deribit_basis_zscore_carry_long_v24

not live
77
closed trades
47%
win rate
-151.37
total pnl ($)
0.956
weight
7d window — n=15 wr=40% pnl=-27.57  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 77 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 00:50BTCBuy59354→59758+1.50timeout
06-29 23:43BTCBuy59726→60232+1.91timeout
06-28 19:40BTCBuy60160→59399-3.38timeout
06-28 18:36BTCBuy60541→59579-4.18timeout
06-27 19:09BTCBuy59853→60567+2.77timeout
06-27 15:40BTCBuy60467→60787+1.10timeout
06-26 18:19BTCBuy59642→59988+1.18timeout
06-26 14:39BTCBuy59739→59615-0.77timeout
06-25 18:04BTCBuy59447→59607+0.46timeout
06-25 13:53BTCBuy60290→58775.7-6.47stop_loss
06-24 17:20BTCBuy60912→59414.3-6.36stop_loss
06-24 14:02BTCBuy62714.1→61166.3-6.39stop_loss
06-24 14:02BTCBuy62721.1→61177.3-6.38stop_loss
06-24 07:39BTCBuy62964.1→62613.9-1.64timeout
06-24 06:44BTCBuy62914.1→62748.9-0.91timeout
06-23 06:21BTCBuy64204.2→62624.5-6.38stop_loss
06-23 06:20BTCBuy64482.2→62895.4-6.38stop_loss
06-22 20:20BTCBuy64055.2→64467.8+1.37timeout
06-22 19:18BTCBuy64162.2→64360.8+0.52timeout
06-21 19:47BTCBuy63914.2→64144.8+0.69timeout
06-21 18:43BTCBuy63815.2→64130.8+1.03timeout
06-20 19:26BTCBuy62989.1→63884.8+3.34timeout
06-20 18:24BTCBuy63107.2→63818.8+2.59timeout
06-19 17:58BTCBuy62564.1→63183.8+2.25timeout
06-19 15:52BTCBuy62545.1→63200.8+2.40timeout
06-18 15:51BTCBuy64103.2→62522.6-6.25stop_loss
06-18 15:40BTCBuy64310.2→62725.5-6.37stop_loss
06-17 19:50BTCBuy65588.3→63964.8-6.42stop_loss
06-17 19:40BTCBuy65829.3→64209.7-6.39stop_loss
06-17 03:22BTCBuy65651.3→65722.7+0.03timeout
06-17 00:29BTCBuy66224.3→65685.7-2.30timeout
06-16 02:18BTCBuy65700.3→66043.7+1.08timeout
06-15 23:02BTCBuy65373.3→66152.7+2.73timeout
06-14 22:38BTCBuy64498.2→65366.7+3.12timeout
06-14 21:33BTCBuy64253.2→64827.8+1.99timeout
06-13 22:04BTCBuy63524.2→64409.8+3.25timeout
06-13 19:17BTCBuy63656.2→64135.8+1.66timeout
06-12 20:56BTCBuy63373.2→63446.8+0.04timeout
06-12 17:41BTCBuy63287.2→63809.8+1.83timeout
06-11 17:51BTCBuy61906.1→63478.8+6.08timeout
06-11 15:50BTCBuy62211.1→62584.9+1.23timeout
06-10 15:19BTCBuy61559.1→61961.9+1.39timeout
06-10 14:20BTCBuy61712.1→61889.9+0.48timeout
06-09 14:21BTCBuy63178.2→61622.1-6.38stop_loss
06-09 13:36BTCBuy63750.2→62179.8-6.38stop_loss
06-09 05:58BTCBuy62676.1→63331.8+2.37timeout
06-08 21:24BTCBuy61782.1→63679.8+7.44timeout
06-08 05:23BTCBuy61842.1→62608.9+2.87timeout
06-07 20:47BTCBuy60713→61768.9+4.14timeout
06-07 04:18BTCBuy60151→61599.9+5.80timeout
06-06 20:01BTCBuy60357→60585+0.75timeout
06-06 04:09BTCBuy61859.1→60337.8-6.38stop_loss
06-05 18:54BTCBuy60602→59111.5-6.38stop_loss
06-05 18:52BTCBuy60814→59317.4-6.38stop_loss
06-05 14:06BTCBuy61976.1→60450.7-6.38stop_loss
06-05 13:49BTCBuy62876.1→61329.3-6.38stop_loss
06-05 06:21BTCBuy63123.2→61566.1-6.39stop_loss
06-05 05:59BTCBuy63811.2→62230.8-6.40stop_loss
06-05 03:06BTCBuy63889.2→62314.7-6.37stop_loss
06-04 11:11BTCBuy63696.2→62129.8-6.35stop_loss
06-04 09:30BTCBuy64271.2→62690.5-6.37stop_loss
06-04 01:19BTCBuy64350.2→62767.5-6.37stop_loss
06-04 00:26BTCBuy65347.3→63739.9-6.37stop_loss
06-03 19:54BTCBuy66955.3→65297.1-6.43stop_loss
06-03 19:54BTCBuy67049.4→65400-6.39stop_loss
06-03 03:49BTCBuy67300.4→65643.9-6.38stop_loss
06-02 22:59BTCBuy67913.4→66243.5-6.37stop_loss
06-02 12:30BTCBuy70910.5→69161.9-6.42stop_loss
06-02 12:06BTCBuy70983.5→69237.9-6.40stop_loss
06-01 15:33BTCBuy73435.7→71307.8-7.51stop_loss
06-01 15:33BTCBuy73879.7→71307.8-8.98stop_loss
05-31 18:51BTCBuy73975.7→73559.3-1.66timeout
05-31 16:55BTCBuy73896.7→73518.3-1.53timeout
05-30 12:12BTCBuy73337.7→73563.3+0.51timeout
05-30 09:54BTCBuy73703.7→73575.3-0.67timeout
05-29 10:59BTCBuy73385.7→73621.3+0.56timeout
05-29 09:34BTCBuy73374.7→73797.3+1.18timeout

Paper vs Live

Paper (trades.jsonl)
77
closed
47%
win rate
-151.37
total pnl ($)
-78.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7747%-78.4-151.37

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems