deribit_basis_zscore_long_carry_v3 · strategy

136

closed trades

40%

win rate

-437.44

total pnl ($)

0.250

weight

7d window — n=33 wr=33% pnl=-153.98 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 13:02	BTC	Buy	59742→58272.9	-12.74	stop_loss
06-30 11:46	BTC	Buy	59856→59253	-5.47	timeout
06-30 07:21	BTC	Buy	60045→59448	-5.40	timeout
06-30 00:25	BTC	Buy	59302→60064	+6.01	timeout
06-29 22:15	BTC	Buy	59604→60447	+6.61	timeout
06-29 11:41	BTC	Buy	60281→59802	-4.57	timeout
06-29 07:01	BTC	Buy	60068→59978	-1.20	timeout
06-29 05:00	BTC	Buy	60108→59787	-3.13	timeout
06-28 20:57	BTC	Buy	60247→59630	-5.58	timeout
06-28 16:52	BTC	Buy	60782→59634	-9.87	timeout
06-28 09:07	BTC	Buy	60439→60362	-1.09	timeout
06-28 04:49	BTC	Buy	60322→60144	-1.93	timeout
06-28 02:50	BTC	Buy	60251→60104	-1.68	timeout
06-27 20:39	BTC	Buy	59684→60222	+4.12	timeout
06-27 16:27	BTC	Buy	60014→60685	+5.18	timeout
06-27 06:17	BTC	Buy	59757→60116	+2.49	timeout
06-27 01:44	BTC	Buy	59289→59952	+5.13	timeout
06-26 20:16	BTC	Buy	59574→59737	+0.84	timeout
06-26 18:19	BTC	Buy	59674→59985	+2.03	timeout
06-26 13:18	BTC	Buy	60287→58803.6	-12.76	stop_loss
06-26 02:16	BTC	Buy	59972→58494.8	-12.75	stop_loss
06-25 13:57	BTC	Buy	59831→58359.9	-12.65	stop_loss
06-25 13:53	BTC	Buy	60198→58717.7	-12.64	stop_loss
06-25 13:49	BTC	Buy	60735→59241.4	-12.66	stop_loss
06-25 13:48	BTC	Buy	60756→59261.4	-12.70	stop_loss
06-25 13:48	BTC	Buy	60886→59388.3	-12.68	stop_loss
06-24 17:20	BTC	Buy	60954→59434.3	-12.90	stop_loss
06-24 16:51	BTC	Buy	61384.1→59871.1	-12.75	stop_loss
06-24 15:31	BTC	Buy	62235.1→60701.6	-12.62	stop_loss
06-24 15:08	BTC	Buy	62352.1→60818.5	-12.56	stop_loss
06-24 12:08	BTC	Buy	62445.1→62806.9	+2.49	timeout
06-24 10:08	BTC	Buy	62443.1→62608.9	+0.87	timeout
06-24 08:52	BTC	Buy	62378.1→62756.9	+2.58	timeout
06-23 06:21	BTC	Buy	64146.2→62555.6	-12.69	stop_loss
06-23 06:21	BTC	Buy	64217.2→62635.5	-12.59	stop_loss
06-23 06:21	BTC	Buy	64251.2→62664.5	-12.73	stop_loss
06-23 04:59	BTC	Buy	65151.3→63546	-12.78	stop_loss
06-23 04:56	BTC	Buy	65213.3→63609	-12.76	stop_loss
06-22 16:53	BTC	Buy	64148.2→64688.8	+3.70	timeout
06-22 10:00	BTC	Buy	64178.2→64098.8	-1.22	timeout
06-22 08:01	BTC	Buy	64163.2→64154.8	-0.61	timeout
06-22 06:00	BTC	Buy	64223.2→64223.8	-0.53	timeout
06-22 03:36	BTC	Buy	64298.2→64209.8	-1.15	timeout
06-21 07:01	BTC	Buy	63655.2→64246.8	+4.07	timeout
06-21 04:55	BTC	Buy	63543.2→64291.8	+5.45	timeout
06-21 02:49	BTC	Buy	63402.2→64250.8	+6.24	timeout
06-21 00:43	BTC	Buy	63558.2→64280.8	+5.23	timeout
06-20 19:24	BTC	Buy	62986.1→63897.8	+6.80	timeout
06-20 02:43	BTC	Buy	62916.1→63344.8	+2.97	timeout
06-20 00:33	BTC	Buy	62998.1→63627.8	+4.54	timeout
06-19 22:24	BTC	Buy	62820.1→63256.8	+3.00	timeout
06-19 19:59	BTC	Buy	62953.1→62978.9	-0.30	timeout
06-19 17:17	BTC	Buy	62524.1→63004.8	+3.39	timeout
06-18 15:51	BTC	Buy	64177.2→62598.6	-12.71	stop_loss
06-18 15:40	BTC	Buy	64322.2→62734.5	-12.64	stop_loss
06-18 15:37	BTC	Buy	64481.2→62873.4	-12.74	stop_loss
06-18 14:52	BTC	Buy	65209.3→63596	-12.47	stop_loss
06-18 11:00	BTC	Buy	64817.2→64057.8	-6.36	timeout
06-18 09:01	BTC	Buy	64951.2→64312.8	-5.48	timeout
06-17 19:50	BTC	Buy	65577.3→63964.8	-12.74	stop_loss
06-17 17:28	BTC	Buy	65752.3→65942.7	+0.91	timeout
06-17 08:45	BTC	Buy	66468.3→64833.3	-12.83	stop_loss
06-17 08:31	BTC	Buy	66738.3→65094.2	-12.83	stop_loss
06-17 06:59	BTC	Buy	66411.3→65592.7	-6.60	timeout
06-17 04:39	BTC	Buy	65831.3→65886.7	-0.06	timeout
06-16 15:21	BTC	Buy	66668.3→65740.7	-7.48	timeout
06-16 08:08	BTC	Buy	65710.3→66335.7	+4.33	timeout
06-16 06:05	BTC	Buy	65850.3→66077.7	+1.36	timeout
06-16 03:58	BTC	Buy	65890.3→66112.7	+1.28	timeout
06-15 21:20	BTC	Buy	64808.2→66496.7	+12.53	timeout
06-15 13:25	BTC	Buy	64070.2→66882.7	+21.51	take_profit
06-15 06:29	BTC	Buy	64322.2→65920.7	+11.96	timeout
06-15 03:34	BTC	Buy	64501.2→65696.7	+8.78	timeout
06-14 22:25	BTC	Buy	64426.2→65144.7	+5.08	timeout
06-14 20:05	BTC	Buy	64242.2→63808.8	-3.86	timeout
06-14 12:36	BTC	Buy	64003.2→64352.8	+2.28	timeout
06-14 04:40	BTC	Buy	63583.2→64398.8	+6.00	timeout
06-14 01:50	BTC	Buy	63775.2→64611.8	+6.12	timeout
06-13 21:33	BTC	Buy	63555.2→64245.8	+4.96	timeout
06-13 19:29	BTC	Buy	63723.2→64152.8	+2.92	timeout
06-13 09:39	BTC	Buy	63819.2→63776.8	-0.87	timeout
06-13 03:01	BTC	Buy	63600.2→63648.8	-0.06	timeout
06-12 20:54	BTC	Buy	63370.2→63403.8	-0.23	timeout
06-12 17:38	BTC	Buy	63160.2→63809.8	+4.68	timeout
06-12 13:11	BTC	Buy	62842.1→63407.8	+3.98	timeout
06-12 09:02	BTC	Buy	62918.1→63475.8	+3.91	timeout
06-11 22:21	BTC	Buy	61238.1→63591.8	+18.64	timeout
06-11 16:10	BTC	Buy	62423.1→62692.9	+1.61	timeout
06-11 11:55	BTC	Buy	61051.1→63102.8	+16.23	timeout
06-11 09:53	BTC	Buy	61236.1→62926.9	+13.22	timeout
06-11 07:51	BTC	Buy	61657.1→62672.9	+7.64	timeout
06-10 15:24	BTC	Buy	61453.1→62275.9	+6.19	timeout
06-09 16:39	BTC	Buy	62306.1→60773.6	-12.76	stop_loss
06-09 16:05	BTC	Buy	62452.1→60916.5	-12.84	stop_loss
06-09 14:19	BTC	Buy	63271.2→61711	-12.78	stop_loss
06-09 13:23	BTC	Buy	63828.2→62258.7	-12.72	stop_loss
06-09 13:19	BTC	Buy	63844.2→62273.7	-12.72	stop_loss
06-09 09:58	BTC	Buy	63426.2→62686.9	-6.25	timeout
06-08 22:41	BTC	Buy	63031.2→63276.8	+1.47	timeout
06-08 20:50	BTC	Buy	61809.1→63377.8	+12.19	timeout

Paper vs Live

Paper (trades.jsonl)

136

closed

40%

win rate

-437.44

total pnl ($)

-64.3 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	136	40%	-64.3	-437.44

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…