deribit_basis_zscore_carry_long_v31

not live
110
closed trades
42%
win rate
-266.66
total pnl ($)
0.730
weight
7d window — n=25 wr=36% pnl=-74.99  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 17:07BTCBuy59434→58572.1-7.78timeout
06-30 12:25BTCBuy60070→58821.1-10.83timeout
06-30 06:05BTCBuy60413→59548-7.59timeout
06-29 23:38BTCBuy59881→60248+2.63timeout
06-29 16:45BTCBuy59801→59805-0.49timeout
06-29 10:19BTCBuy59254→60257+7.94timeout
06-29 03:26BTCBuy60048→60027-0.64timeout
06-28 21:07BTCBuy60364→59669-6.21timeout
06-28 14:52BTCBuy60128→60020-1.36timeout
06-28 08:25BTCBuy60229→60184-0.83timeout
06-28 02:19BTCBuy60612→60237-3.55timeout
06-27 19:37BTCBuy60388→60056-3.18timeout
06-27 00:03BTCBuy59359→60052+5.38timeout
06-26 18:01BTCBuy59779→60032+1.61timeout
06-26 05:24BTCBuy59477→59734+1.72timeout
06-26 02:16BTCBuy60116→58575.8-13.26stop_loss
06-25 13:46BTCBuy61231.1→59664.2-13.24stop_loss
06-25 13:45BTCBuy61533.1→59949-13.29stop_loss
06-25 11:28BTCBuy60958→61233.9+1.81timeout
06-25 05:00BTCBuy59869→61274.9+11.30timeout
06-24 15:31BTCBuy62299.1→60700.6-13.27stop_loss
06-24 13:46BTCBuy62924.1→61313.3-13.25stop_loss
06-24 11:36BTCBuy62650.1→62450.9-2.04timeout
06-24 05:24BTCBuy62591.1→62831.9+1.44timeout
06-23 22:47BTCBuy62241.1→62541.9+1.98timeout
06-23 08:27BTCBuy63622.2→61993.9-13.24stop_loss
06-23 08:17BTCBuy64096.2→62451.6-13.28stop_loss
06-23 04:04BTCBuy64670.2→64031.8-5.38timeout
06-22 22:02BTCBuy64129.2→64340.8+1.20timeout
06-22 15:49BTCBuy64149.2→64898.8+5.43timeout
06-22 09:42BTCBuy63862.2→64051.8+0.99timeout
06-22 03:39BTCBuy64239.2→64203.8-0.76timeout
06-21 21:36BTCBuy64142.2→63726.8-3.69timeout
06-21 15:35BTCBuy64332.2→64164.8-1.72timeout
06-21 06:52BTCBuy63803.2→64268.8+3.20timeout
06-21 00:45BTCBuy63595.2→64268.8+4.82timeout
06-20 16:50BTCBuy63567.2→63996.8+2.91timeout
06-20 09:51BTCBuy63100.2→63647.8+3.84timeout
06-19 16:05BTCBuy62642.1→63151.8+3.62timeout
06-19 09:39BTCBuy62888.1→62389.9-4.34timeout
06-19 04:11BTCBuy62687.1→62850.9+0.88timeout
06-18 15:51BTCBuy64159.2→62516.6-13.17stop_loss
06-18 15:40BTCBuy64296.2→62649.5-13.08stop_loss
06-18 09:38BTCBuy64324.2→64223.8-1.29timeout
06-18 03:43BTCBuy65489.3→64224.8-10.11timeout
06-17 21:30BTCBuy65025.3→64242.8-6.46timeout
06-17 15:22BTCBuy65744.3→65234.7-4.30timeout
06-17 09:08BTCBuy65872.3→64919.8-7.71timeout
06-17 02:46BTCBuy65725.3→65827.7+0.31timeout
06-16 20:43BTCBuy66568.3→65811.7-6.18timeout
06-16 14:30BTCBuy65774.3→65569.7-2.05timeout
06-16 08:35BTCBuy66627.3→66587.7-0.73timeout
06-16 02:32BTCBuy66518.3→65862.7-5.39timeout
06-15 20:34BTCBuy65705.3→66632.7+6.58timeout
06-15 14:13BTCBuy65622.3→66380.7+5.33timeout
06-15 07:57BTCBuy63780.2→65648.7+14.19timeout
06-15 01:48BTCBuy64307.2→65646.7+9.95timeout
06-14 19:39BTCBuy64293.2→63782.8-4.45timeout
06-14 13:38BTCBuy64557.2→64267.8-2.69timeout
06-14 07:41BTCBuy64269.2→64285.8-0.32timeout
06-14 01:35BTCBuy64199.2→64575.8+2.50timeout
06-13 19:35BTCBuy63794.2→64123.8+2.13timeout
06-13 13:25BTCBuy63611.2→64189.8+4.07timeout
06-13 05:58BTCBuy63810.2→63519.8-2.73timeout
06-12 21:30BTCBuy63757.2→63496.8-2.51timeout
06-12 15:39BTCBuy63447.2→63939.8+3.39timeout
06-12 08:34BTCBuy63377.2→63466.8+0.21timeout
06-12 00:51BTCBuy62932.1→63676.8+5.40timeout
06-11 18:29BTCBuy62823.1→63382.8+3.94timeout
06-11 09:55BTCBuy61243.1→62936.9+13.31timeout
06-11 02:34BTCBuy61979.1→61924.9-0.92timeout
06-10 20:19BTCBuy61597.1→61808.9+1.24timeout
06-10 07:47BTCBuy61793.1→62016.9+1.41timeout
06-09 16:39BTCBuy62352.1→60754.6-13.27stop_loss
06-09 14:29BTCBuy63169.2→61552.1-13.25stop_loss
06-09 06:49BTCBuy63356.2→63343.8-0.57timeout
06-09 00:33BTCBuy63214.2→62577.9-5.50timeout
06-08 18:26BTCBuy63016.2→63551.8+3.76timeout
06-08 10:28BTCBuy62942.1→63097.8+0.79timeout
06-08 04:22BTCBuy62254.1→62857.9+4.39timeout
06-07 22:24BTCBuy62523.1→62978.9+3.20timeout
06-07 16:22BTCBuy61549.1→62244.9+5.15timeout
06-07 10:18BTCBuy60728→62440.9+13.66timeout
06-07 04:13BTCBuy60788→61513.9+5.52timeout
06-06 18:07BTCBuy61019.1→60466-4.95timeout
06-06 04:20BTCBuy61504.1→59925-13.29stop_loss
06-05 18:54BTCBuy60656→59102.5-13.26stop_loss
06-05 13:48BTCBuy63105.2→61486.2-13.28stop_loss
06-05 06:23BTCBuy62785.1→61178.3-13.24stop_loss
06-05 06:01BTCBuy63717.2→62086.8-13.22stop_loss
06-05 03:48BTCBuy63712.2→62777.9-7.75timeout
06-04 21:45BTCBuy63089.2→63420.8+2.19timeout
06-04 09:30BTCBuy64363.2→62716.5-13.24stop_loss
06-04 00:27BTCBuy65235.3→63566-13.24stop_loss
06-03 20:46BTCBuy66755.3→65044.2-13.28stop_loss
06-03 16:41BTCBuy66373.3→65927.7-3.84timeout
06-03 11:28BTCBuy66343.3→67317.6+6.83timeout
06-03 03:50BTCBuy67302.4→65579.9-13.25stop_loss
06-02 14:10BTCBuy70105.5→68299.4-13.35stop_loss
06-02 14:08BTCBuy70330.5→68530.3-13.27stop_loss

Paper vs Live

Paper (trades.jsonl)
110
closed
42%
win rate
-266.66
total pnl ($)
-48.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC11042%-48.3-266.66

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems