basis_zscore_low_carry_mean_reversion_long · strategy

124

closed trades

48%

win rate

-343.35

total pnl ($)

0.260

weight

7d window — n=41 wr=44% pnl=-149.90 · 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 20:27	BTC	Buy	59719→60229	+3.88	timeout
06-27 19:19	BTC	Buy	59939→60494	+4.21	timeout
06-27 15:41	BTC	Buy	60402→60781	+2.70	timeout
06-26 19:25	BTC	Buy	59220→59886	+5.05	timeout
06-26 18:22	BTC	Buy	59536→60044	+3.71	timeout
06-26 17:15	BTC	Buy	59462→60128	+5.06	timeout
06-26 15:30	BTC	Buy	59230→60204	+7.66	timeout
06-26 13:18	BTC	Buy	60273→58790.6	-12.76	stop_loss
06-26 02:16	BTC	Buy	60037→58557.8	-12.75	stop_loss
06-25 18:51	BTC	Buy	59421→59436	-0.30	timeout
06-25 13:55	BTC	Buy	59874→58397.9	-12.71	stop_loss
06-25 13:54	BTC	Buy	60071→58546.8	-13.06	stop_loss
06-25 13:48	BTC	Buy	60969→59467.3	-12.71	stop_loss
06-25 13:41	BTC	Buy	61862.1→60340.8	-12.73	stop_loss
06-25 07:16	BTC	Buy	59232→61832.9	+21.52	take_profit
06-24 17:48	BTC	Buy	60540→59051.5	-12.73	stop_loss
06-24 16:51	BTC	Buy	61130.1→59626.2	-12.73	stop_loss
06-24 14:19	BTC	Buy	62441.1→60880.5	-12.94	stop_loss
06-24 14:17	BTC	Buy	62600.1→61060.4	-12.74	stop_loss
06-24 14:13	BTC	Buy	62632.1→61090.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62696.1→61151.3	-12.77	stop_loss
06-24 13:57	BTC	Buy	62740.1→61197.3	-12.74	stop_loss
06-24 10:27	BTC	Buy	62344.1→62547.9	+1.14	timeout
06-24 09:23	BTC	Buy	62454.1→62682.9	+1.31	timeout
06-24 08:24	BTC	Buy	62203.1→62665.9	+3.22	timeout
06-24 07:23	BTC	Buy	63028.2→62727.9	-2.92	timeout
06-24 05:47	BTC	Buy	63354.2→62904.9	-4.05	timeout
06-23 08:17	BTC	Buy	64011.2→62436.6	-12.77	stop_loss
06-23 06:22	BTC	Buy	64084.2→62507.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64138.2→62559.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64158.2→62565.6	-12.89	stop_loss
06-23 04:59	BTC	Buy	65143.3→63541	-12.77	stop_loss
06-22 14:27	BTC	Buy	64021.2→65055.7	+7.51	timeout
06-22 11:03	BTC	Buy	64453.2→64102.8	-3.28	timeout
06-22 09:52	BTC	Buy	64154.2→64077.8	-1.13	timeout
06-22 08:48	BTC	Buy	63911.2→64106.8	+1.00	timeout
06-22 07:43	BTC	Buy	64186.2→64237.8	+0.00	timeout
06-21 05:49	BTC	Buy	63600.2→64217.8	+4.40	timeout
06-21 04:48	BTC	Buy	63544.2→64441.8	+6.63	timeout
06-21 03:46	BTC	Buy	63442.2→64393.8	+7.06	timeout
06-21 01:58	BTC	Buy	63543.2→64233.8	+4.93	timeout
06-21 00:49	BTC	Buy	63565.2→64236.8	+4.78	timeout
06-20 05:02	BTC	Buy	62567.1→63514.8	+7.13	timeout
06-20 03:48	BTC	Buy	62636.1→63427.8	+5.89	timeout
06-20 02:47	BTC	Buy	62877.1→63385.8	+3.60	timeout
06-20 01:44	BTC	Buy	62881.1→63523.8	+4.65	timeout
06-20 00:39	BTC	Buy	62982.1→63558.8	+4.10	timeout
06-18 11:23	BTC	Buy	64641.2→63906.8	-6.20	timeout
06-18 10:17	BTC	Buy	64898.2→63936.8	-7.94	timeout
06-18 09:19	BTC	Buy	64992.2→64439.8	-4.80	timeout
06-18 05:05	BTC	Buy	65249.3→63645	-12.77	stop_loss
06-17 19:39	BTC	Buy	65840.3→64218.7	-12.77	stop_loss
06-17 16:18	BTC	Buy	65770.3→65965.7	+0.99	timeout
06-17 08:44	BTC	Buy	66513.3→64876.3	-12.79	stop_loss
06-17 08:35	BTC	Buy	66720.3→65079.2	-12.78	stop_loss
06-17 08:08	BTC	Buy	66362.3→65398.7	-7.72	timeout
06-17 06:59	BTC	Buy	66411.3→65591.7	-6.65	timeout
06-16 15:20	BTC	Buy	66686.3→65769.7	-7.40	timeout
06-16 09:13	BTC	Buy	65663.3→66704.7	+7.48	timeout
06-16 08:09	BTC	Buy	65703.3→66355.7	+4.54	timeout
06-16 05:50	BTC	Buy	65753.3→66064.7	+1.98	timeout
06-15 21:22	BTC	Buy	64680.2→66494.7	+13.52	timeout
06-15 12:55	BTC	Buy	63779.2→66579.7	+21.52	take_profit
06-15 07:00	BTC	Buy	64263.2→65796.7	+11.47	timeout
06-15 03:33	BTC	Buy	64502.2→65695.7	+8.77	timeout
06-14 11:32	BTC	Buy	63899.2→64584.8	+4.91	timeout
06-14 09:19	BTC	Buy	63806.2→64307.8	+3.43	timeout
06-14 08:12	BTC	Buy	63788.2→64413.8	+4.38	timeout
06-14 04:39	BTC	Buy	63590.2→64406.8	+6.02	timeout
06-14 01:55	BTC	Buy	63789.2→64603.8	+5.96	timeout
06-13 10:33	BTC	Buy	63670.2→63785.8	+0.38	timeout
06-13 07:23	BTC	Buy	62968.1→63699.8	+5.35	timeout
06-12 17:39	BTC	Buy	63207.2→63821.8	+4.40	timeout
06-12 15:24	BTC	Buy	62754.1→64243.8	+11.34	timeout
06-12 14:00	BTC	Buy	63011.2→63362.8	+2.27	timeout
06-12 10:09	BTC	Buy	62903.1→63714.8	+5.90	timeout
06-12 07:06	BTC	Buy	62630.1→63084.8	+3.13	timeout
06-11 14:48	BTC	Buy	61927.1→62876.9	+7.12	timeout
06-11 09:37	BTC	Buy	61247.1→62898.9	+12.89	timeout
06-10 22:17	BTC	Buy	62605.1→61062.4	-12.77	stop_loss
06-10 18:59	BTC	Buy	61766.1→61844.9	+0.13	timeout
06-10 16:30	BTC	Buy	61025.1→62247.9	+9.48	timeout
06-10 15:27	BTC	Buy	61370.1→62248.9	+6.66	timeout
06-10 14:31	BTC	Buy	61520.1→61971.9	+3.19	timeout
06-09 16:39	BTC	Buy	62308.1→60774.6	-12.77	stop_loss
06-09 14:47	BTC	Buy	62718.1→61171.3	-12.78	stop_loss
06-09 14:21	BTC	Buy	63152.2→61591.1	-12.81	stop_loss
06-09 13:36	BTC	Buy	63784.2→62215.8	-12.73	stop_loss
06-09 13:32	BTC	Buy	63347.2→62470.9	-7.34	timeout
06-09 12:29	BTC	Buy	63076.2→62633.9	-3.90	timeout
06-09 05:06	BTC	Buy	62650.1→63179.8	+3.78	timeout
06-08 22:52	BTC	Buy	63126.2→63291.8	+0.83	timeout
06-07 22:15	BTC	Buy	61323.1→64015.8	+21.52	take_profit
06-07 21:58	BTC	Buy	60733→61732.9	+7.80	timeout
06-07 17:22	BTC	Buy	60656→62268.9	+12.83	timeout
06-07 16:15	BTC	Buy	60735→62083.9	+10.54	timeout
06-07 15:10	BTC	Buy	60668→61757.9	+8.52	timeout
06-06 23:46	BTC	Buy	60733→60840	+0.50	timeout
06-06 16:12	BTC	Buy	59807→60761	+7.58	timeout
06-06 14:25	BTC	Buy	60539→60847	+2.10	timeout

Paper vs Live

Paper (trades.jsonl)

124

closed

48%

win rate

-343.35

total pnl ($)

-55.0 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	124	48%	-55.0	-343.35

Recent bounces (last 20 of 3)

time	sym	side	reason
06-27 19:56	BTC	Buy	circuit_breaker
06-27 19:55	BTC	Buy	circuit_breaker
06-27 18:53	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…