deribit_basis_zscore_carry_long_v43 · strategy

133

closed trades

40%

win rate

-429.45

total pnl ($)

0.250

weight

7d window — n=36 wr=31% pnl=-181.72 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 22:53	BTC	Buy	60424→58918.6	-12.92	stop_loss
06-28 20:08	BTC	Buy	60233→59503	-6.49	timeout
06-28 19:06	BTC	Buy	60575→59485	-9.42	timeout
06-28 09:11	BTC	Buy	60372→60371	-0.45	timeout
06-28 08:13	BTC	Buy	60461→60135	-3.18	timeout
06-28 07:05	BTC	Buy	60315→60077	-2.41	timeout
06-27 19:43	BTC	Buy	59903→60166	+1.79	timeout
06-27 15:39	BTC	Buy	60403→60851	+3.27	timeout
06-27 02:34	BTC	Buy	58794.9→60239	+11.80	timeout
06-26 19:25	BTC	Buy	59291→59886	+4.45	timeout
06-26 16:47	BTC	Buy	59257→60047	+6.12	timeout
06-26 14:51	BTC	Buy	59713→59705	-0.57	timeout
06-26 13:59	BTC	Buy	58223.9→60102	+15.63	timeout
06-26 02:13	BTC	Buy	60113→58624.7	-12.82	stop_loss
06-25 13:58	BTC	Buy	59655→58168	-12.85	stop_loss
06-25 13:57	BTC	Buy	59754→58281.9	-12.71	stop_loss
06-25 13:57	BTC	Buy	59788→58295.9	-12.87	stop_loss
06-25 13:53	BTC	Buy	60455→58955.6	-12.79	stop_loss
06-25 13:48	BTC	Buy	60809→59313.4	-12.72	stop_loss
06-24 17:21	BTC	Buy	60846→59345.3	-12.77	stop_loss
06-24 16:51	BTC	Buy	61303.1→59745.1	-13.14	stop_loss
06-24 15:37	BTC	Buy	62144.1→60611.6	-12.77	stop_loss
06-24 13:46	BTC	Buy	62873.1→61326.3	-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 06:27	BTC	Buy	64061.2→62621.9	-11.72	timeout
06-23 06:21	BTC	Buy	64154.2→62565.6	-12.86	stop_loss
06-23 06:21	BTC	Buy	64164.2→62565.6	-12.94	stop_loss
06-23 06:21	BTC	Buy	64310.2→62724.5	-12.81	stop_loss
06-23 06:18	BTC	Buy	64577.2→62978.3	-12.86	stop_loss
06-22 08:32	BTC	Buy	64024.2→64155.8	+0.53	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 03:37	BTC	Buy	64291.2→64180.8	-1.38	timeout
06-21 06:56	BTC	Buy	63713.2→64263.8	+3.87	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 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 21:24	BTC	Buy	63012.2→63203.8	+1.02	timeout
06-19 20:22	BTC	Buy	63114.2→62968.9	-1.64	timeout
06-18 15:53	BTC	Buy	64017.2→62435.6	-12.86	stop_loss
06-18 15:40	BTC	Buy	64342.2→62758.5	-12.73	stop_loss
06-18 15:39	BTC	Buy	64381.2→62797.4	-12.74	stop_loss
06-18 15:37	BTC	Buy	64435.2→62845.4	-12.76	stop_loss
06-18 15:17	BTC	Buy	64937.2→63305.2	-13.00	stop_loss
06-17 22:03	BTC	Buy	65561.3→63931.8	-12.87	stop_loss
06-17 19:42	BTC	Buy	65704.3→64088.7	-12.77	stop_loss
06-17 19:40	BTC	Buy	65816.3→64196.7	-12.79	stop_loss
06-17 19:38	BTC	Buy	65631.3→64405.8	-9.82	timeout
06-17 18:41	BTC	Buy	65816.3→65598.7	-2.21	timeout
06-17 15:29	BTC	Buy	65792.3→65309.7	-4.13	timeout
06-16 21:21	BTC	Buy	66510.3→65710.7	-6.55	timeout
06-16 20:21	BTC	Buy	66516.3→65796.7	-5.96	timeout
06-16 19:22	BTC	Buy	66536.3→65679.7	-6.97	timeout
06-16 18:04	BTC	Buy	66796.3→66196.7	-5.02	timeout
06-16 15:24	BTC	Buy	66653.3→65734.7	-7.42	timeout
06-15 15:47	BTC	Buy	64172.2→66993.7	+21.55	take_profit
06-15 13:28	BTC	Buy	64294.2→66817.7	+19.20	timeout
06-15 13:24	BTC	Buy	64069.2→66881.7	+21.52	take_profit
06-15 13:19	BTC	Buy	63993.2→66802.7	+21.52	take_profit
06-15 12:24	BTC	Buy	64477.2→66258.7	+13.38	timeout
06-14 12:07	BTC	Buy	63894.2→64484.8	+4.18	timeout
06-14 11:04	BTC	Buy	63834.2→64440.8	+4.30	timeout
06-14 09:43	BTC	Buy	63776.2→64518.8	+5.32	timeout
06-14 08:43	BTC	Buy	63888.2→64447.8	+3.89	timeout
06-14 07:33	BTC	Buy	63733.2→64296.8	+3.97	timeout
06-13 12:00	BTC	Buy	63649.2→63939.8	+1.75	timeout
06-13 10:46	BTC	Buy	63670.2→63853.8	+0.90	timeout
06-13 09:39	BTC	Buy	63831.2→63770.8	-1.01	timeout
06-13 08:38	BTC	Buy	63425.2→63834.8	+2.67	timeout
06-13 07:31	BTC	Buy	63008.2→63756.8	+5.48	timeout
06-12 11:08	BTC	Buy	63058.2→63803.8	+5.39	timeout
06-12 10:02	BTC	Buy	62884.1→63703.8	+5.98	timeout
06-12 09:02	BTC	Buy	62903.1→63451.8	+3.84	timeout
06-12 07:49	BTC	Buy	62684.1→63005.8	+2.08	timeout
06-12 06:44	BTC	Buy	62912.1→62890.9	-0.67	timeout
06-11 07:51	BTC	Buy	61657.1→62672.9	+7.64	timeout
06-10 22:17	BTC	Buy	62620.1→61080.4	-12.75	stop_loss
06-10 18:59	BTC	Buy	61785.1→61838.9	-0.07	timeout
06-10 16:57	BTC	Buy	61350.1→62072.9	+5.38	timeout
06-10 15:55	BTC	Buy	61173.1→62790.9	+12.72	timeout
06-10 15:00	BTC	Buy	61453.1→62208.9	+5.66	timeout
06-09 15:55	BTC	Buy	62615.1→61075.4	-12.76	stop_loss
06-09 14:44	BTC	Buy	62824.1→61279.3	-12.75	stop_loss
06-09 14:35	BTC	Buy	62935.1→61385.2	-12.77	stop_loss
06-09 14:21	BTC	Buy	63166.2→61613.1	-12.75	stop_loss
06-09 13:36	BTC	Buy	63730.2→62249.9	-12.06	timeout
06-09 12:29	BTC	Buy	63084.2→62623.9	-4.06	timeout
06-09 01:51	BTC	Buy	63072.2→62698.9	-3.39	timeout
06-08 23:26	BTC	Buy	63085.2→63087.8	-0.45	timeout
06-08 22:24	BTC	Buy	62930.1→63300.8	+2.46	timeout
06-08 06:24	BTC	Buy	61855.1→62964.9	+8.51	timeout

Paper vs Live

Paper (trades.jsonl)

133

closed

40%

win rate

-429.45

total pnl ($)

-64.2 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	133	40%	-64.2	-429.45

Recent bounces (last 20 of 3)

time	sym	side	reason
06-29 01:58	BTC	Buy	circuit_breaker
06-29 00:49	BTC	Buy	circuit_breaker
06-28 23:42	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…