deribit_basis_zscore_carry_long_v133 · strategy

150

closed trades

41%

win rate

-378.07

total pnl ($)

0.250

weight

7d window — n=38 wr=29% pnl=-178.24 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 06:48	BTC	Buy	59967→60047	+0.15	timeout
06-29 05:49	BTC	Buy	59917→59883	-0.61	timeout
06-29 04:44	BTC	Buy	60145→59762	-2.91	timeout
06-28 15:43	BTC	Buy	60771→59934	-5.90	timeout
06-28 06:42	BTC	Buy	60380→59965	-3.10	timeout
06-27 22:10	BTC	Buy	59833→60099	+1.47	timeout
06-27 21:08	BTC	Buy	59690→60327	+3.96	timeout
06-27 16:46	BTC	Buy	60089→60749	+4.02	timeout
06-27 14:42	BTC	Buy	59667→60590	+5.82	timeout
06-27 05:03	BTC	Buy	59861→60228	+2.10	timeout
06-26 20:25	BTC	Buy	59624→59740	+0.35	timeout
06-26 19:18	BTC	Buy	59211→59900	+4.21	timeout
06-26 15:05	BTC	Buy	59227→59598	+2.08	timeout
06-26 13:19	BTC	Buy	59936→58453.8	-10.27	stop_loss
06-26 02:24	BTC	Buy	59761→58286.9	-10.22	stop_loss
06-26 02:16	BTC	Buy	59931→58453.8	-10.21	stop_loss
06-25 13:59	BTC	Buy	59551→58084	-10.14	stop_loss
06-25 13:58	BTC	Buy	59611→58145	-10.13	stop_loss
06-25 13:57	BTC	Buy	59707→58239	-10.12	stop_loss
06-25 13:53	BTC	Buy	60465→58977.5	-10.13	stop_loss
06-25 13:51	BTC	Buy	60600→59109.5	-10.14	stop_loss
06-24 17:44	BTC	Buy	60748→59253.4	-10.19	stop_loss
06-24 14:19	BTC	Buy	62432.1→60883.5	-10.28	stop_loss
06-24 14:17	BTC	Buy	62573.1→61017.4	-10.30	stop_loss
06-24 14:13	BTC	Buy	62622.1→61079.4	-10.20	stop_loss
06-24 14:13	BTC	Buy	62638.1→61095.4	-10.20	stop_loss
06-24 13:48	BTC	Buy	62776.1→61232.3	-10.20	stop_loss
06-24 10:19	BTC	Buy	62404.1→62515.9	+0.34	timeout
06-24 09:15	BTC	Buy	62428.1→62736.9	+1.57	timeout
06-24 08:13	BTC	Buy	62721.1→62603.9	-1.17	timeout
06-24 07:28	BTC	Buy	62979.1→62677.9	-2.35	timeout
06-24 05:44	BTC	Buy	63423.2→62918.9	-3.59	timeout
06-23 08:24	BTC	Buy	63818.2→62243.7	-10.22	stop_loss
06-23 06:22	BTC	Buy	64089.2→62508.6	-10.25	stop_loss
06-23 06:21	BTC	Buy	64226.2→62638.5	-10.27	stop_loss
06-23 06:20	BTC	Buy	64478.2→62886.4	-10.24	stop_loss
06-23 04:21	BTC	Buy	63935.2→63884.8	-0.69	timeout
06-23 03:12	BTC	Buy	64075.2→63960.8	-1.07	timeout
06-22 18:57	BTC	Buy	64138.2→64348.8	+0.91	timeout
06-22 06:10	BTC	Buy	64183.2→64242.8	-0.00	timeout
06-22 05:07	BTC	Buy	64239.2→64125.8	-1.08	timeout
06-22 03:33	BTC	Buy	64309.2→64306.8	-0.42	timeout
06-22 02:11	BTC	Buy	64227.2→64502.8	+1.28	timeout
06-21 17:45	BTC	Buy	63802.2→64123.8	+1.72	timeout
06-21 04:49	BTC	Buy	63562.2→64441.8	+5.19	timeout
06-21 03:37	BTC	Buy	63402.2→64281.8	+5.19	timeout
06-21 01:57	BTC	Buy	63543.2→64239.8	+3.99	timeout
06-21 00:45	BTC	Buy	63568.2→64268.8	+4.01	timeout
06-20 17:27	BTC	Buy	62838.1→63870.8	+6.20	timeout
06-20 01:18	BTC	Buy	63044.2→63439.8	+2.15	timeout
06-20 00:15	BTC	Buy	62834.1→63492.8	+3.83	timeout
06-19 21:29	BTC	Buy	62948.1→63135.8	+0.79	timeout
06-19 20:24	BTC	Buy	63103.2→62987.9	-1.12	timeout
06-19 17:17	BTC	Buy	62503.1→63028.8	+3.01	timeout
06-18 15:57	BTC	Buy	63903.2→62326.7	-10.18	stop_loss
06-18 15:53	BTC	Buy	64064.2→62488.6	-10.14	stop_loss
06-18 15:40	BTC	Buy	64235.2→62655.5	-10.19	stop_loss
06-18 15:40	BTC	Buy	64338.2→62755.5	-10.18	stop_loss
06-18 15:39	BTC	Buy	64373.2→62790.4	-10.17	stop_loss
06-18 11:19	BTC	Buy	64603.2→63951.8	-4.46	timeout
06-18 10:17	BTC	Buy	64899.2→63963.8	-6.21	timeout
06-18 09:11	BTC	Buy	64985.2→64296.8	-4.63	timeout
06-17 19:50	BTC	Buy	65663.3→64036.8	-10.28	stop_loss
06-17 19:29	BTC	Buy	66043.3→64419.6	-10.20	stop_loss
06-17 15:29	BTC	Buy	65796.3→65301.7	-3.37	timeout
06-17 08:39	BTC	Buy	66591.3→64949.3	-10.22	stop_loss
06-17 08:37	BTC	Buy	66674.3→65032.2	-10.20	stop_loss
06-17 08:14	BTC	Buy	66444.3→65300.7	-7.23	timeout
06-17 07:02	BTC	Buy	66339.3→65562.7	-5.06	timeout
06-16 15:14	BTC	Buy	66601.3→65831.7	-5.05	timeout
06-16 08:05	BTC	Buy	65723.3→66339.7	+3.43	timeout
06-16 07:01	BTC	Buy	65724.3→66389.7	+3.75	timeout
06-16 05:47	BTC	Buy	65708.3→66080.7	+1.95	timeout
06-16 03:20	BTC	Buy	67243.4→65588.9	-10.20	stop_loss
06-15 13:20	BTC	Buy	64029.2→66840.7	+17.21	take_profit
06-15 13:16	BTC	Buy	63916.2→66724.7	+17.23	take_profit
06-15 05:10	BTC	Buy	64349.2→65610.7	+7.46	timeout
06-15 03:57	BTC	Buy	64518.2→65931.7	+8.38	timeout
06-15 02:46	BTC	Buy	64466.2→65545.7	+6.31	timeout
06-14 20:18	BTC	Buy	64262.2→63824.8	-3.12	timeout
06-14 10:30	BTC	Buy	63751.2→64567.8	+4.74	timeout
06-14 04:26	BTC	Buy	63524.2→64465.8	+5.60	timeout
06-14 02:49	BTC	Buy	63559.2→64470.8	+5.40	timeout
06-14 01:48	BTC	Buy	63815.2→64598.8	+4.58	timeout
06-13 19:40	BTC	Buy	63703.2→64258.8	+3.13	timeout
06-13 09:25	BTC	Buy	63636.2→63798.8	+0.59	timeout
06-13 01:02	BTC	Buy	63459.2→63599.8	+0.45	timeout
06-12 21:43	BTC	Buy	63496.2→63531.8	-0.17	timeout
06-12 20:33	BTC	Buy	63337.2→63510.8	+0.72	timeout
06-12 17:38	BTC	Buy	63189.2→63875.8	+3.97	timeout
06-12 09:01	BTC	Buy	62898.1→63441.8	+3.04	timeout
06-12 00:08	BTC	Buy	61584.1→63739.8	+13.54	timeout
06-11 19:30	BTC	Buy	61200.1→63886.8	+17.11	take_profit
06-11 17:48	BTC	Buy	61962.1→63490.8	+9.43	timeout
06-11 16:02	BTC	Buy	62494.1→62712.9	+0.96	timeout
06-11 07:51	BTC	Buy	61657.1→62683.9	+6.18	timeout
06-10 18:58	BTC	Buy	61775.1→61836.9	-0.00	timeout
06-10 16:30	BTC	Buy	61016.1→62247.9	+7.64	timeout
06-10 15:27	BTC	Buy	61356.1→62239.9	+5.36	timeout
06-10 14:30	BTC	Buy	61547.1→62001.9	+2.57	timeout

Paper vs Live

Paper (trades.jsonl)

150

closed

41%

win rate

-378.07

total pnl ($)

-62.8 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	150	41%	-62.8	-378.07

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 07:35	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…