deribit_basis_zscore_high_carry

not live
82
closed trades
48%
win rate
-280.50
total pnl ($)
0.801
weight
7d window — n=16 wr=50% pnl=-48.11  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 82 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 21:24BTCBuy59673→60287+4.54timeout
06-29 16:57BTCBuy59652→59861+1.15timeout
06-28 20:34BTCBuy60240→59644-5.37timeout
06-28 16:22BTCBuy60717→59799-8.03timeout
06-27 20:12BTCBuy59680→60252+4.40timeout
06-27 15:04BTCBuy59721→60555+6.54timeout
06-26 19:19BTCBuy59204→59945+5.69timeout
06-26 14:08BTCBuy59320→60008+5.30timeout
06-25 18:04BTCBuy59447→59607+0.93timeout
06-25 13:54BTCBuy60004→58527.8-12.69stop_loss
06-24 17:20BTCBuy60912→59414.3-12.73stop_loss
06-24 16:51BTCBuy61376.1→59866.1-12.73stop_loss
06-24 14:02BTCBuy62709.1→61166.3-12.75stop_loss
06-24 13:57BTCBuy62770.1→61226.3-12.75stop_loss
06-24 08:44BTCBuy62360.1→62765.9+2.72timeout
06-24 06:48BTCBuy62947.1→62716.9-2.34timeout
06-23 08:17BTCBuy63998.2→62421.7-12.78stop_loss
06-23 06:21BTCBuy64303.2→62715.5-12.81stop_loss
06-22 22:04BTCBuy63764.2→64352.8+4.16timeout
06-22 21:05BTCBuy63791.2→64406.8+4.36timeout
06-21 21:24BTCBuy63920.2→63667.8-2.43timeout
06-21 18:43BTCBuy63815.2→64130.8+2.07timeout
06-20 19:25BTCBuy62999.1→63872.8+6.50timeout
06-20 18:24BTCBuy63107.2→63818.8+5.18timeout
06-19 18:42BTCBuy62667.1→63007.8+2.25timeout
06-19 17:17BTCBuy62502.1→63029.8+3.77timeout
06-18 15:51BTCBuy64156.2→62575.6-12.51stop_loss
06-18 15:37BTCBuy64446.2→62847.4-12.82stop_loss
06-17 19:41BTCBuy65767.3→64147.7-12.79stop_loss
06-17 19:40BTCBuy65813.3→64194.7-12.77stop_loss
06-17 02:34BTCBuy65814.3→65902.7+0.21timeout
06-17 00:16BTCBuy66376.3→65727.7-5.40timeout
06-15 22:55BTCBuy65390.3→66189.7+5.62timeout
06-15 21:52BTCBuy65508.3→66395.7+6.27timeout
06-14 21:51BTCBuy64455.2→65492.7+7.55timeout
06-14 20:49BTCBuy64233.2→64009.8-2.22timeout
06-13 20:31BTCBuy63531.2→64225.8+5.01timeout
06-13 19:17BTCBuy63656.2→64135.8+3.32timeout
06-12 19:05BTCBuy63472.2→63731.8+1.59timeout
06-12 17:35BTCBuy63258.2→63805.8+3.87timeout
06-11 17:33BTCBuy61782.1→63341.8+12.08timeout
06-11 16:02BTCBuy62493.1→62716.9+1.19timeout
06-10 16:09BTCBuy60970→62427.9+11.47timeout
06-10 15:08BTCBuy61561.1→61953.9+2.70timeout
06-09 14:46BTCBuy62761.1→61217.3-12.75stop_loss
06-09 14:21BTCBuy63162.2→61609.1-12.75stop_loss
06-09 05:58BTCBuy62676.1→63331.8+4.74timeout
06-08 22:03BTCBuy61859.1→63521.8+12.95timeout
06-08 05:23BTCBuy61842.1→62608.9+5.75timeout
06-07 21:50BTCBuy60837→61657.9+6.32timeout
06-07 04:41BTCBuy59719→61745.9+16.53timeout
06-06 19:33BTCBuy59612→60616+8.03timeout
06-06 04:34BTCBuy61055.1→59553.2-12.75stop_loss
06-05 18:52BTCBuy60885→59387.3-12.76stop_loss
06-05 18:52BTCBuy60938→59438.3-12.76stop_loss
06-05 15:39BTCBuy61594.1→60070.9-12.80stop_loss
06-05 13:49BTCBuy62743.1→61197.3-12.77stop_loss
06-05 06:21BTCBuy63123.2→61566.1-12.78stop_loss
06-05 06:03BTCBuy63526.2→61952.9-12.78stop_loss
06-05 03:06BTCBuy63886.2→62314.7-12.72stop_loss
06-04 10:29BTCBuy64010.2→62430.6-12.76stop_loss
06-04 09:30BTCBuy64252.2→62665.5-12.79stop_loss
06-04 00:29BTCBuy65080.3→63480.1-12.74stop_loss
06-04 00:26BTCBuy65205.3→63602-12.74stop_loss
06-03 19:54BTCBuy66997.3→65325.1-12.97stop_loss
06-03 19:54BTCBuy67048.4→65399-12.78stop_loss
06-03 03:49BTCBuy67300.4→65643.9-12.76stop_loss
06-02 22:59BTCBuy67913.4→66243.5-12.75stop_loss
06-02 12:52BTCBuy70746.5→69007-12.81stop_loss
06-02 12:06BTCBuy70983.5→69237.9-12.80stop_loss
06-01 15:32BTCBuy73819.7→71299.8-17.61stop_loss
06-01 15:32BTCBuy73634.7→71299.8-16.45stop_loss
05-31 19:15BTCBuy73998.7→73554.3-3.51timeout
05-31 13:22BTCBuy73793.7→73962.3+0.59timeout
05-31 11:28BTCBuy73568.7→73935.3+1.90timeout
05-31 09:44BTCBuy73529.7→73951.3+2.27timeout
05-30 09:54BTCBuy73703.7→73575.3-1.35timeout
05-30 08:42BTCBuy73772.7→73494.3-2.38timeout
05-29 11:02BTCBuy73386.7→73574.3+0.79timeout
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)
82
closed
48%
win rate
-280.50
total pnl ($)
-68.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8248%-68.0-280.50

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems