deribit_basis_mean_reversion_long · strategy

125

closed trades

41%

win rate

-69.82

total pnl ($)

1.093

weight

7d window — n=24 wr=38% pnl=-25.91 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-17 20:30:16 (41.7d ago) · src: canon

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

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

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

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 20:37	BTC	Buy	60531→60233	-2.91	timeout
06-26 07:59	BTC	Buy	59914→60532	+4.70	timeout
06-26 02:13	BTC	Buy	59256→58686.7	-5.25	stop_loss
06-25 20:19	BTC	Buy	59674→59578	-1.26	timeout
06-25 13:59	BTC	Buy	58657.9→58095	-5.25	stop_loss
06-25 10:46	BTC	Buy	61722.1→61283.9	-4.00	timeout
06-25 05:09	BTC	Buy	60793→61664.9	+6.72	timeout
06-25 00:48	BTC	Buy	60826→60757	-1.02	timeout
06-24 20:06	BTC	Buy	59743→60635	+7.03	take_profit
06-24 15:56	BTC	Buy	60856→60271.8	-5.25	stop_loss
06-24 13:06	BTC	Buy	62856.1→62234.8	-5.39	stop_loss
06-24 09:41	BTC	Buy	62654.1→62636.9	-0.59	timeout
06-24 05:17	BTC	Buy	62504.1→62802.9	+1.93	timeout
06-24 00:35	BTC	Buy	62543.1→62862.9	+2.10	timeout
06-23 20:12	BTC	Buy	62354.1→62456.9	+0.38	timeout
06-23 15:43	BTC	Buy	62354.1→62277.9	-1.06	timeout
06-23 11:47	BTC	Buy	62365.1→62476.9	+0.46	timeout
06-23 08:17	BTC	Buy	62972.1→62365.7	-5.25	stop_loss
06-23 04:43	BTC	Buy	64195.2→63803.8	-3.50	timeout
06-23 00:00	BTC	Buy	64301.2→64005.8	-2.75	timeout
06-22 19:41	BTC	Buy	64428.2→64403.8	-0.64	timeout
06-22 14:24	BTC	Buy	65576.3→64945.3	-5.26	stop_loss
06-21 19:26	BTC	Buy	64128.2→64192.8	+0.05	timeout
06-21 14:37	BTC	Buy	63954.2→64021.8	+0.08	timeout
06-21 04:22	BTC	Buy	64206.2→64467.8	+1.59	timeout
06-20 23:52	BTC	Buy	64041.2→64258.8	+1.25	timeout
06-20 15:19	BTC	Buy	63302.2→64245.8	+7.00	take_profit
06-20 11:18	BTC	Buy	63501.2→63679.8	+0.95	timeout
06-20 06:59	BTC	Buy	63553.2→63721.8	+0.87	timeout
06-20 02:46	BTC	Buy	63538.2→63370.8	-1.77	timeout
06-19 20:25	BTC	Buy	63106.2→62994.9	-1.34	timeout
06-19 14:18	BTC	Buy	62494.1→63063.8	+4.12	timeout
06-19 09:44	BTC	Buy	62504.1→62411.9	-1.18	timeout
06-19 03:33	BTC	Buy	62838.1→62725.9	-1.34	timeout
06-16 06:38	BTC	Buy	65850.3→66444.7	+4.07	timeout
06-16 01:33	BTC	Buy	66202.3→66366.7	+0.79	timeout
06-15 17:52	BTC	Buy	67128.4→66889.7	-2.24	timeout
06-15 13:51	BTC	Buy	66183.3→66621.7	+2.86	timeout
06-15 09:49	BTC	Buy	65678.3→65521.7	-1.64	timeout
06-15 05:49	BTC	Buy	65911.3→65745.7	-1.71	timeout
06-15 00:08	BTC	Buy	64961.2→65722.7	+5.41	timeout
06-14 18:40	BTC	Buy	64139.2→63759.8	-3.42	timeout
06-14 13:18	BTC	Buy	64529.2→64364.8	-1.72	timeout
06-14 08:58	BTC	Buy	64273.2→64426.8	+0.74	timeout
06-14 04:57	BTC	Buy	64471.2→64336.8	-1.49	timeout
06-14 00:36	BTC	Buy	64541.2→64514.8	-0.65	timeout
06-13 20:30	BTC	Buy	64183.2→64221.8	-0.15	timeout
06-13 16:22	BTC	Buy	64105.2→64035.8	-0.99	timeout
06-13 12:16	BTC	Buy	63739.2→63919.8	+0.96	timeout
06-13 08:08	BTC	Buy	63579.2→63755.8	+0.93	timeout
06-13 03:51	BTC	Buy	63775.2→63485.8	-2.72	timeout
06-12 09:45	BTC	Buy	63030.2→63855.8	+6.09	timeout
06-11 19:49	BTC	Buy	63585.2→63654.8	+0.09	timeout
06-11 15:44	BTC	Buy	62910.1→62644.9	-2.57	timeout
06-11 10:54	BTC	Buy	62915.1→63011.8	+0.31	timeout
06-11 06:54	BTC	Buy	62772.1→62748.9	-0.65	timeout
06-11 00:20	BTC	Buy	61127.1→61907.9	+5.94	timeout
06-10 17:32	BTC	Buy	62257.1→61650.1	-5.33	stop_loss
06-10 13:37	BTC	Buy	61135.1→62046.9	+7.01	take_profit
06-10 09:14	BTC	Buy	61586.1→60993.4	-5.26	stop_loss
06-09 09:33	BTC	Buy	63188.2→62581.6	-5.25	stop_loss
06-08 17:43	BTC	Buy	63849.2→63233.2	-5.28	stop_loss
06-08 12:02	BTC	Buy	63751.2→63138.3	-5.26	stop_loss
06-08 09:23	BTC	Buy	63144.2→63489.8	+2.29	timeout
06-07 22:13	BTC	Buy	61695.1→62614.9	+7.00	take_profit
06-07 12:14	BTC	Buy	62384.1→62094.9	-2.77	timeout
06-07 08:05	BTC	Buy	61643.1→62273.9	+4.67	timeout
06-07 04:05	BTC	Buy	61503.1→61611.9	+0.43	timeout
06-06 23:59	BTC	Buy	60722→60847	+0.57	timeout
06-06 18:24	BTC	Buy	60642→60489	-1.71	timeout
06-05 18:26	BTC	Buy	60765→60181.9	-5.25	stop_loss
06-05 15:39	BTC	Buy	60736→60152.9	-5.25	stop_loss
06-05 11:10	BTC	Buy	62841.1→62235.8	-5.27	stop_loss
06-05 06:17	BTC	Buy	62418.1→61817	-5.27	stop_loss
06-05 04:30	BTC	Buy	62631.1→63039.8	+2.82	timeout
06-04 22:04	BTC	Buy	63408.2→63411.8	-0.42	timeout
06-04 15:48	BTC	Buy	63770.2→63707.8	-0.95	timeout
06-04 07:13	BTC	Buy	63745.2→63741.8	-0.48	timeout
06-03 23:02	BTC	Buy	65295.3→64662.4	-5.30	stop_loss
06-03 19:48	BTC	Buy	66041.3→65754.7	-2.63	timeout
06-03 12:54	BTC	Buy	67184.4→67109.6	-1.01	timeout
06-03 05:55	BTC	Buy	66340.3→67329.6	+7.00	take_profit
06-03 03:35	BTC	Buy	66566.3→65926.7	-5.26	stop_loss
06-02 22:21	BTC	Buy	67077.4→67152.6	+0.11	timeout
06-02 17:35	BTC	Buy	67273.4→67630.6	+2.20	timeout
06-02 11:30	BTC	Buy	69392.5→69465.5	+0.06	timeout
06-02 05:29	BTC	Buy	70947.5→70589.5	-2.98	timeout
06-01 23:44	BTC	Buy	70988.5→71516.6	+3.26	timeout
05-31 09:09	BTC	Buy	73964.3→73867.7	-1.12	timeout
05-31 02:05	BTC	Buy	73844.3→74051.7	+0.95	timeout
05-29 04:06	BTC	Buy	73568.3→73264.7	-2.52	timeout
05-28 22:46	BTC	Buy	73621.3→73513.7	-1.19	timeout
05-28 18:58	BTC	Buy	73408.3→73614.7	+0.94	timeout
05-28 14:05	BTC	Buy	73242.3→72618.9	-4.71	stop_loss
05-28 10:22	BTC	Buy	73265.3→73374.7	+0.30	timeout
05-27 09:46	BTC	Buy	75862.2→75895.8	-0.22	timeout
05-27 05:00	BTC	Buy	75795.2→75560.8	-1.99	timeout
05-26 13:54	BTC	Buy	77207.1→77181.9	-0.62	timeout
05-25 14:17	BTC	Buy	77327.9→77459.1	+0.39	timeout
05-18 05:36	BTC	Buy	76817.8→76994.2	+0.69	timeout

Paper vs Live

Paper (trades.jsonl)

125

closed

41%

win rate

-69.82

total pnl ($)

-11.1 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	125	41%	-11.1	-69.82

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…