deribit_basis_zscore_carry_long_v16 · strategy

138

closed trades

39%

win rate

-495.78

total pnl ($)

0.460

weight

7d window — n=28 wr=43% pnl=-113.28 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 12:58	BTC	Buy	59902→58418.9	-12.82	stop_loss
06-30 12:25	BTC	Buy	60169→58688.7	-12.73	stop_loss
06-30 11:40	BTC	Buy	59805→59153	-5.88	timeout
06-29 22:16	BTC	Buy	59542→60436	+7.11	timeout
06-29 11:05	BTC	Buy	60187→60009	-2.08	timeout
06-29 08:37	BTC	Buy	60250→59870	-3.75	timeout
06-29 05:10	BTC	Buy	59992→59531	-4.32	timeout
06-28 20:13	BTC	Buy	60253→59565	-6.16	timeout
06-28 08:43	BTC	Buy	60336→60407	+0.12	timeout
06-28 07:36	BTC	Buy	60401→60097	-2.99	timeout
06-27 20:52	BTC	Buy	59745→60259	+3.92	timeout
06-27 19:36	BTC	Buy	59945→60128	+1.13	timeout
06-26 19:00	BTC	Buy	59430→59591	+0.79	timeout
06-26 18:00	BTC	Buy	59642→60009	+2.51	timeout
06-26 16:54	BTC	Buy	59233→60060	+6.43	timeout
06-26 15:45	BTC	Buy	59301→60322	+8.04	timeout
06-25 13:58	BTC	Buy	59651→58184	-12.65	stop_loss
06-25 13:57	BTC	Buy	59753→58283.9	-12.64	stop_loss
06-25 13:55	BTC	Buy	59875→58402.9	-12.66	stop_loss
06-25 13:53	BTC	Buy	60365→58880.6	-12.64	stop_loss
06-24 16:51	BTC	Buy	61240.1→59721.1	-12.83	stop_loss
06-24 16:47	BTC	Buy	61474.1→59951	-12.81	stop_loss
06-24 14:19	BTC	Buy	62417.1→60880.5	-12.75	stop_loss
06-24 13:45	BTC	Buy	62886.1→61337.2	-12.76	stop_loss
06-24 10:36	BTC	Buy	62312.1→62544.9	+1.42	timeout
06-24 09:47	BTC	Buy	62365.1→62649.9	+1.83	timeout
06-24 09:10	BTC	Buy	62394.1→62710.9	+2.08	timeout
06-24 08:33	BTC	Buy	62217.1→62746.9	+3.79	timeout
06-23 06:21	BTC	Buy	64253.2→62673.5	-12.59	stop_loss
06-23 06:21	BTC	Buy	64322.2→62734.5	-12.62	stop_loss
06-23 06:08	BTC	Buy	64753.2→63154.2	-12.68	stop_loss
06-23 05:46	BTC	Buy	64903.2→63305.2	-12.74	stop_loss
06-22 11:16	BTC	Buy	64255.2→64223.8	-0.84	timeout
06-22 09:15	BTC	Buy	63952.2→64156.8	+1.00	timeout
06-22 08:11	BTC	Buy	64094.2→64223.8	+0.46	timeout
06-22 05:06	BTC	Buy	64238.2→64117.8	-1.48	timeout
06-21 08:01	BTC	Buy	63585.2→64172.8	+4.12	timeout
06-21 06:26	BTC	Buy	63643.2→64220.8	+3.94	timeout
06-21 05:23	BTC	Buy	63704.2→64240.8	+3.76	timeout
06-21 02:05	BTC	Buy	63480.2→64225.8	+5.44	timeout
06-19 20:18	BTC	Buy	63103.2→63009.8	-1.24	timeout
06-19 19:17	BTC	Buy	62686.1→63032.8	+2.28	timeout
06-19 18:14	BTC	Buy	62693.1→63127.8	+2.99	timeout
06-19 17:24	BTC	Buy	62357.1→62947.9	+4.28	timeout
06-18 15:57	BTC	Buy	63903.2→62301.7	-12.96	stop_loss
06-18 15:57	BTC	Buy	63876.2→62301.7	-12.72	stop_loss
06-18 15:55	BTC	Buy	63976.2→62398.7	-12.72	stop_loss
06-18 15:40	BTC	Buy	64313.2→62730.5	-12.72	stop_loss
06-18 11:38	BTC	Buy	64751.2→63921.8	-6.86	timeout
06-18 10:35	BTC	Buy	64932.2→63986.8	-7.80	timeout
06-18 09:36	BTC	Buy	64962.2→64240.8	-6.08	timeout
06-18 08:40	BTC	Buy	64973.2→64516.8	-4.07	timeout
06-17 08:44	BTC	Buy	66510.3→64871.3	-12.85	stop_loss
06-17 08:31	BTC	Buy	66732.3→65088.2	-12.84	stop_loss
06-17 08:02	BTC	Buy	66382.3→65421.7	-7.72	timeout
06-17 07:01	BTC	Buy	66384.3→65562.7	-6.63	timeout
06-16 08:03	BTC	Buy	65688.3→66316.7	+4.36	timeout
06-16 04:01	BTC	Buy	65863.3→66138.7	+1.69	timeout
06-16 00:49	BTC	Buy	65547.3→66335.7	+5.57	timeout
06-15 21:21	BTC	Buy	64659.2→66503.7	+13.76	timeout
06-15 06:13	BTC	Buy	64441.2→65879.7	+10.69	timeout
06-15 02:54	BTC	Buy	64461.2→65411.7	+6.89	timeout
06-14 23:39	BTC	Buy	64471.2→65580.7	+8.15	timeout
06-14 20:14	BTC	Buy	64247.2→63790.8	-4.04	timeout
06-14 04:42	BTC	Buy	63598.2→64388.8	+5.80	timeout
06-14 01:50	BTC	Buy	63802.2→64612.8	+5.92	timeout
06-13 22:23	BTC	Buy	63603.2→64417.8	+5.92	timeout
06-13 19:42	BTC	Buy	63701.2→64249.8	+3.86	timeout
06-13 00:31	BTC	Buy	63572.2→63527.8	-0.89	timeout
06-12 22:01	BTC	Buy	63537.2→63518.8	-0.64	timeout
06-12 20:58	BTC	Buy	63374.2→63433.8	-0.00	timeout
06-12 15:02	BTC	Buy	62638.1→64089.8	+11.06	timeout
06-12 00:10	BTC	Buy	61596.1→63709.8	+16.62	timeout
06-11 19:30	BTC	Buy	61184.1→63872.8	+21.41	take_profit
06-11 17:36	BTC	Buy	61764.1→63202.8	+11.11	timeout
06-11 14:49	BTC	Buy	61919.1→62860.9	+7.06	timeout
06-10 22:17	BTC	Buy	62614.1→61066.4	-12.81	stop_loss
06-10 18:56	BTC	Buy	61701.1→61732.9	-0.25	timeout
06-10 16:20	BTC	Buy	60917→62305.9	+10.86	timeout
06-10 15:19	BTC	Buy	61547.1→61970.9	+2.94	timeout
06-10 14:20	BTC	Buy	61711.1→61887.9	+0.95	timeout
06-09 14:17	BTC	Buy	63357.2→61799	-12.75	stop_loss
06-09 13:48	BTC	Buy	63480.2→62405.9	-8.90	timeout
06-09 13:23	BTC	Buy	63824.2→62254.7	-12.72	stop_loss
06-09 13:19	BTC	Buy	63859.2→62285.7	-12.74	stop_loss
06-08 16:53	BTC	Buy	62174.1→63543.8	+10.47	timeout
06-08 14:51	BTC	Buy	61890.1→63902.8	+15.78	timeout
06-08 13:51	BTC	Buy	61769.1→63537.8	+13.82	timeout
06-08 12:49	BTC	Buy	61816.1→63548.8	+13.55	timeout
06-07 16:46	BTC	Buy	60764→62196.9	+11.29	timeout
06-07 14:33	BTC	Buy	60915→62224.9	+10.28	timeout
06-07 13:28	BTC	Buy	60846→61837.9	+7.68	timeout
06-07 12:24	BTC	Buy	60848→61959.9	+8.68	timeout
06-06 16:05	BTC	Buy	60188→60820	+4.82	timeout
06-06 04:34	BTC	Buy	61005.1→59502.3	-12.77	stop_loss
06-06 04:27	BTC	Buy	61371.1→59860.1	-12.76	stop_loss
06-05 21:04	BTC	Buy	59297→61899.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60591→59100.5	-12.76	stop_loss
06-05 18:52	BTC	Buy	60799→59303.4	-12.76	stop_loss
06-05 18:43	BTC	Buy	61292.1→59785.1	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

138

closed

39%

win rate

-495.78

total pnl ($)

-71.4 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	138	39%	-71.4	-495.78

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 01:58	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…