deribit_basis_zscore_carry_long_v50 · strategy

157

closed trades

43%

win rate

-433.49

total pnl ($)

0.322

weight

7d window — n=38 wr=39% pnl=-128.26 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 06:08	BTC	Buy	60129→59527	-5.41	timeout
06-30 04:05	BTC	Buy	59969→59504	-4.26	timeout
06-30 02:49	BTC	Buy	59702→59996	+2.08	timeout
06-30 00:56	BTC	Buy	59578→59840	+1.78	timeout
06-29 23:49	BTC	Buy	59701→60218	+3.92	timeout
06-28 21:56	BTC	Buy	60172→59362	-7.18	timeout
06-28 20:47	BTC	Buy	60271→59639	-5.67	timeout
06-28 19:44	BTC	Buy	60180→59410	-6.82	timeout
06-28 18:43	BTC	Buy	60524→59577	-8.24	timeout
06-28 16:13	BTC	Buy	60736→59827	-8.00	timeout
06-27 20:57	BTC	Buy	59695→60240	+4.17	timeout
06-27 19:56	BTC	Buy	59822→60139	+2.25	timeout
06-27 17:39	BTC	Buy	59973→60615	+4.90	timeout
06-27 16:35	BTC	Buy	60299→60650	+2.49	timeout
06-27 15:35	BTC	Buy	60148→60756	+4.61	timeout
06-26 20:21	BTC	Buy	59602→59721	+0.44	timeout
06-26 19:17	BTC	Buy	59213→59926	+5.45	timeout
06-26 16:08	BTC	Buy	59543→60271	+5.56	timeout
06-26 14:57	BTC	Buy	59515→59528	-0.39	timeout
06-26 14:20	BTC	Buy	59374→59862	+3.61	timeout
06-25 18:50	BTC	Buy	59428→59472	-0.05	timeout
06-25 13:55	BTC	Buy	59873→58396.9	-12.71	stop_loss
06-25 13:54	BTC	Buy	60092→58551.8	-13.19	stop_loss
06-25 13:53	BTC	Buy	60366→58881.6	-12.67	stop_loss
06-25 13:42	BTC	Buy	61750.1→60227.9	-12.76	stop_loss
06-25 05:09	BTC	Buy	59114→61708.9	+21.51	take_profit
06-24 16:51	BTC	Buy	61194.1→59681.2	-12.79	stop_loss
06-24 14:19	BTC	Buy	62514.1→60966.5	-12.83	stop_loss
06-24 14:13	BTC	Buy	62644.1→61100.4	-12.77	stop_loss
06-24 14:13	BTC	Buy	62672.1→61128.4	-12.76	stop_loss
06-24 13:57	BTC	Buy	62732.1→61189.3	-12.74	stop_loss
06-24 13:46	BTC	Buy	62850.1→61303.3	-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 08:17	BTC	Buy	64022.2→62431.6	-12.89	stop_loss
06-23 06:21	BTC	Buy	64115.2→62531.6	-12.84	stop_loss
06-23 06:21	BTC	Buy	64331.2→62746.5	-12.78	stop_loss
06-23 06:20	BTC	Buy	64474.2→62888.4	-12.76	stop_loss
06-23 05:24	BTC	Buy	64204.2→63408.8	-6.67	timeout
06-23 01:09	BTC	Buy	63906.2→64214.8	+1.97	timeout
06-22 22:04	BTC	Buy	63798.2→64331.8	+3.72	timeout
06-22 19:15	BTC	Buy	64186.2→64372.8	+0.95	timeout
06-22 04:39	BTC	Buy	64521.2→63976.8	-4.70	timeout
06-22 03:36	BTC	Buy	64290.2→64179.8	-1.39	timeout
06-22 00:40	BTC	Buy	64269.2→63965.8	-2.84	timeout
06-21 21:54	BTC	Buy	63999.2→63811.8	-1.91	timeout
06-21 18:42	BTC	Buy	63815.2→64129.8	+2.06	timeout
06-21 01:58	BTC	Buy	63543.2→64225.8	+4.87	timeout
06-21 00:48	BTC	Buy	63528.2→64231.8	+5.03	timeout
06-20 22:25	BTC	Buy	63272.2→64152.8	+6.51	timeout
06-20 20:53	BTC	Buy	63165.2→63906.8	+5.44	timeout
06-20 18:28	BTC	Buy	63101.2→63825.8	+5.29	timeout
06-19 23:24	BTC	Buy	62798.1→63272.8	+3.30	timeout
06-19 22:23	BTC	Buy	62831.1→63237.8	+2.74	timeout
06-19 21:05	BTC	Buy	63073.2→63132.8	-0.03	timeout
06-19 20:00	BTC	Buy	62970.1→63014.8	-0.13	timeout
06-19 17:59	BTC	Buy	62582.1→63184.8	+4.36	timeout
06-18 15:53	BTC	Buy	64014.2→62438.6	-12.68	stop_loss
06-18 15:40	BTC	Buy	64247.2→62665.5	-12.80	stop_loss
06-18 15:40	BTC	Buy	64324.2→62734.5	-12.92	stop_loss
06-18 15:37	BTC	Buy	64531.2→62941.4	-12.85	stop_loss
06-18 15:37	BTC	Buy	64543.2→62941.4	-12.95	stop_loss
06-18 09:36	BTC	Buy	64922.2→64240.8	-5.76	timeout
06-18 08:38	BTC	Buy	65052.3→64534.8	-4.43	timeout
06-17 22:03	BTC	Buy	65495.3→63853.9	-12.97	stop_loss
06-17 19:46	BTC	Buy	65686.3→64070.7	-12.76	stop_loss
06-17 19:39	BTC	Buy	65843.3→64221.7	-12.77	stop_loss
06-17 17:32	BTC	Buy	65742.3→65926.7	+0.85	timeout
06-17 08:44	BTC	Buy	66489.3→64854.3	-12.76	stop_loss
06-17 04:37	BTC	Buy	65828.3→65854.7	-0.29	timeout
06-17 02:33	BTC	Buy	65877.3→65967.7	+0.22	timeout
06-17 00:27	BTC	Buy	66260.3→65686.7	-4.85	timeout
06-16 17:19	BTC	Buy	66887.3→65772.7	-8.88	timeout
06-16 11:58	BTC	Buy	66194.3→66444.7	+1.35	timeout
06-16 04:00	BTC	Buy	65876.3→66120.7	+1.45	timeout
06-16 02:17	BTC	Buy	65736.3→66086.7	+2.21	timeout
06-15 23:03	BTC	Buy	65337.3→66172.7	+5.90	timeout
06-15 15:47	BTC	Buy	64358.2→67191.6	+21.58	take_profit
06-15 11:57	BTC	Buy	64544.2→66214.7	+12.50	timeout
06-15 02:52	BTC	Buy	64464.2→65463.7	+7.26	timeout
06-14 23:07	BTC	Buy	64427.2→65315.7	+6.40	timeout
06-14 21:49	BTC	Buy	64475.2→65350.7	+6.30	timeout
06-14 20:30	BTC	Buy	64228.2→63902.8	-3.03	timeout
06-14 10:47	BTC	Buy	63864.2→64533.8	+4.77	timeout
06-14 01:46	BTC	Buy	63798.2→64582.8	+5.73	timeout
06-13 22:06	BTC	Buy	63516.2→64364.8	+6.20	timeout
06-13 20:48	BTC	Buy	63424.2→64220.8	+5.81	timeout
06-13 19:33	BTC	Buy	63635.2→64143.8	+3.55	timeout
06-13 09:52	BTC	Buy	63768.2→63726.8	-0.86	timeout
06-13 00:36	BTC	Buy	63656.2→63551.8	-1.35	timeout
06-12 20:56	BTC	Buy	63366.2→63403.8	-0.19	timeout
06-12 17:41	BTC	Buy	63336.2→63817.8	+3.34	timeout
06-12 15:00	BTC	Buy	62735.1→64039.8	+9.87	timeout
06-12 08:56	BTC	Buy	62894.1→63430.8	+3.74	timeout
06-11 22:22	BTC	Buy	61245.1→63574.8	+18.44	timeout
06-11 19:42	BTC	Buy	61980.1→63756.8	+13.75	timeout
06-11 16:04	BTC	Buy	62461.1→62642.9	+0.85	timeout

Paper vs Live

Paper (trades.jsonl)

157

closed

43%

win rate

-433.49

total pnl ($)

-54.9 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	157	43%	-54.9	-433.49

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 01:51	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…