deribit_basis_zscore_carry_long_v39 · strategy

150

closed trades

40%

win rate

-543.58

total pnl ($)

0.250

weight

7d window — n=39 wr=28% pnl=-191.94 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 05:53	BTC	Buy	59926→59933	-0.41	timeout
06-29 04:47	BTC	Buy	60135→59774	-3.46	timeout
06-29 01:30	BTC	Buy	60179→59205	-8.60	timeout
06-28 19:58	BTC	Buy	60143→59430	-6.36	timeout
06-28 18:56	BTC	Buy	60531→59562	-8.43	timeout
06-28 04:29	BTC	Buy	60374→60170	-2.15	timeout
06-28 02:51	BTC	Buy	60289→60117	-1.88	timeout
06-28 00:08	BTC	Buy	60104→60083	-0.56	timeout
06-27 19:54	BTC	Buy	59833→60170	+2.41	timeout
06-27 18:53	BTC	Buy	59632→60495	+6.81	timeout
06-27 02:55	BTC	Buy	58512.9→60310	+14.91	timeout
06-26 20:21	BTC	Buy	59594→59716	+0.48	timeout
06-26 19:18	BTC	Buy	59218→59931	+5.44	timeout
06-26 18:18	BTC	Buy	59448→59979	+3.91	timeout
06-26 15:20	BTC	Buy	59195→59938	+5.73	timeout
06-26 02:13	BTC	Buy	60198→58717.7	-12.74	stop_loss
06-25 17:52	BTC	Buy	59427→59487	+0.09	timeout
06-25 15:15	BTC	Buy	60310→58826.6	-12.74	stop_loss
06-25 13:59	BTC	Buy	59508→58034.1	-12.76	stop_loss
06-25 13:57	BTC	Buy	59817→58343.9	-12.68	stop_loss
06-25 13:53	BTC	Buy	60318→58773.7	-13.17	stop_loss
06-25 13:48	BTC	Buy	60947→59447.3	-12.71	stop_loss
06-24 16:51	BTC	Buy	61363.1→59852.1	-12.74	stop_loss
06-24 14:11	BTC	Buy	62504.1→61337.9	-9.76	timeout
06-24 14:02	BTC	Buy	62712.1→61167.3	-12.77	stop_loss
06-24 13:57	BTC	Buy	62763.1→61219.3	-12.75	stop_loss
06-24 13:48	BTC	Buy	62776.1→61232.3	-12.75	stop_loss
06-24 13:08	BTC	Buy	62138.1→62126.9	-0.55	timeout
06-24 12:09	BTC	Buy	62445.1→62855.9	+2.84	timeout
06-24 08:05	BTC	Buy	62792.1→62646.9	-1.69	timeout
06-24 07:23	BTC	Buy	63038.2→62698.9	-3.19	timeout
06-23 08:27	BTC	Buy	63548.2→61984.9	-12.74	stop_loss
06-23 08:17	BTC	Buy	63977.2→62398.7	-12.81	stop_loss
06-23 08:17	BTC	Buy	64043.2→62465.6	-12.78	stop_loss
06-23 06:27	BTC	Buy	64068.2→62637.9	-11.64	timeout
06-23 06:21	BTC	Buy	64123.2→62533.6	-12.87	stop_loss
06-23 02:15	BTC	Buy	64494.2→64147.8	-3.14	timeout
06-22 23:29	BTC	Buy	63612.2→64027.8	+2.84	timeout
06-22 22:24	BTC	Buy	63723.2→64215.8	+3.41	timeout
06-22 07:26	BTC	Buy	64168.2→64245.8	+0.13	timeout
06-22 03:37	BTC	Buy	64291.2→64179.8	-1.39	timeout
06-21 23:28	BTC	Buy	64239.2→63617.8	-5.26	timeout
06-21 22:26	BTC	Buy	64153.2→63697.8	-3.98	timeout
06-21 21:23	BTC	Buy	63918.2→63741.8	-1.83	timeout
06-21 05:15	BTC	Buy	63812.2→64206.8	+2.65	timeout
06-21 02:08	BTC	Buy	63468.2→64206.8	+5.33	timeout
06-20 23:04	BTC	Buy	63275.2→64261.8	+7.34	timeout
06-20 21:59	BTC	Buy	63047.2→63985.8	+7.00	timeout
06-20 21:00	BTC	Buy	63207.2→63896.8	+5.02	timeout
06-20 01:07	BTC	Buy	63035.2→63448.8	+2.85	timeout
06-20 00:03	BTC	Buy	62910.1→63561.8	+4.71	timeout
06-19 21:30	BTC	Buy	62942.1→63120.8	+0.92	timeout
06-19 20:24	BTC	Buy	63103.2→62979.9	-1.46	timeout
06-19 17:17	BTC	Buy	62500.1→63029.8	+3.78	timeout
06-18 15:57	BTC	Buy	63925.2→62348.7	-12.63	stop_loss
06-18 15:52	BTC	Buy	64079.2→62499.6	-12.83	stop_loss
06-18 15:38	BTC	Buy	64399.2→62811.4	-12.77	stop_loss
06-18 15:37	BTC	Buy	64445.2→62845.4	-12.85	stop_loss
06-18 15:37	BTC	Buy	64546.2→62941.4	-12.86	stop_loss
06-17 19:50	BTC	Buy	65653.3→64029.8	-12.83	stop_loss
06-17 19:50	BTC	Buy	65642.3→64026.8	-12.78	stop_loss
06-17 19:40	BTC	Buy	65802.3→64180.7	-12.80	stop_loss
06-17 19:38	BTC	Buy	65657.3→64454.8	-9.65	timeout
06-17 19:29	BTC	Buy	65878.3→64251.6	-12.80	stop_loss
06-17 15:59	BTC	Buy	65853.3→65727.7	-1.35	timeout
06-17 04:39	BTC	Buy	65831.3→65894.7	-0.01	timeout
06-17 02:32	BTC	Buy	65870.3→65960.7	+0.21	timeout
06-16 17:26	BTC	Buy	66840.3→65753.7	-8.68	timeout
06-16 15:24	BTC	Buy	66645.3→65741.7	-7.31	timeout
06-16 11:39	BTC	Buy	66188.3→66359.7	+0.77	timeout
06-16 04:12	BTC	Buy	65730.3→66166.7	+2.91	timeout
06-16 02:16	BTC	Buy	65740.3→66073.7	+2.09	timeout
06-15 13:25	BTC	Buy	64111.2→66925.7	+21.52	take_profit
06-15 04:50	BTC	Buy	64355.2→65645.7	+9.55	timeout
06-15 03:33	BTC	Buy	64502.2→65695.7	+8.77	timeout
06-15 01:05	BTC	Buy	64519.2→65357.7	+6.02	timeout
06-14 21:38	BTC	Buy	64299.2→64926.8	+4.39	timeout
06-14 12:36	BTC	Buy	64002.2→64357.8	+2.34	timeout
06-14 04:46	BTC	Buy	63599.2→64331.8	+5.36	timeout
06-14 00:54	BTC	Buy	63586.2→64524.8	+6.96	timeout
06-13 22:02	BTC	Buy	63492.2→64384.8	+6.55	timeout
06-13 21:03	BTC	Buy	63453.2→64285.8	+6.09	timeout
06-13 11:42	BTC	Buy	63748.2→63885.8	+0.54	timeout
06-13 03:03	BTC	Buy	63568.2→63669.8	+0.34	timeout
06-13 00:32	BTC	Buy	63580.2→63536.8	-0.89	timeout
06-12 21:32	BTC	Buy	63478.2→63534.8	-0.04	timeout
06-12 20:32	BTC	Buy	63346.2→63525.8	+0.95	timeout
06-12 10:55	BTC	Buy	63056.2→63654.8	+4.22	timeout
06-12 00:07	BTC	Buy	61628.1→63628.8	+15.66	timeout
06-11 21:56	BTC	Buy	61273.1→63449.8	+17.17	timeout
06-11 17:37	BTC	Buy	61794.1→63116.8	+10.16	timeout
06-11 15:06	BTC	Buy	62011.1→62662.9	+4.71	timeout
06-11 07:51	BTC	Buy	61657.1→62683.9	+7.73	timeout
06-10 18:58	BTC	Buy	61775.1→61841.9	+0.03	timeout
06-10 16:12	BTC	Buy	61080.1→62410.9	+10.39	timeout
06-10 15:11	BTC	Buy	61628.1→61855.9	+1.35	timeout
06-10 14:11	BTC	Buy	62049.1→62163.9	+0.45	timeout
06-09 15:55	BTC	Buy	62637.1→61096.4	-12.75	stop_loss
06-09 14:46	BTC	Buy	62787.1→61239.3	-12.78	stop_loss
06-09 14:21	BTC	Buy	63153.2→61596.1	-12.78	stop_loss

Paper vs Live

Paper (trades.jsonl)

150

closed

40%

win rate

-543.58

total pnl ($)

-72.3 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	150	40%	-72.3	-543.58

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 12:16	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…