deribit_basis_zscore_carry_long_v34

not live
33
closed trades
52%
win rate
-42.90
total pnl ($)
0.995
weight
7d window — n=7 wr=43% pnl=-24.73  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 33 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-21 02:07BTCBuy63470.2→64212.8+5.37timeout
06-20 08:01BTCBuy62605.1→63578.8+7.26timeout
06-18 15:40BTCBuy64324.2→62741.5-12.47stop_loss
06-17 19:40BTCBuy65797.3→64175.7-12.78stop_loss
06-17 08:45BTCBuy66479.3→64834.3-12.87stop_loss
06-16 21:30BTCBuy66357.3→65695.7-5.53timeout
06-16 09:18BTCBuy65757.3→66647.7+6.30timeout
06-15 13:20BTCBuy64029.2→66840.7+21.52take_profit
06-15 08:45BTCBuy64454.2→65742.7+9.55timeout
06-14 20:40BTCBuy64222.2→63999.8-2.21timeout
06-14 08:35BTCBuy63890.2→64454.8+3.94timeout
06-13 20:30BTCBuy63528.2→64220.8+4.99timeout
06-13 08:30BTCBuy63513.2→63772.8+1.49timeout
06-12 20:27BTCBuy63416.2→63490.8+0.12timeout
06-12 08:26BTCBuy62882.1→63456.8+4.03timeout
06-11 20:20BTCBuy61724.1→63510.8+13.89timeout
06-11 08:20BTCBuy61600.1→62795.9+9.12timeout
06-09 14:47BTCBuy62656.1→61111.4-12.78stop_loss
06-09 14:18BTCBuy63308.2→61751-12.75stop_loss
06-09 10:29BTCBuy63091.2→62703.9-3.48timeout
06-08 22:29BTCBuy62950.1→63339.8+2.61timeout
06-08 10:36BTCBuy62396.1→63240.8+6.33timeout
06-07 22:14BTCBuy60469→63123.8+21.51take_profit
06-07 10:23BTCBuy60627→62478.9+14.84timeout
06-06 04:12BTCBuy61718.1→60199.9-12.75stop_loss
06-05 13:52BTCBuy62611.1→61071.4-12.75stop_loss
06-05 06:22BTCBuy62928.1→61365.2-12.81stop_loss
06-05 06:03BTCBuy63616.2→62051.9-12.72stop_loss
06-04 00:26BTCBuy65291.3→63686-12.74stop_loss
06-03 19:54BTCBuy67035.4→65384-12.80stop_loss
06-03 03:43BTCBuy67487.4→65820.8-12.80stop_loss
06-02 12:06BTCBuy70990.5→69244.9-12.80stop_loss
05-30 21:06BTCBuy73674.7→73946.3+1.28timeout

Paper vs Live

Paper (trades.jsonl)
33
closed
52%
win rate
-42.90
total pnl ($)
-25.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3352%-25.6-42.90

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems