deribit_basis_zscore_carry_long_x2189874 · strategy

159

closed trades

38%

win rate

-627.91

total pnl ($)

0.250

weight

7d window — n=37 wr=30% pnl=-200.01 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 10:08	BTC	Buy	60165→60134	-0.86	timeout
06-29 07:50	BTC	Buy	60222→60084	-1.60	timeout
06-28 22:53	BTC	Buy	60370→58879.6	-12.80	stop_loss
06-28 21:59	BTC	Buy	60177→59407	-6.86	timeout
06-28 19:52	BTC	Buy	60172→59355	-7.23	timeout
06-28 09:45	BTC	Buy	60403→60342	-0.98	timeout
06-28 08:37	BTC	Buy	60370→60231	-1.60	timeout
06-28 07:23	BTC	Buy	60401→60112	-2.82	timeout
06-27 20:52	BTC	Buy	59745→60259	+3.91	timeout
06-27 19:41	BTC	Buy	59904→60139	+1.56	timeout
06-27 06:13	BTC	Buy	59707→60082	+2.64	timeout
06-27 02:37	BTC	Buy	58856.9→60222	+11.15	timeout
06-26 19:49	BTC	Buy	59187→59841	+4.99	timeout
06-26 16:48	BTC	Buy	59299→60064	+5.90	timeout
06-26 15:19	BTC	Buy	59325→59930	+4.56	timeout
06-26 02:13	BTC	Buy	60146→58651.7	-12.86	stop_loss
06-25 18:00	BTC	Buy	59423→59642	+1.42	timeout
06-25 13:59	BTC	Buy	59499→58036.1	-12.65	stop_loss
06-25 13:54	BTC	Buy	60060→58582.8	-12.66	stop_loss
06-25 13:51	BTC	Buy	60670→59177.4	-12.67	stop_loss
06-25 13:48	BTC	Buy	60889→59391.3	-12.67	stop_loss
06-24 17:47	BTC	Buy	60624→59132.5	-12.74	stop_loss
06-24 17:44	BTC	Buy	60726→59232.4	-12.73	stop_loss
06-24 16:51	BTC	Buy	61034.1→59533.2	-12.73	stop_loss
06-24 16:51	BTC	Buy	61292.1→59736.1	-13.12	stop_loss
06-24 16:06	BTC	Buy	61674.1→60156.9	-12.73	stop_loss
06-24 13:45	BTC	Buy	62886.1→61337.2	-12.76	stop_loss
06-24 11:18	BTC	Buy	62375.1→62362.9	-0.54	timeout
06-24 10:08	BTC	Buy	62443.1→62608.9	+0.87	timeout
06-24 09:26	BTC	Buy	62453.1→62687.9	+1.43	timeout
06-24 08:51	BTC	Buy	62320.1→62734.9	+2.87	timeout
06-24 08:11	BTC	Buy	62827.1→62602.9	-2.26	timeout
06-23 06:21	BTC	Buy	64242.2→62662.5	-12.57	stop_loss
06-23 06:18	BTC	Buy	64615.2→63025.3	-12.62	stop_loss
06-23 06:05	BTC	Buy	64867.2→63271.2	-12.66	stop_loss
06-23 05:22	BTC	Buy	65085.3→63485.1	-12.78	stop_loss
06-23 05:19	BTC	Buy	65097.3→63496.1	-12.80	stop_loss
06-22 10:35	BTC	Buy	64288.2→64137.8	-1.77	timeout
06-22 09:34	BTC	Buy	64083.2→64119.8	-0.31	timeout
06-22 08:31	BTC	Buy	64029.2→64164.8	+0.50	timeout
06-22 07:28	BTC	Buy	64163.2→64213.8	-0.15	timeout
06-22 05:06	BTC	Buy	64238.2→64117.8	-1.48	timeout
06-21 07:29	BTC	Buy	63769.2→64138.8	+2.35	timeout
06-21 06:15	BTC	Buy	63619.2→64171.8	+3.75	timeout
06-21 05:01	BTC	Buy	63527.2→64264.8	+5.36	timeout
06-21 03:56	BTC	Buy	63410.2→64398.8	+7.34	timeout
06-21 02:05	BTC	Buy	63480.2→64225.8	+5.44	timeout
06-20 02:49	BTC	Buy	62915.1→63395.8	+3.38	timeout
06-20 01:38	BTC	Buy	62892.1→63561.8	+4.88	timeout
06-20 00:34	BTC	Buy	63005.2→63656.8	+4.72	timeout
06-19 21:24	BTC	Buy	62995.1→63192.8	+1.07	timeout
06-19 20:23	BTC	Buy	63115.2→62953.9	-1.78	timeout
06-18 15:52	BTC	Buy	64075.2→62495.6	-12.67	stop_loss
06-18 15:51	BTC	Buy	64157.2→62573.6	-12.58	stop_loss
06-18 15:40	BTC	Buy	64356.2→62773.5	-12.51	stop_loss
06-18 15:37	BTC	Buy	64529.2→62942.4	-12.65	stop_loss
06-18 15:15	BTC	Buy	65080.3→63474.1	-12.50	stop_loss
06-18 04:11	BTC	Buy	65378.3→63738.9	-13.00	stop_loss
06-17 19:50	BTC	Buy	65584.3→63964.8	-12.78	stop_loss
06-17 19:39	BTC	Buy	65836.3→64216.7	-12.74	stop_loss
06-17 17:43	BTC	Buy	65720.3→65823.7	+0.26	timeout
06-17 14:25	BTC	Buy	65649.3→65169.7	-4.02	timeout
06-17 08:44	BTC	Buy	66510.3→64871.3	-12.85	stop_loss
06-16 19:21	BTC	Buy	66459.3→65682.7	-6.39	timeout
06-16 18:06	BTC	Buy	66800.3→66076.7	-5.95	timeout
06-16 15:23	BTC	Buy	66644.3→65729.7	-7.41	timeout
06-16 12:56	BTC	Buy	66543.3→66362.7	-1.89	timeout
06-16 08:10	BTC	Buy	65703.3→66369.7	+4.63	timeout
06-15 13:35	BTC	Buy	64238.2→66772.7	+19.29	timeout
06-15 13:18	BTC	Buy	63956.2→66764.7	+21.52	take_profit
06-15 12:32	BTC	Buy	64375.2→66193.7	+13.69	timeout
06-15 11:05	BTC	Buy	64452.2→65934.7	+11.06	timeout
06-15 07:00	BTC	Buy	64260.2→65739.7	+11.05	timeout
06-14 11:06	BTC	Buy	63849.2→64429.8	+4.10	timeout
06-14 09:51	BTC	Buy	63718.2→64572.8	+6.22	timeout
06-14 08:50	BTC	Buy	63819.2→64446.8	+4.42	timeout
06-14 07:47	BTC	Buy	63864.2→64394.8	+3.68	timeout
06-14 06:08	BTC	Buy	63570.2→64431.8	+6.34	timeout
06-13 10:34	BTC	Buy	63666.2→63802.8	+0.54	timeout
06-13 09:28	BTC	Buy	63744.2→63787.8	-0.20	timeout
06-13 08:26	BTC	Buy	63465.2→63784.8	+1.97	timeout
06-13 07:25	BTC	Buy	62996.1→63704.8	+5.16	timeout
06-13 05:22	BTC	Buy	63479.2→63549.8	+0.12	timeout
06-12 10:04	BTC	Buy	62854.1→63686.8	+6.08	timeout
06-12 09:04	BTC	Buy	62894.1→63407.8	+3.56	timeout
06-12 07:54	BTC	Buy	62674.1→62971.9	+1.98	timeout
06-12 06:48	BTC	Buy	62824.1→62974.9	+0.70	timeout
06-12 01:13	BTC	Buy	61962.1→63443.8	+11.38	timeout
06-11 09:30	BTC	Buy	61166.1→62786.9	+12.67	timeout
06-11 08:16	BTC	Buy	61651.1→62767.9	+8.48	timeout
06-10 22:17	BTC	Buy	62614.1→61066.4	-12.81	stop_loss
06-10 18:59	BTC	Buy	61766.1→61844.9	+0.13	timeout
06-10 16:13	BTC	Buy	61037.1→62336.9	+10.16	timeout
06-10 15:12	BTC	Buy	61526.1→61898.9	+2.53	timeout
06-09 15:56	BTC	Buy	62560.1→61019.4	-12.77	stop_loss
06-09 15:56	BTC	Buy	62598.1→61058.4	-12.75	stop_loss
06-09 14:46	BTC	Buy	62791.1→61246.3	-12.75	stop_loss
06-09 14:44	BTC	Buy	62814.1→61268.3	-12.76	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 12:31	BTC	Buy	63218.2→62614.9	-5.17	timeout

Paper vs Live

Paper (trades.jsonl)

159

closed

38%

win rate

-627.91

total pnl ($)

-78.7 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	159	38%	-78.7	-627.91

Recent bounces (last 20 of 3)

time	sym	side	reason
06-29 14:42	BTC	Buy	circuit_breaker
06-29 11:43	BTC	Buy	circuit_breaker
06-29 07:08	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…