deribit_basis_z_mean_reversion

70

closed trades

33%

win rate

-48.71

total pnl ($)

1.239

weight

7d window — n=0 wr=0% pnl=+0.00 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-20 05:48:10 (34.2d ago) · src: canon

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

n: 1638 · wr: 39.2% · total_bps: -17570.9 · mean_bps: -10.73 · sharpe: -0.20 · max_dd_bps: -17606.9

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

time	sym	side	entry→exit	pnl	close
06-01 05:26	BTC	Sell	73398.3→73373.7	-0.28	timeout
06-01 04:04	BTC	Sell	73969.3→73764.7	+0.94	timeout
06-01 02:51	BTC	Sell	73501.3→73783.7	-2.37	timeout
06-01 00:53	BTC	Sell	73657.3→73980.7	-2.65	timeout
05-31 23:37	BTC	Sell	73983.3→73622.7	+1.99	timeout
05-31 22:13	BTC	Sell	73666.3→73818.7	-1.48	timeout
05-31 20:36	BTC	Sell	73447.3→73687.7	-2.09	timeout
05-31 19:04	BTC	Sell	73614.3→73597.7	-0.33	timeout
05-31 16:49	BTC	Sell	73624.3→73430.7	+0.87	timeout
05-31 15:29	BTC	Sell	73573.3→73728.7	-1.50	timeout
05-31 12:06	BTC	Buy	73889.3→73862.7	-0.64	timeout
05-31 08:09	BTC	Buy	73964.3→73865.7	-1.12	timeout
05-31 04:36	BTC	Buy	74158.3→74158.7	-0.45	timeout
05-31 01:05	BTC	Buy	73844.3→74089.7	+1.21	timeout
05-30 20:49	BTC	Sell	74022.3→73901.7	+0.37	timeout
05-30 16:21	BTC	Sell	73882.3→73912.7	-0.65	timeout
05-30 04:01	BTC	Buy	73735.3→73541.7	-1.76	timeout
05-29 21:44	BTC	Buy	73668.3→73568.7	-1.13	timeout
05-29 19:47	BTC	Buy	73543.3→73635.7	+0.18	timeout
05-29 18:00	BTC	Buy	74068.3→73933.7	-1.36	timeout
05-29 15:14	BTC	Sell	72988.4→73645.7	-4.95	timeout
05-29 13:17	BTC	Sell	73352.3→73084.7	+1.38	timeout
05-29 12:08	BTC	Sell	73619.3→73348.7	+1.39	timeout
05-29 10:53	BTC	Sell	73696.3→73610.7	+0.13	timeout
05-29 09:39	BTC	Sell	73768.3→73807.7	-0.71	timeout
05-29 08:49	BTC	Sell	73370.3→73695.7	-2.67	timeout
05-28 23:05	BTC	Buy	73745.3→73534.7	-1.88	timeout
05-28 21:29	BTC	Buy	73642.3→73693.7	-0.11	timeout
05-28 16:25	BTC	Sell	72863.4→73216.7	-2.87	timeout
05-28 15:06	BTC	Sell	72633.4→73109.7	-3.72	timeout
05-28 14:05	BTC	Buy	73330.3→72713	-4.66	stop_loss
05-28 11:42	BTC	Buy	73470.3→73378.7	-1.08	timeout
05-28 09:39	BTC	Buy	73250.3→73428.7	+0.77	timeout
05-28 00:02	BTC	Sell	74388.3→74470.7	-1.00	timeout
05-27 21:44	BTC	Sell	75131.2→74497	+0.00	stop_loss
05-27 21:22	BTC	Sell	75292.2→75126.8	+0.65	timeout
05-27 20:22	BTC	Sell	74946.3→75294.8	-2.77	timeout
05-27 19:21	BTC	Sell	74753.3→74976.7	-1.94	timeout
05-27 18:20	BTC	Sell	74929.3→74786.7	+0.50	timeout
05-27 17:19	BTC	Sell	75084.2→74946.7	+0.47	timeout
05-27 16:18	BTC	Sell	75156.2→75125.8	-0.24	timeout
05-27 15:17	BTC	Sell	75062.2→75170.8	-1.17	timeout
05-27 14:16	BTC	Sell	75334.2→75020.8	+1.63	timeout
05-27 13:17	BTC	Sell	75571.2→75340.8	+1.07	timeout
05-27 11:01	BTC	Sell	75854.2→75921.8	-0.90	timeout
05-27 08:52	BTC	Buy	75877.2→75880.8	-0.42	timeout
05-27 06:51	BTC	Buy	75632.2→75817.8	+0.78	timeout
05-27 04:06	BTC	Buy	75911.2→75631.8	-2.29	timeout
05-27 00:16	BTC	Sell	75869.2→75876.8	-0.50	timeout
05-26 20:39	BTC	Sell	75918.2→76016.8	-1.10	timeout
05-26 19:38	BTC	Sell	76033.2→75910.8	+0.36	timeout
05-26 18:37	BTC	Sell	75973.2→76041.8	-0.90	timeout
05-26 17:30	BTC	Sell	76645.2→76000.8	+0.00	stop_loss
05-26 16:36	BTC	Sell	76409.2→76645.8	-2.00	timeout
05-26 14:38	BTC	Buy	77934.1→77274.5	-4.68	stop_loss
05-26 14:10	BTC	Buy	77025.1→77203.9	+0.71	timeout
05-26 07:56	BTC	Sell	76869.2→76694.8	+0.68	timeout
05-26 06:55	BTC	Sell	76828.2→76886.8	-0.83	timeout
05-26 05:55	BTC	Sell	76729.2→76835.8	-1.15	timeout
05-26 04:54	BTC	Sell	76623.2→76728.8	-1.14	timeout
05-26 03:54	BTC	Sell	76605.2→76621.8	-0.56	timeout
05-26 02:54	BTC	Sell	76739.2→76612.8	+0.37	timeout
05-26 01:54	BTC	Sell	76659.2→76746.8	-1.02	timeout
05-26 00:52	BTC	Sell	77287.1→76633.1	+0.00	stop_loss
05-25 22:53	BTC	Sell	77295.1→77167.9	+0.38	timeout
05-25 21:53	BTC	Sell	77259.1→77282.9	-0.60	timeout
05-25 20:47	BTC	Sell	77371.1→77256.9	+0.29	timeout
05-25 19:47	BTC	Sell	77577.1→77377.9	+0.84	timeout
05-25 18:23	BTC	Sell	77609.1→77576.9	-0.24	timeout
05-25 17:23	BTC	Sell	77572.1→77616.9	-0.73	timeout

Paper (trades.jsonl)

70

closed

33%

win rate

-48.71

total pnl ($)

-14.3 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	70	33%	-14.6	-48.71

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 70 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)