deribit_basis_regime_shift_long_v5

not live
75
closed trades
48%
win rate
-198.17
total pnl ($)
0.704
weight
7d window — n=23 wr=43% pnl=-82.07  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 75 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 20:36BTCBuy59607→60431+6.31timeout
06-29 18:17BTCBuy59616→60374+5.76timeout
06-29 02:27BTCBuy60096→59424-6.08timeout
06-29 00:24BTCBuy60112→59282-7.40timeout
06-28 22:19BTCBuy59927→59300-5.70timeout
06-28 17:02BTCBuy60629→59650-8.50timeout
06-28 14:56BTCBuy60590→60014-5.24timeout
06-27 21:40BTCBuy59906→60250+2.49timeout
06-27 18:35BTCBuy59806→60518+5.52timeout
06-27 16:37BTCBuy60251→60685+3.16timeout
06-27 14:36BTCBuy59795→60567+6.00timeout
06-27 10:26BTCBuy59761→60448+5.25timeout
06-26 12:42BTCBuy60534→59045.5-12.75stop_loss
06-24 15:56BTCBuy61822.1→60301.8-12.74stop_loss
06-24 14:19BTCBuy62403.1→60866.5-12.74stop_loss
06-24 14:17BTCBuy62586.1→61047.4-12.74stop_loss
06-24 14:13BTCBuy62617.1→61075.4-12.76stop_loss
06-24 14:13BTCBuy62644.1→61101.4-12.76stop_loss
06-24 12:53BTCBuy62260.1→62688.9+2.99timeout
06-24 10:46BTCBuy62223.1→62548.9+2.13timeout
06-24 08:41BTCBuy62358.1→62702.9+2.24timeout
06-24 06:58BTCBuy62908.1→62748.9-1.77timeout
06-23 08:24BTCBuy63673.2→62104.8-12.76stop_loss
06-21 07:03BTCBuy63654.2→64219.8+4.00timeout
06-21 05:05BTCBuy63538.2→64224.8+4.96timeout
06-21 02:05BTCBuy63491.2→64226.8+5.30timeout
06-20 11:14BTCBuy62435.1→63631.8+9.09timeout
06-20 07:59BTCBuy62601.1→63604.8+7.51timeout
06-18 15:40BTCBuy64283.2→62702.5-12.46stop_loss
06-17 19:40BTCBuy65808.3→64189.7-12.77stop_loss
06-17 19:40BTCBuy65813.3→64191.7-12.79stop_loss
06-17 19:40BTCBuy65829.3→64210.7-12.76stop_loss
06-17 08:45BTCBuy66481.3→64846.3-12.76stop_loss
06-17 08:05BTCBuy66342.3→65446.7-7.15timeout
06-14 03:36BTCBuy63469.2→64485.8+7.59timeout
06-14 00:58BTCBuy63631.2→64525.8+6.61timeout
06-13 22:38BTCBuy63507.2→64472.8+7.12timeout
06-13 20:31BTCBuy63531.2→64225.8+5.01timeout
06-13 13:26BTCBuy63387.2→64210.8+5.98timeout
06-13 00:48BTCBuy63668.2→63548.8-1.47timeout
06-12 22:44BTCBuy63493.2→63486.8-0.54timeout
06-12 20:43BTCBuy63269.2→63507.8+1.40timeout
06-12 18:33BTCBuy63417.2→63765.8+2.29timeout
06-12 04:10BTCBuy62556.1→63449.8+6.61timeout
06-11 21:59BTCBuy61300.1→63444.8+16.90timeout
06-11 19:20BTCBuy61712.1→63632.8+14.98timeout
06-11 17:16BTCBuy62131.1→62453.9+2.09timeout
06-11 14:25BTCBuy62022.1→62916.9+6.66timeout
06-10 17:57BTCBuy61686.1→61941.9+1.58timeout
06-10 15:56BTCBuy61122.1→62642.9+12.08timeout
06-09 15:57BTCBuy62526.1→60984.4-12.78stop_loss
06-09 15:56BTCBuy62585.1→61046.4-12.75stop_loss
06-09 05:08BTCBuy62581.1→63131.8+3.95timeout
06-09 02:42BTCBuy63019.2→62627.9-3.54timeout
06-07 16:30BTCBuy60569→62143.9+12.48timeout
06-07 12:12BTCBuy60957→62230.9+10.01timeout
06-07 09:16BTCBuy61238.1→62735.9+11.82timeout
06-07 05:28BTCBuy60697→61798.9+8.66timeout
06-06 20:01BTCBuy60344→60584+1.61timeout
06-05 06:23BTCBuy62752.1→61209.3-12.68stop_loss
06-05 06:19BTCBuy63291.2→61731-12.76stop_loss
06-05 06:03BTCBuy63517.2→61951.9-12.73stop_loss
06-05 05:59BTCBuy63812.2→62238.8-12.74stop_loss
06-04 10:30BTCBuy63973.2→62398.7-12.72stop_loss
06-04 10:27BTCBuy64187.2→62582.6-12.93stop_loss
06-04 00:53BTCBuy64578.2→62990.3-12.74stop_loss
06-04 00:29BTCBuy65167.3→63565-12.74stop_loss
06-03 20:55BTCBuy66498.3→64853.3-12.87stop_loss
06-03 19:55BTCBuy66902.3→65256.1-12.80stop_loss
06-03 19:54BTCBuy66976.3→65324.1-12.83stop_loss
06-03 03:50BTCBuy67234.4→65579.9-12.76stop_loss
06-03 03:43BTCBuy67564.4→65902.7-12.75stop_loss
06-03 03:39BTCBuy67587.4→65918.7-12.80stop_loss
06-02 12:18BTCBuy70939.5→69192.9-12.81stop_loss
05-30 21:08BTCBuy73703.7→73945.3+1.08timeout

Paper vs Live

Paper (trades.jsonl)
75
closed
48%
win rate
-198.17
total pnl ($)
-52.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7548%-52.6-198.17

Recent bounces (last 20 of 2)

timesymsidereason
06-29 09:14BTCBuycircuit_breaker
06-29 07:09BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems