deribit_basis_mean_reversion_long_v4 · strategy

148

closed trades

44%

win rate

-419.98

total pnl ($)

0.250

weight

7d window — n=34 wr=26% pnl=-230.33 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-27 08:25:42 (32.8d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x2189872_20286

n: 10 · wr: 20.0% · total_bps: -794.3 · mean_bps: -79.43 · sharpe: -1.08 · max_dd_bps: -794.3

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
06-28 21:52	BTC	Buy	60134→59377	-6.76	timeout
06-28 20:50	BTC	Buy	60270→59628	-5.78	timeout
06-28 19:48	BTC	Buy	60156→59288	-7.64	timeout
06-28 18:44	BTC	Buy	60535→59574	-8.37	timeout
06-28 17:38	BTC	Buy	60581→59398	-10.18	timeout
06-27 03:50	BTC	Buy	59690→60312	+4.77	timeout
06-26 19:21	BTC	Buy	59213→59915	+5.35	timeout
06-26 18:19	BTC	Buy	59647→59975	+2.19	timeout
06-26 17:12	BTC	Buy	59298→60175	+6.85	timeout
06-26 15:30	BTC	Buy	59230→60204	+7.66	timeout
06-26 02:16	BTC	Buy	60037→58555.8	-12.76	stop_loss
06-25 17:57	BTC	Buy	59376→59554	+1.09	timeout
06-25 13:58	BTC	Buy	59586→58120	-12.68	stop_loss
06-25 13:57	BTC	Buy	59753→58275.9	-12.73	stop_loss
06-25 13:54	BTC	Buy	60026→58546.8	-12.71	stop_loss
06-25 13:53	BTC	Buy	60384→58896.6	-12.69	stop_loss
06-24 16:51	BTC	Buy	61065.1→59560.2	-12.75	stop_loss
06-24 14:20	BTC	Buy	62370.1→60835.5	-12.75	stop_loss
06-24 14:19	BTC	Buy	62526.1→60966.5	-12.92	stop_loss
06-24 14:13	BTC	Buy	62679.1→61137.4	-12.74	stop_loss
06-24 14:02	BTC	Buy	62688.1→61144.4	-12.76	stop_loss
06-24 14:02	BTC	Buy	62728.1→61184.3	-12.75	stop_loss
06-24 09:42	BTC	Buy	62318.1→62630.9	+2.00	timeout
06-24 08:41	BTC	Buy	62358.1→62702.9	+2.24	timeout
06-24 07:38	BTC	Buy	62969.1→62605.9	-3.42	timeout
06-24 06:57	BTC	Buy	62920.1→62742.9	-1.91	timeout
06-24 06:05	BTC	Buy	63317.2→62740.9	-5.06	timeout
06-23 08:17	BTC	Buy	64016.2→62441.6	-12.76	stop_loss
06-23 06:18	BTC	Buy	64554.2→62965.4	-12.77	stop_loss
06-23 06:08	BTC	Buy	64661.2→63070.3	-12.77	stop_loss
06-23 06:08	BTC	Buy	64663.2→63070.3	-12.79	stop_loss
06-23 05:25	BTC	Buy	64941.2→63344.1	-12.77	stop_loss
06-22 22:28	BTC	Buy	65458.3→63846.9	-12.76	stop_loss
06-22 16:49	BTC	Buy	64128.2→64638.8	+3.52	timeout
06-22 03:09	BTC	Buy	64239.2→64043.8	-2.05	timeout
06-22 02:10	BTC	Buy	64227.2→64515.8	+1.71	timeout
06-22 00:58	BTC	Buy	64259.2→63850.8	-3.67	timeout
06-21 21:53	BTC	Buy	64006.2→63801.8	-2.04	timeout
06-21 16:29	BTC	Buy	63970.2→64146.8	+0.97	timeout
06-21 02:51	BTC	Buy	63371.2→64239.8	+6.39	timeout
06-21 01:47	BTC	Buy	63555.2→64289.8	+5.28	timeout
06-21 00:44	BTC	Buy	63583.2→64283.8	+5.01	timeout
06-20 18:11	BTC	Buy	63100.2→63847.8	+5.47	timeout
06-20 16:00	BTC	Buy	63201.2→64007.8	+5.84	timeout
06-20 01:32	BTC	Buy	62891.1→63504.8	+4.42	timeout
06-19 23:23	BTC	Buy	62816.1→63265.8	+3.10	timeout
06-19 22:23	BTC	Buy	62819.1→63246.8	+2.91	timeout
06-19 17:58	BTC	Buy	62571.1→63184.8	+4.45	timeout
06-19 15:42	BTC	Buy	62679.1→63208.8	+3.87	timeout
06-18 15:53	BTC	Buy	64024.2→62449.6	-12.72	stop_loss
06-18 15:40	BTC	Buy	64323.2→62740.5	-12.47	stop_loss
06-18 04:11	BTC	Buy	65358.3→63743.9	-12.81	stop_loss
06-17 07:16	BTC	Buy	66356.3→65665.7	-5.59	timeout
06-16 22:44	BTC	Buy	66268.3→65685.7	-4.93	timeout
06-16 15:05	BTC	Buy	66629.3→65679.7	-7.66	timeout
06-16 14:23	BTC	Buy	67191.4→65535.9	-12.85	stop_loss
06-16 12:46	BTC	Buy	66472.3→66414.7	-0.96	timeout
06-16 05:45	BTC	Buy	65700.3→66065.7	+2.39	timeout
06-15 22:09	BTC	Buy	64963.2→66415.7	+10.68	timeout
06-15 15:46	BTC	Buy	64137.2→66954.7	+21.50	take_profit
06-15 13:00	BTC	Buy	63788.2→66592.7	+21.55	take_profit
06-15 11:38	BTC	Buy	64607.2→66180.7	+11.74	timeout
06-15 04:11	BTC	Buy	64475.2→65718.7	+9.16	timeout
06-14 20:25	BTC	Buy	64222.2→63891.8	-3.05	timeout
06-14 12:37	BTC	Buy	64002.2→64287.8	+1.79	timeout
06-14 11:33	BTC	Buy	63911.2→64585.8	+4.83	timeout
06-14 10:30	BTC	Buy	63750.2→64567.8	+5.93	timeout
06-14 03:24	BTC	Buy	63555.2→64509.8	+7.09	timeout
06-13 19:42	BTC	Buy	63701.2→64249.8	+3.85	timeout
06-13 12:02	BTC	Buy	63674.2→63929.8	+1.48	timeout
06-13 11:00	BTC	Buy	63681.2→63807.8	+0.44	timeout
06-13 09:54	BTC	Buy	63771.2→63729.8	-0.85	timeout
06-13 03:03	BTC	Buy	63583.2→63660.8	+0.15	timeout
06-12 12:14	BTC	Buy	63092.2→63586.8	+3.40	timeout
06-12 11:03	BTC	Buy	63171.2→63779.8	+4.29	timeout
06-12 09:56	BTC	Buy	62911.1→63807.8	+6.59	timeout
06-12 08:57	BTC	Buy	62893.1→63448.8	+3.88	timeout
06-11 17:38	BTC	Buy	61738.1→63170.8	+11.07	timeout
06-11 11:21	BTC	Buy	61136.1→63076.8	+15.29	timeout
06-11 10:19	BTC	Buy	61172.1→62790.9	+12.65	timeout
06-11 09:16	BTC	Buy	61034.1→62767.9	+13.64	timeout
06-11 08:16	BTC	Buy	61626.1→62781.9	+8.81	timeout
06-10 17:11	BTC	Buy	61439.1→61983.9	+3.93	timeout
06-09 14:17	BTC	Buy	63381.2→61818	-12.78	stop_loss
06-09 14:16	BTC	Buy	63459.2→61897.9	-12.75	stop_loss
06-09 14:11	BTC	Buy	63506.2→61939.9	-12.78	stop_loss
06-09 13:36	BTC	Buy	63764.2→62195.8	-12.73	stop_loss
06-09 13:19	BTC	Buy	63840.2→62267.7	-12.74	stop_loss
06-08 19:00	BTC	Buy	62006.1→63418.8	+10.88	timeout
06-08 17:55	BTC	Buy	62153.1→63444.8	+9.84	timeout
06-08 16:55	BTC	Buy	62061.1→63501.8	+11.06	timeout
06-08 15:49	BTC	Buy	62003.1→63771.8	+13.76	timeout
06-08 13:46	BTC	Buy	61750.1→63635.8	+14.77	timeout
06-07 17:58	BTC	Buy	60554→62136.9	+12.65	timeout
06-07 16:57	BTC	Buy	60700→61976.9	+10.04	timeout
06-07 15:45	BTC	Buy	60850→62035.9	+9.28	timeout
06-07 14:42	BTC	Buy	60925→62003.9	+8.39	timeout
06-07 13:32	BTC	Buy	60699→61866.9	+9.15	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:16	BTC	Buy	60497→60523	-0.23	timeout

Paper vs Live

Paper (trades.jsonl)

148

closed

44%

win rate

-419.98

total pnl ($)

-56.3 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	148	44%	-56.3	-419.98

Recent bounces (last 20 of 6)

time	sym	side	reason
06-28 22:54	BTC	Buy	circuit_breaker
06-28 22:54	BTC	Buy	circuit_breaker
06-28 21:50	BTC	Buy	circuit_breaker
06-28 20:40	BTC	Buy	circuit_breaker
06-28 19:30	BTC	Buy	circuit_breaker
06-28 19:30	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…