deribit_basis_zscore_carry_long_v19 · strategy

113

closed trades

36%

win rate

-442.75

total pnl ($)

0.687

weight

7d window — n=25 wr=44% pnl=-70.24 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 02:59	BTC	Buy	59729→59927	+1.28	timeout
06-30 01:03	BTC	Buy	59494→59765	+1.89	timeout
06-29 23:43	BTC	Buy	59730→60232	+3.78	timeout
06-28 22:53	BTC	Buy	60438→58949.6	-12.85	stop_loss
06-28 21:12	BTC	Buy	60337→59646	-6.19	timeout
06-28 20:10	BTC	Buy	60250→59548	-6.27	timeout
06-28 07:23	BTC	Buy	60373→60107	-2.63	timeout
06-27 20:51	BTC	Buy	59743→60258	+3.92	timeout
06-27 19:44	BTC	Buy	59903→60166	+1.79	timeout
06-27 03:45	BTC	Buy	59493→60281	+6.18	timeout
06-26 19:49	BTC	Buy	59236→59839	+4.53	timeout
06-26 13:57	BTC	Buy	58481.9→60075	+13.12	timeout
06-26 02:24	BTC	Buy	59766→58294.9	-12.73	stop_loss
06-25 18:51	BTC	Buy	59424→59418	-0.47	timeout
06-25 13:53	BTC	Buy	60470→58967.6	-12.79	stop_loss
06-25 05:09	BTC	Buy	59114→61709.9	+21.52	take_profit
06-24 16:51	BTC	Buy	61070.1→59560.2	-12.79	stop_loss
06-24 16:47	BTC	Buy	61471.1→59959	-12.73	stop_loss
06-24 13:57	BTC	Buy	62745.1→61200.3	-12.76	stop_loss
06-24 13:44	BTC	Buy	62914.1→61367.2	-12.74	stop_loss
06-24 09:23	BTC	Buy	62455.1→62681.9	+1.29	timeout
06-24 08:24	BTC	Buy	62215.1→62668.9	+3.13	timeout
06-24 07:33	BTC	Buy	62888.1→62675.9	-2.18	timeout
06-23 08:24	BTC	Buy	63684.2→62116.8	-12.75	stop_loss
06-23 08:17	BTC	Buy	63987.2→62411.7	-12.78	stop_loss
06-23 06:22	BTC	Buy	64090.2→62509.6	-12.81	stop_loss
06-23 03:52	BTC	Buy	64084.2→64037.8	-0.81	timeout
06-22 21:28	BTC	Buy	63662.2→64275.8	+4.36	timeout
06-22 05:05	BTC	Buy	64232.2→64071.8	-1.71	timeout
06-22 03:32	BTC	Buy	64309.2→64351.8	-0.19	timeout
06-21 20:17	BTC	Buy	63940.2→64090.8	+0.73	timeout
06-21 03:47	BTC	Buy	63440.2→64390.8	+7.05	timeout
06-21 02:05	BTC	Buy	63472.2→64214.8	+5.36	timeout
06-20 19:15	BTC	Buy	63039.2→63874.8	+6.19	timeout
06-19 21:24	BTC	Buy	63010.2→63203.8	+1.03	timeout
06-19 20:22	BTC	Buy	63109.2→62968.9	-1.60	timeout
06-19 15:51	BTC	Buy	62608.1→63205.8	+4.33	timeout
06-18 15:53	BTC	Buy	64033.2→62458.6	-12.61	stop_loss
06-18 15:51	BTC	Buy	64137.2→62549.6	-12.76	stop_loss
06-18 15:38	BTC	Buy	64413.2→62829.4	-12.73	stop_loss
06-18 09:22	BTC	Buy	64923.2→64427.8	-4.30	timeout
06-18 05:05	BTC	Buy	65253.3→63647	-12.77	stop_loss
06-18 05:03	BTC	Buy	65333.3→63721.9	-12.79	stop_loss
06-17 18:32	BTC	Buy	65912.3→65426.7	-4.24	timeout
06-17 15:25	BTC	Buy	65758.3→65341.7	-3.62	timeout
06-17 08:39	BTC	Buy	66547.3→64910.3	-12.74	stop_loss
06-16 18:16	BTC	Buy	66795.3→66009.7	-6.41	timeout
06-16 15:20	BTC	Buy	66685.3→65768.7	-7.40	timeout
06-16 09:16	BTC	Buy	65686.3→66663.7	+7.00	timeout
06-15 13:35	BTC	Buy	64260.2→66840.7	+19.65	timeout
06-15 12:30	BTC	Buy	64447.2→66251.7	+13.56	timeout
06-15 08:08	BTC	Buy	64417.2→65671.7	+9.30	timeout
06-14 11:05	BTC	Buy	63833.2→64446.8	+4.35	timeout
06-14 09:44	BTC	Buy	63787.2→64526.8	+5.30	timeout
06-14 07:35	BTC	Buy	63789.2→64312.8	+3.65	timeout
06-13 10:34	BTC	Buy	63666.2→63808.8	+0.59	timeout
06-13 09:28	BTC	Buy	63746.2→63787.8	-0.22	timeout
06-13 07:25	BTC	Buy	62996.1→63704.8	+5.16	timeout
06-12 10:09	BTC	Buy	62893.1→63714.8	+5.98	timeout
06-12 08:28	BTC	Buy	62905.1→63469.8	+3.94	timeout
06-12 06:51	BTC	Buy	62785.1→62925.9	+0.62	timeout
06-10 22:16	BTC	Buy	62622.1→61082.4	-12.75	stop_loss
06-10 17:01	BTC	Buy	61470.1→62215.9	+5.55	timeout
06-10 15:59	BTC	Buy	61121.1→62607.9	+11.71	timeout
06-10 14:56	BTC	Buy	61380.1→61851.9	+3.35	timeout
06-09 16:39	BTC	Buy	62292.1→60758.6	-12.77	stop_loss
06-09 15:55	BTC	Buy	62627.1→61087.4	-12.75	stop_loss
06-09 14:21	BTC	Buy	63198.2→61643.1	-12.76	stop_loss
06-09 13:36	BTC	Buy	63723.2→62155.8	-12.74	stop_loss
06-09 12:26	BTC	Buy	62989.1→62716.9	-2.56	timeout
06-08 22:26	BTC	Buy	63044.2→63297.8	+1.52	timeout
06-08 21:34	BTC	Buy	61717.1→63657.8	+15.24	timeout
06-08 05:32	BTC	Buy	61673.1→62618.9	+7.22	timeout
06-07 21:07	BTC	Buy	60726→61728.9	+7.83	timeout
06-07 12:32	BTC	Buy	60739→61877.9	+8.91	timeout
06-07 04:29	BTC	Buy	59943→61533.9	+12.82	timeout
06-06 20:11	BTC	Buy	60703→60546	-1.67	timeout
06-06 04:27	BTC	Buy	61329.1→59817.1	-12.78	stop_loss
06-06 04:11	BTC	Buy	61792.1→60270.8	-12.77	stop_loss
06-05 18:52	BTC	Buy	60735→59241.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60777→59282.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60930→59431.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61591.1→60075.9	-12.74	stop_loss
06-05 13:51	BTC	Buy	62698.1→61152.3	-12.78	stop_loss
06-05 13:49	BTC	Buy	62975.1→61419.2	-12.81	stop_loss
06-05 06:24	BTC	Buy	62602.1→61061.4	-12.74	stop_loss
06-05 06:23	BTC	Buy	62804.1→61254.3	-12.78	stop_loss
06-05 06:21	BTC	Buy	63123.2→61566.1	-12.78	stop_loss
06-04 10:49	BTC	Buy	63809.2→62239.8	-12.72	stop_loss
06-04 02:03	BTC	Buy	63191.2→61637.1	-12.75	stop_loss
06-04 01:22	BTC	Buy	64294.2→62713.5	-12.74	stop_loss
06-04 00:26	BTC	Buy	65295.3→63689	-12.75	stop_loss
06-03 20:55	BTC	Buy	66328.3→64652.4	-13.12	stop_loss
06-03 16:24	BTC	Buy	67273.4→65618.9	-12.77	stop_loss
06-03 16:24	BTC	Buy	67319.4→65663.9	-12.77	stop_loss
06-03 03:50	BTC	Buy	67219.4→65563.9	-12.77	stop_loss
06-03 03:50	BTC	Buy	67212.4→65549.9	-12.82	stop_loss
06-03 03:28	BTC	Buy	67751.4→66085.6	-12.75	stop_loss
06-02 14:27	BTC	Buy	69352.5→67639.8	-12.80	stop_loss
06-02 14:27	BTC	Buy	69473.5→67763.7	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

113

closed

36%

win rate

-442.75

total pnl ($)

-78.1 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	113	36%	-78.1	-442.75

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…