deribit_basis_vol_regime_long_v2

not live
94
closed trades
39%
win rate
-266.36
total pnl ($)
1.159
weight
7d window — n=21 wr=43% pnl=+4.81  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 94 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 04:47SOLBuy71.7388→73.9989+15.29timeout
06-29 17:15SOLBuy70.6726→75.6387+34.57take_profit
06-29 11:45SOLBuy71.9268→72.4001+2.70timeout
06-29 05:11SOLBuy70.5436→71.1223+3.50timeout
06-28 20:34SOLBuy71.2517→70.9114-2.69timeout
06-28 14:27SOLBuy72.7449→71.8162-6.98timeout
06-28 07:56SOLBuy72.3038→70.9344-9.81timeout
06-27 06:27SOLBuy69.0804→71.8562+19.71timeout
06-26 19:32SOLBuy68.9573→73.7649+34.37take_profit
06-26 16:00SOLBuy67.7052→72.4441+34.45take_profit
06-26 14:21SOLBuy66.81→71.4853+34.41take_profit
06-25 17:29SOLBuy65.5598→67.2949+12.93timeout
06-25 13:51SOLBuy68.0452→65.2556-20.91stop_loss
06-25 13:48SOLBuy68.1962→65.4075-20.89stop_loss
06-25 13:45SOLBuy69.1094→66.2869-20.85stop_loss
06-24 17:16SOLBuy68.8643→66.056-20.86stop_loss
06-24 16:51SOLBuy69.2674→66.4398-20.86stop_loss
06-24 16:47SOLBuy69.6674→66.8265-20.86stop_loss
06-24 16:46SOLBuy69.9015→67.0474-20.87stop_loss
06-24 11:18SOLBuy68.9153→68.8697-0.70timeout
06-23 08:24SOLBuy71.0026→68.1007-20.84stop_loss
06-23 06:21SOLBuy72.7309→69.7346-20.94stop_loss
06-23 01:13SOLBuy73.308→71.8582-9.94timeout
06-22 22:28SOLBuy74.3401→71.3076-20.72stop_loss
06-22 22:28SOLBuy74.4262→71.3836-20.82stop_loss
06-22 19:05SOLBuy74.1681→72.5791-11.07timeout
06-22 13:04SOLBuy73.636→74.4478+4.91timeout
06-22 06:56SOLBuy73.276→73.6699+2.19timeout
06-22 00:44SOLBuy73.097→73.248+0.62timeout
06-21 17:47SOLBuy71.4487→74.3169+19.47timeout
06-21 01:30SOLBuy69.6274→72.9041+22.93timeout
06-20 19:29SOLBuy68.9003→71.6283+19.20timeout
06-20 13:27SOLBuy68.5173→70.7704+15.89timeout
06-20 07:23SOLBuy68.4473→71.7962+23.89timeout
06-20 01:21SOLBuy69.9255→69.6176-2.72timeout
06-19 19:18SOLBuy68.6463→68.8817+1.31timeout
06-18 15:57SOLBuy71.3497→68.4305-20.96stop_loss
06-18 15:53SOLBuy71.5427→68.6224-20.88stop_loss
06-18 15:39SOLBuy72.3519→69.3909-20.90stop_loss
06-18 15:25SOLBuy72.8589→69.8865-20.80stop_loss
06-18 13:11SOLBuy72.3018→71.5573-5.49timeout
06-18 07:09SOLBuy73.368→71.2073-15.03timeout
06-18 01:03SOLBuy73.449→72.3791-7.54timeout
06-17 19:02SOLBuy73.7951→73.608-1.87timeout
06-17 11:05SOLBuy74.8732→71.8133-20.76stop_loss
06-17 07:00SOLBuy74.1681→73.367-5.83timeout
06-16 21:26SOLBuy74.6412→73.7939-6.16timeout
06-16 10:57SOLBuy71.8138→74.7348+19.89timeout
06-16 04:02SOLBuy71.2107→73.7319+17.28timeout
06-15 13:17SOLBuy69.0194→73.8289+34.38take_profit
06-15 07:02SOLBuy68.1702→71.1923+21.60timeout
06-15 00:57SOLBuy68.7013→71.1283+17.07timeout
06-14 18:29SOLBuy68.2492→67.2379-7.67timeout
06-14 11:07SOLBuy67.4521→68.0778+4.30timeout
06-14 04:49SOLBuy66.917→68.4987+11.58timeout
06-13 21:12SOLBuy66.725→68.2918+11.49timeout
06-13 12:00SOLBuy66.882→67.8708+7.02timeout
06-13 05:45SOLBuy66.744→66.728-0.43timeout
06-12 23:44SOLBuy66.993→66.604-3.17timeout
06-12 17:44SOLBuy66.597→67.3409+5.32timeout
06-11 08:18SOLBuy64.1456→65.1942+7.57timeout
06-10 21:11SOLBuy65.2778→62.6133-20.81stop_loss
06-10 15:10SOLBuy65.1758→64.6933-4.15timeout
06-09 16:04SOLBuy66.87→64.1393-20.81stop_loss
06-09 14:46SOLBuy67.1131→64.3731-20.82stop_loss
06-09 14:24SOLBuy66.872→65.0252-14.20timeout
06-09 08:13SOLBuy65.8989→66.554+4.56timeout
06-09 02:08SOLBuy66.2379→65.9801-2.09timeout
06-08 20:05SOLBuy64.0766→67.4059+25.62timeout
06-08 14:01SOLBuy64.4007→66.74+17.74timeout
06-08 07:49SOLBuy64.7917→66.1601+10.34timeout
06-07 22:15SOLBuy63.3055→67.7798+35.34take_profit
06-07 13:34SOLBuy62.2843→64.2834+16.13timeout
06-07 09:15SOLBuy61.7173→66.0451+34.86take_profit
06-06 04:09SOLBuy64.4257→61.7938-20.77stop_loss
06-05 19:05SOLBuy64.8647→62.2065-20.93stop_loss
06-05 16:09SOLBuy66.2389→63.5347-20.90stop_loss
06-05 06:22SOLBuy67.4621→64.7079-20.83stop_loss
06-05 06:17SOLBuy68.1912→65.4085-20.51stop_loss
06-05 06:03SOLBuy68.5193→65.7153-20.77stop_loss
06-05 04:01SOLBuy69.6845→66.8365-20.68stop_loss
06-04 09:20SOLBuy70.9036→68.0108-20.77stop_loss
06-04 01:51SOLBuy71.4117→68.4905-20.84stop_loss
06-04 00:29SOLBuy73.663→70.6541-20.61stop_loss
06-03 20:55SOLBuy73.9681→70.9439-20.72stop_loss
06-03 19:31SOLBuy74.9272→71.8723-20.79stop_loss
06-02 22:52SOLBuy76.6815→73.5282-20.96stop_loss
06-02 14:27SOLBuy79.837→76.5782-20.82stop_loss
06-02 14:22SOLBuy80.7641→77.4596-20.84stop_loss
06-01 15:11SOLBuy81.9723→79.7-14.46timeout
06-01 13:55SOLBuy82.7224→79.3484-20.92stop_loss
06-01 07:06SOLBuy82.9074→81.4808-9.19timeout
05-30 07:48SOLBuy82.0043→82.2627+1.04timeout
05-29 14:39SOLBuy80.9101→80.7039-1.81timeout

Paper vs Live

Paper (trades.jsonl)
94
closed
39%
win rate
-266.36
total pnl ($)
-57.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
SOL9439%-57.6-266.36

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems