deribit_basis_annualized_zscore_mean_reversion_long_v2

52

closed trades

35%

win rate

-213.42

total pnl ($)

0.617

weight

7d window — n=11 wr=18% pnl=-91.11 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-27 09:22:46 (34.3d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x2189875_24067

n: 5 · wr: 60.0% · total_bps: -124.9 · mean_bps: -24.97 · sharpe: -0.16 · max_dd_bps: -337.1

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

time	sym	side	entry→exit	pnl	close
06-30 12:20	BTC	Buy	60376→58891.6	-12.73	stop_loss
06-30 08:44	BTC	Buy	59832→59246	-5.34	timeout
06-28 18:39	BTC	Buy	60531→59565	-8.40	timeout
06-27 21:58	BTC	Buy	59906→60162	+1.75	timeout
06-26 20:04	BTC	Buy	59670→59822	+0.72	timeout
06-26 13:19	BTC	Buy	60173→58689.7	-12.78	stop_loss
06-25 13:55	BTC	Buy	59921→58446.8	-12.68	stop_loss
06-25 13:43	BTC	Buy	61686.1→60167.9	-12.74	stop_loss
06-24 14:19	BTC	Buy	62427.1→60882.5	-12.79	stop_loss
06-24 14:02	BTC	Buy	62727.1→61184.3	-12.74	stop_loss
06-24 07:39	BTC	Buy	62964.1→62607.9	-3.37	timeout
06-23 06:21	BTC	Buy	64237.2→62636.5	-12.94	stop_loss
06-23 06:18	BTC	Buy	64564.2→62974.3	-12.78	stop_loss
06-22 19:32	BTC	Buy	64191.2→64391.8	+1.07	timeout
06-22 07:24	BTC	Buy	64196.2→64208.8	-0.38	timeout
06-21 17:47	BTC	Buy	63792.2→64146.8	+2.41	timeout
06-21 04:55	BTC	Buy	63543.2→64292.8	+5.46	timeout
06-19 20:00	BTC	Buy	63053.2→63015.8	-0.78	timeout
06-18 15:40	BTC	Buy	64282.2→62701.5	-12.72	stop_loss
06-18 15:37	BTC	Buy	64427.2→62841.4	-12.75	stop_loss
06-17 22:03	BTC	Buy	65528.3→63914.8	-12.75	stop_loss
06-17 19:53	BTC	Buy	65569.3→64109.8	-11.61	timeout
06-17 07:53	BTC	Buy	66344.3→65407.7	-7.53	timeout
06-16 19:46	BTC	Buy	66631.3→65668.7	-7.76	timeout
06-16 07:45	BTC	Buy	65720.3→66281.7	+3.89	timeout
06-15 13:00	BTC	Buy	63798.2→66599.7	+21.52	take_profit
06-15 07:38	BTC	Buy	64285.2→65709.7	+10.61	timeout
06-14 19:36	BTC	Buy	64204.2→63791.8	-3.72	timeout
06-14 07:35	BTC	Buy	63789.2→64312.8	+3.65	timeout
06-13 19:28	BTC	Buy	63726.2→64118.8	+2.63	timeout
06-13 05:22	BTC	Buy	63453.2→63538.8	+0.24	timeout
06-12 10:30	BTC	Buy	62830.1→63600.8	+5.59	timeout
06-11 19:32	BTC	Buy	61213.1→63903.8	+21.41	take_profit
06-11 08:22	BTC	Buy	61577.1→62801.9	+9.36	timeout
06-09 14:21	BTC	Buy	63163.2→61609.1	-12.75	stop_loss
06-09 13:36	BTC	Buy	63757.2→62188.8	-12.73	stop_loss
06-09 01:59	BTC	Buy	63145.2→62759.9	-3.48	timeout
06-08 13:58	BTC	Buy	61774.1→63715.8	+15.22	timeout
06-07 22:15	BTC	Buy	61520.1→64220.8	+21.51	take_profit
06-07 13:55	BTC	Buy	60769→61705.9	+7.24	timeout
06-06 04:14	BTC	Buy	61579.1→60062.9	-12.77	stop_loss
06-05 13:57	BTC	Buy	62379.1→60843.5	-12.76	stop_loss
06-05 06:21	BTC	Buy	63038.2→61487.2	-12.69	stop_loss
06-05 06:03	BTC	Buy	63618.2→62050.9	-12.74	stop_loss
06-04 00:27	BTC	Buy	65178.3→63575	-12.75	stop_loss
06-03 20:55	BTC	Buy	66518.3→64877.3	-12.84	stop_loss
06-03 19:54	BTC	Buy	67013.4→65364	-12.79	stop_loss
06-02 14:10	BTC	Buy	69983.5→68262.4	-12.76	stop_loss
06-02 09:02	BTC	Buy	71343.6→69587.7	-12.82	stop_loss
06-01 15:33	BTC	Buy	73170.7→71307.8	-13.24	stop_loss
05-31 15:25	BTC	Buy	73860.7→73721.3	-1.43	timeout
05-30 07:51	BTC	Buy	73399.7→73489.3	+0.12	timeout

Paper (trades.jsonl)

52

closed

35%

win rate

-213.42

total pnl ($)

-81.8 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	52	35%	-81.8	-213.42

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 52 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)