deribit_basis_threshold_discount_long_regime · strategy

104

closed trades

45%

win rate

-251.86

total pnl ($)

0.403

weight

7d window — n=23 wr=30% pnl=-141.87 · 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 01:53	BTC	Buy	60238→59470	-6.86	timeout
06-28 20:46	BTC	Buy	60252→59619	-5.68	timeout
06-28 19:44	BTC	Buy	60179→59410	-6.83	timeout
06-28 18:39	BTC	Buy	60531→59560	-8.45	timeout
06-27 23:34	BTC	Buy	59967→59971	-0.37	timeout
06-27 21:58	BTC	Buy	59906→60165	+1.78	timeout
06-26 18:18	BTC	Buy	59448→59979	+3.91	timeout
06-26 17:16	BTC	Buy	59502→60169	+5.07	timeout
06-26 16:15	BTC	Buy	59733→60145	+2.90	timeout
06-26 15:10	BTC	Buy	59208→59888	+5.14	timeout
06-26 14:31	BTC	Buy	59228→59954	+5.63	timeout
06-25 13:58	BTC	Buy	59565→58100	-12.67	stop_loss
06-25 13:58	BTC	Buy	59648→58179	-12.69	stop_loss
06-25 13:57	BTC	Buy	59830→58348.9	-12.75	stop_loss
06-25 13:53	BTC	Buy	60513→59022.5	-12.69	stop_loss
06-25 13:51	BTC	Buy	60639→59147.5	-12.68	stop_loss
06-24 17:21	BTC	Buy	60858→59361.3	-12.73	stop_loss
06-24 16:51	BTC	Buy	61173.1→59657.2	-12.82	stop_loss
06-24 16:06	BTC	Buy	61686.1→60166.9	-12.75	stop_loss
06-24 14:19	BTC	Buy	62403.1→60868.5	-12.74	stop_loss
06-24 13:57	BTC	Buy	62769.1→61223.3	-12.76	stop_loss
06-24 13:44	BTC	Buy	62915.1→61368.2	-12.74	stop_loss
06-24 08:23	BTC	Buy	62378.1→62681.9	+1.91	timeout
06-18 04:11	BTC	Buy	65359.3→63743.9	-12.82	stop_loss
06-16 14:43	BTC	Buy	66493.3→65616.7	-7.13	timeout
06-16 13:43	BTC	Buy	66494.3→66063.7	-3.77	timeout
06-16 12:38	BTC	Buy	66296.3→66614.7	+1.87	timeout
06-16 11:32	BTC	Buy	66166.3→66400.7	+1.26	timeout
06-16 10:27	BTC	Buy	65711.3→66620.7	+6.44	timeout
06-15 13:16	BTC	Buy	63928.2→66734.7	+21.51	take_profit
06-15 13:11	BTC	Buy	64299.2→66629.7	+17.69	timeout
06-15 12:07	BTC	Buy	64491.2→66190.7	+12.74	timeout
06-15 11:02	BTC	Buy	64477.2→65869.7	+10.35	timeout
06-15 09:59	BTC	Buy	64602.2→65565.7	+7.01	timeout
06-14 20:12	BTC	Buy	64259.2→63795.8	-4.10	timeout
06-14 12:48	BTC	Buy	64050.2→64279.8	+1.35	timeout
06-14 11:44	BTC	Buy	63890.2→64586.8	+5.00	timeout
06-14 10:41	BTC	Buy	63816.2→64586.8	+5.57	timeout
06-14 09:37	BTC	Buy	63766.2→64435.8	+4.74	timeout
06-13 19:38	BTC	Buy	63749.2→64228.8	+3.31	timeout
06-13 12:38	BTC	Buy	63472.2→63995.8	+3.59	timeout
06-13 11:28	BTC	Buy	63815.2→63937.8	+0.42	timeout
06-13 10:09	BTC	Buy	63721.2→63744.8	-0.35	timeout
06-13 08:59	BTC	Buy	63455.2→63776.8	+2.01	timeout
06-12 17:58	BTC	Buy	63450.2→63826.8	+2.50	timeout
06-12 11:34	BTC	Buy	63157.2→63720.8	+3.94	timeout
06-12 10:23	BTC	Buy	62817.1→63741.8	+6.83	timeout
06-12 09:19	BTC	Buy	62819.1→63545.8	+5.25	timeout
06-12 08:15	BTC	Buy	62789.1→63273.8	+3.30	timeout
06-11 17:22	BTC	Buy	62034.1→62346.9	+1.98	timeout
06-11 11:02	BTC	Buy	61364.1→63150.8	+13.96	timeout
06-11 09:57	BTC	Buy	61358.1→62876.9	+11.79	timeout
06-11 08:53	BTC	Buy	61266.1→62908.9	+12.85	timeout
06-11 07:51	BTC	Buy	61658.1→62688.9	+7.76	timeout
06-10 16:40	BTC	Buy	60819→62317.9	+11.79	timeout
06-09 14:21	BTC	Buy	63153.2→61596.1	-12.78	stop_loss
06-09 14:11	BTC	Buy	63579.2→62011.9	-12.77	stop_loss
06-09 13:36	BTC	Buy	63687.2→62118.8	-12.74	stop_loss
06-09 13:36	BTC	Buy	63736.2→62165.8	-12.76	stop_loss
06-09 13:36	BTC	Buy	63737.2→62165.8	-12.76	stop_loss
06-09 06:40	BTC	Buy	62957.1→63336.8	+2.51	timeout
06-08 21:14	BTC	Buy	61918.1→63690.8	+13.83	timeout
06-08 17:57	BTC	Buy	62162.1→63486.8	+10.10	timeout
06-08 15:58	BTC	Buy	62047.1→63748.8	+13.11	timeout
06-08 13:52	BTC	Buy	61782.1→63660.8	+14.71	timeout
06-08 06:28	BTC	Buy	61928.1→63015.8	+8.32	timeout
06-07 21:05	BTC	Buy	60710→61687.9	+7.62	timeout
06-07 16:55	BTC	Buy	60746→62154.9	+11.12	timeout
06-07 15:45	BTC	Buy	60847→62071.9	+9.60	timeout
06-07 13:31	BTC	Buy	60744→61852.9	+8.66	timeout
06-07 06:06	BTC	Buy	61054.1→61619.9	+4.23	timeout
06-06 20:08	BTC	Buy	60539→60539	-0.38	timeout
06-06 16:05	BTC	Buy	60180→60889	+5.50	timeout
06-06 15:16	BTC	Buy	60496→60538	-0.10	timeout
06-06 04:14	BTC	Buy	61584.1→60069.9	-12.75	stop_loss
06-05 21:04	BTC	Buy	59329→61934.9	+21.51	take_profit
06-05 18:52	BTC	Buy	60763→59268.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60763→59268.4	-12.76	stop_loss
06-05 18:43	BTC	Buy	61276.1→59769.1	-12.75	stop_loss
06-05 14:26	BTC	Buy	61899.1→60376.8	-12.74	stop_loss
06-05 14:04	BTC	Buy	62102.1→60574.7	-12.75	stop_loss
06-05 13:56	BTC	Buy	62423.1→60887.5	-12.75	stop_loss
06-05 13:56	BTC	Buy	62429.1→60892.5	-12.76	stop_loss
06-05 13:49	BTC	Buy	62877.1→61331.3	-12.75	stop_loss
06-05 11:51	BTC	Buy	62404.1→62153.9	-2.48	timeout
06-05 10:30	BTC	Buy	62521.1→62574.9	-0.03	timeout
06-05 06:23	BTC	Buy	62777.1→61233.3	-12.74	stop_loss
06-05 06:20	BTC	Buy	63184.2→61611.1	-12.85	stop_loss
06-05 06:16	BTC	Buy	63433.2→61872	-12.69	stop_loss
06-05 02:25	BTC	Buy	62855.1→62801.9	-0.87	timeout
06-04 10:49	BTC	Buy	63842.2→62268.7	-12.75	stop_loss
06-04 10:28	BTC	Buy	64089.2→62510.6	-12.74	stop_loss
06-04 09:23	BTC	Buy	64570.2→62982.3	-12.74	stop_loss
06-04 02:01	BTC	Buy	63464.2→61902.9	-12.75	stop_loss
06-04 01:16	BTC	Buy	64457.2→62872.4	-12.74	stop_loss
06-04 00:26	BTC	Buy	65292.3→63687	-12.74	stop_loss
06-03 23:51	BTC	Buy	65755.3→64137.7	-12.75	stop_loss
06-03 20:45	BTC	Buy	66748.3→65105.2	-12.81	stop_loss
06-03 19:54	BTC	Buy	67022.4→65367	-12.83	stop_loss
06-03 19:54	BTC	Buy	67049.4→65396	-12.82	stop_loss

Paper vs Live

Paper (trades.jsonl)

104

closed

45%

win rate

-251.86

total pnl ($)

-48.0 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	104	45%	-48.0	-251.86

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 07:03	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…