deribit_basis_regime_shift_long_v9 · strategy

closed trades

43%

win rate

-321.76

total pnl ($)

0.250

weight

7d window — n=27 wr=30% pnl=-167.22 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 94 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 18:27	BTC	Buy	60471→59609	-7.55	timeout
06-28 17:22	BTC	Buy	60547→59615	-8.11	timeout
06-28 16:16	BTC	Buy	60704→59789	-8.00	timeout
06-28 14:03	BTC	Buy	60493→60081	-3.89	timeout
06-28 10:45	BTC	Buy	60401→60101	-2.96	timeout
06-27 17:40	BTC	Buy	59957→60567	+4.64	timeout
06-27 16:38	BTC	Buy	60180→60708	+3.93	timeout
06-27 15:31	BTC	Buy	60168→60748	+4.38	timeout
06-27 13:58	BTC	Buy	60100→60517	+3.01	timeout
06-27 10:26	BTC	Buy	59752→60448	+5.34	timeout
06-26 13:19	BTC	Buy	60091→58552.8	-13.26	stop_loss
06-26 12:43	BTC	Buy	60510→58955.6	-13.30	stop_loss
06-24 14:19	BTC	Buy	62592.1→60966.5	-13.43	stop_loss
06-24 14:19	BTC	Buy	62561.1→60954.5	-13.29	stop_loss
06-24 14:17	BTC	Buy	62657.1→61052.4	-13.25	stop_loss
06-24 14:13	BTC	Buy	62683.1→61079.4	-13.24	stop_loss
06-24 13:57	BTC	Buy	62824.1→61216.3	-13.25	stop_loss
06-24 11:37	BTC	Buy	62565.1→62464.9	-1.27	timeout
06-24 10:35	BTC	Buy	62273.1→62549.9	+1.71	timeout
06-24 09:33	BTC	Buy	62445.1→62652.9	+1.14	timeout
06-24 08:32	BTC	Buy	62194.1→62657.9	+3.19	timeout
06-24 07:22	BTC	Buy	63045.2→62690.9	-3.31	timeout
06-23 08:27	BTC	Buy	63587.2→61952.9	-13.29	stop_loss
06-23 08:17	BTC	Buy	63986.2→62341.7	-13.31	stop_loss
06-23 08:17	BTC	Buy	63989.2→62341.7	-13.34	stop_loss
06-23 08:15	BTC	Buy	64134.2→62492.6	-13.26	stop_loss
06-23 06:21	BTC	Buy	64178.2→62533.6	-13.27	stop_loss
06-21 13:16	BTC	Buy	63569.2→64112.8	+3.89	timeout
06-21 12:08	BTC	Buy	63752.2→64153.8	+2.76	timeout
06-21 10:39	BTC	Buy	63581.2→64351.8	+5.55	timeout
06-21 09:17	BTC	Buy	63491.2→63965.8	+3.14	timeout
06-21 07:55	BTC	Buy	63676.2→64147.8	+3.26	timeout
06-20 12:22	BTC	Buy	62530.1→63704.8	+8.90	timeout
06-20 10:59	BTC	Buy	62503.1→63644.8	+8.63	timeout
06-20 09:59	BTC	Buy	62387.1→63720.8	+10.15	timeout
06-20 08:54	BTC	Buy	62574.1→63382.8	+5.90	timeout
06-20 07:53	BTC	Buy	62610.1→63696.8	+8.23	timeout
06-18 15:57	BTC	Buy	64003.2→62365.7	-13.03	stop_loss
06-18 15:40	BTC	Buy	64402.2→62751.5	-13.04	stop_loss
06-17 16:02	BTC	Buy	65892.3→65838.7	-0.93	timeout
06-17 08:52	BTC	Buy	66489.3→64787.3	-13.33	stop_loss
06-17 08:49	BTC	Buy	66508.3→64803.3	-13.35	stop_loss
06-17 08:38	BTC	Buy	66732.3→65017.2	-13.38	stop_loss
06-17 08:02	BTC	Buy	66382.3→65421.7	-7.72	timeout
06-13 23:50	BTC	Buy	63525.2→64361.8	+6.16	timeout
06-13 22:38	BTC	Buy	63511.2→64473.8	+7.10	timeout
06-13 21:32	BTC	Buy	63556.2→64245.8	+4.95	timeout
06-13 20:28	BTC	Buy	63503.2→64225.8	+5.22	timeout
06-13 14:01	BTC	Buy	63421.2→64104.8	+4.89	timeout
06-12 22:14	BTC	Buy	63603.2→63483.8	-1.44	timeout
06-12 21:04	BTC	Buy	63428.2→63421.8	-0.52	timeout
06-12 20:00	BTC	Buy	63583.2→63579.8	-0.48	timeout
06-12 18:34	BTC	Buy	63435.2→63735.8	+1.90	timeout
06-12 13:10	BTC	Buy	62869.1→63405.8	+3.74	timeout
06-11 21:44	BTC	Buy	61656.1→63473.8	+14.15	timeout
06-11 20:03	BTC	Buy	61893.1→63581.8	+13.06	timeout
06-11 18:57	BTC	Buy	61796.1→63510.8	+13.29	timeout
06-11 17:16	BTC	Buy	62137.1→62454.9	+2.04	timeout
06-11 08:51	BTC	Buy	61246.1→62961.9	+13.45	timeout
06-10 19:37	BTC	Buy	61893.1→61929.9	-0.22	timeout
06-10 18:33	BTC	Buy	61718.1→61945.9	+1.35	timeout
06-10 17:30	BTC	Buy	61736.1→61864.9	+0.55	timeout
06-10 15:55	BTC	Buy	61121.1→62636.9	+11.95	timeout
06-09 15:56	BTC	Buy	62631.1→61024.4	-13.28	stop_loss
06-09 15:56	BTC	Buy	62651.1→61047.4	-13.25	stop_loss
06-09 14:46	BTC	Buy	62826.1→61218.3	-13.25	stop_loss
06-09 14:16	BTC	Buy	63525.2→61898.9	-13.25	stop_loss
06-09 05:21	BTC	Buy	62609.1→63293.8	+5.01	timeout
06-09 04:11	BTC	Buy	62950.1→62918.9	-0.70	timeout
06-09 02:43	BTC	Buy	63007.2→62578.9	-3.83	timeout
06-07 06:45	BTC	Buy	60821→62188.9	+10.84	timeout
06-07 05:42	BTC	Buy	60853→61780.9	+7.22	timeout
06-07 04:41	BTC	Buy	59722→61743.9	+16.49	timeout
06-06 23:40	BTC	Buy	60705→60803	+0.42	timeout
06-06 20:01	BTC	Buy	60371→60585	+1.39	timeout
06-06 04:12	BTC	Buy	61725.1→60141.9	-13.28	stop_loss
06-05 06:23	BTC	Buy	62816.1→61208.3	-13.19	stop_loss
06-05 06:21	BTC	Buy	63151.2→61534.1	-13.21	stop_loss
06-05 06:01	BTC	Buy	63733.2→62100.8	-13.22	stop_loss
06-05 03:11	BTC	Buy	63897.2→62259.7	-13.24	stop_loss
06-05 03:02	BTC	Buy	63391.2→62456.9	-7.77	timeout
06-04 10:28	BTC	Buy	64181.2→62527.6	-13.31	stop_loss
06-04 09:18	BTC	Buy	64694.2→63036.3	-13.26	stop_loss
06-04 00:29	BTC	Buy	65155.3→63488.1	-13.24	stop_loss
06-04 00:29	BTC	Buy	65216.3→63547	-13.25	stop_loss
06-03 20:55	BTC	Buy	66374.3→64652.4	-13.46	stop_loss
06-03 19:52	BTC	Buy	67175.4→65456	-13.29	stop_loss
06-03 19:33	BTC	Buy	66388.3→65638.7	-6.16	timeout
06-03 03:49	BTC	Buy	67324.4→65599.9	-13.26	stop_loss
06-03 03:43	BTC	Buy	67495.4→65764.8	-13.28	stop_loss
06-03 03:43	BTC	Buy	67538.4→65809.8	-13.25	stop_loss
06-03 03:34	BTC	Buy	67675.4→65927.7	-13.37	stop_loss
06-02 12:31	BTC	Buy	70969.5→69150.9	-13.32	stop_loss
05-30 21:05	BTC	Buy	73681.7→73945.3	+1.23	timeout

Paper vs Live

Paper (trades.jsonl)

closed

43%

win rate

-321.76

total pnl ($)

-68.1 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	94	43%	-68.1	-321.76

Recent bounces (last 20 of 3)

time	sym	side	reason
06-28 19:22	BTC	Buy	circuit_breaker
06-28 18:12	BTC	Buy	circuit_breaker
06-28 17:05	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…