deribit_basis_zscore_carry_long_v23 · strategy

140

closed trades

43%

win rate

-468.83

total pnl ($)

0.356

weight

7d window — n=31 wr=35% pnl=-149.74 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 05:52	BTC	Buy	59918→59917	-0.48	timeout
06-28 20:49	BTC	Buy	60253→59650	-5.45	timeout
06-28 19:48	BTC	Buy	60133→59308	-7.28	timeout
06-28 17:42	BTC	Buy	60590→59498	-9.43	timeout
06-28 04:44	BTC	Buy	60351→60139	-2.21	timeout
06-27 20:14	BTC	Buy	59672→60234	+4.32	timeout
06-27 19:12	BTC	Buy	59979→60570	+4.50	timeout
06-27 15:42	BTC	Buy	60368→60778	+2.96	timeout
06-26 20:23	BTC	Buy	59605→59695	+0.21	timeout
06-26 19:19	BTC	Buy	59197→59950	+5.78	timeout
06-26 18:19	BTC	Buy	59666→59960	+1.90	timeout
06-26 14:44	BTC	Buy	59469→59564	+0.30	timeout
06-25 13:59	BTC	Buy	59503→58033.1	-12.72	stop_loss
06-25 13:54	BTC	Buy	60102→58524.8	-13.49	stop_loss
06-25 13:53	BTC	Buy	60287→58787.7	-12.80	stop_loss
06-25 13:46	BTC	Buy	61181.1→59674.2	-12.76	stop_loss
06-25 07:17	BTC	Buy	59258→61859.9	+21.42	take_profit
06-24 17:20	BTC	Buy	60954→59444.3	-12.82	stop_loss
06-24 16:51	BTC	Buy	61418.1→59877.1	-12.97	stop_loss
06-24 14:13	BTC	Buy	62673.1→61126.4	-12.79	stop_loss
06-24 13:48	BTC	Buy	62777.1→61232.3	-12.75	stop_loss
06-24 13:44	BTC	Buy	62908.1→61361.2	-12.74	stop_loss
06-24 09:37	BTC	Buy	62455.1→62636.9	+0.95	timeout
06-24 08:35	BTC	Buy	62288.1→62728.9	+3.02	timeout
06-24 07:35	BTC	Buy	62884.1→62645.9	-2.42	timeout
06-24 06:50	BTC	Buy	62921.1→62708.9	-2.19	timeout
06-23 08:17	BTC	Buy	64006.2→62431.6	-12.76	stop_loss
06-23 06:21	BTC	Buy	64142.2→62554.6	-12.85	stop_loss
06-23 06:21	BTC	Buy	64204.2→62622.5	-12.80	stop_loss
06-23 06:18	BTC	Buy	64639.2→63039.3	-12.85	stop_loss
06-22 23:23	BTC	Buy	63697.2→63943.8	+1.48	timeout
06-22 06:10	BTC	Buy	64177.2→64258.8	+0.17	timeout
06-22 04:36	BTC	Buy	64534.2→64025.8	-4.41	timeout
06-22 03:34	BTC	Buy	64332.2→64228.8	-1.33	timeout
06-21 23:14	BTC	Buy	64247.2→63660.8	-4.99	timeout
06-21 04:49	BTC	Buy	63566.2→64431.8	+6.37	timeout
06-21 03:47	BTC	Buy	63439.2→64392.8	+7.07	timeout
06-21 01:59	BTC	Buy	63536.2→64234.8	+5.00	timeout
06-20 21:49	BTC	Buy	63104.2→64023.8	+6.85	timeout
06-20 00:32	BTC	Buy	63013.2→63596.8	+4.15	timeout
06-19 21:02	BTC	Buy	63073.2→63144.8	+0.07	timeout
06-19 19:57	BTC	Buy	62931.1→62999.8	+0.06	timeout
06-19 17:17	BTC	Buy	62524.1→63004.8	+3.39	timeout
06-18 15:57	BTC	Buy	63934.2→62343.7	-12.75	stop_loss
06-18 15:53	BTC	Buy	64014.2→62434.6	-12.73	stop_loss
06-18 15:40	BTC	Buy	64211.2→62631.5	-12.70	stop_loss
06-18 15:16	BTC	Buy	65057.3→63450.1	-12.45	stop_loss
06-18 10:38	BTC	Buy	64909.2→63937.8	-8.01	timeout
06-18 09:29	BTC	Buy	65026.3→64216.8	-6.78	timeout
06-18 04:11	BTC	Buy	65361.3→63741.9	-12.86	stop_loss
06-17 13:26	BTC	Buy	66077.3→64876.8	-9.56	timeout
06-17 08:39	BTC	Buy	66547.3→64910.3	-12.78	stop_loss
06-17 08:08	BTC	Buy	66338.3→65407.7	-7.48	timeout
06-17 06:58	BTC	Buy	66412.3→65576.7	-6.77	timeout
06-16 12:03	BTC	Buy	66181.3→66392.7	+1.06	timeout
06-16 09:15	BTC	Buy	65657.3→66696.7	+7.47	timeout
06-16 07:02	BTC	Buy	65680.3→66371.7	+4.89	timeout
06-16 05:47	BTC	Buy	65708.3→66080.7	+2.44	timeout
06-15 11:04	BTC	Buy	64465.2→65893.7	+10.63	timeout
06-15 08:08	BTC	Buy	64417.2→65672.7	+9.28	timeout
06-15 06:31	BTC	Buy	64319.2→65923.7	+12.01	timeout
06-15 03:35	BTC	Buy	64513.2→65705.7	+8.76	timeout
06-14 07:51	BTC	Buy	63807.2→64387.8	+4.09	timeout
06-14 06:09	BTC	Buy	63570.2→64437.8	+6.39	timeout
06-14 04:41	BTC	Buy	63597.2→64388.8	+5.82	timeout
06-13 22:18	BTC	Buy	63486.2→64365.8	+6.45	timeout
06-13 07:25	BTC	Buy	62986.1→63705.8	+5.25	timeout
06-13 04:34	BTC	Buy	63729.2→63553.8	-1.82	timeout
06-13 02:17	BTC	Buy	63587.2→63764.8	+0.92	timeout
06-12 21:16	BTC	Buy	63513.2→63612.8	+0.31	timeout
06-12 06:46	BTC	Buy	62847.1→62940.9	+0.25	timeout
06-12 01:13	BTC	Buy	62023.1→63463.8	+11.06	timeout
06-12 00:10	BTC	Buy	61599.1→63709.8	+16.57	timeout
06-11 19:30	BTC	Buy	61197.1→63884.8	+21.40	take_profit
06-10 22:17	BTC	Buy	62600.1→61060.4	-12.75	stop_loss
06-10 19:04	BTC	Buy	61820.1→61832.9	-0.41	timeout
06-10 16:20	BTC	Buy	60851→62302.9	+11.39	timeout
06-10 15:19	BTC	Buy	61567.1→61955.9	+2.66	timeout
06-10 14:20	BTC	Buy	61724.1→61918.9	+1.10	timeout
06-09 14:18	BTC	Buy	63298.2→61741	-12.75	stop_loss
06-09 13:36	BTC	Buy	63761.2→62190.8	-12.75	stop_loss
06-09 13:33	BTC	Buy	63439.2→62406.9	-8.56	timeout
06-09 13:23	BTC	Buy	63805.2→62233.8	-12.74	stop_loss
06-08 22:26	BTC	Buy	63028.2→63297.8	+1.65	timeout
06-08 21:29	BTC	Buy	61757.1→63693.8	+15.19	timeout
06-08 13:34	BTC	Buy	61831.1→63467.8	+12.74	timeout
06-08 12:33	BTC	Buy	61832.1→63212.8	+10.71	timeout
06-07 19:59	BTC	Buy	60578→61264.9	+5.26	timeout
06-07 18:54	BTC	Buy	60602→62074.9	+11.75	timeout
06-07 12:16	BTC	Buy	61037.1→62200.9	+9.08	timeout
06-07 10:43	BTC	Buy	60377→62321.9	+15.67	timeout
06-06 19:39	BTC	Buy	59758→60527	+6.04	timeout
06-06 18:38	BTC	Buy	60092→60621	+4.00	timeout
06-06 04:31	BTC	Buy	61228.1→59722.1	-12.75	stop_loss
06-06 04:11	BTC	Buy	61791.1→60269.8	-12.77	stop_loss
06-05 18:52	BTC	Buy	60701→59208.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60867→59370.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61594.1→60070.9	-12.80	stop_loss
06-05 13:52	BTC	Buy	62598.1→61054.4	-12.79	stop_loss
06-05 13:51	BTC	Buy	62640.1→61090.4	-12.82	stop_loss

Paper vs Live

Paper (trades.jsonl)

140

closed

43%

win rate

-468.83

total pnl ($)

-66.7 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	140	43%	-66.7	-468.83

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…