deribit_basis_zscore_carry_long_38012 · strategy

146

closed trades

42%

win rate

-515.48

total pnl ($)

0.250

weight

7d window — n=39 wr=41% pnl=-166.09 · 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 16:47	BTC	Buy	60754→59635	-9.67	timeout
06-28 00:07	BTC	Buy	60098→60079	-0.54	timeout
06-27 20:53	BTC	Buy	59736→60249	+3.90	timeout
06-27 19:55	BTC	Buy	59829→60115	+1.99	timeout
06-27 18:53	BTC	Buy	59633→60494	+6.79	timeout
06-27 15:39	BTC	Buy	60403→60851	+3.27	timeout
06-26 20:24	BTC	Buy	59593→59751	+0.76	timeout
06-26 19:21	BTC	Buy	59224→59919	+5.30	timeout
06-26 18:18	BTC	Buy	59561→59968	+2.87	timeout
06-26 15:58	BTC	Buy	59524→60303	+5.99	timeout
06-26 14:12	BTC	Buy	59526→59999	+3.48	timeout
06-25 13:59	BTC	Buy	59528→58062	-12.70	stop_loss
06-25 13:58	BTC	Buy	59660→58192	-12.70	stop_loss
06-25 13:57	BTC	Buy	59812→58329.9	-12.78	stop_loss
06-25 13:53	BTC	Buy	60290→58767.7	-13.02	stop_loss
06-25 13:48	BTC	Buy	60939→59417.3	-12.91	stop_loss
06-24 17:20	BTC	Buy	60912→59414.3	-12.73	stop_loss
06-24 16:51	BTC	Buy	61317.1→59808.1	-12.73	stop_loss
06-24 14:13	BTC	Buy	62619.1→61079.4	-12.74	stop_loss
06-24 14:13	BTC	Buy	62656.1→61115.4	-12.74	stop_loss
06-24 13:44	BTC	Buy	62902.1→61355.2	-12.75	stop_loss
06-24 13:11	BTC	Buy	62051.1→62038.9	-0.55	timeout
06-24 12:10	BTC	Buy	62460.1→62835.9	+2.55	timeout
06-24 09:36	BTC	Buy	62469.1→62659.9	+1.00	timeout
06-24 08:35	BTC	Buy	62289.1→62738.9	+3.07	timeout
06-24 07:34	BTC	Buy	62921.1→62675.9	-2.45	timeout
06-23 08:17	BTC	Buy	63986.2→62403.7	-12.84	stop_loss
06-23 08:17	BTC	Buy	63991.2→62415.7	-12.78	stop_loss
06-23 06:27	BTC	Buy	64061.2→62621.9	-11.72	timeout
06-23 06:21	BTC	Buy	64195.2→62615.5	-12.76	stop_loss
06-23 06:21	BTC	Buy	64310.2→62724.5	-12.81	stop_loss
06-23 00:07	BTC	Buy	63492.2→63977.8	+3.45	timeout
06-22 23:06	BTC	Buy	63686.2→63938.8	+1.53	timeout
06-22 22:03	BTC	Buy	63819.2→64337.8	+3.61	timeout
06-22 07:26	BTC	Buy	64168.2→64246.8	+0.14	timeout
06-22 03:36	BTC	Buy	64306.2→64216.8	-1.22	timeout
06-21 23:27	BTC	Buy	64243.2→63697.8	-4.67	timeout
06-21 22:26	BTC	Buy	64154.2→63698.8	-3.99	timeout
06-21 21:23	BTC	Buy	63919.2→63720.8	-2.00	timeout
06-21 05:12	BTC	Buy	63731.2→64211.8	+3.33	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 22:09	BTC	Buy	63051.2→63987.8	+6.98	timeout
06-20 21:05	BTC	Buy	63151.2→63920.8	+5.65	timeout
06-20 19:18	BTC	Buy	63009.2→63857.8	+6.30	timeout
06-20 01:06	BTC	Buy	63059.2→63469.8	+2.82	timeout
06-20 00:03	BTC	Buy	62910.1→63561.8	+4.71	timeout
06-19 21:28	BTC	Buy	62923.1→63140.8	+1.23	timeout
06-19 20:22	BTC	Buy	63114.2→62968.9	-1.64	timeout
06-19 17:17	BTC	Buy	62502.1→63029.8	+3.77	timeout
06-18 15:39	BTC	Buy	64384.2→62795.4	-12.77	stop_loss
06-18 15:37	BTC	Buy	64454.2→62841.4	-12.94	stop_loss
06-18 15:37	BTC	Buy	64435.2→62841.4	-12.79	stop_loss
06-18 15:36	BTC	Buy	64618.2→63016.3	-12.83	stop_loss
06-18 15:18	BTC	Buy	64685.2→63093.3	-12.75	stop_loss
06-17 22:03	BTC	Buy	65561.3→63931.8	-12.87	stop_loss
06-17 19:46	BTC	Buy	65685.3→64069.7	-12.76	stop_loss
06-17 19:41	BTC	Buy	65762.3→64139.7	-12.82	stop_loss
06-17 19:41	BTC	Buy	65772.3→64146.7	-12.84	stop_loss
06-17 19:40	BTC	Buy	65830.3→64211.7	-12.77	stop_loss
06-17 15:59	BTC	Buy	65853.3→65727.7	-1.35	timeout
06-17 04:39	BTC	Buy	65832.3→65887.7	-0.08	timeout
06-17 02:32	BTC	Buy	65870.3→65981.7	+0.37	timeout
06-17 00:27	BTC	Buy	66278.3→65677.7	-5.06	timeout
06-16 15:41	BTC	Buy	66828.3→65837.7	-7.94	timeout
06-16 13:06	BTC	Buy	66629.3→66344.7	-2.66	timeout
06-16 02:16	BTC	Buy	65724.3→66085.7	+2.30	timeout
06-15 22:28	BTC	Buy	65180.3→66175.7	+7.14	timeout
06-15 21:22	BTC	Buy	64688.2→66494.7	+13.45	timeout
06-15 13:25	BTC	Buy	64111.2→66925.7	+21.52	take_profit
06-15 12:29	BTC	Buy	64449.2→66246.7	+13.51	timeout
06-15 01:04	BTC	Buy	64522.2→65337.7	+5.84	timeout
06-14 21:37	BTC	Buy	64294.2→64867.8	+3.98	timeout
06-14 20:05	BTC	Buy	64241.2→63796.8	-3.96	timeout
06-14 12:37	BTC	Buy	64003.2→64328.8	+2.10	timeout
06-14 11:32	BTC	Buy	63898.2→64584.8	+4.92	timeout
06-13 22:16	BTC	Buy	63497.2→64354.8	+6.27	timeout
06-13 21:09	BTC	Buy	63551.2→64272.8	+5.20	timeout
06-13 19:33	BTC	Buy	63635.2→64143.8	+3.55	timeout
06-13 11:41	BTC	Buy	63700.2→63872.8	+0.82	timeout
06-13 10:39	BTC	Buy	63722.2→63805.8	+0.12	timeout
06-12 22:04	BTC	Buy	63577.2→63516.8	-0.97	timeout
06-12 20:54	BTC	Buy	63376.2→63393.8	-0.33	timeout
06-12 17:45	BTC	Buy	63395.2→63836.8	+3.02	timeout
06-12 11:33	BTC	Buy	63194.2→63715.8	+3.60	timeout
06-12 10:09	BTC	Buy	62903.1→63714.8	+5.90	timeout
06-11 19:32	BTC	Buy	61213.1→63902.8	+21.40	take_profit
06-11 17:37	BTC	Buy	61785.1→63172.8	+10.70	timeout
06-11 15:10	BTC	Buy	61942.1→62691.9	+5.51	timeout
06-11 09:28	BTC	Buy	61170.1→62782.9	+12.61	timeout
06-11 07:51	BTC	Buy	61657.1→62672.9	+7.64	timeout
06-10 17:11	BTC	Buy	61434.1→62021.9	+4.28	timeout
06-10 15:15	BTC	Buy	61666.1→61869.9	+1.16	timeout
06-10 14:23	BTC	Buy	61734.1→61963.9	+1.38	timeout
06-09 16:39	BTC	Buy	62296.1→60761.6	-12.78	stop_loss
06-09 14:47	BTC	Buy	62718.1→61171.3	-12.78	stop_loss
06-09 14:21	BTC	Buy	63166.2→61613.1	-12.75	stop_loss
06-09 13:36	BTC	Buy	63771.2→62202.8	-12.75	stop_loss
06-09 06:16	BTC	Buy	62876.1→63350.8	+3.27	timeout
06-09 00:49	BTC	Buy	63937.2→62360.7	-12.77	stop_loss
06-08 23:37	BTC	Buy	63165.2→63134.8	-0.77	timeout

Paper vs Live

Paper (trades.jsonl)

146

closed

42%

win rate

-515.48

total pnl ($)

-70.3 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	146	42%	-70.3	-515.48

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 18:03	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…