deribit_basis_zscore_carry_long_v9

not live
26
closed trades
50%
win rate
-65.68
total pnl ($)
1.073
weight
7d window — n=7 wr=43% pnl=-25.20  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 26 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 03:16BTCBuy58882.9→60186+10.61timeout
06-25 13:51BTCBuy60710→59217.4-12.70stop_loss
06-24 14:02BTCBuy62691.1→61149.4-12.74stop_loss
06-23 06:21BTCBuy64191.2→62607.5-12.79stop_loss
06-23 02:12BTCBuy64511.2→64063.8-3.92timeout
06-22 02:11BTCBuy64227.2→64496.8+1.56timeout
06-21 01:44BTCBuy63529.2→64198.8+4.77timeout
06-20 01:53BTCBuy62930.1→63528.8+4.30timeout
06-18 15:37BTCBuy64496.2→62874.4-12.82stop_loss
06-17 19:41BTCBuy65753.3→64136.7-12.75stop_loss
06-16 12:18BTCBuy66187.3→66553.7+2.24timeout
06-15 11:49BTCBuy64572.2→66176.7+11.98timeout
06-14 11:40BTCBuy63879.2→64591.8+5.13timeout
06-13 11:53BTCBuy63786.2→63885.8+0.24timeout
06-12 11:54BTCBuy63156.2→63801.8+4.59timeout
06-11 11:26BTCBuy60983→63079.8+16.61timeout
06-09 15:56BTCBuy62592.1→61052.4-12.75stop_loss
06-09 11:19BTCBuy63524.2→62508.9-8.39timeout
06-08 11:23BTCBuy62521.1→63621.8+8.34timeout
06-07 11:11BTCBuy60636→62501.9+14.95timeout
06-05 13:57BTCBuy62305.1→60772.6-12.75stop_loss
06-05 06:16BTCBuy63472.2→61910.9-12.70stop_loss
06-03 20:45BTCBuy66702.3→65060.2-12.78stop_loss
06-02 15:26BTCBuy69031.5→67332.9-12.76stop_loss
06-02 07:03BTCBuy71495.6→69737.6-12.82stop_loss
05-31 11:19BTCBuy73557.7→73884.3+1.63timeout

Paper vs Live

Paper (trades.jsonl)
26
closed
50%
win rate
-65.68
total pnl ($)
-50.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2650%-50.2-65.68

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems