deribit_basis_z_contrarian_short · strategy

143

closed trades

46%

win rate

+240.10

total pnl ($)

1.790

weight

7d window — n=38 wr=39% pnl=+99.06 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 20:24:38 (22.9d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: x2189877_21576

n: 10 · wr: 100.0% · total_bps: +2934.8 · mean_bps: +293.48 · sharpe: +2.00 · max_dd_bps: +0.0

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 16:48	BTC	Sell	59301→60072	-6.87	timeout
06-26 14:45	BTC	Sell	59396→59545	-1.65	timeout
06-26 07:28	BTC	Sell	59212→60673.4	-12.79	stop_loss
06-25 13:59	BTC	Sell	60756→58087.9	+21.46	take_profit
06-25 13:58	BTC	Sell	60850→58176.9	+21.45	take_profit
06-25 13:57	BTC	Sell	60968→58290.9	+21.46	take_profit
06-25 13:55	BTC	Sell	61187.9→58495.9	+21.54	take_profit
06-25 13:53	BTC	Sell	61564.9→58802.9	+21.96	take_profit
06-25 07:40	BTC	Sell	60442→61930	-12.78	stop_loss
06-25 05:02	BTC	Sell	60020→61497.8	-12.76	stop_loss
06-24 20:10	BTC	Sell	59322→60782.4	-12.78	stop_loss
06-24 16:51	BTC	Sell	62589.9→59840	+21.35	take_profit
06-24 16:51	BTC	Sell	62615.9→59860	+21.48	take_profit
06-24 16:43	BTC	Sell	62904.9→60143	+21.46	take_profit
06-24 13:09	BTC	Sell	62101.9→62177.1	-1.05	timeout
06-24 12:07	BTC	Sell	62435.9→62798.1	-3.34	timeout
06-24 08:28	BTC	Sell	62022.9→62664.1	-5.54	timeout
06-24 07:26	BTC	Sell	62960.9→62682.1	+1.81	timeout
06-23 19:39	BTC	Sell	64439.8→62310.1	+16.09	timeout
06-23 08:46	BTC	Sell	64229.8→62319.1	+14.23	timeout
06-23 07:33	BTC	Sell	64272.8→62882.1	+10.39	timeout
06-23 06:21	BTC	Sell	64107.8→62621.1	+11.18	timeout
06-23 06:21	BTC	Sell	65472.7→62595.1	+21.55	take_profit
06-22 16:48	BTC	Sell	64120.8→64602.2	-4.21	timeout
06-22 13:36	BTC	Sell	63706.8→65275.9	-12.67	stop_loss
06-22 08:27	BTC	Sell	64018.8→64240.2	-2.10	timeout
06-22 07:23	BTC	Sell	64189.8→64227.2	-0.72	timeout
06-22 03:32	BTC	Sell	64301.8→64372.2	-0.92	timeout
06-21 21:23	BTC	Sell	63911.8→63734.2	+0.94	timeout
06-21 13:57	BTC	Sell	63379.8→64062.2	-5.90	timeout
06-21 08:18	BTC	Sell	63516.8→64075.2	-4.74	timeout
06-21 06:37	BTC	Sell	63688.8→64281.2	-5.09	timeout
06-21 02:11	BTC	Sell	63470.8→64227.2	-6.37	timeout
06-20 19:14	BTC	Sell	63027.8→63871.2	-7.15	timeout
06-20 12:46	BTC	Sell	62410.9→63595.2	-9.89	timeout
06-20 06:38	BTC	Sell	62701.9→63712.2	-8.49	timeout
06-20 04:32	BTC	Sell	62609.9→63495.2	-7.53	timeout
06-20 01:35	BTC	Sell	62827.9→63529.2	-6.02	timeout
06-19 17:17	BTC	Sell	62493.9→63036.2	-4.78	timeout
06-19 08:43	BTC	Sell	64512.8→62564.1	+14.53	timeout
06-19 03:25	BTC	Sell	64337.8→62777.1	+11.59	timeout
06-19 01:44	BTC	Sell	64578.8→62892.1	+12.50	timeout
06-18 23:45	BTC	Sell	64412.8→62871.1	+11.45	timeout
06-18 15:37	BTC	Sell	65908.7→63013.2	+21.48	take_profit
06-18 07:39	BTC	Sell	65513.7→64396.2	+8.07	timeout
06-18 01:38	BTC	Sell	65618.7→64585.2	+7.49	timeout
06-18 00:28	BTC	Sell	65687.7→64550.2	+8.24	timeout
06-17 21:44	BTC	Sell	65703.7→64165.2	+11.24	timeout
06-17 16:02	BTC	Sell	65876.7→65836.3	-0.23	timeout
06-17 06:58	BTC	Sell	66427.7→65594.3	+5.85	timeout
06-16 19:24	BTC	Sell	66536.7→65704.3	+5.89	timeout
06-16 18:17	BTC	Sell	66787.7→66022.3	+5.35	timeout
06-16 17:16	BTC	Sell	66899.7→65801.3	+7.86	timeout
06-16 15:21	BTC	Sell	66662.7→65746.3	+6.50	timeout
06-16 05:27	BTC	Sell	65803.7→66034.3	-2.25	timeout
06-15 16:10	BTC	Sell	65700.7→67318	-12.76	stop_loss
06-15 16:10	BTC	Sell	65687.7→67307	-12.78	stop_loss
06-15 15:47	BTC	Sell	65515.7→67128.9	-12.77	stop_loss
06-15 12:40	BTC	Sell	64801.8→66400.5	-12.79	stop_loss
06-15 07:24	BTC	Sell	64438.8→66027.3	-12.76	stop_loss
06-15 03:35	BTC	Sell	64502.8→65716.3	-9.82	timeout
06-15 00:08	BTC	Sell	64406.8→65719.3	-10.65	timeout
06-14 23:27	BTC	Sell	64118.8→65697.1	-12.75	stop_loss
06-14 21:06	BTC	Sell	64282.8→64000.2	+1.77	timeout
06-14 12:56	BTC	Sell	64089.8→64297.2	-2.07	timeout
06-14 11:46	BTC	Sell	63873.8→64585.2	-6.03	timeout
06-13 22:18	BTC	Sell	63481.8→64377.2	-7.47	timeout
06-13 21:12	BTC	Sell	63543.8→64257.2	-6.04	timeout
06-13 19:29	BTC	Sell	63716.8→64154.2	-3.88	timeout
06-13 12:31	BTC	Sell	63476.8→63960.2	-4.18	timeout
06-13 11:17	BTC	Sell	63765.8→63930.2	-1.65	timeout
06-12 20:56	BTC	Sell	63360.8→63413.2	-0.84	timeout
06-12 18:35	BTC	Sell	63427.8→63757.2	-3.03	timeout
06-12 17:34	BTC	Sell	63183.8→63806.2	-5.36	timeout
06-12 11:35	BTC	Sell	63158.8→63681.2	-4.51	timeout
06-12 10:09	BTC	Sell	62878.9→63704.2	-6.91	timeout
06-11 17:32	BTC	Sell	61768.9→63297.8	-12.75	stop_loss
06-11 14:47	BTC	Sell	61948.9→62849.1	-7.61	timeout
06-11 13:45	BTC	Sell	62337.9→62942.1	-5.19	timeout
06-11 10:55	BTC	Sell	61677.9→63198.7	-12.64	stop_loss
06-11 08:14	BTC	Sell	61579.9→62796.1	-10.18	timeout
06-10 13:55	BTC	Sell	62322.9→62173.1	+0.77	timeout
06-10 12:54	BTC	Sell	62548.9→61670.1	+6.54	timeout
06-10 11:53	BTC	Sell	62605.9→61031.1	+12.08	timeout
06-10 10:53	BTC	Sell	62687.9→61260.1	+10.89	timeout
06-10 07:50	BTC	Sell	63153.8→61682.1	+11.14	timeout
06-09 07:14	BTC	Sell	63065.8→63297.2	-2.23	timeout
06-09 06:12	BTC	Sell	62910.9→63384.2	-4.16	timeout
06-09 02:43	BTC	Sell	63007.8→62584.1	+2.90	timeout
06-09 01:41	BTC	Sell	63001.8→62748.1	+1.56	timeout
06-08 22:54	BTC	Sell	63047.8→63305.2	-2.46	timeout
06-07 22:15	BTC	Sell	62635.9→64185.3	-12.83	stop_loss
06-07 22:15	BTC	Sell	62496.9→64067.2	-13.02	stop_loss
06-07 22:14	BTC	Sell	61954.9→63484.9	-12.80	stop_loss
06-07 22:14	BTC	Sell	61812.9→63334.8	-12.77	stop_loss
06-07 22:14	BTC	Sell	61735.9→63261.8	-12.81	stop_loss
06-07 08:47	BTC	Sell	61311.9→62827.5	-12.82	stop_loss
06-07 08:46	BTC	Sell	61273.9→62783.5	-12.77	stop_loss
06-07 07:55	BTC	Sell	60830→62327.3	-12.77	stop_loss
06-07 06:36	BTC	Sell	60740→62235.2	-12.79	stop_loss

Paper vs Live

Paper (trades.jsonl)

143

closed

46%

win rate

+240.10

total pnl ($)

+33.3 bps

avg bps net

Live (dry_run=0)

closed

40%

win rate

-77.75

total pnl ($)

-110.1 bps

avg bps net

Live WR is 87% of paper WR (40% vs 46%)

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	143	46%	+33.3	+240.10

Recent bounces (last 20 of 10)

time	sym	side	reason
06-26 08:24	BTC	Sell	stale_intent
06-25 20:24	BTC	Sell	below_min_notional_skip
06-25 19:25	BTC	Sell	below_min_notional_skip
06-25 15:00	BTC	Sell	below_min_notional_skip
06-25 12:28	BTC	Sell	below_min_notional_skip
06-24 21:15	BTC	Sell	below_min_notional_skip
06-24 16:27	BTC	Sell	stale_intent
06-24 15:28	BTC	Sell	below_min_notional_skip
06-24 12:10	BTC	Sell	stale_intent
06-24 08:19	BTC	Sell	below_min_notional_skip

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…