deribit_basis_annualized_zscore_long_v4

not live
21
closed trades
43%
win rate
-27.11
total pnl ($)
1.081
weight
7d window — n=5 wr=40% pnl=-14.84  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 03:38:46 (26.8d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: x2189872_31574
n: 4  ·  wr: 50.0%  ·  total_bps: +142.6  ·  mean_bps: +35.65  ·  sharpe: +0.23  ·  max_dd_bps: -183.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 21 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-21 23:13BTCBuy64245.2→63721.8-4.50timeout
06-20 22:26BTCBuy63274.2→64147.8+6.45timeout
06-19 17:17BTCBuy62497.1→63029.8+3.81timeout
06-18 15:12BTCBuy65077.3→63573.8-11.97timeout
06-16 17:07BTCBuy66857.3→65777.7-8.63timeout
06-15 13:16BTCBuy63920.2→66726.7+21.52take_profit
06-14 16:57BTCBuy64014.2→63932.8-1.13timeout
06-13 17:48BTCBuy63836.2→64051.8+1.22timeout
06-12 17:12BTCBuy62439.1→63872.8+11.02timeout
06-11 16:46BTCBuy62170.1→62608.9+3.02timeout
06-10 16:40BTCBuy60780→62316.9+12.10timeout
06-09 13:19BTCBuy63968.2→62329.7-13.23stop_loss
06-08 14:58BTCBuy61877.1→63959.8+16.34timeout
06-07 14:52BTCBuy60946→61902.9+7.38timeout
06-05 18:52BTCBuy60774→59218.4-13.26stop_loss
06-05 03:01BTCBuy64101.2→62453.6-13.28stop_loss
06-03 23:38BTCBuy65967.3→64278.6-13.25stop_loss
06-03 03:43BTCBuy67479.4→65735.8-13.37stop_loss
06-02 07:03BTCBuy71543.6→69708.6-13.32stop_loss
05-31 15:24BTCBuy73858.7→73704.3-1.53timeout
05-29 21:46BTCBuy73823.7→73526.3-2.51timeout

Paper vs Live

Paper (trades.jsonl)
21
closed
43%
win rate
-27.11
total pnl ($)
-25.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2143%-25.4-27.11

Recent bounces (last 20 of 1)

timesymsidereason
06-21 23:34BTCBuytrigger_already_opened

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems