deribit_basis_carry_zscore_long · strategy

closed trades

41%

win rate

-353.66

total pnl ($)

0.788

weight

7d window — n=20 wr=45% pnl=-77.81 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 96 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 20:46	BTC	Buy	60252→59619	-5.70	timeout
06-28 19:45	BTC	Buy	60171→59376	-7.03	timeout
06-28 18:40	BTC	Buy	60525→59580	-8.23	timeout
06-27 16:33	BTC	Buy	60112→60657	+4.10	timeout
06-27 15:31	BTC	Buy	60160→60748	+4.45	timeout
06-27 03:42	BTC	Buy	59407→60293	+7.01	timeout
06-26 15:15	BTC	Buy	58920.9→59789	+6.81	timeout
06-26 14:31	BTC	Buy	59264→59953	+5.31	timeout
06-26 02:13	BTC	Buy	60186→58698.7	-12.80	stop_loss
06-25 18:05	BTC	Buy	59432→59632	+1.27	timeout
06-25 13:57	BTC	Buy	59829→58325.9	-12.93	stop_loss
06-25 13:53	BTC	Buy	60504→59015.5	-12.67	stop_loss
06-24 17:20	BTC	Buy	60868→59371.3	-12.73	stop_loss
06-24 09:23	BTC	Buy	62454.1→62682.9	+1.30	timeout
06-24 08:25	BTC	Buy	62296.1→62662.9	+2.44	timeout
06-24 07:27	BTC	Buy	62973.1→62687.9	-2.75	timeout
06-23 08:17	BTC	Buy	64007.2→62431.6	-12.77	stop_loss
06-23 06:22	BTC	Buy	64094.2→62515.6	-12.79	stop_loss
06-23 06:21	BTC	Buy	64293.2→62710.5	-12.79	stop_loss
06-22 22:33	BTC	Buy	63624.2→64024.8	+2.69	timeout
06-22 06:11	BTC	Buy	64180.2→64214.8	-0.19	timeout
06-22 03:44	BTC	Buy	64419.2→64125.8	-2.79	timeout
06-21 21:25	BTC	Buy	63955.2→63623.8	-3.04	timeout
06-21 01:59	BTC	Buy	63554.2→64227.8	+4.80	timeout
06-21 00:46	BTC	Buy	63528.2→64248.8	+5.17	timeout
06-20 20:49	BTC	Buy	63156.2→63868.8	+5.21	timeout
06-20 01:37	BTC	Buy	62885.1→63546.8	+4.80	timeout
06-20 00:35	BTC	Buy	62993.1→63743.8	+5.48	timeout
06-19 20:24	BTC	Buy	63103.2→62993.9	-1.35	timeout
06-18 15:55	BTC	Buy	63977.2→62398.7	-12.73	stop_loss
06-18 15:37	BTC	Buy	64579.2→62987.3	-12.48	stop_loss
06-18 10:13	BTC	Buy	64874.2→63974.8	-7.47	timeout
06-17 19:50	BTC	Buy	65611.3→63964.8	-13.00	stop_loss
06-17 17:41	BTC	Buy	65718.3→65892.7	+0.77	timeout
06-17 08:31	BTC	Buy	66738.3→65091.2	-12.82	stop_loss
06-16 18:05	BTC	Buy	66779.3→66073.7	-5.81	timeout
06-16 15:43	BTC	Buy	66838.3→65811.7	-8.22	timeout
06-16 08:09	BTC	Buy	65703.3→66358.7	+4.56	timeout
06-15 13:18	BTC	Buy	63962.2→66770.7	+21.52	take_profit
06-15 12:59	BTC	Buy	64303.2→66549.7	+17.04	timeout
06-15 06:58	BTC	Buy	64272.2→65836.7	+11.71	timeout
06-14 08:07	BTC	Buy	63762.2→64391.8	+4.43	timeout
06-14 04:48	BTC	Buy	63603.2→64339.8	+5.39	timeout
06-14 01:55	BTC	Buy	63788.2→64602.8	+5.96	timeout
06-13 01:22	BTC	Buy	63391.2→63623.8	+1.33	timeout
06-12 20:59	BTC	Buy	63373.2→63435.8	+0.01	timeout
06-12 17:40	BTC	Buy	63226.2→63797.8	+4.06	timeout
06-12 00:05	BTC	Buy	61601.1→63583.8	+15.53	timeout
06-11 19:30	BTC	Buy	61185.1→63873.8	+21.41	take_profit
06-11 14:49	BTC	Buy	61910.1→62884.9	+7.33	timeout
06-10 22:17	BTC	Buy	62601.1→61060.4	-12.76	stop_loss
06-10 18:59	BTC	Buy	61792.1→61844.9	-0.09	timeout
06-10 15:18	BTC	Buy	61563.1→61907.9	+2.30	timeout
06-10 14:25	BTC	Buy	61740.1→62010.9	+1.71	timeout
06-09 16:39	BTC	Buy	62300.1→60764.6	-12.79	stop_loss
06-09 14:21	BTC	Buy	63181.2→61623.1	-12.78	stop_loss
06-09 14:11	BTC	Buy	63566.2→62000.9	-12.77	stop_loss
06-09 00:48	BTC	Buy	64007.2→62432.6	-12.76	stop_loss
06-08 18:17	BTC	Buy	62126.1→63520.8	+10.69	timeout
06-08 17:18	BTC	Buy	62248.1→63397.8	+8.69	timeout
06-08 13:43	BTC	Buy	61722.1→63475.8	+13.71	timeout
06-07 15:51	BTC	Buy	60818→62086.9	+9.95	timeout
06-07 14:47	BTC	Buy	60927→61828.9	+6.93	timeout
06-07 13:32	BTC	Buy	60688→61829.9	+8.94	timeout
06-06 14:34	BTC	Buy	60540→60913	+2.63	timeout
06-06 04:27	BTC	Buy	61303.1→59795.1	-12.75	stop_loss
06-06 04:14	BTC	Buy	61580.1→60064.9	-12.76	stop_loss
06-05 18:52	BTC	Buy	60776→59280.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60923→59424.3	-12.76	stop_loss
06-05 15:39	BTC	Buy	61570.1→60054	-12.75	stop_loss
06-05 14:04	BTC	Buy	62034.1→60501.7	-12.80	stop_loss
06-05 13:49	BTC	Buy	62742.1→61195.3	-12.78	stop_loss
06-05 06:21	BTC	Buy	63124.2→61567.1	-12.78	stop_loss
06-05 02:51	BTC	Buy	63495.2→62743.9	-6.32	timeout
06-05 02:30	BTC	Buy	64117.2→62539.6	-12.74	stop_loss
06-04 10:30	BTC	Buy	63976.2→62402.7	-12.72	stop_loss
06-04 09:18	BTC	Buy	64633.2→63043.3	-12.75	stop_loss
06-04 01:22	BTC	Buy	64185.2→62606.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64991.2→63393.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65101.3→63500.1	-12.75	stop_loss
06-03 20:55	BTC	Buy	66386.3→64748.4	-12.83	stop_loss
06-03 19:54	BTC	Buy	66994.3→65324.1	-12.97	stop_loss
06-03 16:27	BTC	Buy	67172.4→65512.9	-12.83	stop_loss
06-03 03:43	BTC	Buy	67479.4→65816.8	-12.77	stop_loss
06-02 23:01	BTC	Buy	67834.4→66163.6	-12.77	stop_loss
06-02 19:33	BTC	Buy	68016.4→66342.5	-12.76	stop_loss
06-02 14:01	BTC	Buy	70362.5→68632.2	-12.76	stop_loss
06-02 12:17	BTC	Buy	70953.5→69204.9	-12.83	stop_loss
06-01 15:25	BTC	Buy	73659.7→71111.9	-17.86	stop_loss
06-01 15:25	BTC	Buy	73623.7→71111.9	-17.64	stop_loss
06-01 15:25	BTC	Buy	73629.7→71111.9	-17.70	stop_loss
05-30 12:13	BTC	Buy	73336.7→73564.3	+1.04	timeout
05-30 11:06	BTC	Buy	73633.7→73607.3	-0.69	timeout
05-30 09:52	BTC	Buy	73712.7→73570.3	-1.45	timeout
05-30 08:42	BTC	Buy	73782.7→73494.3	-2.45	timeout
05-30 07:51	BTC	Buy	73399.7→73485.3	+0.09	timeout

Paper vs Live

Paper (trades.jsonl)

closed

41%

win rate

-353.66

total pnl ($)

-73.3 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	96	41%	-73.3	-353.66

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 08:45	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…