deribit_basis_premium_zscore_fade · strategy

closed trades

40%

win rate

-37.57

total pnl ($)

1.218

weight

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

Backtest evidence run: 2026-05-22 12:54:57 (35.1d ago) · src: canon

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

n: 2144 · wr: 38.9% · total_bps: -18603.3 · mean_bps: -8.68 · sharpe: -0.17 · max_dd_bps: -18641.1

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

Cumulative P&L (last 98 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-01 04:19	BTC	Sell	73892.3→73488.7	+2.28	timeout
06-01 03:28	BTC	Sell	73497.3→73896.7	-3.16	timeout
06-01 00:16	BTC	Sell	73924.3→73826.7	+0.21	timeout
05-31 23:30	BTC	Sell	73870.3→73803.7	-0.00	timeout
05-31 22:34	BTC	Sell	73623.3→73983.7	-2.90	timeout
05-31 21:19	BTC	Sell	73700.3→73690.7	-0.38	timeout
05-31 20:31	BTC	Sell	73471.3→73679.7	-1.87	timeout
05-31 17:51	BTC	Sell	73491.3→73667.7	-1.65	timeout
05-31 17:14	BTC	Sell	73605.3→73495.7	+0.30	timeout
05-31 16:29	BTC	Sell	73721.3→73562.7	+0.63	timeout
05-31 15:54	BTC	Sell	73665.3→73634.7	-0.24	timeout
05-31 15:23	BTC	Sell	73621.3→73699.7	-0.98	timeout
05-31 07:00	BTC	Sell	74033.3→74012.7	-0.31	timeout
05-31 06:14	BTC	Sell	74148.3→73981.7	+0.68	timeout
05-31 05:39	BTC	Sell	74181.3→74099.7	+0.10	timeout
05-30 21:17	BTC	Sell	73923.3→73961.7	-0.70	timeout
05-30 20:33	BTC	Sell	73958.3→73916.7	-0.16	timeout
05-30 19:51	BTC	Sell	73968.3→74032.7	-0.88	timeout
05-30 18:03	BTC	Sell	73899.3→73989.7	-1.06	timeout
05-30 15:56	BTC	Sell	73888.3→73928.7	-0.72	timeout
05-29 15:24	BTC	Sell	72702.4→73566.7	-6.39	timeout
05-29 14:26	BTC	Sell	73256.3→72625.9	+0.00	stop_loss
05-29 14:08	BTC	Sell	73179.3→72965.6	+1.01	timeout
05-29 13:28	BTC	Sell	73282.3→73047.7	+1.15	timeout
05-29 12:56	BTC	Sell	73421.3→73263.7	+0.62	timeout
05-29 12:24	BTC	Sell	73616.3→73309.7	+1.63	timeout
05-29 11:49	BTC	Sell	73575.3→73428.7	+0.55	timeout
05-29 11:17	BTC	Sell	73633.3→73627.7	-0.41	timeout
05-29 10:46	BTC	Sell	73786.3→73574.7	+0.99	timeout
05-29 10:12	BTC	Sell	73795.3→73662.7	+0.45	timeout
05-29 09:27	BTC	Sell	73758.3→73824.7	-0.90	timeout
05-29 08:50	BTC	Sell	73366.3→73707.7	-2.78	timeout
05-28 16:22	BTC	Sell	72807.4→73161.7	-2.88	timeout
05-28 15:40	BTC	Sell	72984.4→72913.6	+0.04	timeout
05-28 15:07	BTC	Sell	72656.4→73125.7	-3.67	timeout
05-28 05:07	BTC	Sell	73120.3→73043.7	+0.08	timeout
05-28 00:56	BTC	Sell	74407.3→74448.7	-0.73	timeout
05-28 00:23	BTC	Sell	74307.3→74516.7	-1.86	timeout
05-27 23:52	BTC	Sell	74473.3→74318.7	+0.59	timeout
05-27 23:17	BTC	Sell	74424.3→74539.7	-1.22	timeout
05-27 22:43	BTC	Sell	74709.3→74639.7	+0.02	timeout
05-27 21:44	BTC	Sell	75172.2→74530	+0.00	stop_loss
05-27 21:33	BTC	Sell	75195.2→75000.7	+0.85	timeout
05-27 20:58	BTC	Sell	75029.2→75241.8	-1.86	timeout
05-27 20:24	BTC	Sell	75025.2→75282.8	-2.16	timeout
05-27 19:54	BTC	Sell	74933.3→75012.8	-0.98	timeout
05-27 19:23	BTC	Sell	74812.3→75024.8	-1.87	timeout
05-27 18:48	BTC	Sell	74886.3→74937.7	-0.79	timeout
05-27 18:18	BTC	Sell	74937.3→74776.7	+0.62	timeout
05-27 17:44	BTC	Sell	75117.2→74897.7	+1.01	timeout
05-27 17:14	BTC	Sell	75258.2→74945.7	+1.63	timeout
05-27 16:40	BTC	Sell	75408.2→75017.8	+2.14	timeout
05-27 16:07	BTC	Sell	75023.2→75237.8	-1.88	timeout
05-27 15:32	BTC	Sell	74999.2→75441.8	-3.40	timeout
05-27 14:58	BTC	Sell	74989.3→75006.8	-0.57	timeout
05-27 14:27	BTC	Sell	75208.2→74848.7	+1.94	timeout
05-27 13:30	BTC	Sell	75756.2→75107.3	+0.00	stop_loss
05-27 13:16	BTC	Sell	75551.2→75364.8	+0.78	timeout
05-27 11:00	BTC	Sell	75859.2→75869.8	-0.53	timeout
05-27 00:16	BTC	Sell	75869.2→75857.8	-0.38	timeout
05-26 21:03	BTC	Sell	76023.2→76049.8	-0.62	timeout
05-26 20:30	BTC	Sell	75908.2→76128.8	-1.90	timeout
05-26 19:55	BTC	Sell	75894.2→76040.8	-1.41	timeout
05-26 19:21	BTC	Sell	76077.2→75849.8	+1.05	timeout
05-26 18:48	BTC	Sell	75980.2→75969.8	-0.38	timeout
05-26 18:16	BTC	Sell	76440.2→76005.8	+2.39	timeout
05-26 17:30	BTC	Sell	76585.2→75939.7	+0.00	stop_loss
05-26 17:08	BTC	Sell	76356.2→76485.8	-1.30	timeout
05-26 16:35	BTC	Sell	76402.2→76634.8	-1.97	timeout
05-26 08:36	BTC	Sell	76603.2→76717.8	-1.20	timeout
05-26 08:03	BTC	Sell	76832.2→76686.8	+0.50	timeout
05-26 07:32	BTC	Sell	76792.2→76614.8	+0.70	timeout
05-26 07:02	BTC	Sell	76796.2→76875.8	-0.97	timeout
05-26 06:29	BTC	Sell	76821.2→76769.8	-0.12	timeout
05-26 05:58	BTC	Sell	76729.2→76852.8	-1.26	timeout
05-26 05:27	BTC	Sell	76643.2→76825.8	-1.64	timeout
05-26 04:53	BTC	Sell	76613.2→76729.8	-1.21	timeout
05-26 04:22	BTC	Sell	76537.2→76591.8	-0.81	timeout
05-26 03:51	BTC	Sell	76629.2→76614.8	-0.36	timeout
05-26 03:16	BTC	Sell	76711.2→76540.8	+0.66	timeout
05-26 02:43	BTC	Sell	76603.2→76568.8	-0.23	timeout
05-26 02:11	BTC	Sell	76671.2→76757.8	-1.02	timeout
05-26 01:40	BTC	Sell	76913.2→76600.8	+1.58	timeout
05-26 01:09	BTC	Sell	77192.1→76646.8	+3.08	timeout
05-26 00:33	BTC	Sell	77274.1→77100.9	+0.67	timeout
05-25 23:33	BTC	Sell	77060.1→77293.9	-1.96	timeout
05-25 22:53	BTC	Sell	77295.1→77167.9	+0.38	timeout
05-25 22:29	BTC	Sell	77312.1→77223.9	+0.12	timeout
05-25 21:54	BTC	Sell	77264.1→77302.9	-0.70	timeout
05-25 21:23	BTC	Sell	77441.1→77255.9	+0.75	timeout
05-25 20:47	BTC	Sell	77369.1→77263.9	+0.23	timeout
05-25 20:16	BTC	Sell	77430.1→77432.9	-0.46	timeout
05-25 19:43	BTC	Sell	77565.1→77366.9	+0.83	timeout
05-25 19:01	BTC	Sell	77549.1→77481.9	-0.01	timeout
05-25 18:30	BTC	Sell	77598.1→77597.9	-0.44	timeout
05-25 17:57	BTC	Sell	77689.1→77539.9	+0.52	timeout
05-25 17:22	BTC	Sell	77483.1→77601.9	-1.21	timeout
05-25 16:28	BTC	Sell	77617.1→77533.9	+0.09	timeout

Paper vs Live

Paper (trades.jsonl)

closed

40%

win rate

-37.57

total pnl ($)

-8.1 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	98	40%	-8.0	-37.57

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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