deribit_basis_zscore_carry_long_v5

not live
80
closed trades
41%
win rate
-277.23
total pnl ($)
0.705
weight
7d window — n=17 wr=35% pnl=-90.77  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 80 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 19:02BTCBuy60563→59564-8.68timeout
06-28 16:53BTCBuy60780→59611-10.04timeout
06-27 18:49BTCBuy59647→60499+6.71timeout
06-27 15:42BTCBuy60368→60778+2.96timeout
06-26 16:48BTCBuy59276→60077+6.21timeout
06-26 14:44BTCBuy59469→59564+0.30timeout
06-25 13:59BTCBuy59521→58056.1-12.67stop_loss
06-25 13:53BTCBuy60440→58952.6-12.67stop_loss
06-24 16:51BTCBuy61203.1→59667.2-12.97stop_loss
06-24 13:48BTCBuy62797.1→61250.3-12.77stop_loss
06-24 13:44BTCBuy62938.1→61390.2-12.75stop_loss
06-24 08:29BTCBuy62043.1→62664.9+4.50timeout
06-24 07:26BTCBuy62967.1→62675.9-2.83timeout
06-23 08:17BTCBuy63988.2→62414.7-12.76stop_loss
06-23 06:21BTCBuy64152.2→62566.6-12.81stop_loss
06-23 01:26BTCBuy64695.2→64145.8-4.66timeout
06-22 22:20BTCBuy63656.2→64243.8+4.17timeout
06-21 22:44BTCBuy64230.2→63640.8-5.02timeout
06-21 21:24BTCBuy63927.2→63650.8-2.61timeout
06-20 22:00BTCBuy63043.2→63966.8+6.88timeout
06-20 21:00BTCBuy63190.2→63893.8+5.13timeout
06-19 18:15BTCBuy62628.1→63126.8+3.52timeout
06-19 17:17BTCBuy62524.1→63004.8+3.39timeout
06-18 15:57BTCBuy63906.2→62298.7-12.90stop_loss
06-18 15:40BTCBuy64348.2→62765.5-12.47stop_loss
06-18 05:08BTCBuy65245.3→63640-12.77stop_loss
06-17 19:41BTCBuy65759.3→64139.7-12.77stop_loss
06-17 06:58BTCBuy66412.3→65576.7-6.77timeout
06-17 00:27BTCBuy66260.3→65687.7-4.83timeout
06-16 05:24BTCBuy65797.3→66057.7+1.58timeout
06-15 21:18BTCBuy64497.2→66480.7+14.87timeout
06-15 03:35BTCBuy64513.2→65705.7+8.76timeout
06-14 20:02BTCBuy64260.2→63815.8-3.95timeout
06-14 02:45BTCBuy63612.2→64480.8+6.40timeout
06-13 19:13BTCBuy63678.2→64152.8+3.28timeout
06-13 02:16BTCBuy63621.2→63757.8+0.59timeout
06-12 17:40BTCBuy63215.2→63763.8+3.87timeout
06-12 01:41BTCBuy62298.1→63325.8+7.69timeout
06-11 14:51BTCBuy61951.1→62912.9+7.22timeout
06-10 22:17BTCBuy62600.1→61060.4-12.75stop_loss
06-10 15:28BTCBuy61343.1→62307.9+7.36timeout
06-10 14:31BTCBuy61492.1→61977.9+3.47timeout
06-09 14:18BTCBuy63298.2→61741-12.75stop_loss
06-09 13:36BTCBuy63761.2→62190.8-12.75stop_loss
06-08 22:06BTCBuy61749.1→63468.8+13.44timeout
06-08 20:50BTCBuy61803.1→63373.8+12.21timeout
06-07 21:50BTCBuy60836→61652.9+6.28timeout
06-07 15:26BTCBuy60637→61848.9+9.53timeout
06-06 19:35BTCBuy59669→60560+7.07timeout
06-06 14:30BTCBuy60391→60834+3.22timeout
06-05 18:52BTCBuy60867→59370.3-12.75stop_loss
06-05 13:57BTCBuy62379.1→60843.5-12.76stop_loss
06-05 13:49BTCBuy62857.1→61311.3-12.75stop_loss
06-05 06:23BTCBuy62751.1→61208.3-12.68stop_loss
06-05 06:03BTCBuy63596.2→62031.9-12.70stop_loss
06-04 09:27BTCBuy64409.2→62824.4-12.75stop_loss
06-04 00:29BTCBuy65009.3→63410.1-12.75stop_loss
06-04 00:29BTCBuy65099.3→63498.1-12.74stop_loss
06-03 19:54BTCBuy67013.4→65364-12.79stop_loss
06-03 19:54BTCBuy67050.4→65399-12.80stop_loss
06-03 03:43BTCBuy67477.4→65813.8-12.78stop_loss
06-02 23:04BTCBuy67806.4→66138.6-12.75stop_loss
06-02 14:27BTCBuy69451.5→67743.7-12.75stop_loss
06-02 12:40BTCBuy70773.5→69031-12.82stop_loss
06-02 01:34BTCBuy72777.6→70987.9-12.85stop_loss
06-01 15:51BTCBuy73015.7→71119.9-13.49stop_loss
06-01 01:59BTCBuy74021.7→73261.3-5.67timeout
05-31 23:58BTCBuy73837.7→73669.3-1.56timeout
05-31 12:06BTCBuy73570.7→73855.3+1.35timeout
05-31 10:15BTCBuy73604.7→73813.3+0.83timeout
05-30 18:31BTCBuy73764.7→73936.3+0.60timeout
05-30 16:46BTCBuy73982.7→73924.3-0.96timeout
05-30 14:58BTCBuy73097.7→73888.3+4.81timeout
05-30 09:53BTCBuy73712.7→73571.3-1.44timeout
05-30 08:42BTCBuy73783.7→73493.3-2.46timeout
05-29 13:07BTCBuy73379.7→73206.3-1.65timeout
05-29 12:18BTCBuy73316.7→73362.3-0.17timeout
05-29 10:13BTCBuy73540.7→73656.3+0.25timeout
05-29 09:03BTCBuy73315.7→73628.3+1.61timeout
05-29 07:54BTCBuy73391.7→73389.3-0.50timeout

Paper vs Live

Paper (trades.jsonl)
80
closed
41%
win rate
-277.23
total pnl ($)
-69.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8041%-69.0-277.23

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems