deribit_basis_zscore_carry_long_v22 · strategy

137

closed trades

40%

win rate

-493.38

total pnl ($)

0.468

weight

7d window — n=32 wr=47% pnl=-122.16 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 19:55	BTC	Buy	59855→60149	+2.06	timeout
06-27 18:56	BTC	Buy	59624→60537	+7.23	timeout
06-27 17:55	BTC	Buy	59967→60564	+4.54	timeout
06-27 16:39	BTC	Buy	60186→60745	+4.19	timeout
06-26 19:00	BTC	Buy	59490→59632	+0.62	timeout
06-26 16:56	BTC	Buy	59183→60005	+6.40	timeout
06-26 15:45	BTC	Buy	59291→60345	+8.36	timeout
06-26 14:47	BTC	Buy	59378→59631	+1.63	timeout
06-25 17:41	BTC	Buy	59400→59577	+1.07	timeout
06-25 13:59	BTC	Buy	59537→58068	-12.71	stop_loss
06-25 13:54	BTC	Buy	60169→58689.7	-12.66	stop_loss
06-25 13:53	BTC	Buy	60456→58965.6	-12.69	stop_loss
06-24 17:19	BTC	Buy	61026.1→59522.2	-12.75	stop_loss
06-24 14:17	BTC	Buy	62544.1→61000.4	-12.79	stop_loss
06-24 14:13	BTC	Buy	62606.1→61066.4	-12.74	stop_loss
06-24 14:02	BTC	Buy	62687.1→61144.4	-12.75	stop_loss
06-24 13:57	BTC	Buy	62766.1→61219.3	-12.77	stop_loss
06-24 10:28	BTC	Buy	62318.1→62528.9	+1.19	timeout
06-24 09:23	BTC	Buy	62454.1→62682.9	+1.30	timeout
06-24 08:25	BTC	Buy	62296.1→62662.9	+2.44	timeout
06-24 07:27	BTC	Buy	62973.1→62687.9	-2.75	timeout
06-23 08:17	BTC	Buy	63970.2→62393.7	-12.78	stop_loss
06-23 08:17	BTC	Buy	64031.2→62445.6	-12.85	stop_loss
06-23 06:21	BTC	Buy	64137.2→62554.6	-12.79	stop_loss
06-23 06:21	BTC	Buy	64237.2→62645.5	-12.87	stop_loss
06-23 02:40	BTC	Buy	64514.2→64156.8	-3.22	timeout
06-23 01:35	BTC	Buy	64467.2→64084.8	-3.39	timeout
06-22 22:33	BTC	Buy	63624.2→64024.8	+2.69	timeout
06-22 07:26	BTC	Buy	64169.2→64251.8	+0.17	timeout
06-22 02:11	BTC	Buy	64227.2→64496.8	+1.56	timeout
06-22 01:07	BTC	Buy	64251.2→63974.8	-2.66	timeout
06-21 21:56	BTC	Buy	63999.2→63744.8	-2.43	timeout
06-21 02:46	BTC	Buy	63386.2→64209.8	+6.03	timeout
06-21 01:44	BTC	Buy	63529.2→64198.8	+4.77	timeout
06-21 00:41	BTC	Buy	63540.2→64264.8	+5.20	timeout
06-20 21:38	BTC	Buy	63127.2→63917.8	+5.82	timeout
06-20 02:30	BTC	Buy	62928.1→63385.8	+3.20	timeout
06-20 01:27	BTC	Buy	62979.1→63391.8	+2.82	timeout
06-20 00:24	BTC	Buy	62928.1→63451.8	+3.70	timeout
06-19 20:53	BTC	Buy	63105.2→63162.8	-0.04	timeout
06-18 15:57	BTC	Buy	63929.2→62344.7	-12.70	stop_loss
06-18 15:57	BTC	Buy	63939.2→62365.7	-12.68	stop_loss
06-18 15:53	BTC	Buy	64024.2→62449.6	-12.68	stop_loss
06-18 15:38	BTC	Buy	64406.2→62822.4	-12.47	stop_loss
06-18 10:13	BTC	Buy	64874.2→63974.8	-7.47	timeout
06-18 09:18	BTC	Buy	64929.2→64422.8	-4.45	timeout
06-18 05:03	BTC	Buy	65321.3→63710.9	-12.80	stop_loss
06-17 19:29	BTC	Buy	65894.3→64247.6	-12.96	stop_loss
06-17 08:31	BTC	Buy	66738.3→65089.2	-12.84	stop_loss
06-17 08:02	BTC	Buy	66362.3→65422.7	-7.55	timeout
06-17 06:58	BTC	Buy	66411.3→65576.7	-6.69	timeout
06-17 00:42	BTC	Buy	66428.3→65788.7	-5.33	timeout
06-16 07:03	BTC	Buy	65735.3→66339.7	+4.15	timeout
06-16 05:48	BTC	Buy	65753.3→66034.7	+1.76	timeout
06-16 04:00	BTC	Buy	65866.3→66136.7	+1.65	timeout
06-15 21:22	BTC	Buy	64650.2→66502.7	+13.82	timeout
06-15 05:24	BTC	Buy	64329.2→65790.7	+10.89	timeout
06-15 04:19	BTC	Buy	64502.2→65716.7	+8.93	timeout
06-15 02:10	BTC	Buy	64578.2→65595.7	+7.39	timeout
06-14 20:31	BTC	Buy	64231.2→63898.8	-3.07	timeout
06-14 04:41	BTC	Buy	63584.2→64403.8	+6.04	timeout
06-14 03:28	BTC	Buy	63449.2→64510.8	+7.94	timeout
06-14 01:49	BTC	Buy	63789.2→64606.8	+5.99	timeout
06-13 19:42	BTC	Buy	63684.2→64249.8	+3.99	timeout
06-12 23:05	BTC	Buy	63413.2→63439.8	-0.28	timeout
06-12 22:01	BTC	Buy	63537.2→63518.8	-0.65	timeout
06-12 20:59	BTC	Buy	63373.2→63435.8	+0.01	timeout
06-12 17:33	BTC	Buy	63285.2→63788.8	+3.52	timeout
06-11 19:30	BTC	Buy	61185.1→63873.8	+21.41	take_profit
06-11 18:37	BTC	Buy	61802.1→63483.8	+13.03	timeout
06-11 17:33	BTC	Buy	61791.1→63290.8	+11.59	timeout
06-11 15:48	BTC	Buy	62260.1→62607.9	+2.21	timeout
06-10 18:56	BTC	Buy	61712.1→61724.9	-0.41	timeout
06-10 16:08	BTC	Buy	60931→62407.9	+11.62	timeout
06-10 15:07	BTC	Buy	61505.1→61957.9	+3.18	timeout
06-10 14:14	BTC	Buy	62005.1→62074.9	+0.08	timeout
06-09 15:57	BTC	Buy	62510.1→60972.4	-12.75	stop_loss
06-09 14:46	BTC	Buy	62755.1→61208.3	-12.78	stop_loss
06-09 14:21	BTC	Buy	63181.2→61623.1	-12.78	stop_loss
06-09 09:59	BTC	Buy	63484.2→62684.9	-6.72	timeout
06-09 07:22	BTC	Buy	63173.2→63292.8	+0.44	timeout
06-09 05:24	BTC	Buy	62592.1→63293.8	+5.14	timeout
06-08 22:26	BTC	Buy	63046.2→63296.8	+1.50	timeout
06-08 07:32	BTC	Buy	62228.1→63177.8	+7.15	timeout
06-08 05:23	BTC	Buy	61869.1→62622.9	+5.64	timeout
06-08 04:19	BTC	Buy	61606.1→62907.9	+10.10	timeout
06-07 22:14	BTC	Buy	60665→63328.8	+21.51	take_profit
06-07 07:01	BTC	Buy	60711→61986.9	+10.10	timeout
06-07 05:13	BTC	Buy	60000→61777.9	+14.39	timeout
06-07 04:13	BTC	Buy	60128→61499.9	+10.95	timeout
06-06 16:06	BTC	Buy	60168→60835	+5.12	timeout
06-06 04:27	BTC	Buy	61303.1→59795.1	-12.75	stop_loss
06-06 04:12	BTC	Buy	61723.1→60202.9	-12.77	stop_loss
06-06 04:11	BTC	Buy	61785.1→60254.8	-12.84	stop_loss
06-05 21:04	BTC	Buy	59287→61889.9	+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
06-05 15:39	BTC	Buy	61604.1→60070.9	-12.88	stop_loss
06-05 14:26	BTC	Buy	61913.1→60390.8	-12.74	stop_loss

Paper vs Live

Paper (trades.jsonl)

137

closed

40%

win rate

-493.38

total pnl ($)

-71.7 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	137	40%	-71.7	-493.38

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…