deribit_basis_reversion_long · strategy

146

closed trades

41%

win rate

-108.95

total pnl ($)

0.934

weight

7d window — n=38 wr=37% pnl=-48.80 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-19 16:51 (38.8d ago) · src: backtest-gate-results.jsonl

verdict: ERROR · strict: STRICT-FAIL · batch: strategies_batch_alh

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

gate: min_trades=5 min_wr=0.45 min_total_bps=— min_sharpe=— effective_days=227.695

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 07:28	BTC	Buy	59722→60613	+7.01	take_profit
06-26 05:52	BTC	Buy	59701→59809	+0.46	timeout
06-26 02:13	BTC	Buy	59256→58686.7	-5.25	stop_loss
06-25 21:17	BTC	Buy	59213→59521	+2.15	timeout
06-25 15:15	BTC	Buy	59443→58868.6	-5.28	stop_loss
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 04:59	BTC	Buy	60756→61333.9	+4.31	timeout
06-25 02:50	BTC	Buy	60839→60711	-1.50	timeout
06-25 00:38	BTC	Buy	60840→60847	-0.39	timeout
06-24 22:17	BTC	Buy	60651→60952	+2.03	timeout
06-24 20:06	BTC	Buy	59542→60430	+7.02	take_profit
06-24 16:47	BTC	Buy	60535→59954	-5.25	stop_loss
06-24 15:46	BTC	Buy	60964→60375.8	-5.27	stop_loss
06-24 13:48	BTC	Buy	61837.1→61241.3	-5.27	stop_loss
06-24 13:12	BTC	Buy	62582.1→61980.9	-5.25	stop_loss
06-24 11:29	BTC	Buy	62670.1→62352.9	-2.98	timeout
06-24 09:01	BTC	Buy	62777.1→62728.9	-0.83	timeout
06-24 06:43	BTC	Buy	62661.1→62786.9	+0.55	timeout
06-24 00:29	BTC	Buy	62582.1→62794.9	+1.25	timeout
06-23 18:04	BTC	Buy	62409.1→62355.9	-0.88	timeout
06-23 15:59	BTC	Buy	62441.1→62423.9	-0.59	timeout
06-23 13:50	BTC	Buy	62411.1→62353.9	-0.90	timeout
06-23 11:55	BTC	Buy	62365.1→62477.9	+0.46	timeout
06-23 10:41	BTC	Buy	62379.1→62214.9	-1.75	timeout
06-23 08:17	BTC	Buy	62981.1→62376.7	-5.24	stop_loss
06-23 06:18	BTC	Buy	63556.2→62944.4	-5.26	stop_loss
06-23 04:43	BTC	Buy	64195.2→63803.8	-3.50	timeout
06-23 02:14	BTC	Buy	63919.2→64093.8	+0.91	timeout
06-22 23:20	BTC	Buy	64336.2→63904.8	-3.80	timeout
06-22 21:00	BTC	Buy	64329.2→64420.8	+0.26	timeout
06-22 18:03	BTC	Buy	64695.2→64665.8	-0.68	timeout
06-22 16:01	BTC	Buy	65254.3→64627.4	-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 03:10	BTC	Buy	64253.2→64235.8	-0.59	timeout
06-20 23:52	BTC	Buy	64041.2→64258.8	+1.25	timeout
06-20 13:21	BTC	Buy	63637.2→63487.8	-1.63	timeout
06-20 09:59	BTC	Buy	63634.2→63720.8	+0.23	timeout
06-20 07:47	BTC	Buy	63603.2→63692.8	+0.25	timeout
06-20 05:36	BTC	Buy	63402.2→63653.8	+1.53	timeout
06-20 02:47	BTC	Buy	63529.2→63389.8	-1.55	timeout
06-19 22:51	BTC	Buy	63183.2→63303.8	+0.51	timeout
06-19 20:25	BTC	Buy	63106.2→62994.9	-1.34	timeout
06-19 14:12	BTC	Buy	62618.1→63036.8	+2.90	timeout
06-19 11:56	BTC	Buy	62380.1→62588.9	+1.23	timeout
06-19 09:37	BTC	Buy	62522.1→62415.9	-1.29	timeout
06-19 03:33	BTC	Buy	62838.1→62725.9	-1.34	timeout
06-16 08:54	BTC	Buy	66473.3→66848.7	+2.38	timeout
06-16 06:38	BTC	Buy	65850.3→66444.7	+4.07	timeout
06-15 17:23	BTC	Buy	66629.3→66779.7	+0.67	timeout
06-15 14:18	BTC	Buy	66194.3→66465.7	+1.60	timeout
06-15 12:14	BTC	Buy	65727.3→66264.7	+3.64	timeout
06-15 10:03	BTC	Buy	65717.3→65610.7	-1.26	timeout
06-15 08:00	BTC	Buy	65819.3→65630.7	-1.89	timeout
06-15 05:56	BTC	Buy	65952.3→65819.7	-1.46	timeout
06-15 02:53	BTC	Buy	65524.3→65426.7	-1.20	timeout
06-15 00:14	BTC	Buy	65116.3→65774.7	+4.61	timeout
06-14 11:18	BTC	Buy	64337.2→64521.8	+0.98	timeout
06-14 09:16	BTC	Buy	64227.2→64408.8	+0.96	timeout
06-14 07:11	BTC	Buy	64336.2→64215.8	-1.39	timeout
06-14 05:08	BTC	Buy	64471.2→64353.8	-1.36	timeout
06-14 03:03	BTC	Buy	64491.2→64469.8	-0.61	timeout
06-14 00:06	BTC	Buy	64370.2→64440.8	+0.10	timeout
06-13 22:03	BTC	Buy	64254.2→64390.8	+0.61	timeout
06-13 19:01	BTC	Buy	63973.2→64155.8	+0.98	timeout
06-13 16:46	BTC	Buy	64191.2→64132.8	-0.90	timeout
06-13 14:35	BTC	Buy	64003.2→64152.8	+0.71	timeout
06-13 12:23	BTC	Buy	63748.2→63921.8	+0.91	timeout
06-13 09:51	BTC	Buy	63840.2→63721.8	-1.38	timeout
06-13 06:45	BTC	Buy	63597.2→63653.8	-0.01	timeout
06-13 03:51	BTC	Buy	63775.2→63485.8	-2.72	timeout
06-12 12:27	BTC	Buy	63591.2→63470.8	-1.40	timeout
06-12 09:45	BTC	Buy	63030.2→63855.8	+6.09	timeout
06-11 19:36	BTC	Buy	63145.2→63724.8	+4.13	timeout
06-11 15:44	BTC	Buy	62910.1→62644.9	-2.57	timeout
06-11 12:33	BTC	Buy	62841.1→62556.9	-2.72	timeout
06-11 10:19	BTC	Buy	62810.1→62804.9	-0.50	timeout
06-11 08:14	BTC	Buy	62752.1→62836.9	+0.21	timeout
06-11 02:34	BTC	Buy	61859.1→61955.9	+0.33	timeout
06-11 00:20	BTC	Buy	61127.1→61907.9	+5.94	timeout
06-10 20:09	BTC	Buy	61954.1→61729.9	-2.26	timeout
06-10 16:47	BTC	Buy	62513.1→61911.9	-5.26	stop_loss
06-10 13:37	BTC	Buy	61100.1→62016.9	+7.05	take_profit
06-10 12:18	BTC	Buy	61154.1→61090.9	-0.96	timeout
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 20:21	BTC	Buy	63517.2→63182.8	-3.08	timeout
06-08 18:15	BTC	Buy	63821.2→63581.8	-2.33	timeout
06-08 16:13	BTC	Buy	63836.2→63849.8	-0.35	timeout
06-08 12:57	BTC	Buy	62929.1→63866.8	+7.00	take_profit
06-08 12:04	BTC	Buy	63418.2→62880.9	-4.69	timeout
06-08 09:24	BTC	Buy	63193.2→63462.8	+1.68	timeout
06-08 01:36	BTC	Buy	63126.2→62972.9	-1.67	timeout
06-07 22:13	BTC	Buy	61695.1→62614.9	+7.00	take_profit
06-07 12:17	BTC	Buy	62513.1→61912.9	-5.25	stop_loss
06-07 11:31	BTC	Buy	62600.1→62505.9	-1.20	timeout
06-07 09:23	BTC	Buy	62067.1→62651.9	+4.26	timeout
06-07 07:21	BTC	Buy	61782.1→62084.9	+2.00	timeout
06-07 05:16	BTC	Buy	61509.1→61774.9	+1.71	timeout

Paper vs Live

Paper (trades.jsonl)

146

closed

41%

win rate

-108.95

total pnl ($)

-14.9 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	146	41%	-14.9	-108.95

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…