deribit_basis_zscore_carry_long_v41 · strategy

148

closed trades

45%

win rate

-396.49

total pnl ($)

0.250

weight

7d window — n=36 wr=44% pnl=-147.62 · 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 22:11	BTC	Buy	59636→60410	+6.03	timeout
06-29 17:43	BTC	Buy	59529→60520	+7.72	timeout
06-29 06:52	BTC	Buy	60005→60085	+0.24	timeout
06-29 05:50	BTC	Buy	59932→59879	-0.92	timeout
06-29 04:44	BTC	Buy	60145→59765	-3.62	timeout
06-28 17:16	BTC	Buy	60529→59648	-7.70	timeout
06-28 16:06	BTC	Buy	60774→59852	-8.05	timeout
06-27 19:36	BTC	Buy	59945→60129	+1.13	timeout
06-27 18:31	BTC	Buy	59768→60487	+5.58	timeout
06-27 17:30	BTC	Buy	60152→60549	+2.85	timeout
06-27 16:28	BTC	Buy	60033→60681	+4.99	timeout
06-27 15:29	BTC	Buy	60191→60786	+4.50	timeout
06-26 18:15	BTC	Buy	59413→60040	+4.74	timeout
06-26 17:15	BTC	Buy	59562→60110	+4.04	timeout
06-26 16:14	BTC	Buy	59737→60142	+2.85	timeout
06-26 15:06	BTC	Buy	59191→59564	+2.65	timeout
06-26 14:11	BTC	Buy	59496→59928	+3.13	timeout
06-25 13:58	BTC	Buy	59605→58139	-12.69	stop_loss
06-25 13:58	BTC	Buy	59617→58150	-12.70	stop_loss
06-25 13:57	BTC	Buy	59745→58275.9	-12.68	stop_loss
06-25 13:53	BTC	Buy	60453→58961.6	-12.73	stop_loss
06-25 13:51	BTC	Buy	60704→59209.4	-12.72	stop_loss
06-24 17:20	BTC	Buy	60927→59420.3	-12.80	stop_loss
06-24 16:51	BTC	Buy	61156.1→59641.2	-12.81	stop_loss
06-24 14:19	BTC	Buy	62425.1→60879.5	-12.83	stop_loss
06-24 14:13	BTC	Buy	62641.1→61100.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62682.1→61140.4	-12.75	stop_loss
06-24 13:57	BTC	Buy	62766.1→61219.3	-12.77	stop_loss
06-24 13:46	BTC	Buy	62864.1→61318.3	-12.75	stop_loss
06-24 10:53	BTC	Buy	62254.1→62450.9	+1.08	timeout
06-24 09:53	BTC	Buy	62380.1→62673.9	+1.83	timeout
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.53	timeout
06-24 07:51	BTC	Buy	62899.1→62640.9	-2.55	timeout
06-24 06:50	BTC	Buy	62911.1→62715.9	-2.06	timeout
06-23 08:17	BTC	Buy	63979.2→62395.7	-12.84	stop_loss
06-23 08:17	BTC	Buy	63976.2→62395.7	-12.82	stop_loss
06-23 06:21	BTC	Buy	64123.2→62530.6	-12.90	stop_loss
06-23 06:21	BTC	Buy	64200.2→62619.5	-12.77	stop_loss
06-23 06:21	BTC	Buy	64237.2→62649.5	-12.84	stop_loss
06-23 03:23	BTC	Buy	64294.2→64005.8	-2.69	timeout
06-23 02:21	BTC	Buy	64526.2→64163.8	-3.24	timeout
06-22 22:04	BTC	Buy	63798.2→64331.8	+3.72	timeout
06-22 08:30	BTC	Buy	64019.2→64136.8	+0.41	timeout
06-22 07:26	BTC	Buy	64168.2→64248.8	+0.15	timeout
06-22 03:03	BTC	Buy	64228.2→64070.8	-1.75	timeout
06-22 01:11	BTC	Buy	64232.2→63877.8	-3.27	timeout
06-21 21:53	BTC	Buy	63995.2→63811.8	-1.88	timeout
06-21 03:54	BTC	Buy	63424.2→64395.8	+7.22	timeout
06-21 02:54	BTC	Buy	63322.2→64224.8	+6.67	timeout
06-21 01:52	BTC	Buy	63556.2→64259.8	+5.03	timeout
06-21 00:42	BTC	Buy	63528.2→64278.8	+5.40	timeout
06-20 21:37	BTC	Buy	63106.2→63917.8	+5.99	timeout
06-20 03:42	BTC	Buy	62674.1→63461.8	+5.85	timeout
06-20 02:40	BTC	Buy	62893.1→63351.8	+3.20	timeout
06-20 01:38	BTC	Buy	62886.1→63552.8	+4.84	timeout
06-20 00:34	BTC	Buy	63002.1→63663.8	+4.76	timeout
06-19 21:27	BTC	Buy	62923.1→63148.8	+1.29	timeout
06-18 15:57	BTC	Buy	63825.2→62253.7	-12.76	stop_loss
06-18 15:56	BTC	Buy	63948.2→62374.7	-12.74	stop_loss
06-18 15:51	BTC	Buy	64144.2→62565.6	-12.75	stop_loss
06-18 15:40	BTC	Buy	64253.2→62668.5	-12.76	stop_loss
06-18 15:37	BTC	Buy	64428.2→62840.4	-12.77	stop_loss
06-18 14:31	BTC	Buy	65203.3→63807.8	-11.14	timeout
06-18 11:23	BTC	Buy	64664.2→63878.8	-6.60	timeout
06-18 10:18	BTC	Buy	64934.2→63942.8	-8.18	timeout
06-18 09:15	BTC	Buy	64963.2→64349.8	-5.21	timeout
06-17 19:50	BTC	Buy	65660.3→64045.8	-12.76	stop_loss
06-17 14:27	BTC	Buy	65631.3→65170.7	-3.97	timeout
06-17 08:44	BTC	Buy	66516.3→64877.3	-12.77	stop_loss
06-17 08:39	BTC	Buy	66628.3→64985.2	-12.76	stop_loss
06-17 08:31	BTC	Buy	66727.3→65086.2	-12.74	stop_loss
06-17 07:03	BTC	Buy	66340.3→65563.7	-6.33	timeout
06-16 13:32	BTC	Buy	66802.3→66112.7	-5.69	timeout
06-16 12:04	BTC	Buy	66131.3→66402.7	+1.51	timeout
06-16 10:59	BTC	Buy	65887.3→66494.7	+4.11	timeout
06-16 09:00	BTC	Buy	65672.3→66800.7	+8.17	timeout
06-16 05:47	BTC	Buy	65707.3→66080.7	+2.44	timeout
06-15 11:51	BTC	Buy	64602.2→66218.7	+12.07	timeout
06-15 10:46	BTC	Buy	64573.2→65728.7	+8.50	timeout
06-15 09:42	BTC	Buy	64542.2→65562.7	+7.48	timeout
06-15 08:37	BTC	Buy	64478.2→65700.7	+9.02	timeout
06-15 05:18	BTC	Buy	64330.2→65676.7	+9.99	timeout
06-14 11:04	BTC	Buy	63835.2→64440.8	+4.29	timeout
06-14 10:01	BTC	Buy	63727.2→64557.8	+6.02	timeout
06-14 08:54	BTC	Buy	63791.2→64433.8	+4.54	timeout
06-14 07:51	BTC	Buy	63843.2→64390.8	+3.83	timeout
06-14 04:39	BTC	Buy	63584.2→64398.8	+6.00	timeout
06-12 23:01	BTC	Buy	63413.2→63474.8	-0.02	timeout
06-12 21:58	BTC	Buy	63464.2→63453.8	-0.58	timeout
06-12 20:54	BTC	Buy	63376.2→63393.8	-0.33	timeout
06-12 17:33	BTC	Buy	63372.2→63789.8	+2.83	timeout
06-12 15:17	BTC	Buy	62655.1→64314.8	+12.71	timeout
06-11 19:40	BTC	Buy	61990.1→63659.8	+12.89	timeout
06-11 19:30	BTC	Buy	61178.1→63865.8	+21.40	take_profit
06-11 17:37	BTC	Buy	61796.1→63107.8	+10.08	timeout
06-11 16:01	BTC	Buy	62535.1→62749.9	+1.13	timeout
06-11 15:01	BTC	Buy	62230.1→62654.9	+2.87	timeout
06-10 19:19	BTC	Buy	61743.1→61737.9	-0.56	timeout
06-10 18:19	BTC	Buy	61904.1→61881.9	-0.67	timeout
06-10 16:08	BTC	Buy	60933→62413.9	+11.66	timeout

Paper vs Live

Paper (trades.jsonl)

148

closed

45%

win rate

-396.49

total pnl ($)

-53.3 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	148	45%	-53.3	-396.49

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 01:03	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…