deribit_basis_regime_shift_long_fear_percentile_15

not live
48
closed trades
40%
win rate
-143.13
total pnl ($)
0.963
weight
7d window — n=11 wr=18% pnl=-45.34  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 48 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 16:41BTCBuy60133→59710-3.97timeout
06-28 04:09BTCBuy60782→60200-5.24timeout
06-27 23:05BTCBuy60413→60225-1.98timeout
06-27 16:43BTCBuy60358→60751+2.81timeout
06-27 07:10BTCBuy60022→60276+1.66timeout
06-24 14:20BTCBuy62752.1→60831.5-15.75stop_loss
06-24 12:19BTCBuy62902.1→62786.9-1.37timeout
06-24 04:19BTCBuy62651.1→62619.9-0.73timeout
06-23 18:28BTCBuy62739.1→62333.9-3.69timeout
06-23 08:27BTCBuy63958.2→62000.9-15.73stop_loss
06-22 00:37BTCBuy63927.2→63812.8-1.35timeout
06-21 16:24BTCBuy64470.2→64188.8-2.62timeout
06-21 09:55BTCBuy64011.2→64172.8+0.76timeout
06-21 02:04BTCBuy63341.2→64202.8+6.33timeout
06-20 19:57BTCBuy63646.2→63896.8+1.54timeout
06-20 13:55BTCBuy63559.2→63350.8-2.12timeout
06-20 07:53BTCBuy63071.2→63696.8+4.51timeout
06-20 01:54BTCBuy63230.2→63544.8+2.04timeout
06-19 19:40BTCBuy62507.1→62951.9+3.09timeout
06-19 13:32BTCBuy62893.1→62761.9-1.45timeout
06-19 03:45BTCBuy62755.1→62670.9-1.09timeout
06-18 15:53BTCBuy64423.2→62451.6-15.67stop_loss
06-18 14:41BTCBuy64713.2→63952.8-6.32timeout
06-18 08:36BTCBuy64414.2→64504.8+0.26timeout
06-18 01:45BTCBuy65273.3→64544.8-6.06timeout
06-17 14:15BTCBuy65887.3→65408.7-4.09timeout
06-17 08:15BTCBuy65750.3→65299.7-3.86timeout
06-17 02:05BTCBuy66239.3→65871.7-3.25timeout
06-16 20:05BTCBuy66349.3→65600.7-6.14timeout
06-13 09:40BTCBuy63540.2→63786.8+1.45timeout
06-13 01:29BTCBuy63358.2→63621.8+1.59timeout
06-12 16:14BTCBuy63465.2→63852.8+2.58timeout
06-12 09:00BTCBuy63388.2→63422.8-0.21timeout
06-11 02:51BTCBuy61941.1→62067.9+0.54timeout
06-10 06:57BTCBuy61763.1→62016.9+1.66timeout
06-09 16:19BTCBuy62762.1→60840.5-15.78stop_loss
06-06 22:26BTCBuy60596→60463-1.51timeout
06-06 16:23BTCBuy60009→60659+4.96timeout
06-06 08:11BTCBuy60714→61064.9+2.38timeout
06-04 10:49BTCBuy64269.2→62303.7-15.72stop_loss
06-04 00:38BTCBuy65131.3→63139.3-15.74stop_loss
06-03 16:39BTCBuy66341.3→65888.7-3.89timeout
06-03 10:40BTCBuy66844.3→67262.6+2.61timeout
06-03 02:44BTCBuy67974.4→66725.7-9.64timeout
06-02 13:13BTCBuy71004.6→68832.1-15.81stop_loss
05-30 05:20BTCBuy74250.7→73499.3-5.53timeout
05-29 08:28BTCBuy73609.7→73786.3+0.75timeout
05-28 21:34BTCBuy73371.7→73694.3+1.67timeout

Paper vs Live

Paper (trades.jsonl)
48
closed
40%
win rate
-143.13
total pnl ($)
-59.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4840%-59.5-143.13

Recent bounces (last 20 of 1)

timesymsidereason
06-28 17:34BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems