deribit_basis_carry_zscore_long_v2

not live
29
closed trades
45%
win rate
-67.22
total pnl ($)
1.037
weight
7d window — n=6 wr=33% pnl=-36.52  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 29 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 07:38BTCBuy60410→60186-2.45timeout
06-27 04:51BTCBuy59864→60284+3.07timeout
06-25 13:48BTCBuy60925→59417.3-12.80stop_loss
06-24 14:13BTCBuy62671.1→61127.4-12.76stop_loss
06-23 08:20BTCBuy63871.2→62296.7-12.77stop_loss
06-23 00:32BTCBuy63770.2→63978.8+1.21timeout
06-22 00:31BTCBuy64239.2→63675.8-4.89timeout
06-21 00:27BTCBuy63516.2→64221.8+5.07timeout
06-20 00:26BTCBuy62938.1→63509.8+4.07timeout
06-18 15:37BTCBuy64514.2→62927.4-12.73stop_loss
06-17 19:42BTCBuy65723.3→64106.7-12.77stop_loss
06-17 00:16BTCBuy66387.3→65734.7-5.43timeout
06-15 15:52BTCBuy64375.2→67203.6+21.53take_profit
06-14 21:16BTCBuy64244.2→64421.8+0.91timeout
06-13 21:11BTCBuy63552.2→64251.8+5.03timeout
06-12 17:41BTCBuy63321.2→63812.8+3.42timeout
06-11 17:33BTCBuy61767.1→63358.8+12.35timeout
06-10 16:44BTCBuy61154.1→62209.9+8.11timeout
06-09 13:36BTCBuy63697.2→62120.8-12.81stop_loss
06-08 16:34BTCBuy62256.1→63690.8+11.00timeout
06-07 16:30BTCBuy60548→62133.9+12.57timeout
06-05 18:52BTCBuy60904→59406.3-12.76stop_loss
06-05 03:06BTCBuy63896.2→62315.7-12.79stop_loss
06-03 23:08BTCBuy66017.3→64385.6-12.82stop_loss
06-03 03:43BTCBuy67402.4→65738.8-12.80stop_loss
06-02 08:56BTCBuy71393.6→69636.7-12.82stop_loss
05-31 14:43BTCBuy73985.7→73644.3-2.77timeout
05-30 08:42BTCBuy73772.7→73494.3-2.38timeout
05-29 08:25BTCBuy73261.7→73767.3+2.99timeout

Paper vs Live

Paper (trades.jsonl)
29
closed
45%
win rate
-67.22
total pnl ($)
-45.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2945%-45.9-67.22

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems