deribit_basis_zscore_carry_long_v6

not live
40
closed trades
45%
win rate
-124.77
total pnl ($)
0.985
weight
7d window — n=9 wr=33% pnl=-43.03  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 40 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 18:51BTCBuy59633→60500+6.84timeout
06-26 14:41BTCBuy59532→59587-0.04timeout
06-25 13:58BTCBuy59676→58203-12.71stop_loss
06-24 17:47BTCBuy60594→59101.5-12.75stop_loss
06-24 14:13BTCBuy62678.1→61136.4-12.74stop_loss
06-24 08:20BTCBuy62465.1→62638.9+0.87timeout
06-23 08:17BTCBuy64007.2→62431.6-12.77stop_loss
06-22 22:22BTCBuy63721.2→64202.8+3.32timeout
06-21 21:25BTCBuy63955.2→63623.8-3.04timeout
06-20 19:15BTCBuy63039.2→63865.8+6.12timeout
06-19 17:32BTCBuy62701.1→62965.9+1.66timeout
06-18 15:40BTCBuy64302.2→62720.5-12.47stop_loss
06-17 19:50BTCBuy65670.3→64042.8-12.84stop_loss
06-16 22:45BTCBuy66289.3→65660.7-5.27timeout
06-15 21:22BTCBuy64650.2→66502.7+13.82timeout
06-14 21:07BTCBuy64281.2→63993.8-2.71timeout
06-13 19:28BTCBuy63727.2→64129.8+2.71timeout
06-12 17:40BTCBuy63226.2→63796.8+4.05timeout
06-11 14:49BTCBuy61910.1→62884.9+7.33timeout
06-10 14:08BTCBuy62156.1→62142.9-0.58timeout
06-09 13:36BTCBuy63723.2→62155.8-12.74stop_loss
06-08 20:48BTCBuy61787.1→63335.8+12.04timeout
06-07 15:21BTCBuy60624→61736.9+8.71timeout
06-06 14:27BTCBuy60394→60769+2.66timeout
06-05 13:52BTCBuy62597.1→61057.4-12.75stop_loss
06-05 02:32BTCBuy63176.2→62731.9-3.94timeout
06-04 00:29BTCBuy65049.3→63449.1-12.75stop_loss
06-03 19:55BTCBuy66858.3→65167.1-13.13stop_loss
06-03 03:49BTCBuy67279.4→65617.9-12.80stop_loss
06-02 15:37BTCBuy68776.4→67085.1-12.75stop_loss
06-02 09:04BTCBuy71263.6→69507.8-12.82stop_loss
06-01 15:25BTCBuy73629.7→71111.9-17.70stop_loss
05-31 13:22BTCBuy73793.7→73962.3+0.59timeout
05-31 11:27BTCBuy73562.7→73907.3+1.75timeout
05-31 09:44BTCBuy73529.7→73951.3+2.27timeout
05-30 11:40BTCBuy73473.7→73587.3+0.27timeout
05-30 08:41BTCBuy73781.7→73497.3-2.42timeout
05-29 10:00BTCBuy73516.7→73693.3+0.67timeout
05-29 08:54BTCBuy73312.7→73656.3+1.85timeout
05-29 07:49BTCBuy73388.7→73375.3-0.57timeout

Paper vs Live

Paper (trades.jsonl)
40
closed
45%
win rate
-124.77
total pnl ($)
-61.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4045%-61.9-124.77

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems