deribit_basis_overheat_short · strategy

132

closed trades

39%

win rate

-74.13

total pnl ($)

1.021

weight

7d window — n=52 wr=40% pnl=-32.50 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 16:59:41 (23.3d ago) · src: canon

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

n: 4897 · wr: 35.1% · total_bps: -46715.2 · mean_bps: -9.54 · sharpe: -0.20 · max_dd_bps: -47936.9

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
06-26 22:45	BTCUSDT	Sell	59970.3→59918.5	-0.02	timeout
06-26 22:07	BTCUSDT	Sell	59649.1→59819.7	-1.88	timeout
06-26 21:34	BTCUSDT	Sell	59611.2→59885.4	-2.75	timeout
06-26 21:00	BTCUSDT	Sell	59729.9→59691.7	-0.13	timeout
06-26 20:27	BTCUSDT	Sell	59892.8→59733.9	+0.88	timeout
06-26 19:54	BTCUSDT	Sell	59599→59862.1	-2.65	timeout
06-26 18:43	BTCUSDT	Sell	60016.1→59738.6	+1.87	timeout
06-26 17:49	BTCUSDT	Sell	60128.2→60018.5	+0.47	timeout
06-26 17:18	BTCUSDT	Sell	60134.3→60069.7	+0.09	timeout
06-26 16:39	BTCUSDT	Sell	60393.1→60198.7	+1.16	timeout
06-26 15:35	BTCUSDT	Sell	59837.4→60187.5	-3.37	timeout
06-26 11:23	BTCUSDT	Sell	59701→59458.7	+1.58	timeout
06-26 10:42	BTCUSDT	Sell	60011→59513.5	+3.70	timeout
06-26 10:05	BTCUSDT	Sell	60084.1→59687	+2.86	timeout
06-26 09:20	BTCUSDT	Sell	60160.7→60102.9	+0.03	timeout
06-26 08:46	BTCUSDT	Sell	60487.5→60218.8	+1.77	timeout
06-25 23:00	BTCUSDT	Sell	60139.8→59820.3	+2.21	timeout
06-25 21:15	BTCUSDT	Sell	59552.6→59609.6	-0.93	timeout
06-22 14:31	BTCUSDT	Sell	65171.6→64887.8	+1.73	timeout
06-22 13:44	BTCUSDT	Sell	65019.8→65393.1	-3.31	timeout
06-22 12:02	BTCUSDT	Sell	64289.4→64956.6	-5.63	stop_loss
06-22 11:28	BTCUSDT	Sell	64145.3→64391.9	-2.37	timeout
06-22 10:13	BTCUSDT	Sell	64161→64226	-0.95	timeout
06-22 09:27	BTCUSDT	Sell	64219.1→64078.5	+0.65	timeout
06-22 08:30	BTCUSDT	Sell	64205.9→64156.9	-0.07	timeout
06-22 07:29	BTCUSDT	Sell	64070.1→64257.7	-1.91	timeout
06-22 04:24	BTCUSDT	Sell	64282.7→63970.9	+1.98	timeout
06-22 03:43	BTCUSDT	Sell	64461.2→64197	+1.60	timeout
06-22 02:49	BTCUSDT	Sell	64560.8→64396.9	+0.82	timeout
06-22 01:26	BTCUSDT	Sell	63937.7→64581.6	-5.48	stop_loss
06-22 01:25	BTCUSDT	Sell	63876.7→64527.9	-5.55	stop_loss
06-22 00:37	BTCUSDT	Sell	63465.7→64104.2	-5.48	stop_loss
06-22 00:27	BTCUSDT	Sell	63682.9→63686.1	-0.47	timeout
06-21 23:52	BTCUSDT	Sell	63738.4→63324	+2.80	timeout
06-21 23:18	BTCUSDT	Sell	63681.4→63712.7	-0.70	timeout
06-21 22:38	BTCUSDT	Sell	63766.8→63608.6	+0.79	timeout
06-21 22:04	BTCUSDT	Sell	63792.3→63814.7	-0.63	timeout
06-21 21:21	BTCUSDT	Sell	64038.9→63673.2	+2.41	timeout
06-21 15:37	BTCUSDT	Sell	64018.4→64179	-1.71	timeout
06-21 11:22	BTCUSDT	Sell	64267.7→64293.1	-0.65	timeout
06-21 10:43	BTCUSDT	Sell	64090→64365.2	-2.59	timeout
06-21 10:09	BTCUSDT	Sell	63932.7→64236.2	-2.82	timeout
06-21 09:35	BTCUSDT	Sell	63872.1→64108.1	-2.29	timeout
06-21 09:01	BTCUSDT	Sell	64171.9→63975.3	+1.09	timeout
06-21 08:26	BTCUSDT	Sell	64148.5→64056.5	+0.27	timeout
06-21 07:09	BTCUSDT	Sell	64170.2→64247.1	-1.05	timeout
06-21 06:04	BTCUSDT	Sell	64218.5→64216.2	-0.43	timeout
06-21 04:46	BTCUSDT	Sell	64375→64469.4	-1.18	timeout
06-20 19:53	BTCUSDT	Sell	63767.1→63911.5	-1.58	timeout
06-20 19:16	BTCUSDT	Sell	63799.4→63898.5	-1.23	timeout
06-20 18:44	BTCUSDT	Sell	63820.8→63788.6	-0.20	timeout
06-20 15:47	BTCUSDT	Sell	63815.4→64173	-3.25	timeout
06-19 04:42	BTCUSDT	Sell	62655.1→62603.3	-0.04	timeout
06-19 03:57	BTCUSDT	Sell	62966.3→62787.6	+0.97	timeout
06-19 03:25	BTCUSDT	Sell	62969.6→62789.4	+0.98	timeout
06-19 02:53	BTCUSDT	Sell	62896→62970.9	-1.05	timeout
06-19 02:09	BTCUSDT	Sell	62919.8→63025.7	-1.30	timeout
06-19 01:38	BTCUSDT	Sell	62965.1→62903.6	+0.03	timeout
06-16 18:00	BTCUSDT	Sell	65733.4→65958	-2.16	timeout
06-16 17:21	BTCUSDT	Sell	65745→65755.9	-0.53	timeout
06-16 16:31	BTCUSDT	Sell	65814.2→65706.2	+0.37	timeout
06-16 15:58	BTCUSDT	Sell	65692.8→65947.2	-2.38	timeout
06-16 15:27	BTCUSDT	Sell	65575.5→65760.2	-1.85	timeout
06-16 14:56	BTCUSDT	Sell	66083.6→65639.7	+2.91	timeout
06-16 14:25	BTCUSDT	Sell	66056.1→65677.9	+2.42	timeout
06-16 13:54	BTCUSDT	Sell	66373.5→66058.7	+1.92	timeout
06-16 13:23	BTCUSDT	Sell	66548.5→66131.9	+2.68	timeout
06-16 12:50	BTCUSDT	Sell	66390.6→66396.1	-0.49	timeout
06-16 12:18	BTCUSDT	Sell	66469.1→66615.1	-1.54	timeout
06-16 11:47	BTCUSDT	Sell	66550.1→66395.5	+0.71	timeout
06-16 11:15	BTCUSDT	Sell	66522.3→66506	-0.32	timeout
06-16 10:43	BTCUSDT	Sell	66622.6→66581.5	-0.14	timeout
06-16 10:12	BTCUSDT	Sell	66707.7→66514	+1.00	timeout
06-16 09:39	BTCUSDT	Sell	66473.7→66616.4	-1.52	timeout
06-16 08:54	BTCUSDT	Sell	66298.4→66963.9	-5.47	stop_loss
06-16 04:26	BTCUSDT	Sell	65878→66052.2	-1.77	timeout
06-16 01:28	BTCUSDT	Sell	66222.6→66356.8	-1.46	timeout
06-15 22:43	BTCUSDT	Sell	66397.3→66268.4	+0.52	timeout
06-15 22:11	BTCUSDT	Sell	66428.8→66446.7	-0.58	timeout
06-15 21:16	BTCUSDT	Sell	66501.2→66507.2	-0.49	timeout
06-15 20:05	BTCUSDT	Sell	66803→66580.3	+1.22	timeout
06-15 19:31	BTCUSDT	Sell	66730.8→66559.5	+0.84	timeout
06-15 18:57	BTCUSDT	Sell	66803.8→66794.3	-0.38	timeout
06-15 18:20	BTCUSDT	Sell	66854.6→66822.3	-0.20	timeout
06-15 04:13	BTCUSDT	Sell	65609.8→65724.2	-1.32	timeout
06-14 22:53	BTCUSDT	Sell	65389→65445.2	-0.88	timeout
06-14 21:40	BTCUSDT	Sell	64678.1→65325.8	-5.46	stop_loss
06-14 21:15	BTCUSDT	Sell	63797.3→64471	-5.73	stop_loss
06-14 16:51	BTCUSDT	Sell	64005.2→64008.9	-0.48	timeout
06-14 16:18	BTCUSDT	Sell	64025.6→64082	-0.89	timeout
06-14 15:38	BTCUSDT	Sell	63909.6→64056.4	-1.60	timeout
06-12 08:21	BTCUSDT	Sell	62929.2→63565.3	-5.50	stop_loss
06-12 08:00	BTCUSDT	Sell	63014.2→63095.6	-1.10	timeout
06-12 07:24	BTCUSDT	Sell	63144.1→63041.9	+0.36	timeout
06-12 06:48	BTCUSDT	Sell	63319.6→62990.4	+2.15	timeout
06-12 06:12	BTCUSDT	Sell	63395.5→63275.8	+0.50	timeout
06-12 05:30	BTCUSDT	Sell	63715→63478.2	+1.41	timeout
06-12 04:30	BTCUSDT	Sell	63422.5→63773.7	-3.22	timeout
06-12 02:26	BTCUSDT	Sell	63324.2→63591.4	-2.56	timeout
06-12 01:32	BTCUSDT	Sell	63586.6→63379.3	+1.19	timeout

Paper vs Live

Paper (trades.jsonl)

132

closed

39%

win rate

-74.13

total pnl ($)

-11.3 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 ($)
BTCUSDT	132	39%	-11.3	-74.13

Recent bounces (last 20 of 10)

time	sym	side	reason
06-26 21:21	BTCUSDT	Sell	router_blocked
06-26 20:14	BTCUSDT	Sell	router_blocked
06-26 19:08	BTCUSDT	Sell	router_blocked
06-26 17:57	BTCUSDT	Sell	router_blocked
06-26 16:32	BTCUSDT	Sell	router_blocked
06-26 10:37	BTCUSDT	Sell	router_blocked
06-26 09:20	BTCUSDT	Sell	router_blocked
06-26 08:33	BTCUSDT	Sell	router_blocked
06-26 07:54	BTCUSDT	Sell	router_blocked
06-25 20:18	BTCUSDT	Sell	router_blocked

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…