deribit_basis_zscore_carry_long_v35 · strategy

126

closed trades

43%

win rate

-315.06

total pnl ($)

0.426

weight

7d window — n=26 wr=35% pnl=-112.14 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 22:53	BTC	Buy	60390→58882.6	-12.94	stop_loss
06-28 19:50	BTC	Buy	60190→59327	-7.61	timeout
06-28 18:46	BTC	Buy	60519→59570	-8.26	timeout
06-28 10:24	BTC	Buy	60462→60131	-3.22	timeout
06-28 09:10	BTC	Buy	60391→60387	-0.48	timeout
06-28 07:50	BTC	Buy	60495→60208	-2.75	timeout
06-27 16:53	BTC	Buy	60038→60780	+5.72	timeout
06-27 15:41	BTC	Buy	60402→60781	+2.70	timeout
06-27 05:23	BTC	Buy	59729→60241	+3.85	timeout
06-27 03:38	BTC	Buy	59358→60317	+7.63	timeout
06-27 02:34	BTC	Buy	58809.9→60238	+11.68	timeout
06-26 15:32	BTC	Buy	59229→60168	+7.39	timeout
06-26 13:19	BTC	Buy	60037→58555.8	-12.80	stop_loss
06-26 02:16	BTC	Buy	60037→58555.8	-12.76	stop_loss
06-25 13:58	BTC	Buy	59618→58152	-12.68	stop_loss
06-25 13:58	BTC	Buy	59623→58154	-12.70	stop_loss
06-25 13:57	BTC	Buy	59783→58308.9	-12.70	stop_loss
06-25 13:53	BTC	Buy	60465→58967.6	-12.76	stop_loss
06-25 13:51	BTC	Buy	60700→59207.4	-12.68	stop_loss
06-24 17:20	BTC	Buy	60868→59371.3	-12.73	stop_loss
06-24 10:27	BTC	Buy	62344.1→62547.9	+1.14	timeout
06-24 09:23	BTC	Buy	62454.1→62682.9	+1.31	timeout
06-24 08:24	BTC	Buy	62203.1→62665.9	+3.22	timeout
06-24 07:23	BTC	Buy	63028.2→62728.9	-2.89	timeout
06-24 05:47	BTC	Buy	63354.2→62904.9	-4.05	timeout
06-23 08:17	BTC	Buy	64011.2→62435.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64113.2→62533.6	-12.79	stop_loss
06-23 06:21	BTC	Buy	64111.2→62533.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64135.2→62555.6	-12.79	stop_loss
06-23 04:57	BTC	Buy	64056.2→63637.8	-3.75	timeout
06-22 15:43	BTC	Buy	64243.2→65058.7	+5.93	timeout
06-22 08:28	BTC	Buy	64025.2→64179.8	+0.71	timeout
06-22 07:23	BTC	Buy	64197.2→64230.8	-0.21	timeout
06-22 06:09	BTC	Buy	64177.2→64187.8	-0.38	timeout
06-22 03:46	BTC	Buy	64400.2→64118.8	-2.71	timeout
06-21 14:49	BTC	Buy	63873.2→63997.8	+0.59	timeout
06-21 08:05	BTC	Buy	63570.2→64149.8	+4.03	timeout
06-21 06:29	BTC	Buy	63668.2→64245.8	+4.08	timeout
06-21 05:24	BTC	Buy	63695.2→64238.8	+3.82	timeout
06-21 02:08	BTC	Buy	63483.2→64207.8	+5.22	timeout
06-20 02:42	BTC	Buy	62915.1→63337.8	+2.91	timeout
06-20 01:40	BTC	Buy	62852.1→63571.8	+5.26	timeout
06-20 00:34	BTC	Buy	62999.1→63734.8	+5.35	timeout
06-19 21:27	BTC	Buy	62924.1→63139.8	+1.21	timeout
06-19 20:23	BTC	Buy	63109.2→62945.9	-1.78	timeout
06-18 15:55	BTC	Buy	63972.2→62396.7	-12.72	stop_loss
06-18 10:17	BTC	Buy	64898.2→63936.8	-7.94	timeout
06-17 19:50	BTC	Buy	65654.3→64031.8	-12.80	stop_loss
06-17 19:42	BTC	Buy	65714.3→64090.7	-12.81	stop_loss
06-17 19:39	BTC	Buy	65840.3→64218.7	-12.77	stop_loss
06-17 19:31	BTC	Buy	65698.3→64603.8	-8.80	timeout
06-17 16:17	BTC	Buy	65761.3→65955.7	+0.98	timeout
06-17 08:31	BTC	Buy	66741.3→65098.2	-12.79	stop_loss
06-16 21:24	BTC	Buy	66510.3→65711.7	-6.55	timeout
06-16 20:19	BTC	Buy	66510.3→65745.7	-6.29	timeout
06-16 18:09	BTC	Buy	66771.3→66077.7	-5.72	timeout
06-16 15:44	BTC	Buy	66887.3→65813.7	-8.50	timeout
06-16 08:09	BTC	Buy	65703.3→66359.7	+4.58	timeout
06-15 13:20	BTC	Buy	64023.2→66838.7	+21.56	take_profit
06-15 13:18	BTC	Buy	63983.2→66792.7	+21.52	take_profit
06-15 13:18	BTC	Buy	63965.2→66773.7	+21.52	take_profit
06-15 12:59	BTC	Buy	64303.2→66540.7	+16.97	timeout
06-15 06:59	BTC	Buy	64258.2→65800.7	+11.54	timeout
06-14 12:36	BTC	Buy	64002.2→64329.8	+2.12	timeout
06-14 11:32	BTC	Buy	63899.2→64584.8	+4.91	timeout
06-14 08:18	BTC	Buy	63785.2→64480.8	+4.94	timeout
06-14 04:46	BTC	Buy	63599.2→64321.8	+5.28	timeout
06-14 01:55	BTC	Buy	63789.2→64603.8	+5.96	timeout
06-13 10:32	BTC	Buy	63603.2→63759.8	+0.70	timeout
06-13 07:23	BTC	Buy	62968.1→63699.8	+5.35	timeout
06-13 00:59	BTC	Buy	63626.2→63609.8	-0.67	timeout
06-12 23:38	BTC	Buy	63484.2→63444.8	-0.80	timeout
06-12 14:02	BTC	Buy	63012.2→63413.8	+2.67	timeout
06-12 10:08	BTC	Buy	62942.1→63709.8	+5.55	timeout
06-12 07:05	BTC	Buy	62633.1→63068.8	+2.98	timeout
06-12 00:34	BTC	Buy	61825.1→63651.8	+14.19	timeout
06-11 22:21	BTC	Buy	61245.1→63594.8	+18.60	timeout
06-11 08:14	BTC	Buy	61586.1→62789.9	+9.18	timeout
06-10 22:16	BTC	Buy	62624.1→61084.4	-12.75	stop_loss
06-10 18:58	BTC	Buy	61775.1→61836.9	-0.00	timeout
06-10 16:30	BTC	Buy	61025.1→62247.9	+9.48	timeout
06-10 15:27	BTC	Buy	61370.1→62248.9	+6.66	timeout
06-10 14:30	BTC	Buy	61573.1→61996.9	+2.96	timeout
06-09 16:39	BTC	Buy	62308.1→60774.6	-12.77	stop_loss
06-09 14:21	BTC	Buy	63152.2→61591.1	-12.81	stop_loss
06-09 14:11	BTC	Buy	63555.2→61990.9	-12.76	stop_loss
06-09 14:11	BTC	Buy	63579.2→62012.9	-12.77	stop_loss
06-09 13:36	BTC	Buy	63716.2→62147.8	-12.74	stop_loss
06-09 13:19	BTC	Buy	63928.2→62353.7	-12.74	stop_loss
06-08 23:09	BTC	Buy	62827.1→63553.8	+5.31	timeout
06-08 16:07	BTC	Buy	61999.1→63836.8	+14.25	timeout
06-08 15:06	BTC	Buy	61665.1→64006.8	+18.50	timeout
06-08 13:45	BTC	Buy	61745.1→63542.8	+14.06	timeout
06-07 22:14	BTC	Buy	60925→63602.8	+21.54	take_profit
06-07 19:19	BTC	Buy	60651→61241.9	+4.47	timeout
06-07 15:49	BTC	Buy	60782→62017.9	+9.70	timeout
06-07 14:46	BTC	Buy	60913→61874.9	+7.43	timeout
06-07 13:31	BTC	Buy	60747→61845.9	+8.57	timeout
06-06 23:56	BTC	Buy	60914→60884	-0.85	timeout
06-06 18:51	BTC	Buy	59694→60492	+6.28	timeout

Paper vs Live

Paper (trades.jsonl)

126

closed

43%

win rate

-315.06

total pnl ($)

-49.7 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	126	43%	-49.7	-315.06

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…