deribit_basis_zscore_carry_long_v4 · strategy

157

closed trades

41%

win rate

-518.70

total pnl ($)

0.286

weight

7d window — n=38 wr=42% pnl=-154.48 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 21:09	BTC	Buy	59718→60326	+4.71	timeout
06-27 20:01	BTC	Buy	59851→60191	+2.45	timeout
06-27 19:00	BTC	Buy	59607→60525	+7.29	timeout
06-27 17:06	BTC	Buy	60129→60520	+2.79	timeout
06-27 15:57	BTC	Buy	60298→60782	+3.63	timeout
06-26 18:55	BTC	Buy	59543→59587	-0.20	timeout
06-26 17:58	BTC	Buy	59566→59997	+3.05	timeout
06-26 16:54	BTC	Buy	59249→60033	+6.07	timeout
06-26 15:42	BTC	Buy	59160→60414	+10.06	timeout
06-26 14:45	BTC	Buy	59449→59539	+0.26	timeout
06-25 17:43	BTC	Buy	59339→59552	+1.39	timeout
06-25 13:59	BTC	Buy	59539→58068	-12.73	stop_loss
06-25 13:57	BTC	Buy	59784→58300.9	-12.78	stop_loss
06-25 13:54	BTC	Buy	60162→58682.7	-12.66	stop_loss
06-25 13:53	BTC	Buy	60406→58917.6	-12.69	stop_loss
06-24 16:51	BTC	Buy	61139.1→59634.2	-12.74	stop_loss
06-24 14:17	BTC	Buy	62553.1→61000.4	-12.86	stop_loss
06-24 14:13	BTC	Buy	62639.1→61094.4	-12.78	stop_loss
06-24 14:13	BTC	Buy	62668.1→61127.4	-12.74	stop_loss
06-24 13:48	BTC	Buy	62777.1→61233.3	-12.74	stop_loss
06-24 13:48	BTC	Buy	62800.1→61255.3	-12.75	stop_loss
06-24 11:28	BTC	Buy	62490.1→62365.9	-1.46	timeout
06-24 10:27	BTC	Buy	62343.1→62548.9	+1.15	timeout
06-24 09:23	BTC	Buy	62455.1→62681.9	+1.29	timeout
06-24 08:24	BTC	Buy	62215.1→62668.9	+3.13	timeout
06-24 07:33	BTC	Buy	62888.1→62675.9	-2.18	timeout
06-23 08:17	BTC	Buy	64031.2→62430.6	-12.96	stop_loss
06-23 06:21	BTC	Buy	64127.2→62549.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64152.2→62560.6	-12.88	stop_loss
06-23 06:21	BTC	Buy	64194.2→62604.6	-12.84	stop_loss
06-23 06:21	BTC	Buy	64232.2→62638.5	-12.88	stop_loss
06-23 02:49	BTC	Buy	64372.2→64136.8	-2.28	timeout
06-23 01:44	BTC	Buy	64455.2→64064.8	-3.45	timeout
06-22 09:35	BTC	Buy	64094.2→64123.8	-0.30	timeout
06-22 08:32	BTC	Buy	64003.2→64210.8	+1.11	timeout
06-22 07:27	BTC	Buy	64165.2→64247.8	+0.17	timeout
06-22 02:09	BTC	Buy	64218.2→64504.8	+1.69	timeout
06-22 01:08	BTC	Buy	64251.2→63926.8	-3.06	timeout
06-21 05:56	BTC	Buy	63641.2→64217.8	+4.08	timeout
06-21 03:52	BTC	Buy	63438.2→64379.8	+6.98	timeout
06-21 02:52	BTC	Buy	63343.2→64231.8	+6.55	timeout
06-21 01:50	BTC	Buy	63561.2→64229.8	+4.76	timeout
06-21 00:41	BTC	Buy	63533.2→64263.8	+5.25	timeout
06-20 05:00	BTC	Buy	62445.1→63567.8	+8.55	timeout
06-20 03:43	BTC	Buy	62661.1→63446.8	+5.83	timeout
06-20 02:41	BTC	Buy	62895.1→63355.8	+3.22	timeout
06-20 01:39	BTC	Buy	62856.1→63581.8	+5.31	timeout
06-20 00:35	BTC	Buy	62993.1→63742.8	+5.47	timeout
06-18 15:58	BTC	Buy	63809.2→62238.8	-12.59	stop_loss
06-18 15:53	BTC	Buy	64045.2→62468.6	-12.68	stop_loss
06-18 15:51	BTC	Buy	64154.2→62575.6	-12.47	stop_loss
06-18 15:51	BTC	Buy	64163.2→62585.6	-12.49	stop_loss
06-18 15:40	BTC	Buy	64336.2→62753.5	-12.72	stop_loss
06-18 09:10	BTC	Buy	64933.2→64303.8	-5.33	timeout
06-18 04:11	BTC	Buy	65390.3→63743.9	-13.06	stop_loss
06-17 19:42	BTC	Buy	65711.3→64090.7	-12.81	stop_loss
06-17 19:40	BTC	Buy	65795.3→64175.7	-12.78	stop_loss
06-17 19:29	BTC	Buy	65864.3→64243.6	-12.78	stop_loss
06-17 08:44	BTC	Buy	66504.3→64868.3	-12.76	stop_loss
06-17 08:04	BTC	Buy	66339.3→65466.7	-6.96	timeout
06-17 05:43	BTC	Buy	66061.3→65881.7	-1.84	timeout
06-17 04:41	BTC	Buy	65857.3→65900.7	-0.17	timeout
06-16 23:31	BTC	Buy	66161.3→65691.7	-4.08	timeout
06-16 11:15	BTC	Buy	65964.3→66476.7	+3.37	timeout
06-16 07:03	BTC	Buy	65743.3→66332.7	+4.11	timeout
06-16 05:26	BTC	Buy	65804.3→66063.7	+1.57	timeout
06-16 04:00	BTC	Buy	65900.3→66124.7	+1.29	timeout
06-15 21:53	BTC	Buy	65452.3→66384.7	+6.62	timeout
06-15 10:30	BTC	Buy	64574.2→65690.7	+8.20	timeout
06-15 06:18	BTC	Buy	64442.2→65878.7	+10.68	timeout
06-15 05:14	BTC	Buy	64309.2→65651.7	+9.96	timeout
06-15 02:00	BTC	Buy	64558.2→65466.7	+6.56	timeout
06-14 20:25	BTC	Buy	64222.2→63892.8	-3.06	timeout
06-14 10:25	BTC	Buy	63748.2→64604.8	+6.23	timeout
06-14 06:11	BTC	Buy	63573.2→64439.8	+6.38	timeout
06-14 04:41	BTC	Buy	63592.2→64402.8	+5.97	timeout
06-14 01:50	BTC	Buy	63781.2→64612.8	+6.10	timeout
06-13 19:43	BTC	Buy	63688.2→64249.8	+3.96	timeout
06-13 09:48	BTC	Buy	63823.2→63756.8	-1.05	timeout
06-13 01:22	BTC	Buy	63393.2→63622.8	+1.27	timeout
06-12 22:01	BTC	Buy	63537.2→63518.8	-0.64	timeout
06-12 20:58	BTC	Buy	63373.2→63433.8	+0.01	timeout
06-12 15:01	BTC	Buy	62627.1→64142.8	+11.57	timeout
06-12 09:02	BTC	Buy	62918.1→63476.8	+3.92	timeout
06-12 00:31	BTC	Buy	61848.1→63557.8	+13.26	timeout
06-11 19:30	BTC	Buy	61108.1→63796.8	+21.44	take_profit
06-11 17:33	BTC	Buy	61768.1→63352.8	+12.29	timeout
06-11 14:49	BTC	Buy	61891.1→62884.9	+7.48	timeout
06-11 08:16	BTC	Buy	61661.1→62772.9	+8.44	timeout
06-10 22:16	BTC	Buy	62622.1→61082.4	-12.75	stop_loss
06-10 18:56	BTC	Buy	61696.1→61743.9	-0.11	timeout
06-10 16:12	BTC	Buy	61068.1→62397.9	+10.40	timeout
06-10 15:12	BTC	Buy	61538.1→61898.9	+2.44	timeout
06-10 14:18	BTC	Buy	61854.1→61914.9	+0.02	timeout
06-09 16:39	BTC	Buy	62326.1→60784.6	-12.83	stop_loss
06-09 14:46	BTC	Buy	62740.1→61188.3	-12.82	stop_loss
06-09 14:21	BTC	Buy	63198.2→61643.1	-12.76	stop_loss
06-09 10:03	BTC	Buy	63452.2→62741.9	-6.02	timeout
06-09 07:19	BTC	Buy	63051.2→63316.8	+1.60	timeout
06-09 04:11	BTC	Buy	62950.1→62918.9	-0.70	timeout

Paper vs Live

Paper (trades.jsonl)

157

closed

41%

win rate

-518.70

total pnl ($)

-65.9 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	157	41%	-65.9	-518.70

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…