deribit_basis_zscore_carry_long

not live
71
closed trades
37%
win rate
-288.31
total pnl ($)
0.854
weight
7d window — n=16 wr=31% pnl=-61.60  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 71 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 20:51BTCBuy59748→60258+3.88timeout
06-27 15:42BTCBuy60420→60769+2.45timeout
06-26 19:50BTCBuy59224→59837+4.61timeout
06-26 14:41BTCBuy59532→59587-0.04timeout
06-25 17:41BTCBuy59400→59577+1.07timeout
06-25 13:54BTCBuy60169→58688.7-12.67stop_loss
06-24 17:19BTCBuy61026.1→59522.2-12.75stop_loss
06-24 16:06BTCBuy61682.1→60164.9-12.73stop_loss
06-24 13:57BTCBuy62763.1→61219.3-12.75stop_loss
06-24 09:23BTCBuy62454.1→62682.9+1.30timeout
06-24 06:40BTCBuy62947.1→62824.9-1.47timeout
06-23 08:24BTCBuy63824.2→62252.7-12.75stop_loss
06-23 05:23BTCBuy64212.2→63489.8-6.11timeout
06-23 03:51BTCBuy64075.2→64037.8-0.74timeout
06-22 05:05BTCBuy64232.2→64069.8-1.73timeout
06-22 03:33BTCBuy64331.2→64245.8-1.19timeout
06-21 03:47BTCBuy63439.2→64390.8+7.06timeout
06-21 02:09BTCBuy63471.2→64212.8+5.35timeout
06-19 21:31BTCBuy62946.1→63129.8+0.96timeout
06-19 20:24BTCBuy63103.2→62993.9-1.35timeout
06-18 15:40BTCBuy64281.2→62698.5-12.49stop_loss
06-18 15:39BTCBuy64376.2→62790.4-12.48stop_loss
06-17 19:50BTCBuy65580.3→63964.8-12.77stop_loss
06-17 19:29BTCBuy65863.3→64242.6-12.75stop_loss
06-17 17:46BTCBuy65739.3→65847.7+0.27timeout
06-16 18:09BTCBuy66788.3→66079.7-5.83timeout
06-16 15:41BTCBuy66831.3→65837.7-7.98timeout
06-15 13:35BTCBuy64261.2→66855.7+19.75timeout
06-15 12:31BTCBuy64444.2→66225.7+13.39timeout
06-14 07:42BTCBuy63802.2→64286.8+3.34timeout
06-14 01:55BTCBuy63789.2→64601.8+5.94timeout
06-13 07:23BTCBuy62980.1→63699.8+5.25timeout
06-12 20:53BTCBuy63345.2→63408.8+0.04timeout
06-12 06:51BTCBuy62791.1→62915.9+0.50timeout
06-11 18:02BTCBuy61091.1→63773.8+21.43take_profit
06-10 22:17BTCBuy62605.1→61064.4-12.76stop_loss
06-10 16:02BTCBuy61155.1→62489.9+10.47timeout
06-10 15:00BTCBuy61448.1→62148.9+5.21timeout
06-09 14:43BTCBuy62840.1→61288.3-12.80stop_loss
06-09 14:21BTCBuy63181.2→61622.1-12.79stop_loss
06-09 00:49BTCBuy63936.2→62360.7-12.78stop_loss
06-08 22:52BTCBuy63126.2→63291.8+0.83timeout
06-08 06:23BTCBuy61824.1→63027.8+9.28timeout
06-07 15:35BTCBuy60680→62053.9+10.86timeout
06-07 06:05BTCBuy61137.1→61623.9+3.58timeout
06-06 14:33BTCBuy60393→60898+3.74timeout
06-06 04:27BTCBuy61303.1→59795.1-12.75stop_loss
06-05 18:52BTCBuy60915→59417.3-12.75stop_loss
06-05 15:39BTCBuy61570.1→60053-12.76stop_loss
06-05 13:49BTCBuy62742.1→61191.3-12.81stop_loss
06-05 06:23BTCBuy62731.1→61185.3-12.76stop_loss
06-05 06:21BTCBuy63019.2→61469.2-12.74stop_loss
06-04 10:30BTCBuy63938.2→62365.7-12.72stop_loss
06-04 01:21BTCBuy64321.2→62739.5-12.75stop_loss
06-04 00:25BTCBuy65449.3→63839.9-12.74stop_loss
06-03 20:55BTCBuy66377.3→64744.4-12.79stop_loss
06-03 16:25BTCBuy67236.4→65582.9-12.78stop_loss
06-03 03:49BTCBuy67322.4→65665.9-12.76stop_loss
06-03 03:43BTCBuy67458.4→65799.8-12.75stop_loss
06-02 14:27BTCBuy69327.5→67619.8-12.77stop_loss
06-02 14:27BTCBuy69437.5→67729.7-12.76stop_loss
06-01 22:24BTCBuy73508.7→71107.9-16.91stop_loss
06-01 22:24BTCBuy73979.7→71107.9-20.01stop_loss
05-31 18:52BTCBuy73970.7→73576.3-3.17timeout
05-31 16:55BTCBuy73896.7→73517.3-3.07timeout
05-31 14:57BTCBuy73901.7→73645.3-2.20timeout
05-30 09:53BTCBuy73703.7→73575.3-1.35timeout
05-30 08:40BTCBuy73780.7→73496.3-2.42timeout
05-30 07:51BTCBuy73380.7→73501.3+0.33timeout
05-29 15:45BTCBuy72988.6→73827.3+5.24timeout
05-29 14:40BTCBuy72907.6→72673.4-2.20timeout

Paper vs Live

Paper (trades.jsonl)
71
closed
37%
win rate
-288.31
total pnl ($)
-80.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7137%-80.9-288.31

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems