deribit_basis_zscore_carry_long_v36 · strategy

142

closed trades

44%

win rate

-455.89

total pnl ($)

0.250

weight

7d window — n=34 wr=44% pnl=-144.26 · 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 02:58	BTC	Buy	59701→59950	+1.71	timeout
06-30 01:01	BTC	Buy	59563→59806	+1.65	timeout
06-29 23:43	BTC	Buy	59729→60232	+3.78	timeout
06-29 06:51	BTC	Buy	60005→60084	+0.22	timeout
06-29 05:50	BTC	Buy	59931→59879	-0.91	timeout
06-28 21:57	BTC	Buy	60176→59366	-7.20	timeout
06-28 19:51	BTC	Buy	60167→59351	-7.20	timeout
06-28 17:42	BTC	Buy	60582→59478	-9.53	timeout
06-28 05:54	BTC	Buy	60219→59914	-2.98	timeout
06-28 04:42	BTC	Buy	60358→60113	-2.49	timeout
06-27 20:50	BTC	Buy	59766→60258	+3.73	timeout
06-27 19:40	BTC	Buy	59951→60159	+1.33	timeout
06-27 15:42	BTC	Buy	60414→60770	+2.51	timeout
06-26 20:36	BTC	Buy	59511→59604	+0.26	timeout
06-26 19:33	BTC	Buy	59274→60026	+5.80	timeout
06-26 16:08	BTC	Buy	59569→60272	+5.35	timeout
06-26 15:17	BTC	Buy	58931.9→59907	+7.73	timeout
06-26 13:18	BTC	Buy	60301→58757.7	-13.26	stop_loss
06-26 02:21	BTC	Buy	59874→58341.9	-13.23	stop_loss
06-25 17:41	BTC	Buy	59416→59589	+1.04	timeout
06-25 13:58	BTC	Buy	59651→58124	-13.16	stop_loss
06-25 13:57	BTC	Buy	59753→58224	-13.14	stop_loss
06-25 13:57	BTC	Buy	59875→58342.9	-13.16	stop_loss
06-25 13:53	BTC	Buy	60365→58818.6	-13.15	stop_loss
06-24 16:51	BTC	Buy	61240.1→59671.2	-13.24	stop_loss
06-24 16:51	BTC	Buy	61384.1→59808.1	-13.26	stop_loss
06-24 14:17	BTC	Buy	62610.1→61000.4	-13.29	stop_loss
06-24 13:46	BTC	Buy	62902.1→61292.3	-13.24	stop_loss
06-24 13:43	BTC	Buy	62354.1→61498.9	-7.22	timeout
06-24 10:08	BTC	Buy	62443.1→62608.9	+0.87	timeout
06-24 09:26	BTC	Buy	62453.1→62687.9	+1.42	timeout
06-24 08:50	BTC	Buy	62293.1→62733.9	+3.08	timeout
06-24 08:09	BTC	Buy	62804.1→62606.9	-2.04	timeout
06-23 08:17	BTC	Buy	64091.2→62450.6	-13.06	stop_loss
06-23 06:21	BTC	Buy	64204.2→62555.6	-13.12	stop_loss
06-23 06:21	BTC	Buy	64251.2→62604.6	-13.20	stop_loss
06-23 06:18	BTC	Buy	64671.2→63012.3	-13.14	stop_loss
06-23 05:19	BTC	Buy	65167.3→63498.1	-13.31	stop_loss
06-22 17:27	BTC	Buy	64115.2→64547.8	+2.87	timeout
06-22 08:15	BTC	Buy	64087.2→64268.8	+0.86	timeout
06-22 07:17	BTC	Buy	64229.2→64177.8	-0.94	timeout
06-22 06:09	BTC	Buy	64178.2→64206.8	-0.32	timeout
06-22 03:36	BTC	Buy	64298.2→64209.8	-1.15	timeout
06-21 08:16	BTC	Buy	63521.2→64063.8	+3.78	timeout
06-21 05:00	BTC	Buy	63564.2→64247.8	+4.93	timeout
06-21 03:49	BTC	Buy	63455.2→64395.8	+6.95	timeout
06-21 02:09	BTC	Buy	63472.2→64212.8	+5.40	timeout
06-20 22:26	BTC	Buy	63261.2→64152.8	+6.54	timeout
06-20 01:37	BTC	Buy	62886.1→63546.8	+4.81	timeout
06-20 00:33	BTC	Buy	62998.1→63627.8	+4.54	timeout
06-19 22:03	BTC	Buy	62917.1→63026.8	+0.39	timeout
06-19 21:00	BTC	Buy	63071.2→63200.8	+0.53	timeout
06-19 19:59	BTC	Buy	62953.1→62978.9	-0.30	timeout
06-18 15:53	BTC	Buy	64102.2→62460.6	-13.21	stop_loss
06-18 15:53	BTC	Buy	64115.2→62471.6	-13.05	stop_loss
06-18 15:39	BTC	Buy	64445.2→62795.4	-13.09	stop_loss
06-18 15:39	BTC	Buy	64445.2→62795.4	-13.01	stop_loss
06-18 11:32	BTC	Buy	64702.2→64009.8	-5.82	timeout
06-18 10:28	BTC	Buy	64914.2→63894.8	-8.37	timeout
06-17 22:03	BTC	Buy	65534.3→63846.9	-13.32	stop_loss
06-17 19:42	BTC	Buy	65787.3→64103.7	-13.23	stop_loss
06-17 17:48	BTC	Buy	65867.3→65798.7	-1.04	timeout
06-17 08:45	BTC	Buy	66554.3→64851.3	-13.32	stop_loss
06-17 08:39	BTC	Buy	66664.3→64945.3	-13.42	stop_loss
06-17 04:40	BTC	Buy	65849.3→65897.7	-0.11	timeout
06-16 18:10	BTC	Buy	66771.3→66097.7	-5.58	timeout
06-16 15:41	BTC	Buy	66835.3→65850.7	-7.92	timeout
06-16 11:00	BTC	Buy	65833.3→66505.7	+4.57	timeout
06-16 07:03	BTC	Buy	65739.3→66342.7	+4.18	timeout
06-15 21:31	BTC	Buy	64726.2→66335.7	+11.93	timeout
06-15 13:28	BTC	Buy	64291.2→66842.7	+19.41	timeout
06-15 13:16	BTC	Buy	63914.2→66721.7	+21.53	take_profit
06-15 09:36	BTC	Buy	64442.2→65539.7	+8.07	timeout
06-15 06:29	BTC	Buy	64322.2→65920.7	+11.96	timeout
06-14 20:05	BTC	Buy	64242.2→63808.8	-3.86	timeout
06-14 16:29	BTC	Buy	63965.2→64103.8	+0.57	timeout
06-14 12:42	BTC	Buy	64002.2→64320.8	+2.03	timeout
06-14 07:51	BTC	Buy	63821.2→64386.8	+3.95	timeout
06-14 01:50	BTC	Buy	63775.2→64611.8	+6.12	timeout
06-13 19:29	BTC	Buy	63723.2→64152.8	+2.92	timeout
06-13 10:33	BTC	Buy	63691.2→63785.8	+0.21	timeout
06-13 09:23	BTC	Buy	63637.2→63797.8	+0.72	timeout
06-13 04:51	BTC	Buy	63714.2→63601.8	-1.32	timeout
06-13 00:39	BTC	Buy	63692.2→63571.8	-1.48	timeout
06-12 17:38	BTC	Buy	63160.2→63809.8	+4.68	timeout
06-12 10:01	BTC	Buy	62907.1→63684.8	+5.63	timeout
06-12 09:02	BTC	Buy	62918.1→63475.8	+3.91	timeout
06-12 00:34	BTC	Buy	61859.1→63644.8	+13.84	timeout
06-11 22:21	BTC	Buy	61238.1→63591.8	+18.64	timeout
06-11 16:10	BTC	Buy	62423.1→62692.9	+1.61	timeout
06-11 09:28	BTC	Buy	61170.1→62781.9	+12.58	timeout
06-11 07:51	BTC	Buy	61657.1→62672.9	+7.64	timeout
06-10 16:29	BTC	Buy	61029.1→62245.9	+9.42	timeout
06-10 15:27	BTC	Buy	61358.1→62239.9	+6.68	timeout
06-10 14:29	BTC	Buy	61619.1→62030.9	+2.86	timeout
06-09 14:46	BTC	Buy	62862.1→61239.3	-13.36	stop_loss
06-09 14:29	BTC	Buy	63153.2→61529.1	-13.31	stop_loss
06-09 13:36	BTC	Buy	63772.2→62113.8	-13.44	stop_loss
06-09 13:36	BTC	Buy	63844.2→62209.8	-13.23	stop_loss
06-09 13:30	BTC	Buy	63591.2→62306.9	-10.53	timeout

Paper vs Live

Paper (trades.jsonl)

142

closed

44%

win rate

-455.89

total pnl ($)

-64.1 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	142	44%	-64.1	-455.89

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…