deribit_basis_short_zscore_hi55 · strategy

217

closed trades

37%

win rate

-145.37

total pnl ($)

1.042

weight

7d window — n=63 wr=37% pnl=-35.86 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-21 22:55 (38.2d ago) · src: backtest-gate-results.jsonl

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

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=229.951

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 02:55	BTCUSDT	Sell	59436.5→59721.1	-2.84	timeout
06-29 01:47	BTCUSDT	Sell	59222.3→59456.4	-2.42	timeout
06-29 00:35	BTCUSDT	Sell	59581.8→59122	+3.41	timeout
06-28 23:14	BTCUSDT	Sell	59626.1→59310.3	+2.20	timeout
06-28 16:59	BTCUSDT	Sell	59838.8→59673.3	+0.93	timeout
06-28 15:50	BTCUSDT	Sell	60046.9→59875.9	+0.98	timeout
06-28 14:39	BTCUSDT	Sell	60101.9→60091.6	-0.36	timeout
06-28 13:32	BTCUSDT	Sell	60336.1→60144.2	+1.14	timeout
06-28 12:19	BTCUSDT	Sell	60162.7→60200.1	-0.76	timeout
06-28 11:18	BTCUSDT	Sell	60213.8→60165.3	-0.05	timeout
06-28 10:09	BTCUSDT	Sell	60366→60184.5	+1.05	timeout
06-28 09:03	BTCUSDT	Sell	60181.7→60349.5	-1.84	timeout
06-28 07:52	BTCUSDT	Sell	59977.5→60207.2	-2.37	timeout
06-28 06:52	BTCUSDT	Sell	59893→60007.4	-1.41	timeout
06-28 05:46	BTCUSDT	Sell	60117.5→59909.2	+1.28	timeout
06-27 17:12	BTCUSDT	Sell	60707.8→60540.2	+0.93	timeout
06-27 16:13	BTCUSDT	Sell	60800.3→60742.6	+0.02	timeout
06-27 14:52	BTCUSDT	Sell	60537→60594.8	-0.93	timeout
06-27 13:59	BTCUSDT	Sell	60363→60543.7	-1.95	timeout
06-27 12:49	BTCUSDT	Sell	60306→60330	-0.65	timeout
06-27 11:48	BTCUSDT	Sell	60361→60344.3	-0.31	timeout
06-27 10:48	BTCUSDT	Sell	60364.1→60391	-0.67	timeout
06-27 09:48	BTCUSDT	Sell	60364.8→60408.8	-0.81	timeout
06-27 08:39	BTCUSDT	Sell	60389.5→60386	-0.42	timeout
06-27 07:36	BTCUSDT	Sell	60241.2→60390.8	-1.69	timeout
06-27 06:24	BTCUSDT	Sell	60214.2→60205.1	-0.37	timeout
06-27 05:26	BTCUSDT	Sell	60424.6→60242.7	+1.06	timeout
06-27 04:20	BTCUSDT	Sell	60214.2→60396.1	-1.96	timeout
06-27 03:19	BTCUSDT	Sell	60074.9→60232.7	-1.76	timeout
06-27 01:44	BTCUSDT	Sell	59906.1→59973	-1.01	timeout
06-27 00:05	BTCUSDT	Sell	60064.9→60087	-0.63	timeout
06-26 23:06	BTCUSDT	Sell	59775.2→60081.7	-3.01	timeout
06-26 22:01	BTCUSDT	Sell	59669.8→59888.3	-2.28	timeout
06-26 21:01	BTCUSDT	Sell	59844.1→59699.7	+0.76	timeout
06-26 19:55	BTCUSDT	Sell	59619.8→59855.3	-2.42	timeout
06-26 18:55	BTCUSDT	Sell	59956.3→59637.8	+2.21	timeout
06-26 17:52	BTCUSDT	Sell	60009→60025	-0.58	timeout
06-26 16:52	BTCUSDT	Sell	60172.7→60039.8	+0.66	timeout
06-26 15:26	BTCUSDT	Sell	59708.6→60308.3	-5.47	stop_loss
06-26 13:57	BTCUSDT	Sell	59522.3→60168	-5.87	stop_loss
06-26 13:06	BTCUSDT	Sell	59447.2→59112.1	+2.37	timeout
06-26 12:01	BTCUSDT	Sell	59270.8→59434.8	-1.83	timeout
06-26 11:11	BTCUSDT	Sell	59680.1→59474.5	+1.27	timeout
06-26 09:45	BTCUSDT	Sell	60176.6→60005.9	+0.97	timeout
06-26 08:44	BTCUSDT	Sell	60631.5→60192.6	+3.17	timeout
06-26 00:26	BTCUSDT	Sell	60094.5→59742.8	+2.48	timeout
06-25 23:15	BTCUSDT	Sell	59870.3→59940	-1.03	timeout
06-25 21:54	BTCUSDT	Sell	59497.2→60095	-5.47	stop_loss
06-25 21:03	BTCUSDT	Sell	59550.3→59461	+0.30	timeout
06-25 17:07	BTCUSDT	Sell	59564.4→59143	+3.08	timeout
06-24 12:52	BTCUSDT	Sell	62901.7→62636.3	+1.66	timeout
06-24 01:56	BTCUSDT	Sell	62952.7→62969.1	-0.58	timeout
06-23 00:23	BTCUSDT	Sell	63969.6→63846.8	+0.51	timeout
06-22 17:52	BTCUSDT	Sell	64610.2→64521.6	+0.24	timeout
06-22 13:52	BTCUSDT	Sell	65135.3→65508.1	-3.31	timeout
06-22 12:35	BTCUSDT	Sell	64595.9→64962.8	-3.28	timeout
06-22 11:31	BTCUSDT	Sell	64134.4→64442.1	-2.84	timeout
06-22 10:28	BTCUSDT	Sell	64056.9→64177.4	-1.39	timeout
06-22 09:16	BTCUSDT	Sell	64205.2→64169.6	-0.17	timeout
06-22 08:05	BTCUSDT	Sell	64060→64092.7	-0.70	timeout
06-22 07:04	BTCUSDT	Sell	64120.9→64075.9	-0.10	timeout
06-22 06:03	BTCUSDT	Sell	64062.5→64183.9	-1.40	timeout
06-22 05:04	BTCUSDT	Sell	63934→64080.2	-1.59	timeout
06-22 03:52	BTCUSDT	Sell	64252.3→64120.7	+0.58	timeout
06-22 02:48	BTCUSDT	Sell	64482.9→64427.5	-0.02	timeout
06-22 01:23	BTCUSDT	Sell	63803→64441.9	-5.45	stop_loss
06-22 00:35	BTCUSDT	Sell	63361.9→63758.2	-3.58	timeout
06-21 23:30	BTCUSDT	Sell	63567.6→63615.2	-0.83	timeout
06-21 22:30	BTCUSDT	Sell	63677.2→63587	+0.26	timeout
06-21 21:29	BTCUSDT	Sell	64063.3→63709.2	+2.31	timeout
06-21 20:27	BTCUSDT	Sell	64189.9→64080.4	+0.40	timeout
06-21 19:25	BTCUSDT	Sell	63985.2→64204.6	-2.17	timeout
06-21 17:03	BTCUSDT	Sell	64180→64154	-0.25	timeout
06-21 15:58	BTCUSDT	Sell	64072.5→64224.9	-1.64	timeout
06-21 14:54	BTCUSDT	Sell	64048.8→64074.6	-0.65	timeout
06-21 13:33	BTCUSDT	Sell	64002→64058.6	-0.89	timeout
06-21 12:25	BTCUSDT	Sell	64270.6→63999.2	+1.66	timeout
06-21 11:12	BTCUSDT	Sell	64231.4→64416.2	-1.89	timeout
06-21 10:09	BTCUSDT	Sell	63935→64215.9	-2.64	timeout
06-21 09:06	BTCUSDT	Sell	64118→63974.7	+0.67	timeout
06-21 08:02	BTCUSDT	Sell	64196.4→64195.5	-0.44	timeout
06-21 06:59	BTCUSDT	Sell	64210.4→64271.2	-0.92	timeout
06-21 05:39	BTCUSDT	Sell	64483.8→64343.4	+0.64	timeout
06-21 04:35	BTCUSDT	Sell	64282.6→64538.3	-2.44	timeout
06-21 01:40	BTCUSDT	Sell	64244.4→64206.1	-0.15	timeout
06-20 21:49	BTCUSDT	Sell	63855.9→64028.7	-1.80	timeout
06-20 20:45	BTCUSDT	Sell	63903.1→63875.2	-0.23	timeout
06-20 19:41	BTCUSDT	Sell	63797.8→63867	-0.99	timeout
06-20 18:38	BTCUSDT	Sell	63806→63840.8	-0.72	timeout
06-20 16:48	BTCUSDT	Sell	64139→63990.5	+0.71	timeout
06-20 14:46	BTCUSDT	Sell	63332.1→63968.5	-5.47	stop_loss
06-20 01:04	BTCUSDT	Sell	63479.2→63466.9	-0.35	timeout
06-19 22:53	BTCUSDT	Sell	63064.6→63330.1	-2.55	timeout
06-19 16:37	BTCUSDT	Sell	63117.3→63278.8	-1.73	timeout
06-19 08:03	BTCUSDT	Sell	62811.8→62584.5	+1.35	timeout
06-19 06:00	BTCUSDT	Sell	62442.2→62721.6	-2.69	timeout
06-19 04:33	BTCUSDT	Sell	62707.9→62529.3	+0.97	timeout
06-19 03:32	BTCUSDT	Sell	62889.1→62795.9	+0.29	timeout
06-19 02:29	BTCUSDT	Sell	62872.3→62957.1	-1.13	timeout
06-19 01:24	BTCUSDT	Sell	62898.1→63007.2	-1.32	timeout

Paper vs Live

Paper (trades.jsonl)

217

closed

37%

win rate

-145.37

total pnl ($)

-13.4 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	217	37%	-13.4	-145.37

Recent bounces (last 20 of 3)

time	sym	side	reason
06-29 03:17	BTCUSDT	Sell	circuit_breaker
06-28 23:36	BTCUSDT	Sell	circuit_breaker
06-28 22:15	BTCUSDT	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…