deribit_basis_zscore_carry_long_v44 · strategy

124

closed trades

44%

win rate

-411.15

total pnl ($)

0.250

weight

7d window — n=37 wr=35% pnl=-197.64 · 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 21:18	BTC	Buy	59682→60335	+5.09	timeout
06-27 20:19	BTC	Buy	59767→60230	+3.48	timeout
06-27 19:15	BTC	Buy	59948→60564	+4.72	timeout
06-27 15:40	BTC	Buy	60469→60787	+2.19	timeout
06-26 18:48	BTC	Buy	59398→59622	+1.32	timeout
06-26 17:47	BTC	Buy	59443→60020	+4.31	timeout
06-26 16:44	BTC	Buy	59238→60122	+6.93	timeout
06-26 15:41	BTC	Buy	59217→60371	+9.25	timeout
06-26 14:39	BTC	Buy	59735→59616	-1.49	timeout
06-25 13:59	BTC	Buy	59554→58088	-12.70	stop_loss
06-25 13:58	BTC	Buy	59622→58156	-12.68	stop_loss
06-25 13:55	BTC	Buy	59853→58380.9	-12.70	stop_loss
06-25 13:49	BTC	Buy	60727→59233.4	-12.72	stop_loss
06-25 13:48	BTC	Buy	61033.1→59532.2	-12.72	stop_loss
06-24 17:48	BTC	Buy	60515→59026.5	-12.74	stop_loss
06-24 17:44	BTC	Buy	60743→59247.4	-12.75	stop_loss
06-24 16:51	BTC	Buy	61331.1→59820.1	-12.75	stop_loss
06-24 14:17	BTC	Buy	62584.1→61017.4	-12.96	stop_loss
06-24 14:13	BTC	Buy	62607.1→61066.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62695.1→61149.4	-12.78	stop_loss
06-24 13:57	BTC	Buy	62757.1→61213.3	-12.75	stop_loss
06-24 13:46	BTC	Buy	62867.1→61320.3	-12.75	stop_loss
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
06-24 05:48	BTC	Buy	63354.2→62924.9	-3.90	timeout
06-23 06:21	BTC	Buy	64164.2→62565.6	-12.94	stop_loss
06-23 06:21	BTC	Buy	64171.2→62592.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64202.2→62622.5	-12.78	stop_loss
06-23 06:21	BTC	Buy	64282.2→62700.5	-12.78	stop_loss
06-23 04:59	BTC	Buy	65165.3→63562	-12.76	stop_loss
06-22 11:46	BTC	Buy	64231.2→64567.8	+2.03	timeout
06-22 10:35	BTC	Buy	64288.2→64137.8	-1.71	timeout
06-22 09:33	BTC	Buy	64061.2→64082.8	-0.37	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
06-21 05:53	BTC	Buy	63621.2→64203.8	+4.13	timeout
06-21 04:51	BTC	Buy	63584.2→64362.8	+5.69	timeout
06-21 03:49	BTC	Buy	63440.2→64396.8	+7.10	timeout
06-21 01:58	BTC	Buy	63543.2→64227.8	+4.89	timeout
06-21 00:48	BTC	Buy	63528.2→64233.8	+5.05	timeout
06-20 04:59	BTC	Buy	62426.1→63546.8	+8.54	timeout
06-20 03:56	BTC	Buy	62736.1→63404.8	+4.90	timeout
06-20 02:54	BTC	Buy	62948.1→63306.8	+2.40	timeout
06-20 01:50	BTC	Buy	62925.1→63523.8	+4.29	timeout
06-20 00:38	BTC	Buy	62993.1→63579.8	+4.18	timeout
06-18 15:40	BTC	Buy	64212.2→62631.5	-12.74	stop_loss
06-18 09:33	BTC	Buy	64966.2→64245.8	-6.04	timeout
06-18 08:32	BTC	Buy	65199.3→64531.8	-5.57	timeout
06-17 22:03	BTC	Buy	65525.3→63913.8	-12.73	stop_loss
06-17 19:46	BTC	Buy	65682.3→64065.7	-12.76	stop_loss
06-17 19:42	BTC	Buy	65737.3→64118.7	-12.79	stop_loss
06-17 15:47	BTC	Buy	65726.3→65497.7	-2.20	timeout
06-17 08:39	BTC	Buy	66593.3→64954.3	-12.73	stop_loss
06-17 08:27	BTC	Buy	66503.3→65353.7	-9.09	timeout
06-17 07:26	BTC	Buy	66323.3→65509.7	-6.61	timeout
06-16 21:21	BTC	Buy	66510.3→65710.7	-6.55	timeout
06-16 15:42	BTC	Buy	66823.3→65844.7	-7.85	timeout
06-16 09:21	BTC	Buy	65695.3→66602.7	+6.47	timeout
06-16 08:11	BTC	Buy	65685.3→66421.7	+5.20	timeout
06-15 13:22	BTC	Buy	64055.2→66868.7	+21.53	take_profit
06-15 13:06	BTC	Buy	63819.2→66639.7	+21.66	take_profit
06-15 12:55	BTC	Buy	63776.2→66581.7	+21.56	take_profit
06-15 07:23	BTC	Buy	64319.2→65892.7	+11.77	timeout
06-15 03:33	BTC	Buy	64501.2→65696.7	+8.78	timeout
06-14 11:33	BTC	Buy	63899.2→64585.8	+4.92	timeout
06-14 08:55	BTC	Buy	63783.2→64454.8	+4.77	timeout
06-14 07:52	BTC	Buy	63809.2→64387.8	+4.08	timeout
06-14 04:39	BTC	Buy	63584.2→64398.8	+6.00	timeout
06-14 01:48	BTC	Buy	63790.2→64598.8	+5.92	timeout
06-13 10:36	BTC	Buy	63690.2→63802.8	+0.35	timeout
06-13 07:23	BTC	Buy	62975.1→63699.8	+5.29	timeout
06-12 17:39	BTC	Buy	63212.2→63814.8	+4.30	timeout
06-12 15:23	BTC	Buy	62712.1→64196.8	+11.30	timeout
06-12 14:00	BTC	Buy	63020.2→63306.8	+1.76	timeout
06-12 10:09	BTC	Buy	62892.1→63714.8	+5.99	timeout
06-12 07:07	BTC	Buy	62632.1→63021.8	+2.61	timeout
06-11 16:01	BTC	Buy	62535.1→62749.9	+1.13	timeout
06-11 10:38	BTC	Buy	61303.1→62914.9	+12.55	timeout
06-11 09:29	BTC	Buy	61186.1→62794.9	+12.57	timeout
06-10 16:29	BTC	Buy	61021.1→62245.9	+9.50	timeout
06-10 15:28	BTC	Buy	61380.1→62274.9	+6.79	timeout
06-10 14:30	BTC	Buy	61578.1→62043.9	+3.30	timeout
06-09 16:39	BTC	Buy	62309.1→60776.6	-12.76	stop_loss
06-09 14:21	BTC	Buy	63153.2→61592.1	-12.81	stop_loss
06-09 14:11	BTC	Buy	63500.2→61938.9	-12.74	stop_loss
06-09 14:11	BTC	Buy	63570.2→62005.9	-12.75	stop_loss
06-09 13:36	BTC	Buy	63682.2→62115.8	-12.73	stop_loss
06-09 13:19	BTC	Buy	63931.2→62356.7	-12.74	stop_loss
06-08 23:03	BTC	Buy	62964.1→63386.8	+2.88	timeout
06-07 22:00	BTC	Buy	60670→61821.9	+9.06	timeout
06-07 18:39	BTC	Buy	60636→62167.9	+12.23	timeout
06-07 17:23	BTC	Buy	60658→62287.9	+12.96	timeout
06-07 16:15	BTC	Buy	60728→62083.9	+10.62	timeout
06-07 15:11	BTC	Buy	60660→61767.9	+8.67	timeout
06-06 16:12	BTC	Buy	59787→60758	+7.72	timeout
06-06 04:34	BTC	Buy	60940→59441.3	-12.75	stop_loss
06-06 04:27	BTC	Buy	61287.1→59770.1	-12.83	stop_loss
06-06 04:27	BTC	Buy	61302.1→59793.1	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

124

closed

44%

win rate

-411.15

total pnl ($)

-66.0 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	124	44%	-66.0	-411.15

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…