deribit_basis_zscore_carry_long_v40

not live
19
closed trades
58%
win rate
-16.22
total pnl ($)
1.135
weight
7d window — n=6 wr=50% pnl=-17.76  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 19 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-23 05:25BTCBuy64948.2→63351.1-12.76stop_loss
06-22 15:13BTCBuy64172.2→65078.7+6.54timeout
06-21 14:50BTCBuy63927.2→64006.8+0.23timeout
06-20 08:47BTCBuy62625.1→63414.8+5.75timeout
06-18 15:37BTCBuy64551.2→62961.4-12.66stop_loss
06-18 08:38BTCBuy65084.3→64514.8-4.86timeout
06-16 08:52BTCBuy65694.3→66760.7+7.67timeout
06-15 08:28BTCBuy64459.2→65625.7+8.61timeout
06-14 08:25BTCBuy63753.2→64450.8+5.01timeout
06-13 08:23BTCBuy63478.2→63736.8+1.48timeout
06-12 08:20BTCBuy62790.1→63432.8+4.56timeout
06-11 08:15BTCBuy61602.1→62790.9+9.07timeout
06-09 14:46BTCBuy62765.1→61219.3-12.77stop_loss
06-09 08:01BTCBuy63172.2→63095.8-1.09timeout
06-08 07:58BTCBuy62359.1→63295.8+6.91timeout
06-07 07:56BTCBuy61004.1→62329.9+10.45timeout
06-05 13:59BTCBuy62234.1→60703.6-12.75stop_loss
06-05 06:03BTCBuy63587.2→62009.9-12.79stop_loss
06-03 16:27BTCBuy67158.4→65502-12.81stop_loss

Paper vs Live

Paper (trades.jsonl)
19
closed
58%
win rate
-16.22
total pnl ($)
-16.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1958%-16.5-16.22

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems