deribit_basis_zscore_carry_long_v8 · strategy

145

closed trades

43%

win rate

-482.41

total pnl ($)

0.372

weight

7d window — n=34 wr=44% pnl=-147.87 · 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 20:50	BTC	Buy	60255→59629	-5.63	timeout
06-28 19:50	BTC	Buy	60163→59331	-7.35	timeout
06-28 18:47	BTC	Buy	60527→59591	-8.16	timeout
06-28 17:41	BTC	Buy	60582→59477	-9.54	timeout
06-27 18:32	BTC	Buy	59803→60489	+5.30	timeout
06-27 17:32	BTC	Buy	60155→60529	+2.66	timeout
06-27 16:29	BTC	Buy	60011→60687	+5.22	timeout
06-27 15:27	BTC	Buy	60240→60700	+3.38	timeout
06-26 18:19	BTC	Buy	59642→59988	+2.35	timeout
06-26 16:47	BTC	Buy	59257→60047	+6.12	timeout
06-26 15:42	BTC	Buy	59154→60409	+10.11	timeout
06-26 14:39	BTC	Buy	59739→59615	-1.54	timeout
06-25 17:44	BTC	Buy	59348→59552	+1.33	timeout
06-25 13:58	BTC	Buy	59566→58101	-12.68	stop_loss
06-25 13:57	BTC	Buy	59761→58275.9	-12.82	stop_loss
06-25 13:54	BTC	Buy	60156→58674.7	-12.70	stop_loss
06-24 17:47	BTC	Buy	60621→59129.5	-12.74	stop_loss
06-24 16:51	BTC	Buy	61132.1→59626.2	-12.75	stop_loss
06-24 14:17	BTC	Buy	62548.1→61009.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62678.1→61136.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62689.1→61145.4	-12.76	stop_loss
06-24 14:02	BTC	Buy	62698.1→61156.3	-12.74	stop_loss
06-24 09:23	BTC	Buy	62454.1→62682.9	+1.31	timeout
06-24 08:23	BTC	Buy	62362.1→62672.9	+1.95	timeout
06-24 07:22	BTC	Buy	63044.2→62699.9	-3.23	timeout
06-24 06:27	BTC	Buy	62649.1→62880.9	+1.34	timeout
06-23 08:17	BTC	Buy	63948.2→62372.7	-12.78	stop_loss
06-23 06:21	BTC	Buy	64282.2→62697.5	-12.79	stop_loss
06-23 06:20	BTC	Buy	64444.2→62837.4	-12.93	stop_loss
06-23 06:18	BTC	Buy	64590.2→62997.3	-12.80	stop_loss
06-22 21:27	BTC	Buy	63677.2→64286.8	+4.33	timeout
06-22 20:20	BTC	Buy	64055.2→64467.8	+2.74	timeout
06-22 19:17	BTC	Buy	64172.2→64330.8	+0.74	timeout
06-22 18:10	BTC	Buy	63980.2→64646.8	+4.70	timeout
06-21 20:51	BTC	Buy	63890.2→63686.8	-2.05	timeout
06-21 19:47	BTC	Buy	63914.2→64144.8	+1.37	timeout
06-21 18:43	BTC	Buy	63815.2→64130.8	+2.07	timeout
06-21 17:40	BTC	Buy	63819.2→64045.8	+1.41	timeout
06-20 20:19	BTC	Buy	63003.2→63948.8	+7.09	timeout
06-20 19:19	BTC	Buy	62981.1→63858.8	+6.53	timeout
06-20 18:18	BTC	Buy	63089.2→63837.8	+5.48	timeout
06-20 17:17	BTC	Buy	63025.2→63864.8	+6.18	timeout
06-19 19:57	BTC	Buy	62931.1→63009.8	+0.14	timeout
06-19 18:42	BTC	Buy	62667.1→63007.8	+2.25	timeout
06-19 17:17	BTC	Buy	62502.1→63029.8	+3.77	timeout
06-19 15:43	BTC	Buy	62712.1→63200.8	+3.54	timeout
06-18 15:40	BTC	Buy	64345.2→62758.5	-12.75	stop_loss
06-18 15:37	BTC	Buy	64446.2→62847.4	-12.82	stop_loss
06-18 15:37	BTC	Buy	64543.2→62943.4	-12.82	stop_loss
06-18 14:52	BTC	Buy	65149.3→63535	-12.83	stop_loss
06-17 19:42	BTC	Buy	65736.3→64119.7	-12.77	stop_loss
06-17 19:41	BTC	Buy	65746.3→64128.7	-12.78	stop_loss
06-17 19:40	BTC	Buy	65822.3→64200.7	-12.79	stop_loss
06-17 14:22	BTC	Buy	65688.3→65191.7	-4.25	timeout
06-17 03:47	BTC	Buy	66122.3→65740.7	-3.38	timeout
06-17 02:34	BTC	Buy	65814.3→65902.7	+0.21	timeout
06-17 00:16	BTC	Buy	66376.3→65727.7	-5.40	timeout
06-16 14:09	BTC	Buy	66333.3→66041.7	-2.73	timeout
06-16 03:20	BTC	Buy	67247.4→65581.9	-12.83	stop_loss
06-15 23:28	BTC	Buy	65701.3→66217.7	+3.43	timeout
06-15 22:23	BTC	Buy	65196.3→66279.7	+7.81	timeout
06-15 15:47	BTC	Buy	64369.2→67196.6	+21.53	take_profit
06-15 13:06	BTC	Buy	63800.2→66601.7	+21.52	take_profit
06-14 22:38	BTC	Buy	64498.2→65366.7	+6.23	timeout
06-14 21:33	BTC	Buy	64253.2→64827.8	+3.99	timeout
06-14 19:48	BTC	Buy	64277.2→63724.8	-4.79	timeout
06-14 18:26	BTC	Buy	64167.2→63708.8	-4.12	timeout
06-13 21:13	BTC	Buy	63599.2→64201.8	+4.26	timeout
06-13 20:09	BTC	Buy	63613.2→64225.8	+4.37	timeout
06-13 19:09	BTC	Buy	63709.2→64127.8	+2.84	timeout
06-13 17:56	BTC	Buy	63807.2→63931.8	+0.51	timeout
06-12 19:51	BTC	Buy	63668.2→63630.8	-0.76	timeout
06-12 18:26	BTC	Buy	63402.2→63701.8	+1.90	timeout
06-12 17:21	BTC	Buy	62344.1→63842.8	+11.56	timeout
06-12 16:15	BTC	Buy	62781.1→63963.8	+8.92	timeout
06-11 19:41	BTC	Buy	61971.1→63716.8	+13.51	timeout
06-11 17:33	BTC	Buy	61782.1→63341.8	+12.08	timeout
06-11 16:02	BTC	Buy	62493.1→62716.9	+1.19	timeout
06-11 15:02	BTC	Buy	62335.1→62580.9	+1.42	timeout
06-10 18:59	BTC	Buy	61768.1→61843.9	+0.11	timeout
06-10 16:12	BTC	Buy	61058.1→62362.9	+10.18	timeout
06-10 15:12	BTC	Buy	61541.1→61890.9	+2.35	timeout
06-10 14:13	BTC	Buy	62004.1→62062.9	-0.00	timeout
06-09 14:21	BTC	Buy	63162.2→61609.1	-12.75	stop_loss
06-09 14:19	BTC	Buy	63282.2→61726	-12.75	stop_loss
06-09 14:16	BTC	Buy	63416.2→61857	-12.74	stop_loss
06-09 13:36	BTC	Buy	63750.2→62177.8	-12.77	stop_loss
06-09 05:52	BTC	Buy	62639.1→63356.8	+5.24	timeout
06-08 22:10	BTC	Buy	61858.1→63400.8	+11.98	timeout
06-08 20:52	BTC	Buy	61929.1→63384.8	+11.26	timeout
06-08 17:03	BTC	Buy	62112.1→63303.8	+9.05	timeout
06-08 05:03	BTC	Buy	61794.1→62778.9	+7.51	timeout
06-07 20:35	BTC	Buy	60637→61786.9	+9.06	timeout
06-07 19:33	BTC	Buy	60614→61358.9	+5.75	timeout
06-07 16:21	BTC	Buy	60664→62223.9	+12.31	timeout
06-07 04:48	BTC	Buy	59932→61776.9	+14.96	timeout
06-06 19:29	BTC	Buy	59810→60586	+6.09	timeout
06-06 18:29	BTC	Buy	60106→60702	+4.56	timeout
06-06 15:40	BTC	Buy	60171→60767	+4.51	timeout
06-06 04:34	BTC	Buy	60932→59431.3	-12.77	stop_loss

Paper vs Live

Paper (trades.jsonl)

145

closed

43%

win rate

-482.41

total pnl ($)

-66.2 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	145	43%	-66.2	-482.41

Recent bounces (last 20 of 2)

time	sym	side	reason
06-28 23:33	BTC	Buy	circuit_breaker
06-28 21:06	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…