btc_deribit_basis_zscore_carry_short_v1

not live
8
closed trades
50%
win rate
+9.64
total pnl ($)
1.252
weight
7d window — n=2 wr=100% pnl=+3.46  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-30 03:40 (31.5d ago) · src: backtest-gate-results.jsonl
verdict: PASS  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_agent_session_carry_dbzs_1
n: 18  ·  wr: 55.6%  ·  total_bps: +1030.4  ·  mean_bps: +57.25  ·  sharpe: +0.31  ·  max_dd_bps: -547.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=237.636

Cumulative P&L (last 8 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 05:22BTCSell59925→59615+2.16timeout
06-26 22:00BTCSell60081→59880+1.30timeout
06-22 07:25BTCSell64162.8→64237.2-1.01timeout
06-20 02:16BTCSell63005.8→63430.2-3.82timeout
06-17 08:04BTCSell66331.7→65454.3+6.12timeout
06-09 06:11BTCSell62927.9→63379.2-3.98timeout
06-07 02:05BTCSell60962→61445.1-4.34timeout
06-05 03:42BTCSell64362.8→62597.1+13.21timeout

Paper vs Live

Paper (trades.jsonl)
8
closed
50%
win rate
+9.64
total pnl ($)
+23.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC850%+23.7+9.64

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems