deribit_basis_vol_regime_long · strategy

212

closed trades

41%

win rate

-234.06

total pnl ($)

0.994

weight

7d window — n=57 wr=44% pnl=-39.95 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 22:16	SOL	Buy	72.0178→70.2303	-12.86	stop_loss
06-27 22:15	SOL	Buy	72.3298→70.5351	-12.86	stop_loss
06-27 19:25	SOL	Buy	72.8969→71.0788	-12.92	stop_loss
06-27 18:34	SOL	Buy	72.5939→71.9112	-5.17	timeout
06-27 17:30	SOL	Buy	72.7259→72.2202	-4.03	timeout
06-27 16:30	SOL	Buy	72.4699→72.7501	+1.35	timeout
06-27 15:30	SOL	Buy	71.4427→72.8551	+9.46	timeout
06-26 21:03	SOL	Buy	73.669→71.8433	-12.85	stop_loss
06-26 16:00	SOL	Buy	69.7905→72.8671	+21.55	take_profit
06-26 14:21	SOL	Buy	68.5293→71.5353	+21.47	take_profit
06-26 14:12	SOL	Buy	68.1042→71.0803	+21.34	take_profit
06-26 14:12	SOL	Buy	68.0042→70.9774	+21.35	take_profit
06-26 13:19	SOL	Buy	69.9755→68.2216	-13.01	stop_loss
06-26 10:39	SOL	Buy	70.4516→68.6923	-12.96	stop_loss
06-26 07:02	SOL	Buy	67.3231→70.2705	+21.41	take_profit
06-26 06:43	SOL	Buy	66.658→69.5706	+21.33	take_profit
06-26 06:22	SOL	Buy	66.353→69.2546	+21.39	take_profit
06-25 23:31	SOL	Buy	65.8779→68.7567	+21.38	take_profit
06-25 23:30	SOL	Buy	65.8649→68.7427	+21.38	take_profit
06-25 23:30	SOL	Buy	65.7519→68.6397	+21.50	take_profit
06-25 23:30	SOL	Buy	65.7319→68.6067	+21.40	take_profit
06-25 13:46	SOL	Buy	67.5371→65.8602	-12.84	stop_loss
06-25 13:45	SOL	Buy	67.7792→66.092	-12.87	stop_loss
06-25 13:45	SOL	Buy	67.8672→66.185	-12.82	stop_loss
06-25 13:42	SOL	Buy	68.5873→66.8755	-12.93	stop_loss
06-25 13:39	SOL	Buy	69.0924→67.3772	-12.86	stop_loss
06-25 05:09	SOL	Buy	66.1519→69.0816	+21.73	take_profit
06-25 05:02	SOL	Buy	65.9059→68.7897	+21.47	take_profit
06-24 22:01	SOL	Buy	65.5068→68.3727	+21.44	take_profit
06-24 17:16	SOL	Buy	67.7282→66.048	-12.85	stop_loss
06-24 15:47	SOL	Buy	68.9803→67.2703	-12.85	stop_loss
06-24 15:45	SOL	Buy	69.1324→67.4122	-12.89	stop_loss
06-24 15:45	SOL	Buy	69.1654→67.4481	-12.87	stop_loss
06-24 15:44	SOL	Buy	69.3234→67.596	-12.91	stop_loss
06-24 15:33	SOL	Buy	69.7605→68.0278	-12.87	stop_loss
06-24 12:34	SOL	Buy	69.1034→69.6865	+3.74	timeout
06-24 11:29	SOL	Buy	69.0774→68.8457	-2.08	timeout
06-24 10:24	SOL	Buy	68.8853→69.0286	+0.69	timeout
06-24 09:21	SOL	Buy	68.8673→69.4156	+3.62	timeout
06-24 08:19	SOL	Buy	68.4403→69.2486	+5.62	timeout
06-23 08:17	SOL	Buy	70.2015→68.4575	-12.85	stop_loss
06-23 08:15	SOL	Buy	70.5036→68.7553	-12.84	stop_loss
06-23 06:21	SOL	Buy	71.6207→69.8386	-12.84	stop_loss
06-23 06:21	SOL	Buy	71.7278→69.9265	-12.98	stop_loss
06-23 06:20	SOL	Buy	71.8728→70.0844	-12.86	stop_loss
06-23 06:20	SOL	Buy	71.9458→70.1624	-12.80	stop_loss
06-23 05:25	SOL	Buy	72.7759→70.9698	-12.77	stop_loss
06-22 22:28	SOL	Buy	73.7961→71.9672	-12.75	stop_loss
06-22 22:27	SOL	Buy	73.8741→72.0092	-12.96	stop_loss
06-22 22:27	SOL	Buy	73.9151→72.0831	-12.71	stop_loss
06-22 21:39	SOL	Buy	74.1901→72.343	-12.77	stop_loss
06-22 19:25	SOL	Buy	74.2561→72.4109	-12.81	stop_loss
06-22 09:24	SOL	Buy	73.404→73.7289	+1.61	timeout
06-22 08:19	SOL	Buy	73.078→74.0289	+5.91	timeout
06-22 07:15	SOL	Buy	73.353→74.1529	+4.94	timeout
06-22 06:10	SOL	Buy	73.118→74.1029	+6.24	timeout
06-22 00:42	SOL	Buy	73.095→73.296	+0.98	timeout
06-21 09:17	SOL	Buy	71.3067→73.361	+13.80	timeout
06-21 07:59	SOL	Buy	71.5747→73.185	+10.66	timeout
06-21 06:51	SOL	Buy	72.1638→73.23	+6.92	timeout
06-21 05:49	SOL	Buy	71.6767→73.118	+9.57	timeout
06-20 22:12	SOL	Buy	69.7745→72.8241	+21.26	take_profit
06-20 05:13	SOL	Buy	69.3294→72.3641	+21.42	take_profit
06-20 05:10	SOL	Buy	69.0904→72.1172	+21.43	take_profit
06-20 05:10	SOL	Buy	68.7873→71.8072	+21.48	take_profit
06-20 05:06	SOL	Buy	68.1642→71.1473	+21.39	take_profit
06-19 22:24	SOL	Buy	69.5214→69.2926	-1.98	timeout
06-19 19:59	SOL	Buy	69.3504→68.9177	-3.51	timeout
06-19 17:32	SOL	Buy	69.0334→68.9926	-0.68	timeout
06-19 15:53	SOL	Buy	68.7753→69.2386	+2.77	timeout
06-19 07:37	SOL	Buy	69.7875→68.0527	-12.91	stop_loss
06-18 15:17	SOL	Buy	72.1918→70.3942	-12.97	stop_loss
06-18 15:17	SOL	Buy	72.2118→70.4202	-12.94	stop_loss
06-18 15:17	SOL	Buy	72.2478→70.4572	-12.97	stop_loss
06-18 13:29	SOL	Buy	72.2528→71.6263	-4.68	timeout
06-18 12:19	SOL	Buy	72.2018→70.9744	-8.85	timeout
06-17 19:44	SOL	Buy	73.259→71.4435	-12.92	stop_loss
06-17 19:29	SOL	Buy	73.7621→71.9202	-12.94	stop_loss
06-17 18:05	SOL	Buy	74.0401→72.1861	-12.98	stop_loss
06-17 17:22	SOL	Buy	73.171→73.7009	+3.02	timeout
06-17 15:16	SOL	Buy	73.305→72.8691	-3.57	timeout
06-17 12:30	SOL	Buy	73.325→71.5055	-12.77	stop_loss
06-17 11:05	SOL	Buy	73.602→71.7413	-13.06	stop_loss
06-17 05:38	SOL	Buy	73.7601→73.7379	-0.58	timeout
06-17 00:31	SOL	Buy	73.9091→73.409	-3.75	timeout
06-16 15:20	SOL	Buy	73.9211→73.135	-5.81	timeout
06-16 14:32	SOL	Buy	74.2271→72.3739	-12.95	stop_loss
06-16 14:27	SOL	Buy	74.5712→72.7187	-12.89	stop_loss
06-16 02:28	SOL	Buy	74.7012→72.8436	-12.89	stop_loss
06-16 02:27	SOL	Buy	75.0543→73.1934	-12.85	stop_loss
06-16 02:27	SOL	Buy	75.0693→73.2024	-12.89	stop_loss
06-15 22:26	SOL	Buy	75.5543→73.6791	-12.88	stop_loss
06-15 16:13	SOL	Buy	72.5909→75.7626	+21.40	take_profit
06-15 15:41	SOL	Buy	71.4457→74.5688	+21.45	take_profit
06-15 15:38	SOL	Buy	71.2567→74.3838	+21.42	take_profit
06-15 15:38	SOL	Buy	71.2367→74.3488	+21.34	take_profit
06-15 13:20	SOL	Buy	71.0137→74.1179	+21.40	take_profit
06-15 11:12	SOL	Buy	69.1004→72.1192	+21.45	take_profit
06-14 23:51	SOL	Buy	68.1692→71.1473	+21.47	take_profit
06-14 23:49	SOL	Buy	68.0902→71.0793	+21.56	take_profit

Paper vs Live

Paper (trades.jsonl)

212

closed

41%

win rate

-234.06

total pnl ($)

-22.5 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 ($)
SOL	212	41%	-22.5	-234.06

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…