deribit_basis_zscore_carry_long_v15 · strategy

105

closed trades

36%

win rate

-441.28

total pnl ($)

0.452

weight

7d window — n=24 wr=25% pnl=-134.42 · 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 19:52	BTC	Buy	60156→59331	-7.29	timeout
06-28 18:48	BTC	Buy	60503→59538	-8.40	timeout
06-28 06:56	BTC	Buy	60339→59965	-3.54	timeout
06-27 19:40	BTC	Buy	59937→60154	+1.41	timeout
06-27 15:44	BTC	Buy	60415→60766	+2.47	timeout
06-26 19:49	BTC	Buy	59213→59840	+4.72	timeout
06-26 16:47	BTC	Buy	59169→60058	+6.95	timeout
06-26 14:42	BTC	Buy	59545→59657	+0.44	timeout
06-25 13:58	BTC	Buy	59649→58178	-12.70	stop_loss
06-25 13:57	BTC	Buy	59758→58286.9	-12.68	stop_loss
06-25 13:53	BTC	Buy	60455→58967.6	-12.68	stop_loss
06-24 17:22	BTC	Buy	60764→59267.4	-12.75	stop_loss
06-24 16:51	BTC	Buy	61292.1→59745.1	-13.05	stop_loss
06-24 15:47	BTC	Buy	61850.1→60328.8	-12.74	stop_loss
06-24 13:44	BTC	Buy	62934.1→61386.2	-12.75	stop_loss
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.54	timeout
06-24 07:52	BTC	Buy	62899.1→62608.9	-2.81	timeout
06-24 06:51	BTC	Buy	62896.1→62728.9	-1.84	timeout
06-23 08:24	BTC	Buy	63692.2→62122.8	-12.76	stop_loss
06-23 06:27	BTC	Buy	64068.2→62647.9	-11.57	timeout
06-23 06:21	BTC	Buy	64277.2→62695.5	-12.79	stop_loss
06-23 03:53	BTC	Buy	64092.2→64023.8	-0.98	timeout
06-22 06:11	BTC	Buy	64183.2→64234.8	-0.06	timeout
06-22 05:06	BTC	Buy	64224.2→64084.8	-1.55	timeout
06-22 03:37	BTC	Buy	64361.2→64180.8	-1.93	timeout
06-21 03:47	BTC	Buy	63440.2→64390.8	+7.05	timeout
06-21 02:44	BTC	Buy	63368.2→64207.8	+6.16	timeout
06-20 22:26	BTC	Buy	63281.2→64147.8	+6.39	timeout
06-20 00:33	BTC	Buy	63010.2→63616.8	+4.32	timeout
06-19 21:32	BTC	Buy	62952.1→63146.8	+1.05	timeout
06-19 20:24	BTC	Buy	63108.2→62966.9	-1.61	timeout
06-18 15:51	BTC	Buy	64153.2→62575.6	-12.67	stop_loss
06-18 15:40	BTC	Buy	64267.2→62685.5	-12.50	stop_loss
06-18 15:38	BTC	Buy	64392.2→62808.4	-12.48	stop_loss
06-18 10:14	BTC	Buy	64866.2→63957.8	-7.56	timeout
06-17 19:50	BTC	Buy	65611.3→63967.8	-12.98	stop_loss
06-17 18:40	BTC	Buy	65809.3→65584.7	-2.25	timeout
06-17 16:29	BTC	Buy	65741.3→66310.7	+3.90	timeout
06-17 06:57	BTC	Buy	66412.3→65575.7	-6.77	timeout
06-16 18:05	BTC	Buy	66765.3→66083.7	-5.63	timeout
06-16 15:40	BTC	Buy	66784.3→65828.7	-7.68	timeout
06-16 05:53	BTC	Buy	65803.3→66090.7	+1.79	timeout
06-15 12:30	BTC	Buy	64447.2→66270.7	+13.71	timeout
06-15 11:04	BTC	Buy	64465.2→65889.7	+10.60	timeout
06-15 03:00	BTC	Buy	64474.2→65424.7	+6.88	timeout
06-14 08:50	BTC	Buy	63819.2→64446.8	+4.42	timeout
06-14 07:48	BTC	Buy	63818.2→64397.8	+4.08	timeout
06-14 01:50	BTC	Buy	63776.2→64612.8	+6.14	timeout
06-13 08:26	BTC	Buy	63466.2→63784.8	+1.96	timeout
06-13 07:25	BTC	Buy	62996.1→63704.8	+5.16	timeout
06-12 15:01	BTC	Buy	62643.1→64154.8	+11.53	timeout
06-12 07:52	BTC	Buy	62665.1→62981.9	+2.04	timeout
06-12 06:46	BTC	Buy	62846.1→62951.9	+0.34	timeout
06-11 14:48	BTC	Buy	61920.1→62879.9	+7.20	timeout
06-10 18:59	BTC	Buy	61771.1→61844.9	+0.09	timeout
06-10 16:46	BTC	Buy	61295.1→62068.9	+5.79	timeout
06-10 14:43	BTC	Buy	61348.1→62031.9	+5.09	timeout
06-09 16:06	BTC	Buy	62417.1→60882.5	-12.76	stop_loss
06-09 15:56	BTC	Buy	62549.1→60998.4	-12.85	stop_loss
06-09 14:18	BTC	Buy	63297.2→61739	-12.76	stop_loss
06-09 13:36	BTC	Buy	63752.2→62183.8	-12.74	stop_loss
06-09 12:30	BTC	Buy	63191.2→62596.9	-5.10	timeout
06-08 22:32	BTC	Buy	62811.1→63337.8	+3.71	timeout
06-08 21:31	BTC	Buy	61783.1→63606.8	+14.27	timeout
06-08 05:31	BTC	Buy	61767.1→62667.9	+6.84	timeout
06-07 21:04	BTC	Buy	60710→61702.9	+7.75	timeout
06-07 14:37	BTC	Buy	60944→62228.9	+10.07	timeout
06-07 04:29	BTC	Buy	59888→61513.9	+13.13	timeout
06-06 20:11	BTC	Buy	60697→60518	-1.85	timeout
06-06 14:33	BTC	Buy	60402→60911	+3.77	timeout
06-06 04:12	BTC	Buy	61755.1→60232.9	-12.78	stop_loss
06-05 18:52	BTC	Buy	60767→59272.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60932→59433.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61584.1→60067.9	-12.75	stop_loss
06-05 13:49	BTC	Buy	62761.1→61217.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62963.1→61411.2	-12.78	stop_loss
06-05 06:24	BTC	Buy	62611.1→61070.4	-12.74	stop_loss
06-05 06:22	BTC	Buy	62834.1→61284.3	-12.78	stop_loss
06-05 06:21	BTC	Buy	63123.2→61566.1	-12.78	stop_loss
06-05 02:30	BTC	Buy	64144.2→62566.6	-12.74	stop_loss
06-05 01:45	BTC	Buy	62805.1→63369.8	+4.06	timeout
06-04 10:49	BTC	Buy	63821.2→62251.7	-12.72	stop_loss
06-04 09:30	BTC	Buy	64252.2→62671.5	-12.74	stop_loss
06-04 01:22	BTC	Buy	64199.2→62620.5	-12.75	stop_loss
06-04 00:26	BTC	Buy	65205.3→63602	-12.74	stop_loss
06-03 19:55	BTC	Buy	66900.3→65253.1	-12.79	stop_loss
06-03 16:27	BTC	Buy	67172.4→65518.9	-12.78	stop_loss
06-03 16:24	BTC	Buy	67261.4→65592.9	-12.87	stop_loss
06-03 03:49	BTC	Buy	67258.4→65600.9	-12.78	stop_loss
06-03 03:43	BTC	Buy	67475.4→65813.8	-12.77	stop_loss
06-02 22:59	BTC	Buy	68022.4→66257.5	-13.43	stop_loss
06-02 14:27	BTC	Buy	69444.5→67735.7	-12.76	stop_loss
06-02 14:09	BTC	Buy	70113.5→68389.4	-12.76	stop_loss
06-02 02:07	BTC	Buy	71980.6→70209.4	-12.83	stop_loss
06-01 22:26	BTC	Buy	73505.7→71239.8	-15.99	stop_loss
06-01 22:26	BTC	Buy	73974.7→71239.8	-19.08	stop_loss
06-01 04:37	BTC	Buy	74164.7→73425.3	-5.46	timeout
05-31 18:53	BTC	Buy	73977.7→73582.3	-3.18	timeout
05-31 16:57	BTC	Buy	73896.7→73495.3	-3.22	timeout
05-31 14:59	BTC	Buy	73894.7→73569.3	-2.67	timeout

Paper vs Live

Paper (trades.jsonl)

105

closed

36%

win rate

-441.28

total pnl ($)

-83.8 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	105	36%	-83.8	-441.28

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…