deribit_basis_zscore_carry_long_2189874 · strategy

102

closed trades

39%

win rate

-348.08

total pnl ($)

0.591

weight

7d window — n=23 wr=35% pnl=-104.56 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 00:08	BTC	Buy	60105→60067	-0.71	timeout
06-27 20:58	BTC	Buy	59670→60240	+4.39	timeout
06-27 18:52	BTC	Buy	59633→60495	+6.80	timeout
06-26 20:22	BTC	Buy	59572→59706	+0.56	timeout
06-26 18:19	BTC	Buy	59642→59988	+2.34	timeout
06-26 14:51	BTC	Buy	59691→59719	-0.27	timeout
06-25 13:58	BTC	Buy	59605→58139	-12.67	stop_loss
06-25 13:53	BTC	Buy	60508→59017.5	-12.69	stop_loss
06-25 13:51	BTC	Buy	60686→59193.4	-12.68	stop_loss
06-24 16:51	BTC	Buy	61172.1→59667.2	-12.73	stop_loss
06-24 14:17	BTC	Buy	62596.1→61055.4	-12.75	stop_loss
06-24 13:47	BTC	Buy	62817.1→61271.3	-12.75	stop_loss
06-24 12:11	BTC	Buy	62404.1→62791.9	+2.65	timeout
06-24 08:44	BTC	Buy	62370.1→62765.9	+2.63	timeout
06-24 06:43	BTC	Buy	62867.1→62789.9	-1.12	timeout
06-23 08:17	BTC	Buy	63994.2→62417.7	-12.78	stop_loss
06-23 06:21	BTC	Buy	64178.2→62598.6	-12.76	stop_loss
06-23 06:21	BTC	Buy	64216.2→62636.5	-12.78	stop_loss
06-23 01:17	BTC	Buy	63983.2→64200.8	+1.26	timeout
06-22 23:13	BTC	Buy	63730.2→63965.8	+1.39	timeout
06-22 03:37	BTC	Buy	64361.2→64180.8	-1.93	timeout
06-21 23:29	BTC	Buy	64240.2→63604.8	-5.37	timeout
06-21 21:24	BTC	Buy	63926.2→63651.8	-2.60	timeout
06-21 02:44	BTC	Buy	63368.2→64207.8	+6.16	timeout
06-20 23:02	BTC	Buy	63275.2→64254.8	+7.28	timeout
06-20 20:59	BTC	Buy	63235.2→63879.8	+4.66	timeout
06-20 00:35	BTC	Buy	62992.1→63735.8	+5.41	timeout
06-19 20:22	BTC	Buy	63114.2→62968.9	-1.64	timeout
06-19 17:58	BTC	Buy	62564.1→63183.8	+4.50	timeout
06-18 15:57	BTC	Buy	63925.2→62352.7	-12.62	stop_loss
06-18 15:40	BTC	Buy	64265.2→62683.5	-12.73	stop_loss
06-18 15:37	BTC	Buy	64546.2→62943.4	-12.84	stop_loss
06-18 05:04	BTC	Buy	65272.3→63666	-12.77	stop_loss
06-17 19:50	BTC	Buy	65676.3→64058.7	-12.79	stop_loss
06-17 19:40	BTC	Buy	65605.3→64215.8	-11.08	timeout
06-17 06:58	BTC	Buy	66434.3→65587.7	-6.85	timeout
06-16 22:44	BTC	Buy	66253.3→65686.7	-4.82	timeout
06-16 15:20	BTC	Buy	66685.3→65732.7	-7.67	timeout
06-16 05:27	BTC	Buy	65804.3→66027.7	+1.30	timeout
06-15 21:52	BTC	Buy	65508.3→66395.7	+6.27	timeout
06-15 14:28	BTC	Buy	64218.2→66509.7	+17.40	timeout
06-15 03:35	BTC	Buy	64514.2→65705.7	+8.75	timeout
06-14 20:42	BTC	Buy	64225.2→64021.8	-2.07	timeout
06-14 12:44	BTC	Buy	63996.2→64324.8	+2.13	timeout
06-14 01:45	BTC	Buy	63772.2→64571.8	+5.85	timeout
06-13 19:17	BTC	Buy	63656.2→64135.8	+3.32	timeout
06-13 11:07	BTC	Buy	63807.2→63841.8	-0.28	timeout
06-13 00:15	BTC	Buy	63703.2→63570.8	-1.58	timeout
06-12 17:41	BTC	Buy	63287.2→63809.8	+3.66	timeout
06-12 08:51	BTC	Buy	62958.1→63387.8	+2.88	timeout
06-11 19:32	BTC	Buy	61213.1→63901.8	+21.40	take_profit
06-11 17:33	BTC	Buy	61782.1→63341.8	+12.08	timeout
06-11 08:16	BTC	Buy	61658.1→62766.9	+8.42	timeout
06-10 16:20	BTC	Buy	60857→62299.9	+11.36	timeout
06-10 14:20	BTC	Buy	61712.1→61889.9	+0.96	timeout
06-09 14:46	BTC	Buy	62750.1→61207.3	-12.75	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 12:38	BTC	Buy	63397.2→62531.9	-7.23	timeout
06-08 22:49	BTC	Buy	63197.2→63265.8	+0.06	timeout
06-08 20:52	BTC	Buy	61929.1→63384.8	+11.26	timeout
06-08 12:26	BTC	Buy	61945.1→62993.9	+8.01	timeout
06-07 20:47	BTC	Buy	60688→61770.9	+8.50	timeout
06-07 19:19	BTC	Buy	62773.1→61224.3	-12.76	stop_loss
06-07 08:48	BTC	Buy	60293→62948.9	+21.60	take_profit
06-07 07:01	BTC	Buy	60714→61986.9	+10.08	timeout
06-06 19:51	BTC	Buy	60281→60589	+2.16	timeout
06-06 04:34	BTC	Buy	60955→59456.3	-12.75	stop_loss
06-06 04:11	BTC	Buy	61792.1→60270.8	-12.76	stop_loss
06-05 18:52	BTC	Buy	60924→59425.3	-12.76	stop_loss
06-05 13:59	BTC	Buy	62254.1→60722.6	-12.75	stop_loss
06-05 13:56	BTC	Buy	62429.1→60892.5	-12.76	stop_loss
06-05 13:48	BTC	Buy	63059.2→61503.2	-12.79	stop_loss
06-05 06:24	BTC	Buy	62673.1→61126.4	-12.78	stop_loss
06-05 06:22	BTC	Buy	62842.1→61294.3	-12.71	stop_loss
06-05 06:19	BTC	Buy	63327.2→61770	-12.74	stop_loss
06-05 02:30	BTC	Buy	64190.2→62611.5	-12.74	stop_loss
06-05 02:21	BTC	Buy	62610.1→62888.9	+1.78	timeout
06-04 00:54	BTC	Buy	64565.2→62977.3	-12.75	stop_loss
06-04 00:29	BTC	Buy	65117.3→63516	-12.74	stop_loss
06-03 19:54	BTC	Buy	66965.3→65318.1	-12.79	stop_loss
06-03 19:53	BTC	Buy	67081.4→65408	-12.94	stop_loss
06-03 16:25	BTC	Buy	67239.4→65585.9	-12.76	stop_loss
06-03 03:49	BTC	Buy	67262.4→65606.9	-12.76	stop_loss
06-03 03:28	BTC	Buy	67717.4→66046.7	-12.79	stop_loss
06-03 03:28	BTC	Buy	67780.4→66097.6	-12.87	stop_loss
06-02 14:10	BTC	Buy	69983.5→68252.4	-12.83	stop_loss
06-02 12:40	BTC	Buy	70779.5→69038	-12.82	stop_loss
06-02 12:38	BTC	Buy	70804.5→69063	-12.80	stop_loss
06-01 22:26	BTC	Buy	73875.7→71239.8	-18.43	stop_loss
06-01 04:37	BTC	Buy	74164.7→73425.3	-5.46	timeout
05-31 18:29	BTC	Buy	73931.7→73654.3	-2.39	timeout
05-31 14:41	BTC	Buy	74037.7→73621.3	-3.28	timeout
05-31 04:59	BTC	Buy	73356.7→74172.3	+5.05	timeout
05-30 23:53	BTC	Buy	73449.7→73805.3	+1.92	timeout
05-30 20:01	BTC	Buy	73533.7→73976.3	+2.45	timeout
05-30 11:09	BTC	Buy	73622.7→73597.3	-0.68	timeout
05-30 08:42	BTC	Buy	73784.7→73493.3	-2.47	timeout
05-29 18:54	BTC	Buy	73651.7→73275.3	-3.03	timeout
05-29 14:08	BTC	Buy	72791.6→72867.4	+0.03	timeout
05-29 11:58	BTC	Buy	73476.7→73417.3	-0.89	timeout

Paper vs Live

Paper (trades.jsonl)

102

closed

39%

win rate

-348.08

total pnl ($)

-67.9 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	102	39%	-67.9	-348.08

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…