deribit_basis_zscore_carry_long_v30

not live
73
closed trades
44%
win rate
-268.86
total pnl ($)
0.766
weight
7d window — n=17 wr=41% pnl=-68.21  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 73 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 12:20BTCBuy60414→58928.6-12.73stop_loss
06-29 23:54BTCBuy59634→60199+4.32timeout
06-29 20:02BTCBuy59477→60515+8.13timeout
06-28 20:46BTCBuy60252→59619-5.70timeout
06-28 17:37BTCBuy60554→59430-9.70timeout
06-27 20:15BTCBuy59779→60260+3.63timeout
06-27 15:44BTCBuy60434→60766+2.31timeout
06-26 19:20BTCBuy59241→59934+5.27timeout
06-26 14:41BTCBuy59532→59587-0.04timeout
06-25 17:55BTCBuy59417→59525+0.49timeout
06-25 13:57BTCBuy59836→58343.9-12.83stop_loss
06-24 17:20BTCBuy60898→59400.3-12.73stop_loss
06-24 16:51BTCBuy61350.1→59832.1-12.80stop_loss
06-24 13:57BTCBuy62758.1→61211.3-12.77stop_loss
06-24 13:44BTCBuy62908.1→61361.2-12.74stop_loss
06-24 08:25BTCBuy62296.1→62662.9+2.44timeout
06-24 07:27BTCBuy62973.1→62687.9-2.75timeout
06-23 08:17BTCBuy64007.2→62431.6-12.77stop_loss
06-23 06:43BTCBuy64008.2→62848.9-9.53timeout
06-22 23:34BTCBuy63407.2→63962.8+3.99timeout
06-22 03:44BTCBuy64419.2→64125.8-2.79timeout
06-21 23:13BTCBuy64262.2→63717.8-4.66timeout
06-21 01:59BTCBuy63554.2→64227.8+4.80timeout
06-20 22:26BTCBuy63283.2→64142.8+6.34timeout
06-19 20:59BTCBuy63072.2→63232.8+0.78timeout
06-19 19:57BTCBuy62931.1→62999.8+0.06timeout
06-18 15:40BTCBuy64182.2→62602.6-12.75stop_loss
06-18 15:37BTCBuy64445.2→62841.4-12.87stop_loss
06-18 08:52BTCBuy64881.2→64424.8-4.00timeout
06-17 19:40BTCBuy65830.3→64211.7-12.77stop_loss
06-17 08:05BTCBuy66348.3→65447.7-7.17timeout
06-17 03:22BTCBuy65652.3→65737.7+0.17timeout
06-16 07:03BTCBuy65730.3→66333.7+4.22timeout
06-16 00:49BTCBuy65563.3→66370.7+5.75timeout
06-15 05:37BTCBuy64303.2→65695.7+10.36timeout
06-14 21:52BTCBuy64443.2→65439.7+7.24timeout
06-14 04:41BTCBuy63594.2→64388.8+5.85timeout
06-13 19:43BTCBuy63641.2→64242.8+4.27timeout
06-13 02:18BTCBuy63578.2→63767.8+1.02timeout
06-12 17:40BTCBuy63214.2→63808.8+4.24timeout
06-12 00:31BTCBuy61829.1→63578.8+13.55timeout
06-11 16:10BTCBuy62376.1→62736.9+2.35timeout
06-10 15:19BTCBuy61567.1→61955.9+2.66timeout
06-10 14:20BTCBuy61804.1→61888.9+0.21timeout
06-09 13:36BTCBuy63743.2→62173.8-12.75stop_loss
06-09 13:32BTCBuy63342.2→62446.9-7.50timeout
06-08 21:28BTCBuy61792.1→63671.8+14.72timeout
06-08 12:29BTCBuy61944.1→63063.8+8.58timeout
06-07 19:59BTCBuy60576→61263.9+5.28timeout
06-07 10:43BTCBuy60376→62319.9+15.67timeout
06-06 19:39BTCBuy59734→60528+6.25timeout
06-06 04:32BTCBuy61200.1→59694.2-12.76stop_loss
06-05 18:52BTCBuy60888→59390.3-12.76stop_loss
06-05 18:52BTCBuy60920→59421.3-12.76stop_loss
06-05 15:39BTCBuy61570.1→60054-12.75stop_loss
06-05 13:52BTCBuy62597.1→61057.4-12.75stop_loss
06-05 06:21BTCBuy63124.2→61566.1-12.79stop_loss
06-05 03:06BTCBuy63897.2→62319.7-12.77stop_loss
06-05 03:01BTCBuy63988.2→62414.7-12.72stop_loss
06-04 10:49BTCBuy63821.2→62251.7-12.72stop_loss
06-04 09:30BTCBuy64252.2→62671.5-12.74stop_loss
06-04 00:29BTCBuy65080.3→63480.1-12.74stop_loss
06-04 00:26BTCBuy65205.3→63602-12.74stop_loss
06-03 20:44BTCBuy66772.3→65130.2-12.80stop_loss
06-03 16:27BTCBuy67166.4→65514.9-12.77stop_loss
06-03 03:49BTCBuy67278.4→65623.9-12.75stop_loss
06-02 19:33BTCBuy68114.4→66437.4-12.76stop_loss
06-02 12:31BTCBuy70899.5→69151.9-12.84stop_loss
06-02 12:06BTCBuy70991.5→69245.9-12.80stop_loss
05-31 19:48BTCBuy74040.7→73489.3-4.21timeout
05-30 11:06BTCBuy73633.7→73607.3-0.69timeout
05-29 16:39BTCBuy73260.7→73944.3+4.17timeout
05-29 10:35BTCBuy73390.7→73607.3+0.97timeout

Paper vs Live

Paper (trades.jsonl)
73
closed
44%
win rate
-268.86
total pnl ($)
-73.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7344%-73.5-268.86

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems