deribit_basis_z_fear_fade_short

56

closed trades

21%

win rate

-74.23

total pnl ($)

1.123

weight

7d window — n=13 wr=31% pnl=-15.30 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-22 11:29:21 (35.6d ago) · src: canon

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

n: 116 · wr: 37.1% · total_bps: -1332.1 · mean_bps: -11.48 · sharpe: -0.20 · max_dd_bps: -1609.8

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

time	sym	side	entry→exit	pnl	close
06-26 19:52	BTC	Sell	59634→59866	-2.39	timeout
06-26 15:24	BTC	Sell	59621→60199.1	-5.30	stop_loss
06-26 08:45	BTC	Sell	60528→60174	+2.47	timeout
06-25 21:12	BTC	Sell	59581→59511	+0.14	timeout
06-22 11:28	BTC	Sell	64145.8→64411.2	-2.51	timeout
06-22 07:26	BTC	Sell	64098.8→64239.2	-1.54	timeout
06-22 01:23	BTC	Sell	63698.8→64311.4	-5.26	stop_loss
06-21 21:23	BTC	Sell	64083.8→63747.2	+2.18	timeout
06-21 15:37	BTC	Sell	64025.8→64164.2	-1.53	timeout
06-21 08:46	BTC	Sell	64208.8→63925.2	+1.76	timeout
06-21 04:45	BTC	Sell	64395.8→64438.2	-0.78	timeout
06-20 19:54	BTC	Sell	63760.8→63907.2	-1.60	timeout
06-20 15:46	BTC	Sell	64067.8→64131.2	-0.94	timeout
06-19 01:38	BTC	Sell	62974.9→62885.1	+0.26	timeout
06-17 19:01	BTC	Sell	65554.7→65557.3	-0.47	timeout
06-16 17:19	BTC	Sell	65739.7→65807.3	-0.96	timeout
06-16 13:00	BTC	Sell	66443.7→66403.3	-0.14	timeout
06-16 09:02	BTC	Sell	66375.7→66844.3	-3.98	timeout
06-16 04:25	BTC	Sell	65912.7→66049.3	-1.49	timeout
06-15 22:21	BTC	Sell	66503.7→66370.3	+0.55	timeout
06-15 18:19	BTC	Sell	66880.7→66803.3	+0.13	timeout
06-15 04:12	BTC	Sell	65635.7→65746.3	-1.29	timeout
06-14 21:15	BTC	Sell	63788.8→64403.4	-5.27	stop_loss
06-14 15:49	BTC	Sell	63886.8→64028.2	-1.56	timeout
06-13 22:43	BTC	Sell	64594.8→64482.2	+0.42	timeout
06-12 08:21	BTC	Sell	62980.9→63586	-5.25	stop_loss
06-12 04:28	BTC	Sell	63388.8→63767.2	-3.43	timeout
06-11 23:40	BTC	Sell	63522.8→63562.2	-0.75	timeout
06-11 19:35	BTC	Sell	63428.8→63739.2	-2.89	timeout
06-11 13:31	BTC	Sell	62582.9→62681.1	-1.23	timeout
06-09 20:07	BTC	Sell	61837.9→62023.1	-1.95	timeout
06-09 15:24	BTC	Sell	61753.9→61396.1	+2.45	timeout
06-09 11:20	BTC	Sell	62721.9→62507.1	+1.26	timeout
06-08 03:39	BTC	Sell	63076.8→63057.2	-0.29	timeout
06-06 01:02	BTC	Sell	61225.9→61348.1	-1.45	timeout
06-05 20:09	BTC	Sell	60382→60962.5	-5.26	stop_loss
06-04 18:22	BTC	Sell	63207.8→63424.2	-2.16	timeout
06-04 03:04	BTC	Sell	63084.8→63699	-5.32	stop_loss
06-02 08:08	BTC	Sell	69944.5→70044.5	-1.16	timeout
06-02 04:07	BTC	Sell	70993.5→70933.5	-0.02	timeout
06-01 03:38	BTC	Sell	73497.3→73930.7	-3.40	timeout
05-31 22:33	BTC	Sell	73600.3→73916.7	-2.60	timeout
05-31 15:26	BTC	Sell	73538.3→73739.7	-1.82	timeout
05-30 16:20	BTC	Sell	73901.3→73911.7	-0.52	timeout
05-29 08:49	BTC	Sell	73374.3→73730.7	-2.88	timeout
05-28 15:54	BTC	Sell	72942.4→72892.6	-0.10	timeout
05-27 23:03	BTC	Sell	74641.3→74439.7	+0.90	timeout
05-27 19:01	BTC	Sell	74841.3→74991.7	-1.45	timeout
05-27 15:02	BTC	Sell	75159.2→75034.8	+0.38	timeout
05-27 11:01	BTC	Sell	75854.2→75921.8	-0.90	timeout
05-26 20:36	BTC	Sell	75881.2→75971.8	-1.04	timeout
05-26 16:35	BTC	Sell	76390.2→76622.8	-1.97	timeout
05-26 06:43	BTC	Sell	76853.2→76938.8	-1.01	timeout
05-26 02:44	BTC	Sell	76595.2→76566.8	-0.27	timeout
05-25 22:13	BTC	Sell	77316.1→77384.9	-0.89	timeout
05-25 18:13	BTC	Sell	77666.1→77616.9	-0.13	timeout

Paper (trades.jsonl)

56

closed

21%

win rate

-74.23

total pnl ($)

-26.5 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	56	21%	-26.5	-74.23

time	sym	side	reason
06-26 19:07	BTC	Sell	stale_intent

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 56 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 1)

Postmortem feed (last 10)