deribit_basis_premium_short_mean_reversion

67

closed trades

51%

win rate

+248.15

total pnl ($)

1.463

weight

7d window — n=12 wr=58% pnl=+34.07 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 20:06:45 (24.9d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: x2189875_24298

n: 48 · wr: 68.8% · total_bps: +7038.4 · mean_bps: +146.63 · sharpe: +0.79 · max_dd_bps: -551.5

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

time	sym	side	entry→exit	pnl	close
06-28 11:13	BTC	Sell	60376→60094	+1.94	timeout
06-27 20:35	BTC	Sell	59615→60243	-5.78	timeout
06-27 19:30	BTC	Sell	59899→60132	-2.44	timeout
06-27 07:53	BTC	Sell	60526→60474	+0.01	timeout
06-24 16:46	BTC	Sell	62881.9→60120	+21.38	take_profit
06-23 18:02	BTC	Sell	64620.8→62427.1	+16.53	timeout
06-23 08:27	BTC	Sell	64837.8→61988.1	+21.38	take_profit
06-23 01:24	BTC	Sell	64324.8→64171.2	+0.74	timeout
06-22 15:27	BTC	Sell	64160.8→65020.3	-7.14	timeout
06-22 13:36	BTC	Sell	63759.8→65329.9	-12.71	stop_loss
06-21 21:14	BTC	Sell	63962.8→63574.2	+2.61	timeout
06-21 20:03	BTC	Sell	63899.8→64152.2	-2.45	timeout
06-21 12:25	BTC	Sell	63713.8→63991.2	-2.69	timeout
06-20 18:36	BTC	Sell	63110.8→63814.2	-6.04	timeout
06-20 17:31	BTC	Sell	62922.9→63942.2	-8.57	timeout
06-20 10:13	BTC	Sell	62497.9→63663.2	-9.74	timeout
06-19 16:46	BTC	Sell	62775.9→63213.2	-3.93	timeout
06-19 15:46	BTC	Sell	62729.9→63208.2	-4.28	timeout
06-19 08:44	BTC	Sell	64480.8→62629.1	+13.78	timeout
06-18 15:37	BTC	Sell	65926.7→63032.2	+21.48	take_profit
06-18 15:18	BTC	Sell	66043.7→63143.2	+21.50	take_profit
06-18 08:30	BTC	Sell	65283.7→64561.2	+5.10	timeout
06-17 16:27	BTC	Sell	64662.8→66254.4	-12.76	stop_loss
06-17 16:27	BTC	Sell	64615.8→66227.4	-12.93	stop_loss
06-17 12:07	BTC	Sell	66444.7→64846.2	+11.66	timeout
06-17 10:32	BTC	Sell	66588.7→64956.2	+11.91	timeout
06-17 08:12	BTC	Sell	66425.7→65360.3	+7.51	timeout
06-15 11:18	BTC	Sell	64478.8→66066.3	-12.76	stop_loss
06-13 05:17	BTC	Sell	63488.8→63541.2	-0.87	timeout
06-12 23:50	BTC	Sell	63558.8→63520.2	-0.10	timeout
06-12 22:01	BTC	Sell	63530.8→63524.2	-0.35	timeout
06-11 14:51	BTC	Sell	61912.9→62916.1	-8.45	timeout
06-10 15:26	BTC	Sell	61428.9→62260.1	-7.17	timeout
06-10 14:25	BTC	Sell	61737.9→62123.1	-3.54	timeout
06-10 13:24	BTC	Sell	62301.9→61518.1	+5.83	timeout
06-06 22:51	BTC	Sell	61765.9→60642	+8.58	timeout
06-06 21:48	BTC	Sell	61853.9→60816	+7.87	timeout
06-06 20:46	BTC	Sell	61206.9→60718	+3.48	timeout
06-05 13:56	BTC	Sell	63781.8→60974	+21.57	take_profit
06-05 05:29	BTC	Sell	63806.8→63467.2	+2.16	timeout
06-05 03:47	BTC	Sell	64319.8→62760.1	+11.62	timeout
06-04 03:32	BTC	Sell	62871.9→64419.4	-12.76	stop_loss
06-04 01:51	BTC	Sell	65161.7→62300.1	+21.51	take_profit
06-04 00:24	BTC	Sell	66974.7→64033.2	+21.49	take_profit
06-03 20:55	BTC	Sell	67672.6→64691.2	+21.64	take_profit
06-03 17:27	BTC	Sell	67718.6→65945.3	+12.71	timeout
06-02 19:31	BTC	Sell	69979.5→66644.3	+23.39	take_profit
06-02 15:30	BTC	Sell	70355.5→67266.4	+21.52	take_profit
06-02 14:26	BTC	Sell	70992.5→67875.4	+21.52	take_profit
06-01 22:38	BTC	Sell	73867.3→71083.6	+18.54	timeout
06-01 19:40	BTC	Sell	73501.3→71601.6	+12.62	timeout
06-01 18:10	BTC	Sell	73615.3→71553.6	+13.70	timeout
05-31 17:39	BTC	Sell	73867.3→73698.7	+0.75	timeout
05-31 15:42	BTC	Sell	73823.3→73651.7	+0.75	timeout
05-31 13:49	BTC	Sell	73744.3→73847.7	-1.13	timeout
05-31 11:39	BTC	Sell	73586.3→73926.7	-2.62	timeout
05-31 09:45	BTC	Sell	73533.3→73950.7	-3.14	timeout
05-30 12:13	BTC	Sell	73316.3→73567.7	-2.12	timeout
05-30 11:06	BTC	Sell	73627.3→73614.7	-0.30	timeout
05-30 09:53	BTC	Sell	73705.3→73578.7	+0.44	timeout
05-30 07:51	BTC	Sell	73392.3→73496.7	-1.12	timeout
05-30 06:36	BTC	Sell	73667.3→73678.7	-0.49	timeout
05-29 11:05	BTC	Sell	73370.3→73626.7	-2.15	timeout
05-29 09:54	BTC	Sell	73522.3→73703.7	-1.61	timeout
05-29 08:44	BTC	Sell	73247.3→73738.7	-3.78	timeout
05-29 07:36	BTC	Sell	73387.3→73467.7	-0.93	timeout
05-29 06:33	BTC	Sell	72826.4→73387.7	-4.18	timeout

Paper (trades.jsonl)

67

closed

51%

win rate

+248.15

total pnl ($)

+73.7 bps

avg bps net

Live (dry_run=0)

7

closed

43%

win rate

+2.75

total pnl ($)

+90.6 bps

avg bps net

Live WR is 84% of paper WR (43% vs 51%)

symbol	n	wr	net bps	total pnl ($)
BTC	67	51%	+73.7	+248.15

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 67 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)