deribit_basis_long_zscore_neg

not live
307
closed trades
36%
win rate
-206.51
total pnl ($)
0.609
weight
7d window — n=101 wr=30% pnl=-100.74  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-21 22:55 (37.8d ago) · src: backtest-gate-results.jsonl
verdict: ERROR  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_atg
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=229.951

Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 04:43BTCUSDTBuy60175.8→60126.7-0.86timeout
06-28 03:31BTCUSDTBuy60115.1→60210+0.34timeout
06-28 02:21BTCUSDTBuy60115.8→60120.9-0.41timeout
06-28 01:14BTCUSDTBuy60114.1→60032.8-1.13timeout
06-28 00:10BTCUSDTBuy60237→60069.2-1.84timeout
06-27 23:09BTCUSDTBuy60123.6→60241.4+0.53timeout
06-27 22:06BTCUSDTBuy60334.5→60095.8-2.43timeout
06-27 21:04BTCUSDTBuy60215→60271.7+0.02timeout
06-27 20:02BTCUSDTBuy60569→60190.5-3.57timeout
06-27 19:00BTCUSDTBuy60505.9→60507.3-0.44timeout
06-27 17:55BTCUSDTBuy60800.6→60547.3-2.53timeout
06-26 13:19BTCUSDTBuy59235→58628.7-5.57stop_loss
06-26 08:37BTCUSDTBuy60620.5→60177.4-4.10timeout
06-26 07:34BTCUSDTBuy59963.9→60560.5+4.52timeout
06-26 06:31BTCUSDTBuy59954.3→59915.6-0.77timeout
06-26 05:31BTCUSDTBuy59973.8→59935.1-0.77timeout
06-26 03:46BTCUSDTBuy58815.9→59668.4+6.80take_profit
06-26 03:24BTCUSDTBuy58343.6→58783+3.32timeout
06-26 02:12BTCUSDTBuy59579.6→58982.8-5.46stop_loss
06-26 01:17BTCUSDTBuy59830.6→59618.1-2.23timeout
06-25 22:06BTCUSDTBuy59473.8→60087.9+4.71timeout
06-25 20:55BTCUSDTBuy59328.4→59329.5-0.44timeout
06-25 19:54BTCUSDTBuy59481.3→59266.4-2.26timeout
06-25 18:52BTCUSDTBuy59499.9→59515.2-0.32timeout
06-25 17:53BTCUSDTBuy59307.3→59482.6+1.03timeout
06-25 16:52BTCUSDTBuy59304.8→59256.4-0.86timeout
06-25 15:01BTCUSDTBuy59765.7→59166.9-5.46stop_loss
06-25 14:09BTCUSDTBuy58579.9→59431.9+6.82take_profit
06-25 13:38BTCUSDTBuy61329.4→60715-5.46stop_loss
06-25 12:43BTCUSDTBuy61319.1→61299.5-0.61timeout
06-25 11:36BTCUSDTBuy61538.5→61215.9-3.07timeout
06-25 10:33BTCUSDTBuy61717→61526.8-1.99timeout
06-25 09:28BTCUSDTBuy61769.3→61658.7-1.35timeout
06-25 08:25BTCUSDTBuy61801.5→61663.7-1.56timeout
06-25 07:20BTCUSDTBuy61694→61812.1+0.51timeout
06-25 06:17BTCUSDTBuy61686.6→61739.4-0.02timeout
06-25 05:07BTCUSDTBuy60776.3→61660.8+6.83take_profit
06-25 04:12BTCUSDTBuy60783.7→60802.3-0.30timeout
06-25 03:10BTCUSDTBuy60842.6→60769.7-1.05timeout
06-25 02:08BTCUSDTBuy60755.5→60832+0.18timeout
06-25 01:03BTCUSDTBuy61021.1→60734.3-2.80timeout
06-25 00:03BTCUSDTBuy60855.9→61006+0.78timeout
06-24 23:03BTCUSDTBuy61111.6→60825.7-2.79timeout
06-24 22:00BTCUSDTBuy60975.6→61091.6+0.51timeout
06-24 20:10BTCUSDTBuy59878.4→60746.4+6.80take_profit
06-24 19:58BTCUSDTBuy59612.9→59838.8+1.45timeout
06-24 18:57BTCUSDTBuy59401.1→59597.4+1.21timeout
06-24 17:44BTCUSDTBuy59808.6→59207.6-5.47stop_loss
06-24 16:51BTCUSDTBuy60389.6→59704.1-6.12stop_loss
06-24 15:45BTCUSDTBuy61049.9→60432.6-5.50stop_loss
06-24 14:58BTCUSDTBuy61279.8→61026.5-2.51timeout
06-24 13:08BTCUSDTBuy62714.3→62084.5-5.47stop_loss
06-24 12:47BTCUSDTBuy62748.5→62772.1-0.26timeout
06-24 11:42BTCUSDTBuy62613.7→62611.8-0.47timeout
06-24 10:42BTCUSDTBuy62640.7→62533.1-1.31timeout
06-24 09:41BTCUSDTBuy62715.6→62607.4-1.32timeout
06-24 08:38BTCUSDTBuy62627.8→62686.7+0.02timeout
06-24 07:34BTCUSDTBuy62810.1→62647.6-1.75timeout
06-24 06:31BTCUSDTBuy62852.5→62782.8-1.01timeout
06-24 05:27BTCUSDTBuy62570.6→62814.3+1.49timeout
06-24 04:23BTCUSDTBuy62547.6→62539.3-0.52timeout
06-24 03:22BTCUSDTBuy62715.6→62486.3-2.28timeout
06-24 02:19BTCUSDTBuy62789.9→62731.2-0.92timeout
06-24 00:55BTCUSDTBuy62728.2→62942.9+1.26timeout
06-23 23:52BTCUSDTBuy62545.6→62673.7+0.58timeout
06-23 22:50BTCUSDTBuy62606→62491.9-1.36timeout
06-23 21:44BTCUSDTBuy62459.3→62573.5+0.47timeout
06-23 20:41BTCUSDTBuy62320.9→62434.8+0.46timeout
06-23 19:40BTCUSDTBuy62236.2→62325.1+0.26timeout
06-23 18:43BTCUSDTBuy62528.7→62120.9-3.71timeout
06-23 17:39BTCUSDTBuy62585.6→62556.1-0.69timeout
06-23 16:34BTCUSDTBuy62446.7→62590.7+0.70timeout
06-23 15:32BTCUSDTBuy62472.6→62304.1-1.80timeout
06-23 14:28BTCUSDTBuy62052.9→62447.9+2.74timeout
06-23 13:26BTCUSDTBuy62358.5→62006-3.27timeout
06-23 12:22BTCUSDTBuy62543.4→62314.5-2.27timeout
06-23 11:22BTCUSDTBuy62398.9→62503.6+0.40timeout
06-23 10:20BTCUSDTBuy62450.6→62382.9-0.98timeout
06-23 08:28BTCUSDTBuy62462.7→61838.4-5.45stop_loss
06-23 08:16BTCUSDTBuy62987.1→62596.4-3.55timeout
06-23 06:21BTCUSDTBuy63232.5→62598.3-5.46stop_loss
06-23 06:09BTCUSDTBuy63668.9→63095.7-4.95timeout
06-23 05:08BTCUSDTBuy64045→63605.3-3.88timeout
06-23 04:08BTCUSDTBuy63965.3→64022.4-0.00timeout
06-23 03:10BTCUSDTBuy64065.1→63932.1-1.49timeout
06-23 02:02BTCUSDTBuy64240→64087.5-1.64timeout
06-23 01:00BTCUSDTBuy63974.3→64105.4+0.58timeout
06-22 23:39BTCUSDTBuy63876.7→63971.1+0.29timeout
06-22 22:30BTCUSDTBuy64284.8→63965.5-2.93timeout
06-22 21:25BTCUSDTBuy64392.3→64220.9-1.78timeout
06-22 20:21BTCUSDTBuy64396.1→64433.8-0.16timeout
06-22 19:20BTCUSDTBuy64648.2→64378.1-2.54timeout
06-22 18:20BTCUSDTBuy64590.1→64614.8-0.26timeout
06-22 17:05BTCUSDTBuy64706→64646.3-0.91timeout
06-22 16:05BTCUSDTBuy64999.9→64694.8-2.80timeout
06-22 14:29BTCUSDTBuy65581.1→64924.9-5.46stop_loss
06-22 12:47BTCUSDTBuy64605.4→65035.3+2.87timeout
06-22 06:36BTCUSDTBuy64234.5→63962-2.57timeout
06-21 22:14BTCUSDTBuy63590.2→63560.9-0.68timeout
06-21 18:56BTCUSDTBuy64163→64126.6-0.73timeout

Paper vs Live

Paper (trades.jsonl)
307
closed
36%
win rate
-206.51
total pnl ($)
-13.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTCUSDT30736%-13.4-206.51

Recent bounces (last 20 of 1)

timesymsidereason
06-28 17:03BTCUSDTBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems