deribit_basis_zscore_carry_long_v48 · strategy

124

closed trades

48%

win rate

-287.11

total pnl ($)

0.308

weight

7d window — n=34 wr=38% pnl=-164.30 · 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	60390→58882.6	-12.94	stop_loss
06-28 21:58	BTC	Buy	60171→59373	-7.10	timeout
06-28 20:50	BTC	Buy	60264→59628	-5.70	timeout
06-28 19:51	BTC	Buy	60164→59345	-7.24	timeout
06-28 18:47	BTC	Buy	60527→59591	-8.15	timeout
06-27 21:24	BTC	Buy	59773→60386	+4.75	timeout
06-27 20:16	BTC	Buy	59733→60252	+3.95	timeout
06-27 19:11	BTC	Buy	59941→60570	+4.83	timeout
06-26 19:12	BTC	Buy	59267→59963	+5.31	timeout
06-26 18:13	BTC	Buy	59383→60057	+5.10	timeout
06-26 17:07	BTC	Buy	59155→60092	+7.36	timeout
06-26 15:55	BTC	Buy	59458→60265	+6.23	timeout
06-26 15:12	BTC	Buy	59149→59820	+5.14	timeout
06-25 13:59	BTC	Buy	59469→58006.1	-12.66	stop_loss
06-25 13:57	BTC	Buy	59739→58269.9	-12.66	stop_loss
06-25 13:53	BTC	Buy	60459→58972.5	-12.64	stop_loss
06-25 13:46	BTC	Buy	61068.1→59566.2	-12.67	stop_loss
06-25 13:41	BTC	Buy	61872.1→60350.8	-12.72	stop_loss
06-25 05:24	BTC	Buy	59150→61747.9	+21.53	take_profit
06-24 17:20	BTC	Buy	60909→59411.3	-12.73	stop_loss
06-24 16:51	BTC	Buy	61258.1→59736.1	-12.85	stop_loss
06-24 16:51	BTC	Buy	61348.1→59833.1	-12.77	stop_loss
06-24 15:30	BTC	Buy	62289.1→60756.6	-12.73	stop_loss
06-24 13:46	BTC	Buy	62863.1→61317.3	-12.74	stop_loss
06-24 11:04	BTC	Buy	62337.1→62402.9	+0.09	timeout
06-24 10:08	BTC	Buy	62443.1→62608.9	+0.87	timeout
06-24 09:26	BTC	Buy	62453.1→62687.9	+1.42	timeout
06-24 08:50	BTC	Buy	62293.1→62733.9	+3.08	timeout
06-24 08:09	BTC	Buy	62804.1→62606.9	-2.04	timeout
06-23 08:17	BTC	Buy	63953.2→62379.7	-12.68	stop_loss
06-23 08:17	BTC	Buy	64005.2→62430.6	-12.69	stop_loss
06-23 06:21	BTC	Buy	64146.2→62555.6	-12.69	stop_loss
06-23 04:59	BTC	Buy	65151.3→63546	-12.78	stop_loss
06-23 04:56	BTC	Buy	65202.3→63598	-12.76	stop_loss
06-22 11:45	BTC	Buy	64247.2→64573.8	+1.94	timeout
06-22 10:34	BTC	Buy	64297.2→64131.8	-1.89	timeout
06-22 09:33	BTC	Buy	64064.2→64130.8	-0.08	timeout
06-22 08:30	BTC	Buy	64020.2→64140.8	+0.38	timeout
06-22 07:27	BTC	Buy	64169.2→64247.8	+0.07	timeout
06-21 07:07	BTC	Buy	63593.2→64228.8	+4.43	timeout
06-21 05:59	BTC	Buy	63655.2→64217.8	+3.83	timeout
06-21 04:55	BTC	Buy	63543.2→64291.8	+5.45	timeout
06-21 03:49	BTC	Buy	63455.2→64395.8	+6.95	timeout
06-20 07:38	BTC	Buy	62485.1→63709.8	+9.23	timeout
06-20 03:58	BTC	Buy	62783.1→63403.8	+4.50	timeout
06-20 02:48	BTC	Buy	62911.1→63396.8	+3.42	timeout
06-20 01:41	BTC	Buy	62869.1→63524.8	+4.77	timeout
06-20 00:37	BTC	Buy	63000.1→63645.8	+4.68	timeout
06-18 14:52	BTC	Buy	65174.3→63565	-12.51	stop_loss
06-18 11:43	BTC	Buy	64770.2→63849.8	-7.56	timeout
06-18 10:39	BTC	Buy	64911.2→63988.8	-7.62	timeout
06-18 09:40	BTC	Buy	64952.2→64250.8	-5.93	timeout
06-18 08:44	BTC	Buy	64896.2→64480.8	-3.75	timeout
06-17 16:40	BTC	Buy	65789.3→65894.7	+0.25	timeout
06-17 08:44	BTC	Buy	66494.3→64858.3	-12.83	stop_loss
06-17 08:39	BTC	Buy	66591.3→64946.3	-12.87	stop_loss
06-17 08:07	BTC	Buy	66346.3→65402.7	-7.60	timeout
06-17 06:59	BTC	Buy	66411.3→65592.7	-6.60	timeout
06-16 15:21	BTC	Buy	66668.3→65740.7	-7.48	timeout
06-16 09:14	BTC	Buy	65668.3→66719.7	+7.54	timeout
06-16 08:08	BTC	Buy	65710.3→66335.7	+4.33	timeout
06-16 05:50	BTC	Buy	65753.3→66064.7	+2.00	timeout
06-15 21:20	BTC	Buy	64808.2→66496.7	+12.53	timeout
06-15 12:55	BTC	Buy	63778.2→66579.7	+21.53	take_profit
06-15 06:59	BTC	Buy	64264.2→65797.7	+11.47	timeout
06-15 02:58	BTC	Buy	64473.2→65425.7	+6.90	timeout
06-14 11:33	BTC	Buy	63904.2→64585.8	+4.90	timeout
06-14 08:56	BTC	Buy	63779.2→64454.8	+4.79	timeout
06-14 07:52	BTC	Buy	63807.2→64386.8	+4.07	timeout
06-14 04:40	BTC	Buy	63583.2→64398.8	+6.00	timeout
06-14 01:50	BTC	Buy	63775.2→64611.8	+6.12	timeout
06-13 07:23	BTC	Buy	62979.1→63699.8	+5.26	timeout
06-12 20:54	BTC	Buy	63370.2→63402.8	-0.23	timeout
06-12 17:38	BTC	Buy	63160.2→63809.8	+4.68	timeout
06-12 15:02	BTC	Buy	62637.1→64107.8	+11.23	timeout
06-12 13:59	BTC	Buy	63030.2→63176.8	+0.64	timeout
06-12 07:05	BTC	Buy	62640.1→63082.8	+3.04	timeout
06-11 16:10	BTC	Buy	62423.1→62692.9	+1.62	timeout
06-11 14:49	BTC	Buy	61914.1→62892.9	+7.36	timeout
06-11 10:37	BTC	Buy	61332.1→62897.9	+12.16	timeout
06-11 09:28	BTC	Buy	61170.1→62781.9	+12.58	timeout
06-10 16:29	BTC	Buy	61029.1→62245.9	+9.42	timeout
06-10 15:27	BTC	Buy	61358.1→62239.9	+6.68	timeout
06-10 14:30	BTC	Buy	61543.1→61983.9	+3.10	timeout
06-09 16:39	BTC	Buy	62297.1→60764.6	-12.76	stop_loss
06-09 14:21	BTC	Buy	63153.2→61591.1	-12.82	stop_loss
06-09 14:11	BTC	Buy	63497.2→61933.9	-12.76	stop_loss
06-09 13:30	BTC	Buy	63591.2→62306.9	-10.53	timeout
06-09 12:29	BTC	Buy	63077.2→62628.9	-3.95	timeout
06-08 22:36	BTC	Buy	63186.2→63338.8	+0.72	timeout
06-08 21:29	BTC	Buy	61762.1→63688.8	+15.11	timeout
06-08 16:28	BTC	Buy	62144.1→63870.8	+13.35	timeout
06-07 22:15	BTC	Buy	61147.1→63831.8	+21.51	take_profit
06-07 18:39	BTC	Buy	60636→62163.9	+12.20	timeout
06-07 17:22	BTC	Buy	60644→62271.9	+12.97	timeout
06-07 16:15	BTC	Buy	60750→62097.9	+10.54	timeout
06-07 15:10	BTC	Buy	60668→61745.9	+8.42	timeout
06-06 23:56	BTC	Buy	60915→60876	-0.80	timeout
06-06 16:11	BTC	Buy	59889→60701	+6.38	timeout
06-06 14:26	BTC	Buy	60403→60804	+2.87	timeout

Paper vs Live

Paper (trades.jsonl)

124

closed

48%

win rate

-287.11

total pnl ($)

-46.0 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	48%	-46.0	-287.11

Recent bounces (last 20 of 3)

time	sym	side	reason
06-29 17:04	BTC	Buy	circuit_breaker
06-29 14:40	BTC	Buy	circuit_breaker
06-29 11:41	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…