btc_deribit_basis_zscore_carry_long · strategy

146

closed trades

45%

win rate

-454.07

total pnl ($)

0.275

weight

7d window — n=44 wr=48% pnl=-157.05 · 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 16:51	BTC	Buy	60065→60785	+5.54	timeout
06-27 15:42	BTC	Buy	60415→60770	+2.50	timeout
06-26 21:23	BTC	Buy	59592→59801	+1.23	timeout
06-26 20:22	BTC	Buy	59599→59698	+0.27	timeout
06-26 19:18	BTC	Buy	59218→59920	+5.35	timeout
06-26 16:08	BTC	Buy	59551→60271	+5.51	timeout
06-26 14:45	BTC	Buy	59408→59564	+0.81	timeout
06-25 18:04	BTC	Buy	59436→59607	+1.02	timeout
06-25 13:58	BTC	Buy	59624→58154	-12.70	stop_loss
06-25 13:54	BTC	Buy	60003→58524.8	-12.69	stop_loss
06-25 13:53	BTC	Buy	60277→58772.7	-12.85	stop_loss
06-25 13:53	BTC	Buy	60492→59004.5	-12.68	stop_loss
06-24 17:20	BTC	Buy	60928→59429.3	-12.73	stop_loss
06-24 16:51	BTC	Buy	61364.1→59855.1	-12.72	stop_loss
06-24 14:19	BTC	Buy	62523.1→60959.5	-12.95	stop_loss
06-24 14:19	BTC	Buy	62531.1→60959.5	-13.01	stop_loss
06-24 14:13	BTC	Buy	62620.1→61077.4	-12.77	stop_loss
06-24 13:57	BTC	Buy	62752.1→61208.3	-12.75	stop_loss
06-24 13:45	BTC	Buy	62898.1→61350.2	-12.75	stop_loss
06-24 10:42	BTC	Buy	62218.1→62597.9	+2.55	timeout
06-24 09:42	BTC	Buy	62323.1→62621.9	+1.87	timeout
06-24 08:41	BTC	Buy	62337.1→62701.9	+2.42	timeout
06-24 07:39	BTC	Buy	62964.1→62607.9	-3.31	timeout
06-24 06:44	BTC	Buy	62915.1→62764.9	-1.70	timeout
06-23 08:28	BTC	Buy	63450.2→61888.9	-12.75	stop_loss
06-23 08:17	BTC	Buy	63916.2→62341.7	-12.79	stop_loss
06-23 08:17	BTC	Buy	63990.2→62415.7	-12.77	stop_loss
06-23 06:21	BTC	Buy	64194.2→62610.5	-12.79	stop_loss
06-23 06:21	BTC	Buy	64227.2→62642.5	-12.80	stop_loss
06-23 05:23	BTC	Buy	64217.2→63434.8	-6.57	timeout
06-23 02:28	BTC	Buy	64555.2→64142.8	-3.64	timeout
06-23 01:10	BTC	Buy	63852.2→64208.8	+2.36	timeout
06-22 22:04	BTC	Buy	63796.2→64348.8	+3.88	timeout
06-22 21:04	BTC	Buy	63807.2→64421.8	+4.36	timeout
06-22 03:36	BTC	Buy	64291.2→64195.8	-1.27	timeout
06-22 02:07	BTC	Buy	64219.2→64511.8	+1.75	timeout
06-22 00:46	BTC	Buy	64255.2→63883.8	-3.35	timeout
06-21 21:17	BTC	Buy	63930.2→63556.8	-3.37	timeout
06-21 19:14	BTC	Buy	63878.2→64193.8	+2.06	timeout
06-21 01:57	BTC	Buy	63543.2→64240.8	+4.99	timeout
06-21 00:44	BTC	Buy	63583.2→64269.8	+4.90	timeout
06-20 22:25	BTC	Buy	63263.2→64160.8	+6.64	timeout
06-20 20:53	BTC	Buy	63167.2→63901.8	+5.39	timeout
06-20 18:28	BTC	Buy	63102.2→63825.8	+5.28	timeout
06-19 23:45	BTC	Buy	62854.1→63284.8	+2.95	timeout
06-19 22:25	BTC	Buy	62818.1→63265.8	+3.07	timeout
06-19 21:03	BTC	Buy	63073.2→63137.8	+0.02	timeout
06-19 19:57	BTC	Buy	62931.1→62999.8	+0.06	timeout
06-19 17:17	BTC	Buy	62497.1→63029.8	+3.81	timeout
06-18 15:40	BTC	Buy	64178.2→62599.6	-12.70	stop_loss
06-18 15:40	BTC	Buy	64186.2→62607.5	-12.48	stop_loss
06-18 15:37	BTC	Buy	64441.2→62846.4	-12.54	stop_loss
06-18 15:37	BTC	Buy	64518.2→62931.4	-12.56	stop_loss
06-18 15:37	BTC	Buy	64596.2→63007.3	-12.54	stop_loss
06-18 11:26	BTC	Buy	64684.2→63886.8	-6.68	timeout
06-17 22:03	BTC	Buy	65486.3→63849.9	-12.93	stop_loss
06-17 19:44	BTC	Buy	65698.3→64082.7	-12.77	stop_loss
06-17 19:39	BTC	Buy	65833.3→64214.7	-12.76	stop_loss
06-17 19:29	BTC	Buy	65884.3→64257.6	-12.80	stop_loss
06-17 16:05	BTC	Buy	65857.3→65791.7	-0.89	timeout
06-17 11:05	BTC	Buy	66122.3→64494.5	-12.83	stop_loss
06-17 06:31	BTC	Buy	66337.3→65649.7	-5.66	timeout
06-17 05:29	BTC	Buy	66039.3→65824.7	-2.11	timeout
06-17 00:28	BTC	Buy	66247.3→65687.7	-4.74	timeout
06-16 15:20	BTC	Buy	66686.3→65769.7	-7.40	timeout
06-16 13:32	BTC	Buy	66822.3→66092.7	-5.99	timeout
06-16 05:26	BTC	Buy	65804.3→66026.7	+1.29	timeout
06-16 03:58	BTC	Buy	65907.3→66112.7	+1.15	timeout
06-15 21:22	BTC	Buy	64668.2→66509.7	+13.73	timeout
06-15 13:01	BTC	Buy	64368.2→66507.7	+16.19	timeout
06-15 11:58	BTC	Buy	64532.2→66200.7	+12.49	timeout
06-15 02:58	BTC	Buy	64473.2→65406.7	+6.75	timeout
06-15 01:05	BTC	Buy	64522.2→65329.7	+5.78	timeout
06-14 20:05	BTC	Buy	64241.2→63797.8	-3.95	timeout
06-14 10:41	BTC	Buy	63806.2→64586.8	+5.64	timeout
06-14 09:37	BTC	Buy	63782.2→64434.8	+4.60	timeout
06-14 01:47	BTC	Buy	63805.2→64582.8	+5.68	timeout
06-13 23:17	BTC	Buy	63444.2→64452.8	+7.48	timeout
06-13 19:14	BTC	Buy	63700.2→64163.8	+3.19	timeout
06-13 10:33	BTC	Buy	63685.2→63785.8	+0.26	timeout
06-13 09:26	BTC	Buy	63663.2→63778.8	+0.37	timeout
06-13 00:37	BTC	Buy	63664.2→63543.8	-1.48	timeout
06-12 23:05	BTC	Buy	63410.2→63454.8	-0.15	timeout
06-12 17:39	BTC	Buy	63214.2→63820.8	+4.33	timeout
06-12 09:57	BTC	Buy	62875.1→63778.8	+6.65	timeout
06-12 08:59	BTC	Buy	62917.1→63447.8	+3.69	timeout
06-12 00:09	BTC	Buy	61586.1→63709.8	+16.67	timeout
06-11 21:53	BTC	Buy	61268.1→63522.8	+17.81	timeout
06-11 16:04	BTC	Buy	62490.1→62653.9	+0.74	timeout
06-11 09:16	BTC	Buy	61032.1→62771.9	+13.68	timeout
06-11 08:14	BTC	Buy	61586.1→62789.9	+9.19	timeout
06-10 16:12	BTC	Buy	61094.1→62355.9	+9.83	timeout
06-10 15:11	BTC	Buy	61628.1→61855.9	+1.35	timeout
06-10 14:17	BTC	Buy	61855.1→61995.9	+0.66	timeout
06-09 16:19	BTC	Buy	62370.1→60835.5	-12.77	stop_loss
06-09 14:18	BTC	Buy	63304.2→61747	-12.75	stop_loss
06-09 14:16	BTC	Buy	63418.2→61858	-12.75	stop_loss
06-09 14:06	BTC	Buy	63625.2→62059.8	-12.75	stop_loss
06-09 13:23	BTC	Buy	63829.2→62259.7	-12.72	stop_loss
06-09 13:06	BTC	Buy	63752.2→62641.9	-9.12	timeout

Paper vs Live

Paper (trades.jsonl)

146

closed

45%

win rate

-454.07

total pnl ($)

-62.0 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	146	45%	-62.0	-454.07

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 17:51	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…