deribit_basis_extreme_fade · strategy

145

closed trades

30%

win rate

-81.78

total pnl ($)

1.129

weight

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

Backtest evidence run: 2026-05-20 01:17 (41.3d ago) · src: backtest-gate-results.jsonl

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

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=228.046

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-01 06:02	BTC	Sell	73438.3→73336.7	+0.24	timeout
06-01 05:26	BTC	Sell	73398.3→73373.7	-0.28	timeout
06-01 03:08	BTC	Sell	73464.3→73935.7	-3.65	timeout
06-01 01:44	BTC	Buy	73914.3→73459.7	-3.53	timeout
05-31 23:37	BTC	Sell	73983.3→73622.7	+1.99	timeout
05-31 22:28	BTC	Sell	73603.3→73915.7	-2.57	timeout
05-31 21:50	BTC	Sell	73693.3→73826.7	-1.35	timeout
05-31 20:36	BTC	Sell	73447.3→73687.7	-2.09	timeout
05-31 19:04	BTC	Sell	73614.3→73597.7	-0.33	timeout
05-31 17:17	BTC	Sell	73591.3→73531.7	-0.04	timeout
05-31 16:41	BTC	Sell	73642.3→73499.7	+0.52	timeout
05-31 15:59	BTC	Sell	73590.3→73639.7	-0.78	timeout
05-31 15:29	BTC	Sell	73573.3→73728.7	-1.50	timeout
05-31 13:54	BTC	Buy	73857.3→73848.7	-0.51	timeout
05-31 13:16	BTC	Buy	73926.3→73936.7	-0.38	timeout
05-31 12:32	BTC	Buy	73884.3→73907.7	-0.30	timeout
05-31 11:45	BTC	Buy	73774.3→73916.7	+0.51	timeout
05-31 11:13	BTC	Buy	73812.3→73867.7	-0.08	timeout
05-31 10:41	BTC	Buy	73985.3→73776.7	-1.87	timeout
05-31 09:32	BTC	Buy	73905.3→73952.7	-0.14	timeout
05-31 08:46	BTC	Buy	73858.3→73830.7	-0.64	timeout
05-31 08:09	BTC	Buy	73964.3→73865.7	-1.12	timeout
05-31 05:47	BTC	Buy	74129.3→74057.7	-0.94	timeout
05-31 04:36	BTC	Buy	74158.3→74158.7	-0.45	timeout
05-31 02:58	BTC	Buy	74018.3→74068.7	-0.11	timeout
05-31 02:06	BTC	Buy	74070.3→74074.7	-0.42	timeout
05-31 00:43	BTC	Buy	73771.3→73929.7	+0.62	timeout
05-30 20:49	BTC	Sell	74022.3→73901.7	+0.37	timeout
05-30 16:21	BTC	Sell	73882.3→73912.7	-0.65	timeout
05-30 11:03	BTC	Buy	73562.3→73617.7	-0.08	timeout
05-30 08:51	BTC	Buy	73498.3→73492.7	-0.49	timeout
05-30 07:47	BTC	Buy	73579.3→73462.7	-1.24	timeout
05-30 02:24	BTC	Buy	73581.3→73581.7	-0.45	timeout
05-30 01:46	BTC	Buy	73478.3→73601.7	+0.39	timeout
05-29 23:45	BTC	Buy	73424.3→73386.7	-0.71	timeout
05-29 22:38	BTC	Buy	73525.3→73431.7	-1.09	timeout
05-29 21:16	BTC	Buy	73575.3→73775.7	+0.91	timeout
05-29 18:52	BTC	Buy	73860.3→73239.3	-4.66	stop_loss
05-29 18:44	BTC	Buy	74196.3→73760.7	-3.39	timeout
05-29 18:10	BTC	Buy	74101.3→74004.7	-1.11	timeout
05-29 17:26	BTC	Buy	73527.3→74167.7	+3.90	timeout
05-29 16:42	BTC	Buy	73844.3→74032.7	+0.82	timeout
05-29 15:11	BTC	Sell	72627.4→73724.7	+0.00	take_profit
05-29 14:55	BTC	Sell	73123.3→72928.6	+0.89	timeout
05-29 13:58	BTC	Sell	73257.3→73171.7	+0.14	timeout
05-29 13:17	BTC	Sell	73352.3→73084.7	+1.38	timeout
05-29 12:37	BTC	Sell	73473.3→73271.7	+0.92	timeout
05-29 12:02	BTC	Sell	73575.3→73401.7	+0.73	timeout
05-29 11:16	BTC	Sell	73643.3→73627.7	-0.34	timeout
05-29 10:42	BTC	Sell	73807.3→73614.7	+0.86	timeout
05-29 10:11	BTC	Sell	73795.3→73662.7	+0.45	timeout
05-29 09:20	BTC	Sell	73693.3→73839.7	-1.44	timeout
05-29 08:49	BTC	Sell	73370.3→73695.7	-2.67	timeout
05-29 02:50	BTC	Buy	73458.3→73336.7	-1.28	timeout
05-29 01:03	BTC	Buy	73639.3→73732.7	+0.18	timeout
05-28 23:56	BTC	Buy	73484.3→73597.7	+0.32	timeout
05-28 23:17	BTC	Buy	73686.3→73576.7	-1.20	timeout
05-28 22:44	BTC	Buy	73900.3→73482.7	-3.28	timeout
05-28 22:04	BTC	Buy	73539.3→73773.7	+1.14	timeout
05-28 21:18	BTC	Buy	73488.3→73697.7	+0.97	timeout
05-28 18:51	BTC	Buy	73573.3→73617.7	-0.15	timeout
05-28 17:56	BTC	Buy	73413.3→73479.7	-0.00	timeout
05-28 15:52	BTC	Sell	72910.4→72926.6	-0.56	timeout
05-28 15:06	BTC	Sell	72633.4→73109.7	-3.72	timeout
05-28 13:36	BTC	Buy	73516.3→72898.1	-4.66	stop_loss
05-28 13:17	BTC	Buy	73332.3→73244.7	-1.05	timeout
05-28 12:43	BTC	Buy	73371.3→73482.7	+0.31	timeout
05-28 12:03	BTC	Buy	73399.3→73405.7	-0.41	timeout
05-28 11:26	BTC	Buy	73346.3→73369.7	-0.29	timeout
05-28 10:48	BTC	Buy	73526.3→73548.7	-0.30	timeout
05-28 10:18	BTC	Buy	73298.3→73474.7	+0.75	timeout
05-28 09:42	BTC	Buy	73229.3→73456.7	+1.10	timeout
05-28 09:04	BTC	Buy	73326.3→73347.7	-0.30	timeout
05-28 00:11	BTC	Sell	74425.3→74457.7	-0.67	timeout
05-27 22:52	BTC	Sell	74380.3→74513.7	-1.34	timeout
05-27 21:44	BTC	Sell	75200.2→74568	+0.00	stop_loss
05-27 21:29	BTC	Sell	75235.2→75072.8	+0.63	timeout
05-27 20:57	BTC	Sell	75024.2→75248.8	-1.94	timeout
05-27 20:24	BTC	Sell	75024.2→75282.8	-2.17	timeout
05-27 19:51	BTC	Sell	74971.3→74990.7	-0.58	timeout
05-27 19:13	BTC	Sell	74683.3→75014.8	-2.67	timeout
05-27 18:39	BTC	Sell	74980.3→74918.7	-0.04	timeout
05-27 18:07	BTC	Sell	75179.2→74838.7	+1.82	timeout
05-27 17:34	BTC	Sell	75017.2→74959.7	-0.06	timeout
05-27 17:00	BTC	Sell	75307.2→75280.8	-0.27	timeout
05-27 16:29	BTC	Sell	75342.2→75067.8	+1.37	timeout
05-27 15:57	BTC	Sell	75011.2→75285.8	-2.28	timeout
05-27 15:27	BTC	Sell	74846.3→75352.8	-3.83	timeout
05-27 14:54	BTC	Sell	74980.3→75058.8	-0.97	timeout
05-27 14:21	BTC	Sell	75313.2→74952.7	+1.94	timeout
05-27 13:30	BTC	Sell	75777.2→75134.3	+0.00	stop_loss
05-27 13:15	BTC	Sell	75572.2→75349.8	+1.02	timeout
05-27 11:42	BTC	Buy	75840.2→75793.8	-0.75	timeout
05-27 11:01	BTC	Sell	75854.2→75921.8	-0.90	timeout
05-27 09:17	BTC	Buy	75849.2→75690.8	-1.49	timeout
05-27 08:46	BTC	Buy	75861.2→75945.8	+0.12	timeout
05-27 07:16	BTC	Buy	75654.2→75738.8	+0.11	timeout
05-27 06:41	BTC	Buy	75594.2→75738.8	+0.51	timeout
05-27 05:21	BTC	Buy	75481.2→75583.8	+0.23	timeout
05-27 04:42	BTC	Buy	75736.2→75274.8	-3.49	timeout

Paper vs Live

Paper (trades.jsonl)

145

closed

30%

win rate

-81.78

total pnl ($)

-11.6 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	145	30%	-11.7	-81.78

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…