deribit_basis_zscore_carry_long_v38 · strategy

137

closed trades

39%

win rate

-404.94

total pnl ($)

0.250

weight

7d window — n=35 wr=31% pnl=-169.17 · 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 13:00	BTC	Buy	59787→58314.9	-12.75	stop_loss
06-30 12:58	BTC	Buy	59852→58378.9	-12.75	stop_loss
06-30 11:38	BTC	Buy	59890→59186	-6.31	timeout
06-30 07:04	BTC	Buy	59992→59588	-3.80	timeout
06-29 08:04	BTC	Buy	60190→59990	-2.10	timeout
06-28 22:53	BTC	Buy	60326→58842.6	-12.75	stop_loss
06-28 19:52	BTC	Buy	60163→59340	-7.27	timeout
06-28 18:49	BTC	Buy	60496→59503	-8.63	timeout
06-28 09:52	BTC	Buy	60370→60259	-1.40	timeout
06-28 08:54	BTC	Buy	60497→60370	-1.51	timeout
06-28 07:45	BTC	Buy	60464→60193	-2.67	timeout
06-27 16:52	BTC	Buy	60022→60777	+5.82	timeout
06-27 15:39	BTC	Buy	60403→60851	+3.27	timeout
06-27 05:25	BTC	Buy	59786→60233	+3.30	timeout
06-27 03:39	BTC	Buy	59388→60323	+7.42	timeout
06-27 02:34	BTC	Buy	58794.9→60239	+11.80	timeout
06-26 15:45	BTC	Buy	59289→60341	+8.41	timeout
06-26 14:44	BTC	Buy	59449→59558	+0.42	timeout
06-25 17:44	BTC	Buy	59348→59552	+1.33	timeout
06-25 13:58	BTC	Buy	59566→58099	-12.71	stop_loss
06-25 13:57	BTC	Buy	59761→58277.9	-12.80	stop_loss
06-25 13:54	BTC	Buy	60156→58674.7	-12.71	stop_loss
06-25 13:46	BTC	Buy	61080.1→59578.2	-12.71	stop_loss
06-24 17:47	BTC	Buy	60641→59145.5	-12.77	stop_loss
06-24 16:51	BTC	Buy	61132.1→59627.2	-12.74	stop_loss
06-24 14:19	BTC	Buy	62461.1→60880.5	-13.10	stop_loss
06-24 14:19	BTC	Buy	62524.1→60965.5	-12.91	stop_loss
06-24 14:13	BTC	Buy	62638.1→61094.4	-12.77	stop_loss
06-24 14:13	BTC	Buy	62672.1→61130.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62673.1→61130.4	-12.75	stop_loss
06-24 10:48	BTC	Buy	62254.1→62511.9	+1.57	timeout
06-24 09:47	BTC	Buy	62339.1→62648.9	+1.95	timeout
06-24 08:44	BTC	Buy	62360.1→62765.9	+2.71	timeout
06-24 07:43	BTC	Buy	62910.1→62658.9	-2.50	timeout
06-24 06:47	BTC	Buy	62946.1→62756.9	-2.01	timeout
06-23 08:24	BTC	Buy	63784.2→62196.8	-12.89	stop_loss
06-23 08:17	BTC	Buy	63986.2→62403.7	-12.84	stop_loss
06-23 06:59	BTC	Buy	64007.2→62896.9	-9.15	timeout
06-23 06:21	BTC	Buy	64322.2→62724.5	-12.90	stop_loss
06-23 05:59	BTC	Buy	64204.2→63354.8	-7.10	timeout
06-23 03:46	BTC	Buy	64116.2→63989.8	-1.44	timeout
06-22 21:26	BTC	Buy	63659.2→64245.8	+4.15	timeout
06-22 07:26	BTC	Buy	64168.2→64246.8	+0.14	timeout
06-22 06:09	BTC	Buy	64177.2→64188.8	-0.38	timeout
06-22 05:05	BTC	Buy	64230.2→64066.8	-1.74	timeout
06-22 03:36	BTC	Buy	64306.2→64216.8	-1.22	timeout
06-21 21:23	BTC	Buy	63919.2→63720.8	-2.00	timeout
06-21 05:53	BTC	Buy	63613.2→64209.8	+4.24	timeout
06-21 04:52	BTC	Buy	63558.2→64336.8	+5.69	timeout
06-21 03:46	BTC	Buy	63442.2→64393.8	+7.06	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 20:52	BTC	Buy	63174.2→63884.8	+5.19	timeout
06-20 02:40	BTC	Buy	62894.1→63362.8	+3.28	timeout
06-20 01:38	BTC	Buy	62891.1→63565.8	+4.90	timeout
06-20 00:34	BTC	Buy	63002.1→63663.8	+4.76	timeout
06-19 21:28	BTC	Buy	62923.1→63140.8	+1.23	timeout
06-19 20:22	BTC	Buy	63114.2→62968.9	-1.64	timeout
06-18 15:55	BTC	Buy	63975.2→62400.7	-12.71	stop_loss
06-18 15:40	BTC	Buy	64354.2→62767.5	-12.75	stop_loss
06-18 09:15	BTC	Buy	64964.2→64362.8	-5.12	timeout
06-18 05:03	BTC	Buy	65330.3→63717.9	-12.81	stop_loss
06-18 04:11	BTC	Buy	65385.3→63747.9	-12.98	stop_loss
06-17 19:50	BTC	Buy	65665.3→64045.8	-12.80	stop_loss
06-17 19:42	BTC	Buy	65704.3→64088.7	-12.77	stop_loss
06-17 15:29	BTC	Buy	65792.3→65309.7	-4.13	timeout
06-17 08:31	BTC	Buy	66728.3→65087.2	-12.74	stop_loss
06-17 08:10	BTC	Buy	66427.3→65364.7	-8.40	timeout
06-17 07:02	BTC	Buy	66339.3→65562.7	-6.33	timeout
06-16 21:21	BTC	Buy	66510.3→65710.7	-6.55	timeout
06-16 15:24	BTC	Buy	66653.3→65734.7	-7.42	timeout
06-16 07:51	BTC	Buy	65699.3→66330.7	+4.43	timeout
06-16 06:16	BTC	Buy	65852.3→66131.7	+1.73	timeout
06-15 13:22	BTC	Buy	64054.2→66866.7	+21.52	take_profit
06-15 13:16	BTC	Buy	63897.2→66702.7	+21.52	take_profit
06-15 13:00	BTC	Buy	63787.2→66588.7	+21.52	take_profit
06-15 06:59	BTC	Buy	64258.2→65801.7	+11.54	timeout
06-15 02:51	BTC	Buy	64464.2→65461.7	+7.25	timeout
06-14 11:32	BTC	Buy	63898.2→64584.8	+4.92	timeout
06-14 08:54	BTC	Buy	63792.2→64433.8	+4.54	timeout
06-14 06:09	BTC	Buy	63569.2→64437.8	+6.39	timeout
06-14 04:39	BTC	Buy	63589.2→64402.8	+6.00	timeout
06-14 01:55	BTC	Buy	63789.2→64603.8	+5.96	timeout
06-13 11:06	BTC	Buy	63842.2→63841.8	-0.56	timeout
06-13 07:53	BTC	Buy	62984.1→63807.8	+6.07	timeout
06-12 17:39	BTC	Buy	63209.2→63813.8	+4.32	timeout
06-12 15:01	BTC	Buy	62520.1→64124.8	+12.30	timeout
06-12 13:43	BTC	Buy	62806.1→63077.8	+1.64	timeout
06-12 10:09	BTC	Buy	62903.1→63714.8	+5.90	timeout
06-12 07:05	BTC	Buy	62646.1→63071.8	+2.90	timeout
06-11 11:35	BTC	Buy	60967→63153.8	+17.35	timeout
06-11 09:44	BTC	Buy	61239.1→62876.9	+12.78	timeout
06-10 22:17	BTC	Buy	62620.1→61080.4	-12.75	stop_loss
06-10 16:15	BTC	Buy	60969→62376.9	+11.04	timeout
06-10 15:15	BTC	Buy	61666.1→61869.9	+1.16	timeout
06-09 16:39	BTC	Buy	62296.1→60761.6	-12.78	stop_loss
06-09 14:47	BTC	Buy	62718.1→61171.3	-12.78	stop_loss
06-09 14:30	BTC	Buy	63031.2→61481.2	-12.76	stop_loss
06-09 14:21	BTC	Buy	63166.2→61613.1	-12.75	stop_loss
06-09 14:19	BTC	Buy	63276.2→61720	-12.76	stop_loss
06-09 05:18	BTC	Buy	62641.1→63311.8	+4.88	timeout

Paper vs Live

Paper (trades.jsonl)

137

closed

39%

win rate

-404.94

total pnl ($)

-58.9 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	137	39%	-58.9	-404.94

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…