deribit_basis_carry_zscore_long_v3 · strategy

132

closed trades

40%

win rate

-428.75

total pnl ($)

0.250

weight

7d window — n=38 wr=29% pnl=-180.18 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 13:02	BTC	Buy	59774→58302.9	-12.75	stop_loss
06-30 12:59	BTC	Buy	59814→58340.9	-12.75	stop_loss
06-30 12:58	BTC	Buy	59822→58347.9	-12.75	stop_loss
06-30 12:58	BTC	Buy	59866→58393.9	-12.74	stop_loss
06-29 23:40	BTC	Buy	59760→60225	+3.47	timeout
06-29 22:11	BTC	Buy	59636→60410	+6.02	timeout
06-29 10:44	BTC	Buy	60096→60099	-0.58	timeout
06-29 09:24	BTC	Buy	60306→59860	-4.30	timeout
06-29 08:15	BTC	Buy	60149→59936	-2.26	timeout
06-28 21:08	BTC	Buy	60338→59669	-6.01	timeout
06-28 20:06	BTC	Buy	60230→59502	-6.47	timeout
06-28 09:52	BTC	Buy	60369→60281	-1.21	timeout
06-28 08:51	BTC	Buy	60416→60364	-0.87	timeout
06-28 07:46	BTC	Buy	60453→60196	-2.63	timeout
06-27 20:29	BTC	Buy	59747→60228	+3.63	timeout
06-27 19:31	BTC	Buy	59954→60113	+0.92	timeout
06-26 17:53	BTC	Buy	59503→59996	+3.60	timeout
06-26 16:52	BTC	Buy	59257→60012	+5.84	timeout
06-26 15:52	BTC	Buy	59309→60170	+6.76	timeout
06-26 14:51	BTC	Buy	59689→59720	-0.24	timeout
06-26 13:57	BTC	Buy	58572.9→59964	+11.38	timeout
06-25 17:43	BTC	Buy	59339→59552	+1.40	timeout
06-25 13:59	BTC	Buy	59549→58083	-12.70	stop_loss
06-25 13:57	BTC	Buy	59754→58277.9	-12.75	stop_loss
06-25 13:54	BTC	Buy	60143→58538.8	-13.73	stop_loss
06-25 13:46	BTC	Buy	61142.1→59634.2	-12.75	stop_loss
06-24 17:47	BTC	Buy	60594→59103.5	-12.73	stop_loss
06-24 16:51	BTC	Buy	61180.1→59664.2	-12.82	stop_loss
06-24 14:19	BTC	Buy	62523.1→60966.5	-12.90	stop_loss
06-24 14:13	BTC	Buy	62664.1→61123.4	-12.74	stop_loss
06-24 14:13	BTC	Buy	62672.1→61129.4	-12.76	stop_loss
06-24 14:02	BTC	Buy	62680.1→61138.4	-12.75	stop_loss
06-24 13:48	BTC	Buy	62806.1→61261.3	-12.75	stop_loss
06-24 10:05	BTC	Buy	62520.1→62594.9	+0.08	timeout
06-24 09:05	BTC	Buy	62383.1→62721.9	+2.22	timeout
06-24 08:04	BTC	Buy	62807.1→62654.9	-1.70	timeout
06-24 07:04	BTC	Buy	62917.1→62693.9	-2.28	timeout
06-24 06:00	BTC	Buy	63371.2→62853.9	-4.59	timeout
06-23 06:21	BTC	Buy	64162.2→62565.6	-12.92	stop_loss
06-23 06:21	BTC	Buy	64182.2→62603.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64196.2→62609.5	-12.84	stop_loss
06-23 06:21	BTC	Buy	64282.2→62695.5	-12.82	stop_loss
06-23 05:22	BTC	Buy	65076.3→63475.1	-12.77	stop_loss
06-22 11:41	BTC	Buy	64207.2→64585.8	+2.36	timeout
06-22 10:35	BTC	Buy	64298.2→64127.8	-1.87	timeout
06-22 09:34	BTC	Buy	64084.2→64145.8	-0.05	timeout
06-22 08:30	BTC	Buy	64019.2→64160.8	+0.59	timeout
06-22 07:26	BTC	Buy	64168.2→64247.8	+0.15	timeout
06-21 05:52	BTC	Buy	63614.2→64210.8	+4.24	timeout
06-21 04:49	BTC	Buy	63566.2→64431.8	+6.37	timeout
06-21 03:48	BTC	Buy	63440.2→64371.8	+6.90	timeout
06-21 01:58	BTC	Buy	63543.2→64227.8	+4.89	timeout
06-21 00:48	BTC	Buy	63529.2→64237.8	+5.07	timeout
06-20 04:59	BTC	Buy	62423.1→63535.8	+8.47	timeout
06-20 03:52	BTC	Buy	62752.1→63430.8	+4.97	timeout
06-20 02:49	BTC	Buy	62915.1→63371.8	+3.18	timeout
06-20 01:46	BTC	Buy	62899.1→63521.8	+4.49	timeout
06-20 00:40	BTC	Buy	62988.1→63540.8	+3.91	timeout
06-18 15:40	BTC	Buy	64203.2→62624.5	-12.45	stop_loss
06-18 08:37	BTC	Buy	65076.3→64522.8	-4.74	timeout
06-17 19:50	BTC	Buy	65590.3→63964.8	-12.86	stop_loss
06-17 19:42	BTC	Buy	65702.3→64086.7	-12.75	stop_loss
06-17 19:38	BTC	Buy	65852.3→64232.7	-12.78	stop_loss
06-17 18:59	BTC	Buy	65827.3→65409.7	-3.69	timeout
06-17 15:48	BTC	Buy	65748.3→65499.7	-2.35	timeout
06-17 08:27	BTC	Buy	66499.3→65354.7	-9.04	timeout
06-16 20:20	BTC	Buy	66513.3→65788.7	-5.99	timeout
06-16 19:22	BTC	Buy	66449.3→65682.7	-6.30	timeout
06-16 18:09	BTC	Buy	66772.3→66071.7	-5.78	timeout
06-16 15:40	BTC	Buy	66784.3→65819.7	-7.75	timeout
06-16 08:12	BTC	Buy	65697.3→66424.7	+5.13	timeout
06-15 13:25	BTC	Buy	64082.2→66896.7	+21.53	take_profit
06-15 13:20	BTC	Buy	64022.2→66832.7	+21.52	take_profit
06-15 13:18	BTC	Buy	63983.2→66793.7	+21.53	take_profit
06-15 12:29	BTC	Buy	64449.2→66246.7	+13.51	timeout
06-15 06:58	BTC	Buy	64266.2→65803.7	+11.50	timeout
06-14 13:46	BTC	Buy	64083.2→64317.8	+1.38	timeout
06-14 12:42	BTC	Buy	63995.2→64319.8	+2.09	timeout
06-14 08:11	BTC	Buy	63803.2→64412.8	+4.25	timeout
06-14 04:46	BTC	Buy	63599.2→64321.8	+5.28	timeout
06-14 01:52	BTC	Buy	63792.2→64607.8	+5.97	timeout
06-12 23:03	BTC	Buy	63388.2→63439.8	-0.09	timeout
06-12 21:59	BTC	Buy	63455.2→63477.8	-0.32	timeout
06-12 20:56	BTC	Buy	63366.2→63403.8	-0.17	timeout
06-12 17:43	BTC	Buy	63321.2→63812.8	+3.42	timeout
06-12 14:02	BTC	Buy	62988.1→63391.8	+2.69	timeout
06-11 16:02	BTC	Buy	62518.1→62700.9	+0.86	timeout
06-11 09:45	BTC	Buy	61233.1→62881.9	+12.88	timeout
06-10 18:59	BTC	Buy	61768.1→61843.9	+0.11	timeout
06-10 16:30	BTC	Buy	61001→62262.9	+9.80	timeout
06-10 15:27	BTC	Buy	61358.1→62239.9	+6.68	timeout
06-10 14:30	BTC	Buy	61553.1→62010.9	+3.24	timeout
06-09 16:39	BTC	Buy	62305.1→60766.6	-12.81	stop_loss
06-09 14:47	BTC	Buy	62718.1→61172.3	-12.78	stop_loss
06-09 14:21	BTC	Buy	63153.2→61596.1	-12.78	stop_loss
06-09 13:30	BTC	Buy	63551.2→62294.9	-10.31	timeout
06-09 13:19	BTC	Buy	63862.2→62290.7	-12.72	stop_loss
06-09 12:28	BTC	Buy	63046.2→62618.9	-3.78	timeout
06-09 05:05	BTC	Buy	62720.1→63265.8	+3.90	timeout
06-08 22:52	BTC	Buy	63122.2→63299.8	+0.93	timeout

Paper vs Live

Paper (trades.jsonl)

132

closed

40%

win rate

-428.75

total pnl ($)

-64.7 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	132	40%	-64.7	-428.75

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 01:03	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…