deribit_basis_zscore_carry_long_v37 · strategy

closed trades

35%

win rate

-346.26

total pnl ($)

0.250

weight

7d window — n=23 wr=22% pnl=-177.59 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 96 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 04:07	BTC	Buy	60198→59458	-6.45	timeout
06-29 20:59	BTC	Buy	60247→60268	-0.58	timeout
06-28 22:52	BTC	Buy	60501→59013.5	-12.76	stop_loss
06-28 19:46	BTC	Buy	60786→59291.4	-12.73	stop_loss
06-28 06:07	BTC	Buy	59761→59927	+0.95	timeout
06-28 01:44	BTC	Buy	59296→60225	+7.33	timeout
06-27 20:21	BTC	Buy	59591→60265	+5.32	timeout
06-27 18:18	BTC	Buy	59462→60501	+8.32	timeout
06-27 15:04	BTC	Buy	59099→60550	+11.83	timeout
06-26 02:24	BTC	Buy	59782→58311.9	-12.74	stop_loss
06-25 13:58	BTC	Buy	59563→58096	-12.70	stop_loss
06-25 13:53	BTC	Buy	60360→58875.6	-12.69	stop_loss
06-25 13:53	BTC	Buy	60574→59083.5	-12.71	stop_loss
06-25 13:48	BTC	Buy	60820→59318.4	-12.77	stop_loss
06-25 13:48	BTC	Buy	60902→59396.3	-12.78	stop_loss
06-24 16:51	BTC	Buy	61156.1→59641.2	-12.81	stop_loss
06-24 14:20	BTC	Buy	62370.1→60834.5	-12.74	stop_loss
06-24 14:19	BTC	Buy	62463.1→60891.5	-13.02	stop_loss
06-24 14:19	BTC	Buy	62476.1→60936.5	-12.76	stop_loss
06-24 14:17	BTC	Buy	62589.1→61047.4	-12.75	stop_loss
06-24 13:44	BTC	Buy	62931.1→61382.2	-12.75	stop_loss
06-23 08:24	BTC	Buy	63816.2→62241.7	-12.78	stop_loss
06-23 08:17	BTC	Buy	63955.2→62377.7	-12.80	stop_loss
06-23 06:21	BTC	Buy	64136.2→62554.6	-12.85	stop_loss
06-23 06:20	BTC	Buy	64479.2→62887.4	-12.81	stop_loss
06-23 06:10	BTC	Buy	64177.2→63156.8	-8.47	timeout
06-23 03:36	BTC	Buy	64290.2→63980.8	-2.86	timeout
06-22 21:22	BTC	Buy	63917.2→64290.8	+2.45	timeout
06-22 16:20	BTC	Buy	63999.2→64738.8	+5.34	timeout
06-21 04:11	BTC	Buy	62858.1→64352.8	+11.46	timeout
06-21 02:07	BTC	Buy	63026.2→64212.8	+8.88	timeout
06-21 00:03	BTC	Buy	62910.1→64212.8	+9.70	timeout
06-20 20:24	BTC	Buy	63103.2→63911.8	+6.02	timeout
06-20 15:51	BTC	Buy	62590.1→64107.8	+11.54	timeout
06-18 15:55	BTC	Buy	63969.2→62395.7	-12.73	stop_loss
06-18 15:40	BTC	Buy	64256.2→62665.5	-12.81	stop_loss
06-18 15:37	BTC	Buy	64546.2→62941.4	-12.87	stop_loss
06-18 15:18	BTC	Buy	64734.2→63122.3	-12.89	stop_loss
06-18 15:17	BTC	Buy	64953.2→63356.1	-12.73	stop_loss
06-17 19:38	BTC	Buy	65844.3→64224.7	-12.82	stop_loss
06-17 19:29	BTC	Buy	65895.3→64256.6	-12.89	stop_loss
06-17 19:29	BTC	Buy	65946.3→64324.6	-12.75	stop_loss
06-17 11:05	BTC	Buy	66260.3→64630.4	-12.87	stop_loss
06-17 11:02	BTC	Buy	66340.3→64706.4	-12.86	stop_loss
06-17 08:44	BTC	Buy	66528.3→64891.3	-12.77	stop_loss
06-17 07:54	BTC	Buy	66839.3→65184.1	-12.88	stop_loss
06-16 01:05	BTC	Buy	64517.2→66272.7	+13.21	timeout
06-15 16:10	BTC	Buy	64442.2→67273.6	+21.50	take_profit
06-15 15:47	BTC	Buy	64329.2→67159.6	+21.58	take_profit
06-15 15:47	BTC	Buy	64263.2→67085.6	+21.54	take_profit
06-15 15:46	BTC	Buy	64135.2→66952.7	+21.55	take_profit
06-14 08:39	BTC	Buy	63444.2→64453.8	+7.44	timeout
06-14 04:45	BTC	Buy	63709.2→64335.8	+4.56	timeout
06-14 02:19	BTC	Buy	63578.2→64585.8	+7.50	timeout
06-14 00:17	BTC	Buy	63602.2→64436.8	+6.16	timeout
06-13 17:41	BTC	Buy	63336.2→64087.8	+5.45	timeout
06-12 08:15	BTC	Buy	61601.1→63260.8	+12.90	timeout
06-11 19:30	BTC	Buy	61154.1→63838.8	+21.32	take_profit
06-11 18:01	BTC	Buy	61027.1→63706.8	+21.38	take_profit
06-11 16:23	BTC	Buy	60998→62632.9	+12.72	timeout
06-11 14:24	BTC	Buy	61772.1→62935.9	+8.76	timeout
06-09 14:47	BTC	Buy	62698.1→61155.3	-12.76	stop_loss
06-09 14:29	BTC	Buy	63111.2→61559.1	-12.76	stop_loss
06-09 14:21	BTC	Buy	63149.2→61592.1	-12.79	stop_loss
06-09 14:06	BTC	Buy	63614.2→62049.9	-12.74	stop_loss
06-09 13:01	BTC	Buy	61824.1→62619.9	+6.06	timeout
06-09 10:56	BTC	Buy	62402.1→62777.9	+2.67	timeout
06-07 22:14	BTC	Buy	60800→63469.8	+21.53	take_profit
06-07 22:14	BTC	Buy	60711→63377.8	+21.53	take_profit
06-07 22:14	BTC	Buy	60642→63304.8	+21.53	take_profit
06-07 08:48	BTC	Buy	60287→62947.9	+21.64	take_profit
06-07 08:48	BTC	Buy	60265→62912.9	+21.53	take_profit
06-06 04:34	BTC	Buy	60997→59497.3	-12.75	stop_loss
06-06 04:33	BTC	Buy	61102.1→59599.2	-12.75	stop_loss
06-06 04:11	BTC	Buy	61796.1→60272.8	-12.78	stop_loss
06-05 18:52	BTC	Buy	60910→59412.3	-12.75	stop_loss
06-05 13:59	BTC	Buy	62254.1→60721.6	-12.76	stop_loss
06-05 13:57	BTC	Buy	62314.1→60780.6	-12.76	stop_loss
06-05 13:56	BTC	Buy	62500.1→60963.5	-12.75	stop_loss
06-05 13:48	BTC	Buy	63036.2→61486.2	-12.75	stop_loss
06-05 06:21	BTC	Buy	63076.2→61522.1	-12.69	stop_loss
06-05 06:18	BTC	Buy	63361.2→61799	-12.75	stop_loss
06-05 06:01	BTC	Buy	63684.2→62116.8	-12.72	stop_loss
06-05 05:59	BTC	Buy	63810.2→62229.8	-12.79	stop_loss
06-04 10:48	BTC	Buy	63919.2→62347.7	-12.71	stop_loss
06-04 01:16	BTC	Buy	64494.2→62908.4	-12.74	stop_loss
06-04 00:29	BTC	Buy	65115.3→63514	-12.74	stop_loss
06-03 23:54	BTC	Buy	65653.3→64037.8	-12.74	stop_loss
06-03 23:54	BTC	Buy	65700.3→64083.7	-12.75	stop_loss
06-03 20:45	BTC	Buy	66722.3→65054.2	-12.98	stop_loss
06-03 19:53	BTC	Buy	67090.4→65440	-12.77	stop_loss
06-03 16:24	BTC	Buy	67298.4→65639.9	-12.80	stop_loss
06-03 03:49	BTC	Buy	67299.4→65643.9	-12.75	stop_loss
06-03 03:29	BTC	Buy	67703.4→66037.7	-12.75	stop_loss
06-02 23:01	BTC	Buy	67834.4→66163.6	-12.77	stop_loss
06-02 15:37	BTC	Buy	68776.4→67085.1	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

35%

win rate

-346.26

total pnl ($)

-72.0 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	96	35%	-72.0	-346.26

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…