deribit_basis_zscore_long_carry · strategy

closed trades

48%

win rate

-158.37

total pnl ($)

0.947

weight

7d window — n=13 wr=54% pnl=-46.94 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 61 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 20:50	BTC	Buy	59742→60249	+3.85	timeout
06-27 19:42	BTC	Buy	59922→60154	+1.54	timeout
06-26 19:49	BTC	Buy	59185→59831	+4.90	timeout
06-26 14:21	BTC	Buy	59452→60002	+4.12	timeout
06-25 17:22	BTC	Buy	59388→59463	+0.23	timeout
06-25 13:53	BTC	Buy	60384→58896.6	-12.69	stop_loss
06-24 14:19	BTC	Buy	62455.1→60875.5	-13.08	stop_loss
06-24 13:48	BTC	Buy	62786.1→61241.3	-12.75	stop_loss
06-24 12:08	BTC	Buy	62458.1→62813.9	+2.40	timeout
06-23 06:21	BTC	Buy	64190.2→62611.5	-12.77	stop_loss
06-23 06:08	BTC	Buy	64718.2→63115.3	-12.86	stop_loss
06-22 08:49	BTC	Buy	63896.2→64139.8	+1.37	timeout
06-22 03:34	BTC	Buy	64332.2→64245.8	-1.20	timeout
06-21 08:17	BTC	Buy	63522.2→64061.8	+3.68	timeout
06-20 22:27	BTC	Buy	63282.2→64193.8	+6.75	timeout
06-19 21:27	BTC	Buy	62924.1→63139.8	+1.21	timeout
06-19 20:23	BTC	Buy	63109.2→62945.9	-1.78	timeout
06-18 15:53	BTC	Buy	64024.2→62449.6	-12.72	stop_loss
06-18 15:17	BTC	Buy	64883.2→63285.2	-12.43	stop_loss
06-18 09:26	BTC	Buy	65057.3→64260.8	-6.68	timeout
06-17 08:39	BTC	Buy	66594.3→64945.3	-12.86	stop_loss
06-17 08:35	BTC	Buy	66712.3→65067.2	-12.81	stop_loss
06-16 09:22	BTC	Buy	65697.3→66608.7	+6.48	timeout
06-16 08:11	BTC	Buy	65684.3→66421.7	+5.19	timeout
06-15 07:08	BTC	Buy	64213.2→65775.7	+11.70	timeout
06-15 06:02	BTC	Buy	64406.2→65792.7	+10.30	timeout
06-14 04:41	BTC	Buy	63584.2→64402.8	+6.04	timeout
06-13 21:39	BTC	Buy	63551.2→64304.8	+5.45	timeout
06-13 02:17	BTC	Buy	63593.2→63765.8	+0.90	timeout
06-12 12:29	BTC	Buy	62639.1→63444.8	+5.91	timeout
06-12 02:02	BTC	Buy	62220.1→63436.8	+9.22	timeout
06-11 08:17	BTC	Buy	61659.1→62766.9	+8.41	timeout
06-10 16:40	BTC	Buy	60861→62305.9	+11.33	timeout
06-09 14:36	BTC	Buy	62900.1→61352.2	-12.76	stop_loss
06-09 14:21	BTC	Buy	63165.2→61612.1	-12.75	stop_loss
06-08 22:26	BTC	Buy	63046.2→63296.8	+1.51	timeout
06-08 21:32	BTC	Buy	61783.1→63605.8	+14.26	timeout
06-07 22:14	BTC	Buy	60587→63246.8	+21.51	take_profit
06-07 17:49	BTC	Buy	60606→62133.9	+12.18	timeout
06-06 19:51	BTC	Buy	60397→60600	+1.29	timeout
06-06 04:15	BTC	Buy	61510.1→59997	-12.76	stop_loss
06-05 18:52	BTC	Buy	60912→59414.3	-12.75	stop_loss
06-05 13:57	BTC	Buy	62391.1→60856.5	-12.75	stop_loss
06-05 06:23	BTC	Buy	62739.1→61178.3	-12.88	stop_loss
06-05 06:00	BTC	Buy	63742.2→62174.8	-12.70	stop_loss
06-04 09:30	BTC	Buy	64302.2→62719.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65080.3→63480.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65161.3→63559	-12.74	stop_loss
06-03 19:55	BTC	Buy	66877.3→65231.1	-12.82	stop_loss
06-03 19:54	BTC	Buy	67037.4→65385	-12.81	stop_loss
06-03 03:33	BTC	Buy	67635.4→65963.7	-12.81	stop_loss
06-02 01:34	BTC	Buy	72760.6→70970.9	-12.85	stop_loss
06-01 22:26	BTC	Buy	73465.7→71242.8	-15.70	stop_loss
05-31 16:59	BTC	Buy	73896.7→73501.3	-3.18	timeout
05-31 14:58	BTC	Buy	73895.7→73594.3	-2.51	timeout
05-31 04:56	BTC	Buy	73335.7→74171.3	+5.18	timeout
05-30 08:42	BTC	Buy	73783.7→73493.3	-2.46	timeout
05-30 07:51	BTC	Buy	73399.7→73491.3	+0.13	timeout
05-29 15:46	BTC	Buy	73035.7→73802.3	+4.75	timeout
05-29 14:36	BTC	Buy	72865.6→72764.4	-1.27	timeout
05-29 13:27	BTC	Buy	73164.7→73005.3	-1.56	timeout

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

-158.37

total pnl ($)

-51.5 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	61	48%	-51.5	-158.37

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…