deribit_basis_low_z_long

50

closed trades

32%

win rate

-30.00

total pnl ($)

1.250

weight

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

Backtest evidence run: 2026-05-21 23:52 (37.1d ago) · src: backtest-gate-results.jsonl

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

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=229.987

time	sym	side	entry→exit	pnl	close
06-01 01:47	BTC	Buy	73966.3→73452.7	-3.93	timeout
05-31 13:53	BTC	Buy	73857.3→73819.7	-0.71	timeout
05-31 12:28	BTC	Buy	73936.3→73908.7	-0.64	timeout
05-31 10:54	BTC	Buy	73859.3→73826.7	-0.68	timeout
05-31 09:35	BTC	Buy	73886.3→73942.7	-0.07	timeout
05-31 08:09	BTC	Buy	73968.3→73857.7	-1.20	timeout
05-31 06:49	BTC	Buy	74056.3→74049.7	-0.50	timeout
05-31 05:12	BTC	Buy	74096.3→74182.7	+0.13	timeout
05-31 02:58	BTC	Buy	74018.3→74064.7	-0.14	timeout
05-31 00:43	BTC	Buy	73771.3→73929.7	+0.62	timeout
05-30 12:57	BTC	Buy	73562.3→73679.7	+0.35	timeout
05-30 10:54	BTC	Buy	73573.3→73618.7	-0.14	timeout
05-30 09:34	BTC	Buy	73517.3→73520.7	-0.43	timeout
05-30 07:47	BTC	Buy	73579.3→73462.7	-1.24	timeout
05-30 05:28	BTC	Buy	73328.3→73512.7	+0.81	timeout
05-30 03:21	BTC	Buy	73617.3→73729.7	+0.31	timeout
05-30 01:18	BTC	Buy	73486.3→73548.7	-0.03	timeout
05-29 23:25	BTC	Buy	73468.3→73367.7	-1.14	timeout
05-29 21:34	BTC	Buy	73697.3→73534.7	-1.56	timeout
05-29 19:47	BTC	Buy	73543.3→73635.7	+0.18	timeout
05-29 18:01	BTC	Buy	74115.3→73954.7	-1.54	timeout
05-29 16:16	BTC	Buy	73684.3→73906.7	+1.06	timeout
05-29 02:48	BTC	Buy	73523.3→73358.7	-1.58	timeout
05-29 00:55	BTC	Buy	73541.3→73685.7	+0.53	timeout
05-28 22:57	BTC	Buy	73828.3→73469.7	-2.89	timeout
05-28 21:20	BTC	Buy	73561.3→73691.7	+0.43	timeout
05-28 19:12	BTC	Buy	73646.3→73466.7	-1.68	timeout
05-28 18:00	BTC	Buy	73429.3→73519.7	+0.16	timeout
05-28 13:36	BTC	Buy	73516.3→72892.1	-4.70	stop_loss
05-28 12:56	BTC	Buy	73467.3→73498.7	-0.24	timeout
05-28 11:56	BTC	Buy	73410.3→73474.7	-0.01	timeout
05-28 10:53	BTC	Buy	73522.3→73362.7	-1.54	timeout
05-28 09:48	BTC	Buy	73298.3→73532.7	+1.15	timeout
05-28 08:45	BTC	Buy	73440.3→73253.7	-1.72	timeout
05-27 11:42	BTC	Buy	75830.2→75796.8	-0.66	timeout
05-27 08:46	BTC	Buy	75862.2→75946.8	+0.12	timeout
05-27 07:36	BTC	Buy	75695.2→75914.8	+1.01	timeout
05-27 06:31	BTC	Buy	75629.2→75774.8	+0.52	timeout
05-27 05:15	BTC	Buy	75574.2→75562.8	-0.52	timeout
05-27 04:01	BTC	Buy	75820.2→75631.8	-1.69	timeout
05-27 03:00	BTC	Buy	75844.2→75802.8	-0.72	timeout
05-26 14:55	BTC	Buy	77165.1→77001.8	-1.51	timeout
05-26 13:50	BTC	Buy	77066.1→77298.9	+1.06	timeout
05-26 12:49	BTC	Buy	77222.1→77069.9	-1.44	timeout
05-26 11:50	BTC	Buy	77516.1→77229.9	-2.30	timeout
05-26 08:58	BTC	Buy	76667.2→76703.8	-0.21	timeout
05-25 15:33	BTC	Buy	77536.9→77569.1	-0.25	timeout
05-25 14:22	BTC	Buy	77310.9→77497.1	+0.75	timeout
05-25 13:22	BTC	Buy	77275.9→77303.1	-0.28	timeout
05-25 12:22	BTC	Buy	77398.9→77268.1	-1.30	timeout

Paper (trades.jsonl)

50

closed

32%

win rate

-30.00

total pnl ($)

-12.0 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	50	32%	-12.0	-30.00

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 50 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)