deribit_basis_regime_shift_long_v8 · strategy

145

closed trades

44%

win rate

-439.29

total pnl ($)

0.353

weight

7d window — n=49 wr=49% pnl=-152.17 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 21:07	BTC	Buy	59843→60292	+3.23	timeout
06-29 20:32	BTC	Buy	59736→60392	+4.97	timeout
06-29 19:57	BTC	Buy	60031→60425	+2.76	timeout
06-29 19:11	BTC	Buy	59990→60186	+1.11	timeout
06-29 07:33	BTC	Buy	59634→60069	+3.20	timeout
06-29 06:56	BTC	Buy	59568→60060	+3.69	timeout
06-29 06:20	BTC	Buy	59599→60261	+5.09	timeout
06-29 05:45	BTC	Buy	59510→59884	+2.68	timeout
06-29 04:48	BTC	Buy	59695→59767	+0.15	timeout
06-28 16:21	BTC	Buy	60199→59828	-3.52	timeout
06-28 13:18	BTC	Buy	60077→60040	-0.77	timeout
06-28 10:21	BTC	Buy	60000→60140	+0.70	timeout
06-28 06:04	BTC	Buy	60456→59928	-4.81	timeout
06-28 04:59	BTC	Buy	60771→60091	-6.05	timeout
06-28 03:53	BTC	Buy	60746→60141	-5.43	timeout
06-28 00:56	BTC	Buy	60371→60119	-2.53	timeout
06-27 17:43	BTC	Buy	60193→60585	+2.80	timeout
06-27 17:08	BTC	Buy	60219→60518	+2.02	timeout
06-27 15:58	BTC	Buy	60293→60808	+3.84	timeout
06-27 15:22	BTC	Buy	60247→60700	+3.31	timeout
06-27 11:18	BTC	Buy	59972→60300	+2.27	timeout
06-27 04:02	BTC	Buy	60367→60318	-0.85	timeout
06-27 03:29	BTC	Buy	60182→60283	+0.39	timeout
06-27 02:38	BTC	Buy	59652→60237	+4.45	timeout
06-27 02:01	BTC	Buy	60022→59905	-1.43	timeout
06-26 22:06	BTC	Buy	59712→59771	+0.02	timeout
06-26 13:19	BTC	Buy	60137→58634.7	-12.95	stop_loss
06-26 13:18	BTC	Buy	60230→58747.7	-12.76	stop_loss
06-26 13:18	BTC	Buy	60331→58847.6	-12.75	stop_loss
06-24 14:17	BTC	Buy	62585.1→61046.4	-12.74	stop_loss
06-24 14:17	BTC	Buy	62565.1→61017.4	-12.81	stop_loss
06-24 14:13	BTC	Buy	62638.1→61097.4	-12.74	stop_loss
06-24 13:48	BTC	Buy	62777.1→61232.3	-12.75	stop_loss
06-24 13:47	BTC	Buy	62826.1→61278.3	-12.77	stop_loss
06-24 11:21	BTC	Buy	62566.1→62319.9	-2.42	timeout
06-24 10:50	BTC	Buy	62528.1→62486.9	-0.79	timeout
06-24 09:42	BTC	Buy	62567.1→62630.9	+0.03	timeout
06-24 08:40	BTC	Buy	62466.1→62688.9	+1.30	timeout
06-24 07:39	BTC	Buy	62324.1→62607.9	+1.78	timeout
06-23 22:20	BTC	Buy	62399.1→62688.9	+1.88	timeout
06-23 21:47	BTC	Buy	62366.1→62605.9	+1.48	timeout
06-23 20:46	BTC	Buy	62306.1→62445.9	+0.68	timeout
06-23 19:44	BTC	Buy	62903.1→62312.9	-5.15	timeout
06-23 18:56	BTC	Buy	62905.1→62208.9	-5.99	timeout
06-23 08:24	BTC	Buy	63774.2→62196.8	-12.81	stop_loss
06-23 08:17	BTC	Buy	63983.2→62409.7	-12.75	stop_loss
06-23 08:17	BTC	Buy	63991.2→62415.7	-12.77	stop_loss
06-23 06:21	BTC	Buy	64152.2→62566.6	-12.81	stop_loss
06-23 06:21	BTC	Buy	64140.2→62554.6	-12.82	stop_loss
06-21 14:10	BTC	Buy	64230.2→64046.8	-1.84	timeout
06-21 13:08	BTC	Buy	64252.2→64125.8	-1.40	timeout
06-21 11:14	BTC	Buy	64247.2→64389.8	+0.66	timeout
06-21 09:56	BTC	Buy	64003.2→64181.8	+0.89	timeout
06-21 04:34	BTC	Buy	63908.2→64507.8	+4.25	timeout
06-20 21:17	BTC	Buy	63493.2→63940.8	+3.08	timeout
06-20 20:00	BTC	Buy	63598.2→63916.8	+2.07	timeout
06-20 15:47	BTC	Buy	63439.2→64151.8	+5.13	timeout
06-20 14:40	BTC	Buy	63358.2→63381.8	-0.30	timeout
06-20 13:59	BTC	Buy	63536.2→63400.8	-1.54	timeout
06-20 08:50	BTC	Buy	63150.2→63394.8	+1.43	timeout
06-20 07:56	BTC	Buy	63038.2→63672.8	+4.58	timeout
06-19 22:36	BTC	Buy	62442.1→63238.8	+5.91	timeout
06-19 21:30	BTC	Buy	62376.1→63135.8	+5.61	timeout
06-19 20:54	BTC	Buy	62576.1→63159.8	+4.19	timeout
06-19 20:21	BTC	Buy	62626.1→62949.9	+2.12	timeout
06-19 19:42	BTC	Buy	62501.1→62977.9	+3.35	timeout
06-18 09:47	BTC	Buy	64195.2→64249.8	-0.06	timeout
06-18 08:36	BTC	Buy	64413.2→64504.8	+0.26	timeout
06-18 05:04	BTC	Buy	65270.3→63665	-12.76	stop_loss
06-17 14:16	BTC	Buy	65896.3→65412.7	-4.12	timeout
06-17 13:44	BTC	Buy	65735.3→65214.7	-4.42	timeout
06-17 13:07	BTC	Buy	65739.3→65042.7	-5.77	timeout
06-17 12:29	BTC	Buy	65691.3→64652.8	-8.39	timeout
06-17 08:49	BTC	Buy	65813.3→64910.8	-7.32	timeout
06-16 23:07	BTC	Buy	66467.3→65740.7	-5.96	timeout
06-16 22:05	BTC	Buy	66506.3→65725.7	-6.36	timeout
06-16 21:34	BTC	Buy	66698.3→65693.7	-8.03	timeout
06-16 21:03	BTC	Buy	66885.3→65812.7	-8.51	timeout
06-16 20:07	BTC	Buy	66343.3→65593.7	-6.15	timeout
06-13 09:11	BTC	Buy	63585.2→63764.8	+0.92	timeout
06-13 08:28	BTC	Buy	63493.2→63786.8	+1.81	timeout
06-13 04:08	BTC	Buy	63721.2→63495.8	-2.22	timeout
06-13 01:35	BTC	Buy	63267.2→63637.8	+2.44	timeout
06-13 00:59	BTC	Buy	63440.2→63595.8	+0.73	timeout
06-12 08:56	BTC	Buy	63367.2→63430.8	+0.01	timeout
06-12 08:24	BTC	Buy	63463.2→63466.8	-0.47	timeout
06-12 07:51	BTC	Buy	63664.2→62987.9	-5.78	timeout
06-12 07:06	BTC	Buy	63470.2→63084.8	-3.51	timeout
06-12 06:34	BTC	Buy	63437.2→62902.9	-4.69	timeout
06-11 09:47	BTC	Buy	61649.1→62883.9	+9.50	timeout
06-11 06:55	BTC	Buy	61743.1→62713.9	+7.34	timeout
06-11 05:16	BTC	Buy	62132.1→62653.9	+3.67	timeout
06-11 02:56	BTC	Buy	61879.1→62103.9	+1.34	timeout
06-11 02:22	BTC	Buy	61995.1→62031.9	-0.18	timeout
06-10 20:50	BTC	Buy	61211.1→61738.9	+3.84	timeout
06-10 06:31	BTC	Buy	61742.1→62016.9	+1.84	timeout
06-10 06:01	BTC	Buy	61759.1→62016.9	+1.70	timeout
06-10 05:30	BTC	Buy	61724.1→62016.9	+1.99	timeout
06-10 04:34	BTC	Buy	61163.1→62016.9	+6.59	timeout
06-10 03:55	BTC	Buy	61141.1→62016.9	+6.78	timeout

Paper vs Live

Paper (trades.jsonl)

145

closed

44%

win rate

-439.29

total pnl ($)

-60.4 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	145	44%	-60.4	-439.29

Recent bounces (last 20 of 2)

time	sym	side	reason
06-29 09:42	BTC	Buy	circuit_breaker
06-29 07:57	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…