deribit_basis_annualized_zscore_mean_reversion_long_v10

not live
75
closed trades
37%
win rate
-280.90
total pnl ($)
0.603
weight
7d window — n=15 wr=33% pnl=-83.61  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 04:49:28 (34.1d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: x2189875_33918
n: 0  ·  wr: 0.0%  ·  total_bps: +0.0  ·  mean_bps: +0.00  ·  sharpe: +0.00  ·  max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 75 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 14:08BTCBuy60685→59192.4-12.76stop_loss
06-29 07:24BTCBuy60112→60009-1.30timeout
06-29 05:12BTCBuy59982→59408-5.26timeout
06-27 18:01BTCBuy60038→60470+3.17timeout
06-27 16:00BTCBuy60441→60794+2.54timeout
06-26 14:25BTCBuy59360→60076+5.53timeout
06-26 13:18BTCBuy60317→58833.6-12.76stop_loss
06-26 02:13BTCBuy60204→58717.7-12.79stop_loss
06-25 17:41BTCBuy59411→59589+1.08timeout
06-25 13:57BTCBuy59752→58275.9-12.73stop_loss
06-24 17:47BTCBuy60602→59111.5-12.73stop_loss
06-24 14:17BTCBuy62570.1→61030.4-12.75stop_loss
06-24 14:13BTCBuy62673.1→61129.4-12.76stop_loss
06-24 08:20BTCBuy62458.1→62638.9+0.95timeout
06-24 06:40BTCBuy62892.1→62823.9-1.04timeout
06-23 07:01BTCBuy63965.2→62921.9-8.63timeout
06-23 04:59BTCBuy64083.2→63639.8-3.94timeout
06-22 06:11BTCBuy64183.2→64215.8-0.21timeout
06-22 03:34BTCBuy64332.2→64245.8-1.20timeout
06-21 04:02BTCBuy63419.2→64378.8+7.12timeout
06-21 01:59BTCBuy63537.2→64235.8+5.00timeout
06-20 00:32BTCBuy63014.2→63616.8+4.30timeout
06-19 20:23BTCBuy63085.2→62968.9-1.41timeout
06-18 15:57BTCBuy63933.2→62355.7-12.73stop_loss
06-18 11:48BTCBuy64834.2→63892.8-7.78timeout
06-18 09:49BTCBuy64976.2→64222.8-6.35timeout
06-17 11:05BTCBuy66132.3→64496.5-12.90stop_loss
06-17 08:44BTCBuy66507.3→64871.3-12.76stop_loss
06-16 11:35BTCBuy66240.3→66361.7+0.39timeout
06-16 09:23BTCBuy65692.3→66595.7+6.42timeout
06-15 11:04BTCBuy64444.2→65886.7+10.74timeout
06-15 07:01BTCBuy64260.2→65717.7+10.88timeout
06-14 08:06BTCBuy63766.2→64382.8+4.31timeout
06-14 02:06BTCBuy63777.2→64580.8+5.86timeout
06-13 07:27BTCBuy62990.1→63754.8+5.61timeout
06-12 13:43BTCBuy62783.1→63054.8+1.65timeout
06-12 06:47BTCBuy62845.1→62952.9+0.36timeout
06-11 11:38BTCBuy60933→63080.8+17.04timeout
06-10 15:12BTCBuy61541.1→61890.9+2.35timeout
06-09 14:43BTCBuy62826.1→61281.3-12.75stop_loss
06-09 14:29BTCBuy63039.2→61489.2-12.75stop_loss
06-09 00:46BTCBuy64056.2→62480.6-12.76stop_loss
06-08 21:50BTCBuy61660.1→63760.8+16.55timeout
06-08 13:42BTCBuy61725.1→63539.8+14.21timeout
06-07 20:47BTCBuy60712→61780.9+8.38timeout
06-07 12:32BTCBuy60714→61914.9+9.42timeout
06-06 18:58BTCBuy59398→60637+10.03timeout
06-06 04:07BTCBuy61889.1→60366.8-12.75stop_loss
06-05 18:52BTCBuy60900→59402.3-12.76stop_loss
06-05 18:43BTCBuy61353.1→59844.1-12.75stop_loss
06-05 14:26BTCBuy61844.1→60321.8-12.75stop_loss
06-05 13:56BTCBuy62433.1→60897.5-12.75stop_loss
06-05 06:21BTCBuy63116.2→61564.1-12.74stop_loss
06-05 03:06BTCBuy63903.2→62320.7-12.80stop_loss
06-05 02:42BTCBuy63457.2→62670.9-6.61timeout
06-04 10:48BTCBuy63883.2→62311.7-12.72stop_loss
06-04 01:19BTCBuy64334.2→62752.5-12.74stop_loss
06-04 00:29BTCBuy65155.3→63553-12.74stop_loss
06-03 20:55BTCBuy66374.3→64742.4-12.78stop_loss
06-03 19:45BTCBuy66923.3→65745.7-9.32timeout
06-03 03:43BTCBuy67499.4→65838.8-12.76stop_loss
06-02 14:27BTCBuy69447.5→67739.7-12.75stop_loss
06-02 14:10BTCBuy69983.5→68262.4-12.76stop_loss
06-02 09:12BTCBuy71186.6→69435.8-12.86stop_loss
06-01 22:26BTCBuy73439.7→71242.8-15.53stop_loss
06-01 05:17BTCBuy74159.7→73434.3-5.38timeout
05-31 18:50BTCBuy73997.7→73581.3-3.32timeout
05-31 14:59BTCBuy73895.7→73609.3-2.41timeout
05-30 21:08BTCBuy73703.7→73945.3+1.08timeout
05-30 15:08BTCBuy73535.7→73858.3+1.59timeout
05-30 07:52BTCBuy73397.7→73486.3+0.11timeout
05-29 23:36BTCBuy73648.7→73279.3-2.98timeout
05-29 19:07BTCBuy73539.7→73452.3-1.09timeout
05-29 15:46BTCBuy73035.7→73802.3+4.75timeout
05-29 13:28BTCBuy73131.7→73024.3-1.20timeout

Paper vs Live

Paper (trades.jsonl)
75
closed
37%
win rate
-280.90
total pnl ($)
-74.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7537%-74.4-280.90

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems