d14528_deribit_basis_zscore_short_btc

53

closed trades

58%

win rate

+177.34

total pnl ($)

1.592

weight

7d window — n=14 wr=50% pnl=+61.85 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 21:28:08 (23.6d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: x3485392_14528

n: 41 · wr: 68.3% · total_bps: +4368.4 · mean_bps: +106.55 · sharpe: +0.55 · max_dd_bps: -570.2

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-26 23:55	BTC	Sell	59779→60045	-2.65	timeout
06-26 17:45	BTC	Sell	59475→60048	-5.16	timeout
06-25 23:35	BTC	Sell	61014.9→60109	+7.01	timeout
06-25 13:54	BTC	Sell	61631.9→58551.9	+24.51	take_profit
06-25 05:02	BTC	Sell	59717→61545.8	-15.77	stop_loss
06-24 17:20	BTC	Sell	62589.9→59465	+24.47	take_profit
06-24 16:51	BTC	Sell	62707.9→59576	+24.37	take_profit
06-24 05:47	BTC	Sell	63334.8→62913.1	+2.94	timeout
06-23 19:38	BTC	Sell	64427.8→62343.1	+15.74	timeout
06-23 01:13	BTC	Sell	63837.8→64220.2	-3.47	timeout
06-22 19:05	BTC	Sell	64145.8→64358.2	-2.06	timeout
06-22 00:43	BTC	Sell	64275.8→63906.2	+2.46	timeout
06-21 17:45	BTC	Sell	63790.8→64130.2	-3.19	timeout
06-20 19:28	BTC	Sell	62967.9→63832.2	-7.33	timeout
06-20 01:44	BTC	Sell	62874.9→63535.2	-5.69	timeout
06-19 13:54	BTC	Sell	64043.8→63254.2	+5.62	timeout
06-18 19:26	BTC	Sell	64747.8→62733.1	+14.90	timeout
06-18 07:15	BTC	Sell	65664.7→64065.2	+11.71	timeout
06-17 19:03	BTC	Sell	65668.7→65478.3	+1.07	timeout
06-17 06:59	BTC	Sell	66405.7→65598.3	+5.66	timeout
06-16 15:59	BTC	Sell	67225.6→65853.3	+9.70	timeout
06-16 03:47	BTC	Sell	65900.7→66128.3	-2.21	timeout
06-15 13:16	BTC	Sell	64765.8→66749.7	-15.78	stop_loss
06-15 01:49	BTC	Sell	64611.8→65606.3	-8.12	timeout
06-14 19:50	BTC	Sell	64297.8→63756.2	+3.81	timeout
06-14 01:46	BTC	Sell	63783.8→64574.2	-6.67	timeout
06-13 19:45	BTC	Sell	63635.8→64274.2	-5.46	timeout
06-12 20:57	BTC	Sell	63366.8→63448.2	-1.07	timeout
06-12 13:50	BTC	Sell	63003.8→63193.2	-1.88	timeout
06-11 14:51	BTC	Sell	61912.9→62913.1	-8.43	timeout
06-11 08:14	BTC	Sell	61579.9→62796.1	-10.19	timeout
06-10 13:45	BTC	Sell	62340.9→62249.1	+0.30	timeout
06-10 07:44	BTC	Sell	63165.8→62023.1	+8.53	timeout
06-09 07:50	BTC	Sell	63316.8→63162.2	+0.83	timeout
06-09 01:48	BTC	Sell	63106.8→62794.1	+2.03	timeout
06-07 22:14	BTC	Sell	61747.9→63641	-15.78	stop_loss
06-07 22:14	BTC	Sell	61272.9→63149.7	-15.78	stop_loss
06-07 08:02	BTC	Sell	60587→62444.3	-15.80	stop_loss
06-06 22:16	BTC	Sell	61485.9→60655	+6.23	timeout
06-06 15:26	BTC	Sell	60982→60613	+2.57	timeout
06-05 16:10	BTC	Sell	63065.8→59905	+24.59	take_profit
06-05 09:45	BTC	Sell	62932.9→62815.1	+0.46	timeout
06-05 04:55	BTC	Sell	64400.8→63231.2	+8.58	timeout
06-04 00:53	BTC	Sell	66338.7→63027.2	+24.49	take_profit
06-03 23:27	BTC	Sell	66350.7→64411.2	+14.17	timeout
06-02 19:33	BTC	Sell	70098.5→66586.3	+24.61	take_profit
06-02 14:23	BTC	Sell	71530.4→67960.4	+24.54	take_profit
06-02 12:39	BTC	Sell	72300.4→69102.5	+21.81	timeout
06-02 04:18	BTC	Sell	73472.3→70877.5	+17.36	timeout
05-31 19:47	BTC	Sell	74021.3→73501.7	+3.05	timeout
05-30 14:52	BTC	Sell	72952.4→73913.7	-6.89	timeout
05-30 07:50	BTC	Sell	73365.3→73509.7	-1.39	timeout
05-29 14:55	BTC	Sell	72978.4→72929.6	+0.03	timeout

Paper (trades.jsonl)

53

closed

58%

win rate

+177.34

total pnl ($)

+66.8 bps

avg bps net

Live (dry_run=0)

2

closed

100%

win rate

+22.81

total pnl ($)

+212.1 bps

avg bps net

Live: 2 trades (insufficient sample, <5)

symbol	n	wr	net bps	total pnl ($)
BTC	53	58%	+66.8	+177.34

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 53 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)