deribit_basis_blowoff_reversion

60

closed trades

47%

win rate

-13.73

total pnl ($)

1.212

weight

7d window — n=0 wr=0% pnl=+0.00 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-22 19:50 (31.3d ago) · src: backtest-gate-results.jsonl

verdict: ERROR · strict: STRICT-FAIL · batch: strategies_batch_auz

n: 0 · wr: 0.0% · total_bps: +0.0 · mean_bps: +0.00 · sharpe: +0.00 · max_dd_bps: +0.0

gate: min_trades=5 min_wr=0.45 min_total_bps=— min_sharpe=— effective_days=230.818

time	sym	side	entry→exit	pnl	close
06-01 05:16	BTC	Sell	73585.3→73455.7	+0.43	timeout
06-01 03:59	BTC	Sell	73763.3→73726.7	-0.20	timeout
06-01 02:44	BTC	Sell	73435.3→73756.7	-2.63	timeout
05-31 23:57	BTC	Sell	73938.3→73665.7	+1.39	timeout
05-31 22:26	BTC	Sell	73606.3→73953.7	-2.81	timeout
05-31 20:40	BTC	Sell	73502.3→73673.7	-1.62	timeout
05-31 19:05	BTC	Sell	73613.3→73585.7	-0.26	timeout
05-31 16:52	BTC	Sell	73628.3→73498.7	+0.43	timeout
05-31 15:23	BTC	Sell	73595.3→73699.7	-1.16	timeout
05-31 09:59	BTC	Sell	73914.3→73804.7	+0.30	timeout
05-31 07:00	BTC	Sell	74033.3→74004.7	-0.25	timeout
05-31 05:40	BTC	Sell	74162.3→74093.7	+0.02	timeout
05-30 20:36	BTC	Sell	73979.3→73897.7	+0.11	timeout
05-30 18:00	BTC	Sell	73877.3→73988.7	-1.20	timeout
05-30 15:56	BTC	Sell	73888.3→73929.7	-0.72	timeout
05-29 14:08	BTC	Sell	73179.3→72965.6	+1.01	timeout
05-29 13:14	BTC	Sell	73321.3→73112.7	+0.97	timeout
05-29 12:06	BTC	Sell	73627.3→73345.7	+1.46	timeout
05-29 10:52	BTC	Sell	73705.3→73610.7	+0.19	timeout
05-29 09:39	BTC	Sell	73767.3→73806.7	-0.71	timeout
05-29 08:50	BTC	Sell	73366.3→73707.7	-2.78	timeout
05-28 16:22	BTC	Sell	72820.4→73183.7	-2.94	timeout
05-28 15:09	BTC	Sell	72762.4→72991.6	-2.02	timeout
05-28 05:07	BTC	Sell	73104.3→73042.7	-0.03	timeout
05-28 00:23	BTC	Sell	74316.3→74499.7	-1.68	timeout
05-27 23:22	BTC	Sell	74550.3→74383.7	+0.67	timeout
05-27 22:22	BTC	Sell	75118.2→74548.7	+3.34	timeout
05-27 21:22	BTC	Sell	75293.2→75125.8	+0.67	timeout
05-27 20:21	BTC	Sell	74945.3→75291.8	-2.76	timeout
05-27 19:22	BTC	Sell	74775.3→74952.7	-1.63	timeout
05-27 18:20	BTC	Sell	74937.3→74763.7	+0.71	timeout
05-27 17:19	BTC	Sell	75075.2→74935.7	+0.48	timeout
05-27 16:18	BTC	Sell	75157.2→75130.8	-0.27	timeout
05-27 15:17	BTC	Sell	75047.2→75163.8	-1.23	timeout
05-27 14:16	BTC	Sell	75369.2→74977.7	+2.15	timeout
05-27 13:16	BTC	Sell	75563.2→75376.8	+0.78	timeout
05-27 11:01	BTC	Sell	75854.2→75907.8	-0.81	timeout
05-27 00:11	BTC	Sell	75876.2→75955.8	-0.97	timeout
05-26 22:45	BTC	Sell	75967.2→75705.8	+1.27	timeout
05-26 21:29	BTC	Sell	76115.2→76014.8	+0.21	timeout
05-26 20:29	BTC	Sell	75882.2→76120.8	-2.02	timeout
05-26 19:27	BTC	Sell	76116.2→75890.8	+1.03	timeout
05-26 18:26	BTC	Sell	76068.2→76174.8	-1.15	timeout
05-26 17:26	BTC	Sell	76472.2→76076.8	+2.14	timeout
05-26 07:55	BTC	Sell	76867.2→76718.8	+0.51	timeout
05-26 06:56	BTC	Sell	76841.2→76874.8	-0.67	timeout
05-26 05:54	BTC	Sell	76729.2→76812.8	-1.00	timeout
05-26 04:54	BTC	Sell	76621.2→76736.8	-1.20	timeout
05-26 03:54	BTC	Sell	76600.2→76621.8	-0.59	timeout
05-26 02:54	BTC	Sell	76727.2→76607.8	+0.33	timeout
05-26 01:53	BTC	Sell	76548.2→76741.8	-1.72	timeout
05-26 00:53	BTC	Sell	77283.1→76555.8	+4.25	timeout
05-25 23:53	BTC	Sell	77161.1→77289.9	-1.28	timeout
05-25 22:47	BTC	Sell	77270.1→77175.9	+0.16	timeout
05-25 21:44	BTC	Sell	77222.1→77295.9	-0.92	timeout
05-25 20:42	BTC	Sell	77346.1→77186.9	+0.58	timeout
05-25 19:43	BTC	Sell	77564.1→77353.9	+0.91	timeout
05-25 18:33	BTC	Sell	77562.1→77566.9	-0.47	timeout
05-25 17:32	BTC	Sell	77555.1→77595.9	-0.71	timeout
05-25 16:27	BTC	Sell	77627.1→77532.9	+0.16	timeout

Paper (trades.jsonl)

60

closed

47%

win rate

-13.73

total pnl ($)

-4.6 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	60	47%	-4.6	-13.73

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 60 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)