deribit_basis_annualized_trough_zscore_carry_long

not live
44
closed trades
32%
win rate
-175.44
total pnl ($)
0.429
weight
7d window — n=25 wr=28% pnl=-131.35  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 44 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 14:26BTCBuy59417→60565+9.20timeout
06-26 13:18BTCBuy60230→58746.7-12.78stop_loss
06-26 02:21BTCBuy59806→58329.9-12.78stop_loss
06-25 13:48BTCBuy60873→59376.3-12.70stop_loss
06-25 13:48BTCBuy61040.1→59539.2-12.69stop_loss
06-25 13:45BTCBuy61465.1→59950-12.76stop_loss
06-25 13:43BTCBuy61692.1→60174.9-12.72stop_loss
06-25 07:16BTCBuy59237→61851.9+21.65take_profit
06-24 16:51BTCBuy61327.1→59817.1-12.74stop_loss
06-24 15:43BTCBuy62064.1→60536.7-12.66stop_loss
06-24 14:20BTCBuy62372.1→60838.5-12.70stop_loss
06-24 14:17BTCBuy62544.1→61006.4-12.72stop_loss
06-24 14:17BTCBuy62600.1→61057.4-12.75stop_loss
06-24 13:44BTCBuy62961.1→61412.2-12.75stop_loss
06-23 08:28BTCBuy63436.2→61876-12.74stop_loss
06-23 06:21BTCBuy64174.2→62595.6-12.81stop_loss
06-23 06:21BTCBuy64223.2→62636.5-12.86stop_loss
06-23 06:20BTCBuy64441.2→62856.4-12.76stop_loss
06-23 03:32BTCBuy64309.2→64017.8-2.71timeout
06-22 23:02BTCBuy64259.2→63913.8-3.15timeout
06-22 18:28BTCBuy63832.2→64582.8+5.31timeout
06-21 07:36BTCBuy62594.1→64186.8+12.29timeout
06-21 04:19BTCBuy62775.1→64406.8+12.57timeout
06-21 00:15BTCBuy62832.1→64223.8+10.48timeout
06-20 19:55BTCBuy62975.1→63896.8+6.93timeout
06-20 16:14BTCBuy62623.1→63967.8+10.14timeout
06-18 15:51BTCBuy64123.2→62546.6-12.69stop_loss
06-18 15:40BTCBuy64226.2→62639.5-12.63stop_loss
06-18 15:37BTCBuy64433.2→62843.4-12.56stop_loss
06-18 15:37BTCBuy64474.2→62876.4-12.73stop_loss
06-18 15:17BTCBuy64799.2→63204.2-12.34stop_loss
06-18 04:11BTCBuy65409.3→63800.9-12.76stop_loss
06-17 19:42BTCBuy65721.3→64104.7-12.75stop_loss
06-17 19:40BTCBuy65822.3→64202.7-12.76stop_loss
06-17 19:29BTCBuy65918.3→64247.6-13.15stop_loss
06-17 10:57BTCBuy65869.3→64761.8-9.03timeout
06-17 08:39BTCBuy66628.3→64985.2-12.85stop_loss
06-17 05:45BTCBuy65705.3→65888.7+0.89timeout
06-17 00:29BTCBuy65736.3→65685.7-0.92timeout
06-15 13:18BTCBuy63970.2→66778.7+21.54take_profit
06-15 12:53BTCBuy64078.2→66536.7+18.78timeout
06-15 08:48BTCBuy63846.2→65731.7+14.33timeout
06-15 04:45BTCBuy63589.2→65639.7+15.61timeout
06-14 22:28BTCBuy63602.2→65168.7+11.77timeout

Paper vs Live

Paper (trades.jsonl)
44
closed
32%
win rate
-175.44
total pnl ($)
-79.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4432%-79.9-175.44

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems