deribit_basis_zscore_carry_long_v45 · strategy

151

closed trades

45%

win rate

-432.15

total pnl ($)

0.250

weight

7d window — n=41 wr=46% pnl=-171.53 · 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 21:59	BTC	Buy	60176→59393	-6.98	timeout
06-28 20:54	BTC	Buy	60247→59629	-5.59	timeout
06-28 19:47	BTC	Buy	60178→59285	-7.86	timeout
06-28 18:43	BTC	Buy	60541→59586	-8.32	timeout
06-27 22:09	BTC	Buy	59849→60094	+1.65	timeout
06-27 20:50	BTC	Buy	59767→60259	+3.73	timeout
06-27 18:41	BTC	Buy	59729→60518	+6.18	timeout
06-27 17:36	BTC	Buy	60017→60554	+4.02	timeout
06-27 16:32	BTC	Buy	60119→60649	+3.95	timeout
06-26 20:28	BTC	Buy	59609→59738	+0.54	timeout
06-26 19:24	BTC	Buy	59204→59883	+5.16	timeout
06-26 16:48	BTC	Buy	59276→60065	+6.11	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 17:41	BTC	Buy	59414→59605	+1.21	timeout
06-25 13:59	BTC	Buy	59506→58034.1	-12.74	stop_loss
06-25 13:57	BTC	Buy	59748→58278.9	-12.67	stop_loss
06-25 13:53	BTC	Buy	60270→58773.7	-12.79	stop_loss
06-25 13:53	BTC	Buy	60412→58925.6	-12.67	stop_loss
06-24 16:51	BTC	Buy	61218.1→59709.1	-12.76	stop_loss
06-24 14:19	BTC	Buy	62491.1→60952.5	-12.76	stop_loss
06-24 14:19	BTC	Buy	62535.1→60966.5	-12.99	stop_loss
06-24 14:13	BTC	Buy	62633.1→61090.4	-12.76	stop_loss
06-24 14:13	BTC	Buy	62673.1→61126.4	-12.79	stop_loss
06-24 13:46	BTC	Buy	62863.1→61317.3	-12.75	stop_loss
06-24 11:25	BTC	Buy	62504.1→62369.9	-1.54	timeout
06-24 10:23	BTC	Buy	62406.1→62491.9	+0.18	timeout
06-24 09:20	BTC	Buy	62421.1→62689.9	+1.63	timeout
06-24 08:19	BTC	Buy	62402.1→62662.9	+1.55	timeout
06-24 07:31	BTC	Buy	62987.1→62656.9	-3.10	timeout
06-23 08:17	BTC	Buy	63980.2→62406.7	-12.76	stop_loss
06-23 08:17	BTC	Buy	63984.2→62408.7	-12.78	stop_loss
06-23 08:15	BTC	Buy	64072.2→62495.6	-12.81	stop_loss
06-23 06:21	BTC	Buy	64207.2→62619.5	-12.82	stop_loss
06-23 06:21	BTC	Buy	64238.2→62653.5	-12.79	stop_loss
06-23 02:29	BTC	Buy	64547.2→64149.8	-3.53	timeout
06-23 01:15	BTC	Buy	63932.2→64197.8	+1.66	timeout
06-22 20:58	BTC	Buy	63744.2→64404.8	+4.72	timeout
06-22 20:00	BTC	Buy	64171.2→64470.8	+1.85	timeout
06-22 08:17	BTC	Buy	64070.2→64229.8	+0.74	timeout
06-22 02:08	BTC	Buy	64213.2→64515.8	+1.82	timeout
06-22 00:41	BTC	Buy	64270.2→63965.8	-2.83	timeout
06-21 20:45	BTC	Buy	63850.2→63928.8	+0.16	timeout
06-21 19:40	BTC	Buy	63882.2→64180.8	+1.91	timeout
06-21 08:02	BTC	Buy	63540.2→64169.8	+4.48	timeout
06-21 00:01	BTC	Buy	63562.2→64275.8	+5.15	timeout
06-20 22:25	BTC	Buy	63272.2→64152.8	+6.51	timeout
06-20 19:56	BTC	Buy	63070.2→63896.8	+6.13	timeout
06-20 18:42	BTC	Buy	63035.2→63807.8	+5.69	timeout
06-20 07:41	BTC	Buy	62501.1→63736.8	+9.43	timeout
06-19 21:05	BTC	Buy	63073.2→63132.8	-0.03	timeout
06-19 20:03	BTC	Buy	63184.2→63017.8	-1.80	timeout
06-19 19:03	BTC	Buy	62641.1→63027.8	+2.61	timeout
06-19 17:17	BTC	Buy	62500.1→63029.8	+3.78	timeout
06-19 05:03	BTC	Buy	63765.2→62550.9	-9.92	timeout
06-18 15:57	BTC	Buy	63934.2→62348.7	-12.80	stop_loss
06-18 15:52	BTC	Buy	64072.2→62496.6	-12.87	stop_loss
06-18 15:37	BTC	Buy	64546.2→62941.4	-12.86	stop_loss
06-18 15:37	BTC	Buy	64598.2→63007.3	-12.75	stop_loss
06-18 11:13	BTC	Buy	64642.2→63997.8	-5.52	timeout
06-18 04:11	BTC	Buy	65364.3→63743.9	-12.86	stop_loss
06-17 22:03	BTC	Buy	65563.3→63948.8	-12.75	stop_loss
06-17 19:40	BTC	Buy	65800.3→64180.7	-12.78	stop_loss
06-17 19:29	BTC	Buy	65969.3→64334.6	-12.85	stop_loss
06-17 16:26	BTC	Buy	65728.3→66059.7	+2.11	timeout
06-17 15:24	BTC	Buy	65740.3→65297.7	-3.82	timeout
06-17 11:05	BTC	Buy	66239.3→64609.4	-12.83	stop_loss
06-17 05:41	BTC	Buy	66072.3→65854.7	-2.13	timeout
06-17 04:39	BTC	Buy	65831.3→65894.7	-0.01	timeout
06-16 15:24	BTC	Buy	66645.3→65741.7	-7.31	timeout
06-16 14:23	BTC	Buy	67148.4→65497	-12.82	stop_loss
06-16 12:47	BTC	Buy	66453.3→66454.7	-0.52	timeout
06-16 04:12	BTC	Buy	65730.3→66166.7	+2.91	timeout
06-16 02:16	BTC	Buy	65740.3→66073.7	+2.09	timeout
06-15 13:28	BTC	Buy	64291.2→66848.7	+19.46	timeout
06-15 13:24	BTC	Buy	64059.2→66871.7	+21.52	take_profit
06-15 12:24	BTC	Buy	64475.2→66254.7	+13.36	timeout
06-15 01:05	BTC	Buy	64519.2→65357.7	+6.02	timeout
06-14 23:05	BTC	Buy	64434.2→65243.7	+5.79	timeout
06-14 20:29	BTC	Buy	64234.2→63900.8	-3.09	timeout
06-14 10:41	BTC	Buy	63816.2→64586.8	+5.57	timeout
06-14 09:37	BTC	Buy	63766.2→64435.8	+4.74	timeout
06-14 00:54	BTC	Buy	63586.2→64524.8	+6.96	timeout
06-13 22:16	BTC	Buy	63498.2→64355.8	+6.27	timeout
06-13 19:34	BTC	Buy	63650.2→64163.8	+3.58	timeout
06-13 10:00	BTC	Buy	63679.2→63726.8	-0.16	timeout
06-13 08:58	BTC	Buy	63437.2→63793.8	+2.29	timeout
06-13 00:32	BTC	Buy	63580.2→63536.8	-0.89	timeout
06-12 22:01	BTC	Buy	63538.2→63505.8	-0.75	timeout
06-12 17:39	BTC	Buy	63191.2→63809.8	+4.43	timeout
06-12 09:43	BTC	Buy	62890.1→63843.8	+7.05	timeout
06-12 08:44	BTC	Buy	62819.1→63348.8	+3.69	timeout
06-12 00:07	BTC	Buy	61628.1→63628.8	+15.66	timeout
06-11 21:56	BTC	Buy	61273.1→63449.8	+17.17	timeout
06-11 16:01	BTC	Buy	62498.1→62731.9	+1.27	timeout
06-11 09:28	BTC	Buy	61176.1→62793.9	+12.64	timeout
06-11 07:51	BTC	Buy	61657.1→62683.9	+7.73	timeout
06-10 18:58	BTC	Buy	61775.1→61841.9	+0.03	timeout
06-10 16:09	BTC	Buy	60912→62405.9	+11.78	timeout
06-10 15:07	BTC	Buy	61504.1→61967.9	+3.28	timeout

Paper vs Live

Paper (trades.jsonl)

151

closed

45%

win rate

-432.15

total pnl ($)

-56.9 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	151	45%	-56.9	-432.15

Recent bounces (last 20 of 2)

time	sym	side	reason
06-29 01:02	BTC	Buy	circuit_breaker
06-28 23:48	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…