deribit_basis_zscore_carry_long_v12

not live
84
closed trades
43%
win rate
-255.36
total pnl ($)
0.884
weight
7d window — n=15 wr=47% pnl=-52.03  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 84 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 13:00BTCBuy59799→58326.9-12.75stop_loss
06-29 23:41BTCBuy59766→60231+3.47timeout
06-29 22:10BTCBuy59662→60408+5.88timeout
06-28 19:44BTCBuy60179→59411-6.81timeout
06-28 18:40BTCBuy60525→59580-8.23timeout
06-27 18:14BTCBuy60063→60488+3.11timeout
06-27 16:47BTCBuy60096→60747+4.95timeout
06-26 15:26BTCBuy59196→60281+8.64timeout
06-26 14:46BTCBuy59383→59621+1.47timeout
06-25 13:57BTCBuy59826→58354.9-12.65stop_loss
06-25 13:53BTCBuy60351→58866.6-12.65stop_loss
06-24 15:08BTCBuy62349.1→60815.5-12.73stop_loss
06-24 14:17BTCBuy62588.1→61047.4-12.75stop_loss
06-24 09:15BTCBuy62428.1→62736.9+1.97timeout
06-24 07:28BTCBuy62979.1→62677.9-2.93timeout
06-23 08:17BTCBuy63966.2→62386.7-12.81stop_loss
06-23 06:21BTCBuy64332.2→62747.5-12.78stop_loss
06-22 21:27BTCBuy63681.2→64286.8+4.30timeout
06-22 20:19BTCBuy64034.2→64477.8+2.99timeout
06-21 19:43BTCBuy63941.2→64187.8+1.48timeout
06-21 18:44BTCBuy63814.2→64131.8+2.08timeout
06-20 19:28BTCBuy62971.1→63827.8+6.37timeout
06-20 18:27BTCBuy63120.2→63818.8+5.09timeout
06-19 19:03BTCBuy62667.1→63035.8+2.47timeout
06-19 17:17BTCBuy62503.1→63028.8+3.76timeout
06-18 15:40BTCBuy64183.2→62604.6-12.67stop_loss
06-18 15:37BTCBuy64483.2→62891.4-12.60stop_loss
06-18 08:45BTCBuy64896.2→64480.8-3.68timeout
06-17 22:03BTCBuy65523.3→63911.8-12.73stop_loss
06-17 08:02BTCBuy66391.3→65425.7-7.67timeout
06-17 06:52BTCBuy66499.3→65633.7-6.99timeout
06-16 07:03BTCBuy65747.3→66342.7+4.16timeout
06-16 05:28BTCBuy65813.3→66015.7+1.14timeout
06-15 04:05BTCBuy64505.2→65782.7+9.42timeout
06-15 02:59BTCBuy64474.2→65442.7+7.02timeout
06-14 00:56BTCBuy63613.2→64523.8+6.74timeout
06-13 23:49BTCBuy63521.2→64380.8+6.31timeout
06-13 00:31BTCBuy63563.2→63529.8-0.81timeout
06-12 23:20BTCBuy63395.2→63418.8-0.31timeout
06-11 23:24BTCBuy61462.1→63357.8+14.85timeout
06-11 21:55BTCBuy61242.1→63452.8+17.46timeout
06-10 22:18BTCBuy62595.1→61055.4-12.75stop_loss
06-10 16:12BTCBuy61058.1→62362.9+10.19timeout
06-10 15:12BTCBuy61541.1→61889.9+2.34timeout
06-09 14:30BTCBuy63011.2→61460.2-12.76stop_loss
06-09 14:19BTCBuy63269.2→61713-12.75stop_loss
06-08 23:28BTCBuy63191.2→63122.8-1.01timeout
06-08 22:04BTCBuy61812.1→63496.8+13.14timeout
06-07 22:15BTCBuy61468.1→64166.8+21.51take_profit
06-07 21:04BTCBuy60708→61756.9+8.21timeout
06-07 04:18BTCBuy60218→61594.9+10.98timeout
06-06 20:01BTCBuy60393→60585+1.21timeout
06-06 04:08BTCBuy61870.1→60343.8-12.79stop_loss
06-05 18:54BTCBuy60613→59122.5-12.76stop_loss
06-05 18:52BTCBuy60707→59214.4-12.75stop_loss
06-05 14:06BTCBuy61951.1→60427.7-12.74stop_loss
06-05 13:49BTCBuy62936.1→61388.2-12.75stop_loss
06-05 06:21BTCBuy63109.2→61555.1-12.71stop_loss
06-05 06:21BTCBuy63123.2→61566.1-12.78stop_loss
06-05 03:02BTCBuy63391.2→62456.9-7.77timeout
06-04 09:29BTCBuy64338.2→62755.5-12.74stop_loss
06-04 00:29BTCBuy65084.3→63484.1-12.74stop_loss
06-04 00:27BTCBuy65168.3→63566-12.74stop_loss
06-03 19:54BTCBuy67043.4→65393-12.79stop_loss
06-03 19:52BTCBuy67115.4→65465-12.78stop_loss
06-03 03:49BTCBuy67285.4→65630.9-12.75stop_loss
06-03 03:43BTCBuy67479.4→65819.8-12.75stop_loss
06-02 14:27BTCBuy69333.5→67628.8-12.75stop_loss
06-02 14:10BTCBuy69994.5→68271.4-12.77stop_loss
06-02 01:34BTCBuy72778.6→70988.9-12.85stop_loss
06-01 22:25BTCBuy73938.7→71201.8-19.10stop_loss
06-01 00:34BTCBuy73995.7→73824.3-1.60timeout
05-31 16:47BTCBuy73898.7→73451.3-3.53timeout
05-31 14:58BTCBuy73894.7→73583.3-2.59timeout
05-31 04:49BTCBuy73332.7→74168.3+5.18timeout
05-31 02:55BTCBuy73752.7→73939.3+0.75timeout
05-30 17:19BTCBuy74217.7→73871.3-2.90timeout
05-30 13:11BTCBuy73138.7→73767.3+3.81timeout
05-30 12:14BTCBuy73328.7→73559.3+1.08timeout
05-29 15:24BTCBuy72852.6→73572.3+4.45timeout
05-29 14:14BTCBuy73295.7→72975.4-2.58timeout
05-29 13:07BTCBuy73391.7→73210.3-1.71timeout
05-29 12:11BTCBuy73434.7→73342.3-1.11timeout
05-29 10:44BTCBuy73476.7→73602.3+0.36timeout

Paper vs Live

Paper (trades.jsonl)
84
closed
43%
win rate
-255.36
total pnl ($)
-60.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8443%-60.6-255.36

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems