deribit_basis_annualized_zscore_carry_long_v2

not live
41
closed trades
46%
win rate
-115.73
total pnl ($)
0.899
weight
7d window — n=11 wr=36% pnl=-57.12  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 41 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 19:21BTCBuy60424→59412-10.57timeout
06-27 15:06BTCBuy59587→60565+9.31timeout
06-27 01:47BTCBuy59246→59948+6.57timeout
06-26 14:14BTCBuy59402→60017+5.61timeout
06-25 13:48BTCBuy60919→59360.3-15.82stop_loss
06-24 15:56BTCBuy61855.1→60271.8-15.88stop_loss
06-24 14:02BTCBuy62781.1→61166.3-15.83stop_loss
06-24 11:07BTCBuy62338.1→62328.9-0.62timeout
06-23 08:20BTCBuy63952.2→62314.7-15.81stop_loss
06-23 08:17BTCBuy64082.2→62439.6-15.68stop_loss
06-22 21:00BTCBuy63826.2→64420.8+5.04timeout
06-21 22:18BTCBuy64077.2→63714.8-4.02timeout
06-21 07:16BTCBuy63650.2→64222.8+4.72timeout
06-20 18:31BTCBuy63072.2→63819.8+6.60timeout
06-20 01:19BTCBuy63018.2→63423.8+3.33timeout
06-18 15:51BTCBuy64174.2→62526.6-15.89stop_loss
06-18 08:31BTCBuy65175.3→64541.8-6.41timeout
06-17 19:46BTCBuy65750.3→64065.7-15.94stop_loss
06-17 07:00BTCBuy66422.3→65592.7-8.07timeout
06-16 06:14BTCBuy65862.3→66152.7+2.17timeout
06-15 13:10BTCBuy64294.2→66592.7+20.93timeout
06-15 00:39BTCBuy64532.2→65505.7+8.50timeout
06-14 09:41BTCBuy63794.2→64474.8+5.79timeout
06-13 21:40BTCBuy63552.2→64303.8+6.52timeout
06-13 05:23BTCBuy63473.2→63537.8+0.09timeout
06-12 07:07BTCBuy62632.1→63061.8+3.52timeout
06-11 09:43BTCBuy61259.1→62892.9+15.30timeout
06-10 14:27BTCBuy61731.1→62074.9+2.77timeout
06-09 14:20BTCBuy63302.2→61682.1-15.90stop_loss
06-09 10:34BTCBuy63337.2→62616.9-7.31timeout
06-08 21:30BTCBuy61792.1→63668.8+17.64timeout
06-07 10:37BTCBuy60342→62363.9+19.59timeout
06-06 04:13BTCBuy61694.1→60112.9-15.92stop_loss
06-05 06:19BTCBuy63372.2→61744-15.95stop_loss
06-03 19:55BTCBuy66942.3→65229.1-15.93stop_loss
06-02 14:10BTCBuy70154.5→68353.4-15.96stop_loss
06-02 09:12BTCBuy71300.6→69472.8-15.99stop_loss
06-02 01:37BTCBuy72711.6→70850-16.04stop_loss
05-31 05:09BTCBuy73502.7→74161.3+4.76timeout
05-30 09:51BTCBuy73717.7→73559.3-1.86timeout
05-29 21:43BTCBuy73869.7→73561.3-3.11timeout

Paper vs Live

Paper (trades.jsonl)
41
closed
46%
win rate
-115.73
total pnl ($)
-46.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4146%-46.9-115.73

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems