09:30	BTC	Buy	64257.2→62671.5	-12.78	stop_loss
06-04 00:29	BTC	Buy	65093.3→63492.1	-12.75	stop_loss
06-04 00:27	BTC	Buy	65178.3→63575	-12.75	stop_loss
06-03 20:55	BTC	Buy	66417.3→64783.4	-12.80	stop_loss
06-03 19:55	BTC	Buy	66809.3→65166.1	-12.80	stop_loss
06-03 16:24	BTC	Buy	67301.4→65643.9	-12.79	stop_loss
06-03 03:49	BTC	Buy	67267.4→65612.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67441.4→65781.8	-12.76	stop_loss
06-03 03:28	BTC	Buy	67712.4→66046.7	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

52%

win rate

-132.67

total pnl ($)

-45.4 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	58	52%	-45.4	-132.67

Recent bounces (last 20 of 4)

time	sym	side	reason
06-28 02:07	BTC	Buy	circuit_breaker
06-28 00:27	BTC	Buy	circuit_breaker
06-27 23:25	BTC	Buy	circuit_breaker
06-27 22:22	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…