deribit_basis_z_long · strategy · trading.ericai.dev

447

closed trades

30%

win rate

-292.61

total pnl ($)

0.420

weight

7d window — n=160 wr=28% pnl=-130.60 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-22 06:53:53 (37.5d ago) · src: canon

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

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 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 03:08	BTCUSDT	Buy	60130→60162.8	-0.18	timeout
06-28 02:20	BTCUSDT	Buy	60236.2→60151.8	-1.15	timeout
06-27 22:17	BTCUSDT	Buy	60237.1→59830.3	-3.83	timeout
06-27 21:43	BTCUSDT	Buy	60373.7→60231.7	-1.62	timeout
06-27 21:10	BTCUSDT	Buy	60259.2→60306.3	-0.06	timeout
06-27 20:36	BTCUSDT	Buy	60234.7→60220.7	-0.57	timeout
06-27 20:02	BTCUSDT	Buy	60115.2→60181	+0.10	timeout
06-27 19:27	BTCUSDT	Buy	60540.1→60218.7	-3.10	timeout
06-27 18:52	BTCUSDT	Buy	60476.2→60478.2	-0.43	timeout
06-27 18:15	BTCUSDT	Buy	60556.1→60498.2	-0.93	timeout
06-26 07:56	BTCUSDT	Buy	60527→60569.5	-0.10	timeout
06-26 07:23	BTCUSDT	Buy	60249.1→60466.3	+1.35	timeout
06-26 06:49	BTCUSDT	Buy	59806→60295.6	+3.64	timeout
06-26 06:15	BTCUSDT	Buy	59809.8→59691.7	-1.44	timeout
06-26 05:42	BTCUSDT	Buy	59920.1→59867.8	-0.89	timeout
06-26 05:10	BTCUSDT	Buy	59901.4→59838.2	-0.98	timeout
06-26 04:39	BTCUSDT	Buy	59943.8→59851.8	-1.22	timeout
06-26 03:56	BTCUSDT	Buy	59198.6→60063.7	+6.86	take_profit
06-26 03:28	BTCUSDT	Buy	58511.9→59076.8	+4.38	timeout
06-26 02:54	BTCUSDT	Buy	58369.2→58457	+0.30	timeout
06-26 02:13	BTCUSDT	Buy	59355→58696	-6.00	stop_loss
06-26 01:44	BTCUSDT	Buy	59575.8→59271	-3.01	timeout
06-26 01:06	BTCUSDT	Buy	59693.5→59420.7	-2.73	timeout
06-25 20:08	BTCUSDT	Buy	59319.5→59587.2	+1.81	timeout
06-25 19:38	BTCUSDT	Buy	59323.1→59314	-0.53	timeout
06-25 19:05	BTCUSDT	Buy	59432.7→59365.8	-1.01	timeout
06-25 18:25	BTCUSDT	Buy	59553.4→59559.9	-0.40	timeout
06-25 17:45	BTCUSDT	Buy	59401.2→59437.9	-0.14	timeout
06-25 17:10	BTCUSDT	Buy	59332.5→59244.9	-1.19	timeout
06-25 16:09	BTCUSDT	Buy	59275.4→59774.3	+3.76	timeout
06-25 15:39	BTCUSDT	Buy	59247.5→59275	-0.21	timeout
06-25 15:03	BTCUSDT	Buy	59675.1→59018.7	-5.95	stop_loss
06-25 14:33	BTCUSDT	Buy	58993.6→59865.7	+6.94	take_profit
06-25 13:41	BTCUSDT	Buy	60986.3→60305.8	-6.03	stop_loss
06-25 13:30	BTCUSDT	Buy	61252.8→61204.7	-0.84	timeout
06-25 12:55	BTCUSDT	Buy	61219.3→61270.9	-0.03	timeout
06-25 12:14	BTCUSDT	Buy	61322.5→61146.8	-1.88	timeout
06-25 11:40	BTCUSDT	Buy	61102.3→61298.1	+1.15	timeout
06-25 10:46	BTCUSDT	Buy	61732.2→61287.9	-4.05	timeout
06-25 10:14	BTCUSDT	Buy	61736.6→61643.1	-1.21	timeout
06-25 09:41	BTCUSDT	Buy	61757.1→61712.9	-0.81	timeout
06-25 09:07	BTCUSDT	Buy	61701.1→61696.4	-0.49	timeout
06-25 08:22	BTCUSDT	Buy	61810.6→61704.3	-1.31	timeout
06-25 07:23	BTCUSDT	Buy	61767→61722.6	-0.81	timeout
06-25 06:48	BTCUSDT	Buy	61723.7→61726.8	-0.42	timeout
06-25 06:13	BTCUSDT	Buy	61574.3→61689.4	+0.49	timeout
06-25 05:28	BTCUSDT	Buy	61348→61561.6	+1.29	timeout
06-25 04:56	BTCUSDT	Buy	60889.5→61325	+3.13	timeout
06-25 04:23	BTCUSDT	Buy	60820.2→60850.9	-0.20	timeout
06-25 03:52	BTCUSDT	Buy	60783.5→60766.8	-0.59	timeout
06-25 03:21	BTCUSDT	Buy	60703→60735.2	-0.18	timeout
06-25 02:51	BTCUSDT	Buy	60877.8→60667.4	-2.18	timeout
06-25 02:17	BTCUSDT	Buy	60803.7→60754.6	-0.85	timeout
06-25 01:43	BTCUSDT	Buy	60761.9→60791.9	-0.20	timeout
06-25 01:10	BTCUSDT	Buy	60898.2→60711	-1.99	timeout
06-25 00:38	BTCUSDT	Buy	61053.6→60821.4	-2.35	timeout
06-25 00:07	BTCUSDT	Buy	61034.7→61008.2	-0.67	timeout
06-24 23:33	BTCUSDT	Buy	60864.3→60956.5	+0.31	timeout
06-24 23:01	BTCUSDT	Buy	60907.1→60818.9	-1.17	timeout
06-24 22:30	BTCUSDT	Buy	61099.8→60847.8	-2.51	timeout
06-24 21:57	BTCUSDT	Buy	60818.4→61049.8	+1.46	timeout
06-24 21:26	BTCUSDT	Buy	60984→60804.7	-1.92	timeout
06-24 20:55	BTCUSDT	Buy	60631.1→60936.8	+2.08	timeout
06-24 20:10	BTCUSDT	Buy	59885.2→60767.6	+6.92	take_profit
06-24 19:51	BTCUSDT	Buy	59644.3→59838.6	+1.18	timeout
06-24 19:20	BTCUSDT	Buy	59410.1→59586.4	+1.04	timeout
06-24 18:49	BTCUSDT	Buy	59656.7→59423.7	-2.40	timeout
06-24 18:18	BTCUSDT	Buy	59269.7→59586.2	+2.22	timeout
06-24 17:47	BTCUSDT	Buy	59732.6→59193.3	-4.96	timeout
06-24 17:16	BTCUSDT	Buy	60142.4→59677.6	-4.31	timeout
06-24 16:45	BTCUSDT	Buy	60497.7→60149.6	-3.32	timeout
06-24 16:14	BTCUSDT	Buy	60537.9→60485.1	-0.88	timeout
06-24 15:42	BTCUSDT	Buy	60878.4→60585.8	-2.85	timeout
06-24 15:11	BTCUSDT	Buy	61131.7→60914.7	-2.22	timeout
06-24 14:38	BTCUSDT	Buy	61389.6→61247.8	-1.60	timeout
06-24 13:46	BTCUSDT	Buy	62005.8→61320.7	-5.97	stop_loss
06-24 13:22	BTCUSDT	Buy	62402→61715	-5.95	stop_loss
06-24 12:59	BTCUSDT	Buy	62804.1→62574.2	-2.28	timeout
06-24 12:27	BTCUSDT	Buy	62865.8→62744.7	-1.41	timeout
06-24 11:48	BTCUSDT	Buy	62383.2→62894.3	+3.65	timeout
06-24 11:15	BTCUSDT	Buy	62583→62343.5	-2.36	timeout
06-24 10:44	BTCUSDT	Buy	62607.7→62566.1	-0.78	timeout
06-24 10:14	BTCUSDT	Buy	62667.3→62550.7	-1.38	timeout
06-24 09:41	BTCUSDT	Buy	62701.1→62624.7	-1.06	timeout
06-24 08:58	BTCUSDT	Buy	62699.3→62755.2	-0.01	timeout
06-24 08:27	BTCUSDT	Buy	62633→62644.6	-0.36	timeout
06-24 07:54	BTCUSDT	Buy	62716.2→62577.4	-1.56	timeout
06-24 07:22	BTCUSDT	Buy	62762→62696	-0.98	timeout
06-24 06:48	BTCUSDT	Buy	62785.9→62708.2	-1.07	timeout
06-24 06:17	BTCUSDT	Buy	62934.7→62758.6	-1.85	timeout
06-24 05:45	BTCUSDT	Buy	62774.2→62864.3	+0.27	timeout
06-24 05:13	BTCUSDT	Buy	62656.8→62735	+0.17	timeout
06-24 04:29	BTCUSDT	Buy	62735.7→62568.4	-1.78	timeout
06-24 03:44	BTCUSDT	Buy	62590.7→62762.9	+0.92	timeout
06-24 03:06	BTCUSDT	Buy	62690.9→62533.9	-1.70	timeout
06-24 02:35	BTCUSDT	Buy	62839→62652	-1.94	timeout
06-24 00:26	BTCUSDT	Buy	62725.6→62790.9	+0.07	timeout
06-23 23:55	BTCUSDT	Buy	62638.1→62689.3	-0.04	timeout
06-23 23:25	BTCUSDT	Buy	62545.7→62608.4	+0.05	timeout
06-23 22:55	BTCUSDT	Buy	62570.2→62513.1	-0.91	timeout

Paper vs Live

Paper (trades.jsonl)

447

closed

30%

win rate

-292.61

total pnl ($)

-13.1 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	447	30%	-13.1	-292.61

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…