deribit_basis_zscore_carry_long_v3 · strategy

251

closed trades

47%

win rate

-455.98

total pnl ($)

0.617

weight

7d window — n=62 wr=47% pnl=-90.22 · 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 10:14	BTC	Buy	60414→59347	-9.27	timeout
06-30 03:50	BTC	Buy	59896→59652	-2.45	timeout
06-30 02:37	BTC	Buy	59527→59953	+3.16	timeout
06-29 23:36	BTC	Buy	59891→60211	+2.23	timeout
06-29 21:08	BTC	Buy	59830→60297	+3.38	timeout
06-29 19:56	BTC	Buy	60053→60398	+2.35	timeout
06-29 09:44	BTC	Buy	59650→59933	+1.85	timeout
06-29 08:36	BTC	Buy	59624→59831	+1.23	timeout
06-29 07:16	BTC	Buy	59455→60078	+4.79	timeout
06-28 21:47	BTC	Buy	60338→59455	-7.78	timeout
06-28 20:36	BTC	Buy	60243→59666	-5.24	timeout
06-28 19:20	BTC	Buy	60117→59438	-6.09	timeout
06-28 18:17	BTC	Buy	59816→59598	-2.26	timeout
06-28 17:09	BTC	Buy	59992→59732	-2.60	timeout
06-28 08:58	BTC	Buy	60247→60340	+0.33	timeout
06-28 07:58	BTC	Buy	60142→60179	-0.16	timeout
06-28 06:55	BTC	Buy	60547→59961	-5.28	timeout
06-28 05:50	BTC	Buy	60565→59925	-5.73	timeout
06-28 04:46	BTC	Buy	60755→60130	-5.60	timeout
06-27 20:48	BTC	Buy	60374→60256	-1.40	timeout
06-27 19:41	BTC	Buy	60406→60146	-2.58	timeout
06-27 17:32	BTC	Buy	60147→60485	+2.36	timeout
06-27 16:30	BTC	Buy	60374→60686	+2.15	timeout
06-27 14:51	BTC	Buy	60296→60583	+1.93	timeout
06-27 08:15	BTC	Buy	59709→60456	+5.78	timeout
06-27 07:11	BTC	Buy	59936→60279	+2.41	timeout
06-27 03:42	BTC	Buy	60431→60293	-1.59	timeout
06-27 02:38	BTC	Buy	59687→60240	+4.17	timeout
06-27 00:58	BTC	Buy	59245→60010	+5.99	timeout
06-26 17:53	BTC	Buy	59836→59982	+0.72	timeout
06-26 15:47	BTC	Buy	59667→60275	+4.57	timeout
06-26 14:42	BTC	Buy	58827.9→59653	+6.54	timeout
06-26 13:18	BTC	Buy	60261→58775.7	-12.79	stop_loss
06-26 12:42	BTC	Buy	60540→59051.5	-12.75	stop_loss
06-26 07:22	BTC	Buy	59207→60522	+10.66	timeout
06-26 06:19	BTC	Buy	59628→59764	+0.69	timeout
06-26 05:13	BTC	Buy	59367→59918	+4.20	timeout
06-26 02:44	BTC	Buy	59481→58763.1	-6.46	timeout
06-26 01:52	BTC	Buy	59329→59389	+0.05	timeout
06-25 13:46	BTC	Buy	61186.1→59666.2	-12.85	stop_loss
06-25 13:46	BTC	Buy	61265.1→59757.1	-12.75	stop_loss
06-25 13:44	BTC	Buy	61592.1→60066.9	-12.82	stop_loss
06-25 13:41	BTC	Buy	61825.1→60303.8	-12.74	stop_loss
06-25 08:47	BTC	Buy	60929→61735.9	+6.17	timeout
06-25 07:46	BTC	Buy	59760→61857.9	+17.12	timeout
06-25 06:43	BTC	Buy	59519→61693.9	+17.84	timeout
06-25 05:41	BTC	Buy	59414→61528.9	+17.36	timeout
06-25 04:40	BTC	Buy	60286→60895	+4.60	timeout
06-24 17:47	BTC	Buy	60636→59142.5	-12.75	stop_loss
06-24 16:51	BTC	Buy	61296.1→59732.1	-13.19	stop_loss
06-24 15:40	BTC	Buy	62084.1→60555.7	-12.75	stop_loss
06-24 13:57	BTC	Buy	62752.1→61205.3	-12.77	stop_loss
06-24 13:57	BTC	Buy	62770.1→61219.3	-12.80	stop_loss
06-24 13:44	BTC	Buy	62910.1→61360.2	-12.77	stop_loss
06-24 12:39	BTC	Buy	62970.1→62849.9	-1.41	timeout
06-24 11:35	BTC	Buy	62642.1→62430.9	-2.15	timeout
06-24 10:29	BTC	Buy	62595.1→62508.9	-1.17	timeout
06-24 01:12	BTC	Buy	62045.1→62944.9	+6.80	timeout
06-24 00:11	BTC	Buy	62404.1→62827.9	+2.95	timeout
06-23 20:52	BTC	Buy	62375.1→62395.9	-0.28	timeout
06-23 19:52	BTC	Buy	62899.1→62316.9	-5.09	timeout
06-23 18:50	BTC	Buy	62911.1→62179.9	-6.27	timeout
06-23 08:17	BTC	Buy	63988.2→62407.7	-12.81	stop_loss
06-23 08:15	BTC	Buy	64067.2→62478.6	-12.86	stop_loss
06-23 06:21	BTC	Buy	64141.2→62554.6	-12.82	stop_loss
06-23 06:21	BTC	Buy	64264.2→62676.5	-12.81	stop_loss
06-23 06:20	BTC	Buy	64478.2→62889.4	-12.79	stop_loss
06-23 00:54	BTC	Buy	65095.3→64107.8	-8.02	timeout
06-22 23:36	BTC	Buy	64647.2→64012.8	-5.36	timeout
06-22 22:28	BTC	Buy	65495.3→63864.9	-12.90	stop_loss
06-22 20:44	BTC	Buy	64208.2→64471.8	+1.59	timeout
06-22 18:40	BTC	Buy	64044.2→64518.8	+3.22	timeout
06-22 12:57	BTC	Buy	63828.2→65122.7	+9.62	timeout
06-22 11:31	BTC	Buy	63580.2→64372.8	+5.72	timeout
06-22 10:21	BTC	Buy	63707.2→64126.8	+2.80	timeout
06-22 06:09	BTC	Buy	63974.2→64239.8	+1.62	timeout
06-22 04:53	BTC	Buy	64139.2→64022.8	-1.37	timeout
06-21 21:39	BTC	Buy	64157.2→63888.8	-2.54	timeout
06-21 19:28	BTC	Buy	64166.2→64176.8	-0.35	timeout
06-21 18:11	BTC	Buy	64183.2→63974.8	-2.03	timeout
06-21 16:41	BTC	Buy	64489.2→64014.8	-4.11	timeout
06-21 15:36	BTC	Buy	64290.2→64158.8	-1.44	timeout
06-21 09:22	BTC	Buy	63917.2→63982.8	-0.01	timeout
06-21 06:43	BTC	Buy	63814.2→64280.8	+3.20	timeout
06-21 05:40	BTC	Buy	63818.2→64331.8	+3.57	timeout
06-21 03:30	BTC	Buy	64109.2→64355.8	+1.47	timeout
06-21 02:13	BTC	Buy	63214.2→64215.8	+7.46	timeout
06-20 15:55	BTC	Buy	63421.2→64057.8	+4.49	timeout
06-20 14:54	BTC	Buy	63322.2→63906.8	+4.13	timeout
06-20 13:53	BTC	Buy	63550.2→63404.8	-1.62	timeout
06-20 12:43	BTC	Buy	63570.2→63576.8	-0.42	timeout
06-20 10:26	BTC	Buy	63281.2→63629.8	+2.27	timeout
06-19 23:54	BTC	Buy	62601.1→63308.8	+5.13	timeout
06-19 22:53	BTC	Buy	62501.1→63308.8	+5.99	timeout
06-19 21:46	BTC	Buy	62371.1→63096.8	+5.34	timeout
06-19 20:42	BTC	Buy	62552.1→63033.8	+3.38	timeout
06-19 19:37	BTC	Buy	62551.1→62949.9	+2.72	timeout
06-19 11:25	BTC	Buy	62801.1→62595.9	-2.05	timeout
06-19 10:24	BTC	Buy	62820.1→62455.9	-3.31	timeout
06-19 08:59	BTC	Buy	63072.2→62547.9	-4.54	timeout

Paper vs Live

Paper (trades.jsonl)

251

closed

47%

win rate

-455.98

total pnl ($)

-36.1 bps

avg bps net

Live (dry_run=0)

closed

win rate

-28.54

total pnl ($)

-105.4 bps

avg bps net

Live WR is 0% of paper WR (0% vs 47%)

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	251	47%	-36.1	-455.98

Recent bounces (last 20 of 5)

time	sym	side	reason
06-30 12:46	BTC	Buy	circuit_breaker
06-30 12:46	BTC	Buy	circuit_breaker
06-30 11:13	BTC	Buy	circuit_breaker
06-30 09:20	BTC	Buy	circuit_breaker
06-30 08:00	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…