deribit_basis_zscore_positive_carry_long

not live
76
closed trades
39%
win rate
-266.95
total pnl ($)
0.898
weight
7d window — n=18 wr=39% pnl=-55.17  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 76 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 17:26BTCBuy60113→60517+2.91timeout
06-27 16:28BTCBuy60068→60682+4.69timeout
06-26 15:46BTCBuy59297→60258+7.58timeout
06-26 14:41BTCBuy59532→59587-0.04timeout
06-25 13:53BTCBuy60267→58772.7-12.76stop_loss
06-25 13:45BTCBuy61318.1→59809.1-12.74stop_loss
06-25 07:16BTCBuy59231→61831.9+21.52take_profit
06-24 16:51BTCBuy61055.1→59545.2-12.80stop_loss
06-24 14:17BTCBuy62600.1→61059.4-12.75stop_loss
06-24 13:57BTCBuy62758.1→61211.3-12.77stop_loss
06-24 08:25BTCBuy62296.1→62662.9+2.44timeout
06-24 07:27BTCBuy62973.1→62687.9-2.75timeout
06-23 06:21BTCBuy64137.2→62554.6-12.79stop_loss
06-23 06:21BTCBuy64332.2→62747.5-12.78stop_loss
06-23 01:35BTCBuy64467.2→64084.8-3.39timeout
06-22 20:20BTCBuy64055.2→64468.8+2.76timeout
06-22 00:42BTCBuy64286.2→63906.8-3.41timeout
06-21 19:40BTCBuy63880.2→64181.8+1.93timeout
06-20 21:49BTCBuy63099.2→64028.8+6.93timeout
06-20 19:15BTCBuy63039.2→63865.8+6.12timeout
06-19 19:58BTCBuy62968.1→62974.9-0.43timeout
06-19 17:59BTCBuy62582.1→63184.8+4.37timeout
06-18 15:40BTCBuy64215.2→62635.5-12.67stop_loss
06-18 15:40BTCBuy64313.2→62730.5-12.49stop_loss
06-18 08:39BTCBuy65037.3→64529.8-4.39timeout
06-17 19:44BTCBuy65696.3→64080.7-12.75stop_loss
06-17 06:51BTCBuy66491.3→65619.7-6.99timeout
06-17 00:30BTCBuy66214.3→65709.7-4.30timeout
06-16 05:49BTCBuy65752.3→66024.7+1.69timeout
06-15 23:01BTCBuy65367.3→66174.7+5.68timeout
06-15 04:30BTCBuy64442.2→65674.7+9.08timeout
06-14 21:48BTCBuy64481.2→65331.7+6.10timeout
06-14 03:28BTCBuy63449.2→64510.8+7.94timeout
06-13 21:12BTCBuy63550.2→64250.8+5.04timeout
06-13 01:23BTCBuy63376.2→63611.8+1.36timeout
06-12 17:33BTCBuy63285.2→63788.8+3.52timeout
06-12 00:05BTCBuy61601.1→63583.8+15.53timeout
06-11 14:49BTCBuy61910.1→62884.9+7.33timeout
06-10 22:17BTCBuy62601.1→61060.4-12.76stop_loss
06-10 15:01BTCBuy61395.1→62271.9+6.65timeout
06-10 14:08BTCBuy62156.1→62142.9-0.58timeout
06-09 14:18BTCBuy63315.2→61756-12.76stop_loss
06-09 13:36BTCBuy63741.2→62173.8-12.74stop_loss
06-09 06:01BTCBuy62847.1→63308.8+3.18timeout
06-08 21:21BTCBuy61714.1→63679.8+15.44timeout
06-08 05:18BTCBuy61966.1→62634.9+4.94timeout
06-07 20:50BTCBuy60666→61803.9+8.95timeout
06-07 04:30BTCBuy59985→61530.9+12.44timeout
06-06 20:12BTCBuy60729→60541-1.93timeout
06-06 04:11BTCBuy61792.1→60271.8-12.76stop_loss
06-05 21:04BTCBuy59287→61889.9+21.50take_profit
06-05 18:54BTCBuy60591→59100.5-12.76stop_loss
06-05 18:52BTCBuy60799→59303.4-12.76stop_loss
06-05 14:06BTCBuy61975.1→60450.7-12.75stop_loss
06-05 13:52BTCBuy62597.1→61057.4-12.75stop_loss
06-05 06:21BTCBuy63124.2→61566.1-12.79stop_loss
06-05 03:06BTCBuy63897.2→62319.7-12.77stop_loss
06-05 03:01BTCBuy63988.2→62414.7-12.72stop_loss
06-04 10:48BTCBuy63883.2→62311.7-12.72stop_loss
06-04 09:29BTCBuy64326.2→62724.5-12.89stop_loss
06-04 02:04BTCBuy62912.1→61365.2-12.74stop_loss
06-03 23:54BTCBuy65662.3→64046.8-12.75stop_loss
06-03 23:02BTCBuy66247.3→64617.4-12.75stop_loss
06-03 16:24BTCBuy67284.4→65629.9-12.77stop_loss
06-03 03:43BTCBuy67377.4→65720.8-12.75stop_loss
06-03 03:43BTCBuy67449.4→65790.8-12.75stop_loss
06-02 14:27BTCBuy69475.5→67764.7-12.77stop_loss
06-02 14:08BTCBuy70222.5→68495.3-12.78stop_loss
06-02 09:04BTCBuy71263.6→69507.8-12.82stop_loss
06-01 15:25BTCBuy72958.6→71111.9-13.16stop_loss
06-01 15:25BTCBuy73463.7→71111.9-16.54stop_loss
05-31 23:57BTCBuy73824.7→73660.3-1.54timeout
05-31 18:51BTCBuy73975.7→73559.3-3.33timeout
05-30 12:12BTCBuy73337.7→73563.3+1.03timeout
05-29 16:39BTCBuy73260.7→73944.3+4.17timeout
05-29 10:59BTCBuy73385.7→73621.3+1.11timeout

Paper vs Live

Paper (trades.jsonl)
76
closed
39%
win rate
-266.95
total pnl ($)
-70.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7639%-70.1-266.95

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems