deribit_basis_zscore_carry_long_v14

not live
28
closed trades
32%
win rate
-69.90
total pnl ($)
1.073
weight
7d window — n=7 wr=29% pnl=-24.86  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 28 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 06:10BTCBuy59742→60139+2.88timeout
06-25 13:44BTCBuy61627.1→60111.9-12.73stop_loss
06-24 13:46BTCBuy62864.1→61318.3-12.74stop_loss
06-24 05:49BTCBuy63362.2→62910.9-4.07timeout
06-23 03:45BTCBuy64133.2→63973.8-1.70timeout
06-22 03:36BTCBuy64290.2→64190.8-1.30timeout
06-21 00:38BTCBuy63595.2→64267.8+4.80timeout
06-20 00:35BTCBuy62992.1→63732.8+5.39timeout
06-18 15:37BTCBuy64574.2→62985.3-12.73stop_loss
06-17 19:40BTCBuy65804.3→64184.7-12.79stop_loss
06-17 00:28BTCBuy66251.3→65687.7-4.79timeout
06-15 22:17BTCBuy65108.3→66340.7+8.97timeout
06-14 20:54BTCBuy64246.2→64016.8-2.26timeout
06-13 20:50BTCBuy63408.2→64245.8+6.14timeout
06-12 21:00BTCBuy63378.2→63434.8-0.03timeout
06-11 19:19BTCBuy61697.1→63603.8+14.88timeout
06-10 16:16BTCBuy60996→62350.9+10.60timeout
06-09 00:49BTCBuy63956.2→62383.7-12.75stop_loss
06-08 16:13BTCBuy62101.1→63859.8+13.60timeout
06-07 16:11BTCBuy60747→61991.9+9.69timeout
06-05 18:52BTCBuy60875→59378.3-12.75stop_loss
06-05 02:30BTCBuy64149.2→62571.6-12.74stop_loss
06-03 23:38BTCBuy65880.3→64259.6-12.75stop_loss
06-03 03:43BTCBuy67544.4→65883.7-12.75stop_loss
06-02 07:03BTCBuy71433.6→69675.7-12.80stop_loss
05-31 14:40BTCBuy74016.7→73641.3-3.00timeout
05-30 08:09BTCBuy73699.7→73502.3-1.83timeout
05-29 07:53BTCBuy73364.7→73389.3-0.32timeout

Paper vs Live

Paper (trades.jsonl)
28
closed
32%
win rate
-69.90
total pnl ($)
-49.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2832%-49.2-69.90

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems