deribit_basis_zscore_high_carry_v2

not live
86
closed trades
43%
win rate
-263.85
total pnl ($)
0.676
weight
7d window — n=17 wr=35% pnl=-82.41  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 86 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 12:58BTCBuy59836→58359.9-12.78stop_loss
06-29 23:40BTCBuy59752→60225+3.53timeout
06-29 22:15BTCBuy59569→60457+6.98timeout
06-28 17:55BTCBuy60579→59561-8.82timeout
06-28 16:49BTCBuy60782→59680-9.50timeout
06-27 17:43BTCBuy60024→60586+4.23timeout
06-27 15:35BTCBuy60184→60755+4.31timeout
06-26 16:07BTCBuy59593→60312+5.49timeout
06-26 14:41BTCBuy59532→59587-0.04timeout
06-25 13:58BTCBuy59622→58154-12.68stop_loss
06-25 13:57BTCBuy59784→58300.9-12.77stop_loss
06-24 17:20BTCBuy60999→59499.3-12.73stop_loss
06-24 16:51BTCBuy61209.1→59702.1-12.74stop_loss
06-24 14:13BTCBuy62613.1→61073.4-12.74stop_loss
06-24 13:57BTCBuy62768.1→61224.3-12.75stop_loss
06-24 08:24BTCBuy62175.1→62666.9+3.44timeout
06-24 07:26BTCBuy62967.1→62665.9-2.84timeout
06-23 08:17BTCBuy63955.2→62380.7-12.78stop_loss
06-23 06:21BTCBuy64275.2→62694.5-12.76stop_loss
06-22 21:28BTCBuy63700.2→64286.8+4.15timeout
06-22 20:19BTCBuy64034.2→64476.8+2.98timeout
06-21 20:50BTCBuy63873.2→63744.8-1.46timeout
06-21 18:40BTCBuy63815.2→64173.8+2.40timeout
06-20 20:17BTCBuy63022.2→63934.8+6.82timeout
06-20 18:17BTCBuy63129.2→63808.8+4.93timeout
06-19 19:58BTCBuy62968.1→62974.9-0.43timeout
06-19 17:18BTCBuy62550.1→63057.8+3.60timeout
06-18 15:57BTCBuy63932.2→62359.7-12.60stop_loss
06-18 15:51BTCBuy64081.2→62505.6-12.67stop_loss
06-18 10:00BTCBuy64869.2→64153.8-6.07timeout
06-18 04:11BTCBuy65409.3→63800.9-12.76stop_loss
06-17 08:39BTCBuy66556.3→64919.3-12.78stop_loss
06-17 06:29BTCBuy66304.3→65631.7-5.55timeout
06-16 07:00BTCBuy65746.3→66392.7+4.54timeout
06-16 05:24BTCBuy65804.3→66058.7+1.54timeout
06-15 05:22BTCBuy64329.2→65824.7+11.16timeout
06-15 03:35BTCBuy64518.2→65692.7+8.62timeout
06-14 04:39BTCBuy63589.2→64406.8+6.03timeout
06-13 21:50BTCBuy63491.2→64476.8+7.29timeout
06-13 02:27BTCBuy63538.2→63702.8+0.82timeout
06-12 21:00BTCBuy63378.2→63434.8-0.02timeout
06-12 00:06BTCBuy61627.1→63616.8+15.58timeout
06-11 19:21BTCBuy61704.1→63612.8+14.88timeout
06-10 22:16BTCBuy62624.1→61084.4-12.75stop_loss
06-10 15:18BTCBuy61574.1→61960.9+2.65timeout
06-10 14:22BTCBuy61671.1→61890.9+1.31timeout
06-09 13:36BTCBuy63680.2→62112.8-12.74stop_loss
06-09 13:23BTCBuy63809.2→62239.8-12.73stop_loss
06-08 20:50BTCBuy61797.1→63381.8+12.33timeout
06-08 16:14BTCBuy62158.1→63804.8+12.68timeout
06-07 16:24BTCBuy60642→62248.9+12.68timeout
06-07 15:20BTCBuy60432→61718.9+10.18timeout
06-06 15:43BTCBuy60423→60812+2.77timeout
06-06 14:33BTCBuy60393→60898+3.74timeout
06-05 15:39BTCBuy61570.1→60053-12.76stop_loss
06-05 13:49BTCBuy62742.1→61191.3-12.81stop_loss
06-05 06:24BTCBuy62691.1→61148.4-12.75stop_loss
06-05 06:21BTCBuy63019.2→61469.2-12.74stop_loss
06-05 03:11BTCBuy63833.2→62259.7-12.74stop_loss
06-05 02:32BTCBuy63141.2→62738.9-3.62timeout
06-04 09:27BTCBuy64391.2→62807.4-12.74stop_loss
06-04 00:29BTCBuy65084.3→63484.1-12.74stop_loss
06-04 00:25BTCBuy65443.3→63833.9-12.74stop_loss
06-03 19:55BTCBuy66912.3→65264.1-12.81stop_loss
06-03 19:53BTCBuy67102.4→65452-12.78stop_loss
06-03 03:49BTCBuy67322.4→65665.9-12.76stop_loss
06-03 03:43BTCBuy67458.4→65799.8-12.75stop_loss
06-02 14:27BTCBuy69419.5→67689.8-12.92stop_loss
06-02 14:26BTCBuy69518.5→67808.7-12.76stop_loss
06-02 02:07BTCBuy71951.6→70182.4-12.82stop_loss
06-01 22:24BTCBuy73473.7→71107.9-16.68stop_loss
06-01 04:01BTCBuy74124.7→73775.3-2.86timeout
05-31 19:18BTCBuy74009.7→73580.3-3.40timeout
05-31 15:23BTCBuy73890.7→73693.3-1.82timeout
05-31 13:29BTCBuy73756.7→73925.3+0.73timeout
05-31 11:19BTCBuy73557.7→73885.3+1.63timeout
05-30 22:17BTCBuy73409.7→73853.3+2.46timeout
05-30 14:25BTCBuy72675.6→73939.3+8.12timeout
05-30 12:18BTCBuy73368.7→73578.3+0.93timeout
05-30 09:53BTCBuy73703.7→73575.3-1.35timeout
05-30 08:40BTCBuy73780.7→73496.3-2.42timeout
05-29 13:31BTCBuy73062.7→72963.4-1.15timeout
05-29 12:30BTCBuy73431.7→73282.3-1.49timeout
05-29 10:44BTCBuy73477.7→73579.3+0.20timeout
05-29 09:28BTCBuy73376.7→73829.3+2.57timeout
05-29 08:23BTCBuy73304.7→73775.3+2.75timeout

Paper vs Live

Paper (trades.jsonl)
86
closed
43%
win rate
-263.85
total pnl ($)
-61.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8643%-61.0-263.85

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems