deribit_basis_zs_carry_long · strategy

117

closed trades

44%

win rate

-355.92

total pnl ($)

0.526

weight

7d window — n=24 wr=42% pnl=-117.68 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 21:21	BTC	Buy	59688→60308	+4.59	timeout
06-29 20:13	BTC	Buy	59606→60414	+6.18	timeout
06-29 19:17	BTC	Buy	59439→60201	+5.81	timeout
06-28 19:26	BTC	Buy	60296→59499	-7.04	timeout
06-28 18:21	BTC	Buy	60457→59596	-7.55	timeout
06-28 17:17	BTC	Buy	60531→59648	-7.72	timeout
06-27 19:14	BTC	Buy	60022→60573	+4.17	timeout
06-27 17:07	BTC	Buy	60100→60508	+2.92	timeout
06-27 16:07	BTC	Buy	60379→60778	+2.92	timeout
06-26 18:19	BTC	Buy	59647→59977	+2.20	timeout
06-26 16:07	BTC	Buy	59582→60304	+5.53	timeout
06-26 14:47	BTC	Buy	59420→59630	+1.27	timeout
06-25 13:58	BTC	Buy	59623→58154	-12.69	stop_loss
06-25 13:57	BTC	Buy	59783→58293.9	-12.82	stop_loss
06-25 13:53	BTC	Buy	60476→58988.5	-12.67	stop_loss
06-24 17:20	BTC	Buy	60929→59429.3	-12.74	stop_loss
06-24 14:13	BTC	Buy	62622.1→61075.4	-12.80	stop_loss
06-24 13:48	BTC	Buy	62777.1→61233.3	-12.74	stop_loss
06-24 13:43	BTC	Buy	63018.2→61467.2	-12.76	stop_loss
06-24 10:18	BTC	Buy	62417.1→62591.9	+0.90	timeout
06-24 08:24	BTC	Buy	62203.1→62665.9	+3.22	timeout
06-24 07:24	BTC	Buy	62998.1→62692.9	-2.95	timeout
06-23 08:17	BTC	Buy	63977.2→62403.7	-12.76	stop_loss
06-23 08:17	BTC	Buy	63980.2→62403.7	-12.79	stop_loss
06-23 06:21	BTC	Buy	64238.2→62657.5	-12.76	stop_loss
06-22 23:00	BTC	Buy	63752.2→63901.8	+0.72	timeout
06-22 22:01	BTC	Buy	63664.2→64330.8	+4.79	timeout
06-22 21:02	BTC	Buy	63790.2→64441.8	+4.65	timeout
06-21 21:54	BTC	Buy	64004.2→63800.8	-2.04	timeout
06-21 19:40	BTC	Buy	63879.2→64182.8	+1.94	timeout
06-21 18:42	BTC	Buy	63814.2→64155.8	+2.27	timeout
06-20 20:49	BTC	Buy	63136.2→63868.8	+5.37	timeout
06-20 19:28	BTC	Buy	62966.1→63827.8	+6.41	timeout
06-20 18:25	BTC	Buy	63120.2→63829.8	+5.18	timeout
06-19 18:42	BTC	Buy	62664.1→63005.8	+2.26	timeout
06-19 17:17	BTC	Buy	62509.1→63028.8	+3.71	timeout
06-19 15:46	BTC	Buy	62741.1→63198.8	+3.29	timeout
06-18 15:51	BTC	Buy	64145.2→62565.6	-12.73	stop_loss
06-18 15:37	BTC	Buy	64445.2→62841.4	-12.87	stop_loss
06-18 15:36	BTC	Buy	64668.2→63077.3	-12.73	stop_loss
06-17 19:41	BTC	Buy	65767.3→64149.7	-12.78	stop_loss
06-17 19:40	BTC	Buy	65813.3→64193.7	-12.78	stop_loss
06-17 19:40	BTC	Buy	65829.3→64210.7	-12.77	stop_loss
06-17 04:41	BTC	Buy	65857.3→65899.7	-0.17	timeout
06-17 02:34	BTC	Buy	65776.3→65902.7	+0.49	timeout
06-17 00:28	BTC	Buy	66251.3→65687.7	-4.79	timeout
06-16 00:49	BTC	Buy	65563.3→66370.7	+5.75	timeout
06-15 22:30	BTC	Buy	65251.3→66117.7	+6.14	timeout
06-15 21:24	BTC	Buy	64789.2→66504.7	+12.73	timeout
06-14 23:01	BTC	Buy	64442.2→65373.7	+6.73	timeout
06-14 21:45	BTC	Buy	64511.2→65383.7	+6.27	timeout
06-14 20:43	BTC	Buy	64223.2→64016.8	-2.09	timeout
06-13 22:20	BTC	Buy	63514.2→64405.8	+6.54	timeout
06-13 21:12	BTC	Buy	63550.2→64250.8	+5.04	timeout
06-13 17:59	BTC	Buy	63827.2→63958.8	+0.56	timeout
06-12 21:56	BTC	Buy	63451.2→63473.8	-0.32	timeout
06-12 20:54	BTC	Buy	63378.2→63405.8	-0.25	timeout
06-12 17:40	BTC	Buy	63214.2→63808.8	+4.24	timeout
06-11 19:19	BTC	Buy	61697.1→63603.8	+14.88	timeout
06-11 16:10	BTC	Buy	62376.1→62736.9	+2.35	timeout
06-11 14:49	BTC	Buy	61883.1→62889.9	+7.59	timeout
06-10 16:20	BTC	Buy	60857→62299.9	+11.35	timeout
06-10 15:19	BTC	Buy	61567.1→61955.9	+2.66	timeout
06-10 14:20	BTC	Buy	61804.1→61888.9	+0.21	timeout
06-09 14:46	BTC	Buy	62731.1→61187.3	-12.76	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 14:17	BTC	Buy	63390.2→61826	-12.79	stop_loss
06-09 05:52	BTC	Buy	62648.1→63343.8	+5.07	timeout
06-08 22:07	BTC	Buy	61763.1→63468.8	+13.32	timeout
06-08 17:06	BTC	Buy	62208.1→63510.8	+9.93	timeout
06-08 05:23	BTC	Buy	61865.1→62623.9	+5.68	timeout
06-07 21:50	BTC	Buy	60837→61657.9	+6.32	timeout
06-07 16:16	BTC	Buy	60776→62166.9	+10.89	timeout
06-07 05:07	BTC	Buy	59919→61785.9	+15.15	timeout
06-06 19:45	BTC	Buy	59744→60597	+6.75	timeout
06-06 15:49	BTC	Buy	60322→60788	+3.42	timeout
06-06 04:31	BTC	Buy	61220.1→59714.1	-12.75	stop_loss
06-05 18:52	BTC	Buy	60755→59260.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60923→59424.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61587.1→60070.9	-12.74	stop_loss
06-05 14:26	BTC	Buy	61907.1→60383.8	-12.75	stop_loss
06-05 13:49	BTC	Buy	62750.1→61207.3	-12.75	stop_loss
06-05 11:14	BTC	Buy	62246.1→62296.9	-0.08	timeout
06-05 06:21	BTC	Buy	63119.2→61566.1	-12.75	stop_loss
06-05 06:03	BTC	Buy	63566.2→62002.9	-12.70	stop_loss
06-05 03:04	BTC	Buy	63624.2→62528.9	-9.00	timeout
06-04 09:29	BTC	Buy	64335.2→62753.5	-12.74	stop_loss
06-04 09:27	BTC	Buy	64390.2→62806.4	-12.74	stop_loss
06-04 01:21	BTC	Buy	64316.2→62734.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65130.3→63528	-12.75	stop_loss
06-04 00:27	BTC	Buy	65178.3→63575	-12.75	stop_loss
06-03 19:45	BTC	Buy	66923.3→65745.7	-9.31	timeout
06-03 16:27	BTC	Buy	67200.4→65546.9	-12.78	stop_loss
06-03 16:24	BTC	Buy	67301.4→65643.9	-12.79	stop_loss
06-03 03:43	BTC	Buy	67384.4→65723.8	-12.78	stop_loss
06-03 03:34	BTC	Buy	67593.4→65927.7	-12.77	stop_loss
06-02 14:27	BTC	Buy	69458.5→67750.7	-12.75	stop_loss
06-02 14:23	BTC	Buy	69632.5→67919.6	-12.76	stop_loss
06-02 14:22	BTC	Buy	69749.5→68033.6	-12.76	stop_loss
06-02 07:03	BTC	Buy	71480.6→69719.6	-12.87	stop_loss

Paper vs Live

Paper (trades.jsonl)

117

closed

44%

win rate

-355.92

total pnl ($)

-60.4 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	117	44%	-60.4	-355.92

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 22:12	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…