deribit_basis_zscore_carry_long_v10

not live
53
closed trades
36%
win rate
-203.92
total pnl ($)
0.499
weight
7d window — n=12 wr=8% pnl=-123.58  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 53 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 22:53BTCBuy60403→58917.6-12.78stop_loss
06-28 12:08BTCBuy59447→60342+6.99timeout
06-26 02:24BTCBuy59756→58279.9-12.80stop_loss
06-25 13:48BTCBuy61029.1→59527.2-12.73stop_loss
06-25 13:46BTCBuy61296.1→59781.1-12.80stop_loss
06-24 15:08BTCBuy62348.1→60814.5-12.68stop_loss
06-24 14:13BTCBuy62648.1→61101.4-12.79stop_loss
06-24 13:45BTCBuy62876.1→61330.3-12.74stop_loss
06-23 06:21BTCBuy64150.2→62570.6-12.80stop_loss
06-23 06:21BTCBuy64219.2→62639.5-12.81stop_loss
06-23 05:22BTCBuy65033.3→63434.1-12.76stop_loss
06-23 03:36BTCBuy64290.2→63977.8-2.88timeout
06-22 02:29BTCBuy63377.2→64539.8+8.54timeout
06-21 14:22BTCBuy63033.2→63972.8+7.15timeout
06-21 02:45BTCBuy62905.1→64207.8+9.87timeout
06-20 14:52BTCBuy63757.2→63951.8+0.94timeout
06-18 15:18BTCBuy64713.2→63120.3-12.74stop_loss
06-18 05:08BTCBuy65243.3→63639-12.76stop_loss
06-17 19:29BTCBuy65880.3→64250.6-12.85stop_loss
06-17 19:29BTCBuy66047.3→64419.6-12.82stop_loss
06-17 11:02BTCBuy66317.3→64676.4-12.94stop_loss
06-17 08:49BTCBuy66462.3→64827.3-12.77stop_loss
06-17 01:55BTCBuy65487.3→65861.7+2.31timeout
06-16 01:47BTCBuy64599.2→66348.7+13.09timeout
06-15 15:47BTCBuy64283.2→67106.6+21.53take_profit
06-15 13:25BTCBuy64077.2→66896.7+21.59take_profit
06-15 01:47BTCBuy63798.2→65629.7+13.85timeout
06-14 10:35BTCBuy63687.2→64627.8+6.88timeout
06-13 22:29BTCBuy63576.2→64497.8+6.73timeout
06-13 10:29BTCBuy62843.1→63747.8+6.58timeout
06-12 08:15BTCBuy61610.1→63272.8+12.82timeout
06-11 19:33BTCBuy61219.1→63907.8+21.39take_profit
06-09 15:11BTCBuy61775.1→61630.9-1.67timeout
06-09 14:21BTCBuy63162.2→61609.1-12.75stop_loss
06-09 14:20BTCBuy63220.2→61660.1-12.79stop_loss
06-09 00:46BTCBuy64073.2→62496.6-12.76stop_loss
06-07 22:15BTCBuy61455.1→64152.8+21.51take_profit
06-07 22:14BTCBuy60563→63222.8+21.53take_profit
06-06 04:13BTCBuy61624.1→60107.9-12.76stop_loss
06-05 13:56BTCBuy62435.1→60899.5-12.75stop_loss
06-05 06:21BTCBuy63042.2→61488.2-12.71stop_loss
06-05 06:03BTCBuy63568.2→62004.9-12.72stop_loss
06-04 00:29BTCBuy65054.3→63454.1-12.75stop_loss
06-03 20:55BTCBuy66406.3→64767.4-12.85stop_loss
06-03 19:54BTCBuy67002.3→65354-12.78stop_loss
06-02 14:10BTCBuy69993.5→68272.4-12.76stop_loss
06-02 12:35BTCBuy70831.5→69076-12.93stop_loss
06-01 22:34BTCBuy72975.6→71178.8-12.86stop_loss
06-01 22:25BTCBuy73561.7→71201.8-16.69stop_loss
06-01 22:25BTCBuy74005.7→71201.8-19.68stop_loss
05-31 15:34BTCBuy74048.7→73703.3-2.89timeout
05-31 03:12BTCBuy73411.7→74074.3+3.94timeout
05-30 13:27BTCBuy73164.7→73748.3+3.37timeout

Paper vs Live

Paper (trades.jsonl)
53
closed
36%
win rate
-203.92
total pnl ($)
-76.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC5336%-76.0-203.92

Recent bounces (last 20 of 1)

timesymsidereason
06-29 11:38BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems