deribit_basis_zscore_carry_long_v20 · strategy

109

closed trades

43%

win rate

-355.73

total pnl ($)

0.527

weight

7d window — n=27 wr=44% pnl=-113.80 · 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 04:42	BTC	Buy	60355→60113	-2.46	timeout
06-27 19:32	BTC	Buy	59966→60134	+1.00	timeout
06-27 16:24	BTC	Buy	59993→60684	+5.33	timeout
06-27 03:51	BTC	Buy	59707→60279	+4.35	timeout
06-26 18:19	BTC	Buy	59647→59977	+2.20	timeout
06-26 15:31	BTC	Buy	59261→60162	+7.05	timeout
06-26 02:16	BTC	Buy	60037→58555.8	-12.76	stop_loss
06-25 17:44	BTC	Buy	59348→59552	+1.30	timeout
06-25 13:59	BTC	Buy	59537→58069	-12.70	stop_loss
06-25 13:54	BTC	Buy	60162→58680.7	-12.68	stop_loss
06-24 17:47	BTC	Buy	60602→59111.5	-12.73	stop_loss
06-24 16:51	BTC	Buy	61161.1→59657.2	-12.73	stop_loss
06-24 14:19	BTC	Buy	62523.1→60966.5	-12.90	stop_loss
06-24 14:02	BTC	Buy	62688.1→61145.4	-12.75	stop_loss
06-24 13:43	BTC	Buy	63018.2→61467.2	-12.76	stop_loss
06-24 09:23	BTC	Buy	62454.1→62682.9	+1.31	timeout
06-24 08:24	BTC	Buy	62203.1→62665.9	+3.22	timeout
06-24 06:45	BTC	Buy	62891.1→62715.9	-1.89	timeout
06-23 08:17	BTC	Buy	63975.2→62399.7	-12.77	stop_loss
06-23 08:17	BTC	Buy	63977.2→62403.7	-12.76	stop_loss
06-23 06:20	BTC	Buy	64481.2→62886.4	-12.83	stop_loss
06-23 02:30	BTC	Buy	64517.2→64127.8	-3.47	timeout
06-22 22:01	BTC	Buy	63664.2→64330.8	+4.79	timeout
06-22 20:01	BTC	Buy	64179.2→64522.8	+2.20	timeout
06-22 02:11	BTC	Buy	64226.2→64510.8	+1.68	timeout
06-21 21:22	BTC	Buy	63924.2→63657.8	-2.54	timeout
06-21 18:48	BTC	Buy	63795.2→64166.8	+2.51	timeout
06-21 01:43	BTC	Buy	63520.2→64193.8	+4.80	timeout
06-20 20:49	BTC	Buy	63136.2→63868.8	+5.37	timeout
06-20 18:25	BTC	Buy	63120.2→63829.8	+5.18	timeout
06-19 21:27	BTC	Buy	62924.1→63139.8	+1.21	timeout
06-19 20:23	BTC	Buy	63109.2→62945.9	-1.78	timeout
06-19 17:16	BTC	Buy	62488.1→62966.9	+3.38	timeout
06-18 15:53	BTC	Buy	64023.2→62447.6	-12.63	stop_loss
06-18 15:51	BTC	Buy	64129.2→62549.6	-12.70	stop_loss
06-18 15:38	BTC	Buy	64420.2→62831.4	-12.59	stop_loss
06-18 09:21	BTC	Buy	64945.2→64416.8	-4.62	timeout
06-18 05:05	BTC	Buy	65264.3→63659	-12.77	stop_loss
06-17 19:40	BTC	Buy	65799.3→64175.7	-12.79	stop_loss
06-17 08:03	BTC	Buy	66346.3→65453.7	-7.19	timeout
06-17 07:00	BTC	Buy	66411.3→65587.7	-6.68	timeout
06-17 00:27	BTC	Buy	66270.3→65678.7	-4.97	timeout
06-16 04:30	BTC	Buy	65671.3→65884.7	+1.22	timeout
06-16 03:10	BTC	Buy	65610.3→65756.7	+0.70	timeout
06-15 21:29	BTC	Buy	64639.2→66356.7	+12.78	timeout
06-15 03:47	BTC	Buy	64487.2→65900.7	+10.48	timeout
06-15 02:42	BTC	Buy	64489.2→65591.7	+8.06	timeout
06-14 20:14	BTC	Buy	64246.2→63796.8	-3.99	timeout
06-14 02:45	BTC	Buy	63603.2→64480.8	+6.47	timeout
06-14 01:44	BTC	Buy	63760.2→64567.8	+5.91	timeout
06-13 19:40	BTC	Buy	63689.2→64260.8	+4.04	timeout
06-13 01:43	BTC	Buy	63378.2→63781.8	+2.67	timeout
06-12 17:35	BTC	Buy	63166.2→63805.8	+4.60	timeout
06-12 15:19	BTC	Buy	62601.1→64286.8	+12.93	timeout
06-12 01:12	BTC	Buy	61966.1→63454.8	+11.43	timeout
06-11 16:10	BTC	Buy	62415.1→62710.9	+1.82	timeout
06-11 14:51	BTC	Buy	61922.1→62904.9	+7.39	timeout
06-10 16:30	BTC	Buy	61031.1→62266.9	+9.58	timeout
06-10 15:28	BTC	Buy	61335.1→62292.9	+7.31	timeout
06-10 14:39	BTC	Buy	61411.1→61883.9	+3.37	timeout
06-09 14:47	BTC	Buy	62722.1→61179.3	-12.75	stop_loss
06-09 14:18	BTC	Buy	63302.2→61744	-12.77	stop_loss
06-09 14:04	BTC	Buy	63632.2→62066.8	-12.76	stop_loss
06-09 07:33	BTC	Buy	63164.2→63131.8	-0.71	timeout
06-08 21:32	BTC	Buy	61783.1→63605.8	+14.26	timeout
06-08 16:10	BTC	Buy	62038.1→63781.8	+13.51	timeout
06-08 05:30	BTC	Buy	61718.1→62693.9	+7.45	timeout
06-07 16:58	BTC	Buy	60728→62023.9	+10.19	timeout
06-07 15:26	BTC	Buy	60624→61852.9	+9.67	timeout
06-07 04:30	BTC	Buy	59977→61531.9	+12.51	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:17	BTC	Buy	60520→60647	+0.60	timeout
06-06 04:11	BTC	Buy	61792.1→60269.8	-12.77	stop_loss
06-05 21:04	BTC	Buy	59257→61858.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60654→59162.4	-12.76	stop_loss
06-05 14:06	BTC	Buy	61976.1→60437.7	-12.86	stop_loss
06-05 13:56	BTC	Buy	62463.1→60925.5	-12.76	stop_loss
06-05 13:49	BTC	Buy	62927.1→61379.2	-12.75	stop_loss
06-05 06:24	BTC	Buy	62683.1→61139.4	-12.76	stop_loss
06-05 06:23	BTC	Buy	62739.1→61178.3	-12.88	stop_loss
06-05 06:00	BTC	Buy	63742.2→62174.8	-12.70	stop_loss
06-04 10:49	BTC	Buy	63852.2→62281.7	-12.73	stop_loss
06-04 09:31	BTC	Buy	64231.2→62651.5	-12.74	stop_loss
06-04 09:23	BTC	Buy	64577.2→62989.3	-12.74	stop_loss
06-04 01:22	BTC	Buy	64254.2→62673.5	-12.75	stop_loss
06-04 00:38	BTC	Buy	64806.2→63212.2	-12.75	stop_loss
06-04 00:29	BTC	Buy	65001.2→63403.1	-12.74	stop_loss
06-03 20:55	BTC	Buy	66374.3→64742.4	-12.78	stop_loss
06-03 19:45	BTC	Buy	66923.3→65745.7	-9.31	timeout
06-03 16:24	BTC	Buy	67273.4→65618.9	-12.78	stop_loss
06-03 03:43	BTC	Buy	67384.4→65725.8	-12.76	stop_loss
06-03 03:43	BTC	Buy	67499.4→65838.8	-12.76	stop_loss
06-02 14:27	BTC	Buy	69392.5→67685.8	-12.76	stop_loss
06-02 14:27	BTC	Buy	69458.5→67750.7	-12.75	stop_loss
06-02 14:10	BTC	Buy	69983.5→68262.4	-12.76	stop_loss
06-02 07:02	BTC	Buy	71528.6→69761.6	-12.90	stop_loss
06-01 22:26	BTC	Buy	73630.7→71242.8	-16.80	stop_loss
06-01 22:26	BTC	Buy	73879.7→71242.8	-18.45	stop_loss
06-01 05:17	BTC	Buy	74159.7→73434.3	-5.38	timeout
05-31 18:58	BTC	Buy	74010.7→73611.3	-3.21	timeout

Paper vs Live

Paper (trades.jsonl)

109

closed

43%

win rate

-355.73

total pnl ($)

-64.9 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	109	43%	-64.9	-355.73

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…