db_basis_zscore_carry_long · strategy

closed trades

43%

win rate

-171.77

total pnl ($)

0.847

weight

7d window — n=14 wr=43% pnl=-42.22 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 63 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-22 20:03	BTC	Buy	64149.2→64560.8	+2.73	timeout
06-21 21:23	BTC	Buy	63918.2→63741.8	-1.83	timeout
06-21 18:57	BTC	Buy	63762.2→64130.8	+2.49	timeout
06-20 20:54	BTC	Buy	63165.2→63893.8	+5.34	timeout
06-20 18:24	BTC	Buy	63107.2→63817.8	+5.18	timeout
06-19 20:22	BTC	Buy	63109.2→62968.9	-1.60	timeout
06-19 17:17	BTC	Buy	62497.1→63029.8	+3.81	timeout
06-18 15:40	BTC	Buy	64178.2→62599.6	-12.42	stop_loss
06-18 15:37	BTC	Buy	64461.2→62876.4	-12.54	stop_loss
06-17 19:50	BTC	Buy	65660.3→64035.8	-12.83	stop_loss
06-17 19:38	BTC	Buy	65854.3→64232.7	-12.78	stop_loss
06-17 06:58	BTC	Buy	66412.3→65577.7	-6.76	timeout
06-17 03:23	BTC	Buy	65753.3→65690.7	-0.96	timeout
06-16 05:50	BTC	Buy	65752.3→66066.7	+1.99	timeout
06-16 03:10	BTC	Buy	65604.3→65755.7	+0.70	timeout
06-15 05:09	BTC	Buy	64360.2→65627.7	+9.37	timeout
06-15 01:55	BTC	Buy	64609.2→65480.7	+6.27	timeout
06-14 04:04	BTC	Buy	63522.2→64498.8	+7.28	timeout
06-14 01:51	BTC	Buy	63784.2→64608.8	+6.04	timeout
06-12 20:17	BTC	Buy	63502.2→63513.8	-0.37	timeout
06-12 17:35	BTC	Buy	63170.2→63807.8	+4.58	timeout
06-11 19:18	BTC	Buy	61697.1→63649.8	+15.24	timeout
06-11 16:09	BTC	Buy	62429.1→62708.9	+1.64	timeout
06-10 16:06	BTC	Buy	60977→62422.9	+11.34	timeout
06-10 15:09	BTC	Buy	61633.1→61969.9	+2.24	timeout
06-09 15:57	BTC	Buy	62507.1→60969.4	-12.77	stop_loss
06-09 14:04	BTC	Buy	63633.2→62066.8	-12.76	stop_loss
06-09 10:04	BTC	Buy	63417.2→62740.9	-5.74	timeout
06-08 16:07	BTC	Buy	61964.1→63812.8	+14.35	timeout
06-08 05:28	BTC	Buy	61809.1→62663.9	+6.46	timeout
06-07 15:22	BTC	Buy	60550→61799.9	+9.86	timeout
06-07 04:30	BTC	Buy	59985→61530.9	+12.44	timeout
06-06 15:17	BTC	Buy	60520→60644	+0.58	timeout
06-06 04:12	BTC	Buy	61692.1→60171.9	-12.78	stop_loss
06-05 21:04	BTC	Buy	59266→61867.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60654→59162.4	-12.76	stop_loss
06-05 14:06	BTC	Buy	61976.1→60437.7	-12.86	stop_loss
06-05 13:49	BTC	Buy	62927.1→61379.2	-12.75	stop_loss
06-05 06:24	BTC	Buy	62683.1→61139.4	-12.76	stop_loss
06-05 06:00	BTC	Buy	63742.2→62174.8	-12.70	stop_loss
06-05 02:57	BTC	Buy	63224.2→62655.9	-4.90	timeout
06-04 09:23	BTC	Buy	64569.2→62981.3	-12.74	stop_loss
06-04 00:29	BTC	Buy	64983.2→63385.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65015.3→63416.1	-12.75	stop_loss
06-03 20:55	BTC	Buy	66364.3→64732.4	-12.79	stop_loss
06-03 16:24	BTC	Buy	67246.4→65591.9	-12.78	stop_loss
06-03 03:43	BTC	Buy	67384.4→65726.8	-12.75	stop_loss
06-03 03:43	BTC	Buy	67499.4→65838.8	-12.76	stop_loss
06-02 14:27	BTC	Buy	69392.5→67685.8	-12.76	stop_loss
06-02 14:10	BTC	Buy	69983.5→68262.4	-12.76	stop_loss
06-01 22:38	BTC	Buy	72836.6→71032.9	-12.92	stop_loss
06-01 22:26	BTC	Buy	73938.7→71242.8	-18.83	stop_loss
06-01 00:34	BTC	Buy	73995.7→73824.3	-1.60	timeout
05-31 16:47	BTC	Buy	73898.7→73451.3	-3.53	timeout
05-31 14:58	BTC	Buy	73894.7→73583.3	-2.57	timeout
05-31 12:07	BTC	Buy	73571.7→73864.3	+1.40	timeout
05-31 10:16	BTC	Buy	73617.7→73812.3	+0.74	timeout
05-30 17:19	BTC	Buy	74217.7→73871.3	-2.90	timeout
05-29 18:34	BTC	Buy	73607.7→73807.3	+0.80	timeout
05-29 16:55	BTC	Buy	73395.7→73970.3	+3.38	timeout
05-29 15:50	BTC	Buy	72915.6→73830.3	+5.77	timeout
05-29 14:39	BTC	Buy	72919.6→72723.4	-1.92	timeout
05-29 13:28	BTC	Buy	73115.7→72994.4	-1.30	timeout

Paper vs Live

Paper (trades.jsonl)

closed

43%

win rate

-171.77

total pnl ($)

-54.2 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	63	43%	-54.2	-171.77

Recent bounces (last 20 of 1)

time	sym	side	reason
06-21 21:43	BTC	Buy	trigger_already_opened

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…