deribit_basis_zscore_carry_long_gate · strategy

149

closed trades

40%

win rate

-465.41

total pnl ($)

0.575

weight

7d window — n=36 wr=39% pnl=-106.14 · 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 09:48	BTC	Buy	60396→60280	-1.44	timeout
06-28 08:33	BTC	Buy	60427→60184	-2.46	timeout
06-28 07:23	BTC	Buy	60373→60107	-2.63	timeout
06-27 20:51	BTC	Buy	59743→60258	+3.92	timeout
06-27 19:45	BTC	Buy	59881→60158	+1.91	timeout
06-27 03:45	BTC	Buy	59493→60281	+6.18	timeout
06-26 19:22	BTC	Buy	59232→59871	+4.82	timeout
06-26 16:49	BTC	Buy	59272→60135	+6.73	timeout
06-26 15:26	BTC	Buy	59213→60277	+8.46	timeout
06-26 13:57	BTC	Buy	58481.9→60075	+13.12	timeout
06-26 02:24	BTC	Buy	59766→58294.9	-12.73	stop_loss
06-25 18:51	BTC	Buy	59424→59418	-0.47	timeout
06-25 13:55	BTC	Buy	59867→58392.9	-12.69	stop_loss
06-25 13:54	BTC	Buy	60073→58536.8	-13.16	stop_loss
06-25 13:53	BTC	Buy	60470→58967.6	-12.79	stop_loss
06-25 05:09	BTC	Buy	59114→61709.9	+21.52	take_profit
06-24 16:51	BTC	Buy	61070.1→59560.2	-12.79	stop_loss
06-24 16:47	BTC	Buy	61471.1→59959	-12.73	stop_loss
06-24 14:13	BTC	Buy	62633.1→61090.4	-12.76	stop_loss
06-24 13:44	BTC	Buy	62914.1→61367.2	-12.74	stop_loss
06-24 11:28	BTC	Buy	62490.1→62365.9	-1.46	timeout
06-24 10:27	BTC	Buy	62343.1→62548.9	+1.15	timeout
06-24 09:23	BTC	Buy	62455.1→62681.9	+1.29	timeout
06-24 08:24	BTC	Buy	62215.1→62668.9	+3.13	timeout
06-24 07:33	BTC	Buy	62888.1→62675.9	-2.18	timeout
06-23 08:24	BTC	Buy	63684.2→62116.8	-12.75	stop_loss
06-23 06:22	BTC	Buy	64090.2→62513.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64146.2→62559.6	-12.84	stop_loss
06-23 06:21	BTC	Buy	64208.2→62629.5	-12.77	stop_loss
06-23 06:21	BTC	Buy	64293.2→62708.5	-12.80	stop_loss
06-23 03:52	BTC	Buy	64084.2→64037.8	-0.81	timeout
06-22 08:32	BTC	Buy	64003.2→64210.8	+1.10	timeout
06-22 07:27	BTC	Buy	64165.2→64247.8	+0.17	timeout
06-22 06:10	BTC	Buy	64184.2→64250.8	+0.05	timeout
06-22 05:05	BTC	Buy	64232.2→64071.8	-1.71	timeout
06-22 03:32	BTC	Buy	64309.2→64351.8	-0.19	timeout
06-21 06:59	BTC	Buy	63725.2→64261.8	+3.76	timeout
06-21 05:57	BTC	Buy	63657.2→64217.8	+3.95	timeout
06-21 04:55	BTC	Buy	63543.2→64291.8	+5.45	timeout
06-21 03:48	BTC	Buy	63434.2→64371.8	+6.95	timeout
06-21 02:05	BTC	Buy	63472.2→64214.8	+5.36	timeout
06-20 02:38	BTC	Buy	62901.1→63377.8	+3.34	timeout
06-20 01:36	BTC	Buy	62839.1→63525.8	+5.00	timeout
06-20 00:32	BTC	Buy	62998.1→63602.8	+4.32	timeout
06-19 21:26	BTC	Buy	62950.1→63150.8	+1.09	timeout
06-19 20:22	BTC	Buy	63110.2→62968.9	-1.61	timeout
06-18 15:53	BTC	Buy	64006.2→62431.6	-12.61	stop_loss
06-18 15:51	BTC	Buy	64109.2→62529.6	-12.70	stop_loss
06-18 15:40	BTC	Buy	64209.2→62629.5	-12.50	stop_loss
06-18 15:37	BTC	Buy	64445.2→62851.4	-12.54	stop_loss
06-18 15:17	BTC	Buy	64979.2→63360.1	-12.89	stop_loss
06-18 09:18	BTC	Buy	64936.2→64422.8	-4.44	timeout
06-18 05:04	BTC	Buy	65273.3→63665	-12.78	stop_loss
06-17 19:50	BTC	Buy	65655.3→64040.8	-12.76	stop_loss
06-17 19:40	BTC	Buy	65798.3→64176.7	-12.80	stop_loss
06-17 18:37	BTC	Buy	65820.3→65451.7	-3.35	timeout
06-17 16:25	BTC	Buy	65779.3→65964.7	+0.99	timeout
06-17 06:58	BTC	Buy	66431.3→65591.7	-6.80	timeout
06-16 21:20	BTC	Buy	66503.3→65740.7	-6.27	timeout
06-16 20:20	BTC	Buy	66508.3→65772.7	-6.08	timeout
06-16 18:02	BTC	Buy	66796.3→66151.7	-5.35	timeout
06-16 15:40	BTC	Buy	66767.3→65844.7	-7.44	timeout
06-16 05:50	BTC	Buy	65752.3→66066.7	+1.99	timeout
06-15 13:36	BTC	Buy	64245.2→66795.7	+19.42	timeout
06-15 13:20	BTC	Buy	64019.2→66832.7	+21.54	take_profit
06-15 13:18	BTC	Buy	63962.2→66770.7	+21.52	take_profit
06-15 12:26	BTC	Buy	64480.2→66267.7	+13.42	timeout
06-15 03:35	BTC	Buy	64518.2→65698.7	+8.66	timeout
06-14 11:34	BTC	Buy	63904.2→64595.8	+4.96	timeout
06-14 10:20	BTC	Buy	63756.2→64517.8	+5.48	timeout
06-14 09:09	BTC	Buy	63791.2→64430.8	+4.51	timeout
06-14 08:06	BTC	Buy	63765.2→64383.8	+4.33	timeout
06-14 01:51	BTC	Buy	63784.2→64608.8	+6.04	timeout
06-13 10:02	BTC	Buy	63710.2→63733.8	-0.35	timeout
06-13 09:01	BTC	Buy	63452.2→63788.8	+2.13	timeout
06-13 07:56	BTC	Buy	63045.2→63807.8	+5.45	timeout
06-13 06:14	BTC	Buy	63260.2→63554.8	+1.87	timeout
06-12 23:45	BTC	Buy	63619.2→63516.8	-1.30	timeout
06-12 09:21	BTC	Buy	62779.1→63611.8	+6.10	timeout
06-12 08:18	BTC	Buy	62810.1→63434.8	+4.41	timeout
06-12 07:05	BTC	Buy	62633.1→63066.8	+2.97	timeout
06-12 00:04	BTC	Buy	61563.1→63567.8	+15.71	timeout
06-11 22:21	BTC	Buy	61262.1→63590.8	+18.43	timeout
06-11 08:17	BTC	Buy	61659.1→62766.9	+8.39	timeout
06-10 22:18	BTC	Buy	62595.1→61055.4	-12.75	stop_loss
06-10 19:00	BTC	Buy	61722.1→61861.9	+0.62	timeout
06-10 16:20	BTC	Buy	60851→62300.9	+11.38	timeout
06-10 15:19	BTC	Buy	61567.1→61955.9	+2.66	timeout
06-10 14:20	BTC	Buy	61703.1→61931.9	+1.38	timeout
06-09 16:39	BTC	Buy	62326.1→60784.6	-12.83	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 14:18	BTC	Buy	63302.2→61743	-12.77	stop_loss
06-09 13:36	BTC	Buy	63742.2→62173.8	-12.74	stop_loss
06-09 13:34	BTC	Buy	63416.2→62298.9	-9.24	timeout
06-09 12:31	BTC	Buy	63215.2→62614.9	-5.15	timeout
06-09 02:24	BTC	Buy	63045.2→62655.9	-3.52	timeout
06-08 22:37	BTC	Buy	63375.2→63317.8	-0.94	timeout
06-08 21:30	BTC	Buy	61756.1→63691.8	+15.19	timeout
06-08 11:52	BTC	Buy	62613.1→63483.8	+6.49	timeout
06-08 06:19	BTC	Buy	61801.1→63070.8	+9.81	timeout

Paper vs Live

Paper (trades.jsonl)

149

closed

40%

win rate

-465.41

total pnl ($)

-62.2 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	149	40%	-62.2	-465.41

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…