deribit_basis_z_extreme_fade

not live
32
closed trades
22%
win rate
-54.96
total pnl ($)
0.969
weight
7d window — n=14 wr=21% pnl=-29.36  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-19 23:47:27 (34.3d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: sq
n: 0  ·  wr: 0.0%  ·  total_bps: +0.0  ·  mean_bps: +0.00  ·  sharpe: +0.00  ·  max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 32 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 11:37BTCUSDTSell64089.1→64737.6-5.50stop_loss
06-22 07:25BTCUSDTSell64092.7→64226.9-1.50timeout
06-22 01:18BTCUSDTSell63547.6→64075.6-4.60timeout
06-21 21:22BTCUSDTSell64055.2→63688.2+2.42timeout
06-21 15:38BTCUSDTSell64003.7→64204.1-2.02timeout
06-21 08:48BTCUSDTSell64184→63942.3+1.44timeout
06-21 04:46BTCUSDTSell64376.7→64469.5-1.17timeout
06-20 19:58BTCUSDTSell63742.1→63903.7-1.72timeout
06-20 15:48BTCUSDTSell63856.7→64171.1-2.91timeout
06-19 01:38BTCUSDTSell62954.2→62889.8+0.06timeout
06-17 18:43BTCUSDTSell65395.7→66069.3-5.60stop_loss
06-16 18:02BTCUSDTSell65748.6→65983-2.23timeout
06-16 13:00BTCUSDTSell66416.6→66428.2-0.53timeout
06-16 08:54BTCUSDTSell66323.4→66992.5-5.49stop_loss
06-16 04:25BTCUSDTSell65845.2→66060.7-2.09timeout
06-15 22:43BTCUSDTSell66407.6→66262.9+0.64timeout
06-15 18:19BTCUSDTSell66866.9→66818.5-0.08timeout
06-14 21:40BTCUSDTSell64612→65276.6-5.59stop_loss
06-14 15:42BTCUSDTSell63883→64024.2-1.55timeout
06-13 22:42BTCUSDTSell64571.2→64504.5+0.07timeout
06-12 08:21BTCUSDTSell62973.1→63613.5-5.53stop_loss
06-12 04:28BTCUSDTSell63401.2→63784.2-3.47timeout
06-11 23:50BTCUSDTSell63494.6→63572-1.05timeout
06-11 19:38BTCUSDTSell63463.1→63748.6-2.69timeout
06-11 13:33BTCUSDTSell62557.3→62764-2.10timeout
06-11 03:02BTCUSDTSell62212.7→62157.8-0.01timeout
06-09 20:07BTCUSDTSell61807.6→62044.5-2.37timeout
06-09 15:24BTCUSDTSell61731.7→61432.2+1.98timeout
06-09 11:20BTCUSDTSell62704.3→62514.7+1.06timeout
06-08 03:40BTCUSDTSell62960.9→63081.4-1.41timeout
05-15 12:05BTCUSDTSell80576.9→80617.2-0.70timeout
05-15 12:05BTCUSDTSell80576.9→80617.2-0.70timeout

Paper vs Live

Paper (trades.jsonl)
32
closed
22%
win rate
-54.96
total pnl ($)
-34.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTCUSDT3222%-34.4-54.96

Recent bounces (last 20 of 3)

timesymsidereason
06-22 11:03BTCUSDTSellrouter_blocked
06-22 06:33BTCUSDTSellrouter_blocked
06-22 00:33BTCUSDTSellstale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems