deribit_basis_threshold_carry_regime_long · strategy

106

closed trades

45%

win rate

-256.97

total pnl ($)

0.530

weight

7d window — n=23 wr=39% pnl=-115.33 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 01:08	BTC	Buy	59955→60011	+0.02	timeout
06-27 23:34	BTC	Buy	59967→59973	-0.35	timeout
06-27 21:59	BTC	Buy	59905→60173	+1.85	timeout
06-27 16:11	BTC	Buy	60149→60717	+4.33	timeout
06-27 14:50	BTC	Buy	59725→60609	+6.95	timeout
06-26 18:03	BTC	Buy	59611→59979	+2.55	timeout
06-26 17:01	BTC	Buy	59297→60042	+5.73	timeout
06-26 15:58	BTC	Buy	59536→60293	+5.85	timeout
06-26 14:56	BTC	Buy	59503→59464	-0.83	timeout
06-26 14:05	BTC	Buy	58929.9→59937	+8.05	timeout
06-25 13:59	BTC	Buy	59539→58071	-12.72	stop_loss
06-25 13:58	BTC	Buy	59668→58199	-12.70	stop_loss
06-25 13:57	BTC	Buy	59831→58327.9	-12.95	stop_loss
06-25 13:53	BTC	Buy	60194→58713.7	-12.69	stop_loss
06-25 13:48	BTC	Buy	60789→59294.4	-12.71	stop_loss
06-24 17:20	BTC	Buy	60950→59447.3	-12.76	stop_loss
06-24 16:51	BTC	Buy	61367.1→59855.1	-12.75	stop_loss
06-24 14:17	BTC	Buy	62595.1→61054.4	-12.74	stop_loss
06-24 14:13	BTC	Buy	62673.1→61128.4	-12.77	stop_loss
06-24 14:04	BTC	Buy	62587.1→61293.9	-10.77	timeout
06-24 14:02	BTC	Buy	62692.1→61150.4	-12.74	stop_loss
06-24 13:57	BTC	Buy	62770.1→61222.3	-12.78	stop_loss
06-24 08:19	BTC	Buy	62411.1→62675.9	+1.60	timeout
06-18 04:11	BTC	Buy	65356.3→63744.9	-12.79	stop_loss
06-17 02:14	BTC	Buy	66042.3→65874.7	-1.76	timeout
06-16 14:44	BTC	Buy	66505.3→65633.7	-7.09	timeout
06-16 13:43	BTC	Buy	66487.3→66067.7	-3.69	timeout
06-16 12:40	BTC	Buy	66308.3→66585.7	+1.56	timeout
06-16 11:34	BTC	Buy	66219.3→66394.7	+0.81	timeout
06-16 01:55	BTC	Buy	65497.3→66346.7	+6.04	timeout
06-15 13:22	BTC	Buy	64054.2→66868.7	+21.53	take_profit
06-15 13:12	BTC	Buy	64323.2→66587.7	+17.17	timeout
06-15 12:08	BTC	Buy	64469.2→66186.7	+12.88	timeout
06-15 11:04	BTC	Buy	64457.2→65930.7	+10.98	timeout
06-15 01:30	BTC	Buy	64614.2→65370.7	+5.38	timeout
06-14 20:12	BTC	Buy	64250.2→63794.8	-4.04	timeout
06-14 12:49	BTC	Buy	64068.2→64298.8	+1.36	timeout
06-14 11:45	BTC	Buy	63883.2→64580.8	+5.02	timeout
06-14 10:42	BTC	Buy	63814.2→64586.8	+5.58	timeout
06-14 01:20	BTC	Buy	63603.2→64645.8	+7.80	timeout
06-13 19:34	BTC	Buy	63636.2→64153.8	+3.62	timeout
06-13 12:21	BTC	Buy	63559.2→63917.8	+2.29	timeout
06-13 11:15	BTC	Buy	63820.2→63923.8	+0.27	timeout
06-13 10:02	BTC	Buy	63710.2→63721.8	-0.44	timeout
06-13 00:18	BTC	Buy	63617.2→63531.8	-1.21	timeout
06-12 17:52	BTC	Buy	63473.2→63856.8	+2.56	timeout
06-12 11:16	BTC	Buy	63148.2→63796.8	+4.61	timeout
06-12 10:12	BTC	Buy	62905.1→63715.8	+5.89	timeout
06-12 09:14	BTC	Buy	62800.1→63494.8	+5.00	timeout
06-11 20:14	BTC	Buy	61783.1→63495.8	+13.28	timeout
06-11 17:13	BTC	Buy	62050.1→62415.9	+2.41	timeout
06-11 10:20	BTC	Buy	61155.1→62797.9	+12.83	timeout
06-11 09:17	BTC	Buy	61054.1→62770.9	+13.49	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+8.99	timeout
06-10 18:12	BTC	Buy	61684.1→61951.9	+1.68	timeout
06-10 16:40	BTC	Buy	60861→62305.9	+11.35	timeout
06-09 14:36	BTC	Buy	62924.1→61375.2	-12.76	stop_loss
06-09 14:16	BTC	Buy	63423.2→61863	-12.76	stop_loss
06-09 14:11	BTC	Buy	63516.2→61953.9	-12.76	stop_loss
06-09 14:11	BTC	Buy	63555.2→61991.9	-12.76	stop_loss
06-09 13:36	BTC	Buy	63772.2→62202.8	-12.75	stop_loss
06-09 07:50	BTC	Buy	63310.2→63155.8	-1.69	timeout
06-08 21:16	BTC	Buy	61890.1→63707.8	+14.20	timeout
06-08 18:00	BTC	Buy	62140.1→63531.8	+10.67	timeout
06-08 16:53	BTC	Buy	62182.1→63546.8	+10.43	timeout
06-08 13:41	BTC	Buy	61689.1→63495.8	+14.15	timeout
06-08 06:51	BTC	Buy	62128.1→62953.9	+6.18	timeout
06-07 20:20	BTC	Buy	60530→61562.9	+8.11	timeout
06-07 17:11	BTC	Buy	60629→62219.9	+12.70	timeout
06-07 16:06	BTC	Buy	60786→61945.9	+9.03	timeout
06-07 12:57	BTC	Buy	61012.1→61876.9	+6.61	timeout
06-07 06:06	BTC	Buy	61054.1→61619.9	+4.23	timeout
06-06 20:09	BTC	Buy	60894→60537	-3.31	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:16	BTC	Buy	60496→60538	-0.10	timeout
06-06 04:27	BTC	Buy	61341.1→59830.1	-12.77	stop_loss
06-05 21:04	BTC	Buy	59320→61923.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60742→59247.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60875→59378.3	-12.75	stop_loss
06-05 18:43	BTC	Buy	61294.1→59787.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61949.1→60425.7	-12.75	stop_loss
06-05 14:01	BTC	Buy	62159.1→60621.6	-12.82	stop_loss
06-05 13:56	BTC	Buy	62423.1→60887.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62877.1→61331.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62909.1→61352.2	-12.83	stop_loss
06-05 11:44	BTC	Buy	62212.1→62111.9	-1.29	timeout
06-05 06:23	BTC	Buy	62785.1→61217.3	-12.93	stop_loss
06-05 06:23	BTC	Buy	62803.1→61254.3	-12.77	stop_loss
06-05 06:22	BTC	Buy	62856.1→61310.3	-12.69	stop_loss
06-05 06:03	BTC	Buy	63639.2→62065.8	-12.76	stop_loss
06-05 02:48	BTC	Buy	63427.2→62681.9	-6.29	timeout
06-05 01:25	BTC	Buy	62748.1→63262.8	+3.69	timeout
06-04 10:30	BTC	Buy	63987.2→62413.7	-12.73	stop_loss
06-04 10:28	BTC	Buy	64096.2→62518.6	-12.73	stop_loss
06-04 09:25	BTC	Buy	64496.2→62909.4	-12.75	stop_loss
06-04 01:22	BTC	Buy	64239.2→62659.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65045.3→63445.1	-12.75	stop_loss
06-04 00:26	BTC	Buy	65351.3→63743.9	-12.75	stop_loss
06-03 20:55	BTC	Buy	66564.3→64922.3	-12.84	stop_loss
06-03 19:54	BTC	Buy	66950.3→65297.1	-12.83	stop_loss

Paper vs Live

Paper (trades.jsonl)

106

closed

45%

win rate

-256.97

total pnl ($)

-48.1 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	106	45%	-48.1	-256.97

Recent bounces (last 20 of 3)

time	sym	side	reason
06-28 03:00	BTC	Buy	circuit_breaker
06-28 03:00	BTC	Buy	circuit_breaker
06-28 01:57	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…