deribit_basis_annualized_zscore_carry_long · strategy

closed trades

47%

win rate

-231.77

total pnl ($)

0.870

weight

7d window — n=16 wr=50% pnl=-52.95 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 83 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 12:06	BTC	Buy	60432→58945.6	-12.73	stop_loss
06-29 20:49	BTC	Buy	59656→60372	+5.40	timeout
06-29 19:41	BTC	Buy	59412→60369	+7.45	timeout
06-28 20:05	BTC	Buy	60231→59506	-6.45	timeout
06-28 19:03	BTC	Buy	60569→59488	-9.35	timeout
06-27 19:49	BTC	Buy	59838→60149	+2.20	timeout
06-27 18:49	BTC	Buy	59618→60499	+6.96	timeout
06-26 15:11	BTC	Buy	59122→59835	+5.53	timeout
06-26 14:31	BTC	Buy	59305→59931	+4.78	timeout
06-25 13:57	BTC	Buy	59815→58343.9	-12.66	stop_loss
06-25 13:53	BTC	Buy	60446→58957.6	-12.68	stop_loss
06-24 16:51	BTC	Buy	61288.1→59743.1	-13.03	stop_loss
06-24 14:02	BTC	Buy	62713.1→61170.3	-12.75	stop_loss
06-24 13:48	BTC	Buy	62777.1→61232.3	-12.75	stop_loss
06-24 12:07	BTC	Buy	62427.1→62808.9	+2.60	timeout
06-24 08:28	BTC	Buy	62028.1→62657.9	+4.54	timeout
06-23 08:17	BTC	Buy	64017.2→62438.6	-12.79	stop_loss
06-23 08:17	BTC	Buy	64007.2→62431.6	-12.77	stop_loss
06-22 23:31	BTC	Buy	63581.2→63993.8	+2.79	timeout
06-22 22:20	BTC	Buy	63664.2→64208.8	+3.83	timeout
06-21 22:42	BTC	Buy	64229.2→63639.8	-5.02	timeout
06-21 21:23	BTC	Buy	63918.2→63741.8	-1.83	timeout
06-20 18:49	BTC	Buy	63041.2→63778.8	+5.41	timeout
06-20 17:44	BTC	Buy	63065.2→63834.8	+5.64	timeout
06-19 17:58	BTC	Buy	62562.1→63183.8	+4.52	timeout
06-19 16:18	BTC	Buy	62567.1→63254.8	+5.04	timeout
06-18 15:37	BTC	Buy	64426.2→62841.4	-12.46	stop_loss
06-18 15:37	BTC	Buy	64485.2→62897.4	-12.55	stop_loss
06-17 19:46	BTC	Buy	65682.3→64065.7	-12.77	stop_loss
06-17 19:39	BTC	Buy	65836.3→64217.7	-12.75	stop_loss
06-17 16:01	BTC	Buy	65909.3→65791.7	-1.25	timeout
06-17 04:37	BTC	Buy	65827.3→65855.7	-0.28	timeout
06-16 15:21	BTC	Buy	66668.3→65740.7	-7.49	timeout
06-16 03:10	BTC	Buy	65604.3→65755.7	+0.70	timeout
06-15 13:00	BTC	Buy	63788.2→66589.7	+21.52	take_profit
06-14 21:51	BTC	Buy	64463.2→65528.7	+7.77	timeout
06-14 16:31	BTC	Buy	63992.2→64118.8	+0.49	timeout
06-13 19:43	BTC	Buy	63641.2→64239.8	+4.25	timeout
06-13 16:07	BTC	Buy	63745.2→63988.8	+1.46	timeout
06-12 17:41	BTC	Buy	63306.2→63809.8	+3.51	timeout
06-12 15:46	BTC	Buy	62628.1→63890.8	+9.55	timeout
06-11 16:09	BTC	Buy	62429.1→62708.9	+1.64	timeout
06-11 14:49	BTC	Buy	61851.1→62895.9	+7.90	timeout
06-10 15:09	BTC	Buy	61633.1→61969.9	+2.24	timeout
06-10 14:20	BTC	Buy	61777.1→61884.9	+0.39	timeout
06-09 14:47	BTC	Buy	62719.1→61176.3	-12.75	stop_loss
06-09 13:36	BTC	Buy	63751.2→62174.8	-12.81	stop_loss
06-09 10:04	BTC	Buy	63417.2→62740.9	-5.74	timeout
06-08 20:48	BTC	Buy	61794.1→63338.8	+12.01	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 05:10	BTC	Buy	60214→61770.9	+12.50	timeout
06-06 14:26	BTC	Buy	60414→60796	+2.72	timeout
06-06 04:12	BTC	Buy	61692.1→60171.9	-12.78	stop_loss
06-05 21:04	BTC	Buy	59357→61962.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60912→59414.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61587.1→60070.9	-12.74	stop_loss
06-05 13:49	BTC	Buy	62750.1→61207.3	-12.75	stop_loss
06-05 06:23	BTC	Buy	62810.1→61263.3	-12.70	stop_loss
06-05 06:21	BTC	Buy	63105.2→61553.1	-12.70	stop_loss
06-04 10:49	BTC	Buy	63809.2→62239.8	-12.72	stop_loss
06-04 00:29	BTC	Buy	65080.3→63480.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65161.3→63559	-12.74	stop_loss
06-03 19:54	BTC	Buy	66943.3→65297.1	-12.78	stop_loss
06-03 19:54	BTC	Buy	67014.4→65364	-12.79	stop_loss
06-03 03:43	BTC	Buy	67427.4→65768.8	-12.75	stop_loss
06-03 03:33	BTC	Buy	67635.4→65963.7	-12.81	stop_loss
06-02 14:27	BTC	Buy	69447.5→67739.7	-12.75	stop_loss
06-02 12:38	BTC	Buy	70785.5→69044	-12.81	stop_loss
06-01 22:26	BTC	Buy	73930.7→71242.8	-18.76	stop_loss
06-01 03:38	BTC	Buy	74133.7→73910.3	-2.03	timeout
05-31 16:55	BTC	Buy	73896.7→73521.3	-3.05	timeout
05-31 10:16	BTC	Buy	73617.7→73812.3	+0.74	timeout
05-30 18:29	BTC	Buy	73729.7→73929.3	+0.79	timeout
05-30 16:44	BTC	Buy	74036.7→73918.3	-1.36	timeout
05-30 14:58	BTC	Buy	73096.7→73888.3	+4.82	timeout
05-30 12:52	BTC	Buy	73319.7→73631.3	+1.62	timeout
05-30 08:42	BTC	Buy	73773.7→73494.3	-2.39	timeout
05-29 13:27	BTC	Buy	73164.7→73048.3	-1.27	timeout
05-29 11:01	BTC	Buy	73363.7→73574.3	+0.94	timeout
05-29 09:58	BTC	Buy	73517.7→73692.3	+0.66	timeout
05-29 08:52	BTC	Buy	73308.7→73670.3	+1.98	timeout
05-29 07:49	BTC	Buy	73389.7→73370.3	-0.62	timeout

Paper vs Live

Paper (trades.jsonl)

closed

47%

win rate

-231.77

total pnl ($)

-55.5 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	83	47%	-55.5	-231.77

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…