deribit_basis_z_overheat_short

not live
340
closed trades
25%
win rate
-252.32
total pnl ($)
0.512
weight
7d window — n=103 wr=20% pnl=-98.42  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-22 06:53:53 (39.0d 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

timesymsideentry→exitpnlclose
06-30 06:20BTCUSDTBuy59555.6→59488.2-1.02timeout
06-30 05:40BTCUSDTBuy59447.2→59387.8-0.95timeout
06-30 05:02BTCUSDTBuy59616.5→59450.4-1.84timeout
06-30 02:31BTCUSDTBuy59875.8→59904.2-0.21timeout
06-30 01:52BTCUSDTBuy59929.8→59858.5-1.04timeout
06-30 01:14BTCUSDTBuy59748.3→59758.3-0.37timeout
06-30 00:20BTCUSDTBuy60265→60103-1.79timeout
06-29 23:40BTCUSDTBuy60344.1→60214.1-1.53timeout
06-29 23:00BTCUSDTBuy60443.4→60323.1-1.44timeout
06-29 22:21BTCUSDTBuy60513.5→60479.9-0.73timeout
06-29 21:41BTCUSDTBuy60346→60460.1+0.49timeout
06-29 21:02BTCUSDTBuy60412.3→60291.1-1.46timeout
06-29 20:09BTCUSDTBuy60350.9→60449.8+0.37timeout
06-29 19:35BTCUSDTBuy60170.6→60285.2+0.50timeout
06-29 18:45BTCUSDTBuy60511.2→60243.7-2.66timeout
06-29 18:02BTCUSDTBuy60553.4→60350-2.13timeout
06-29 17:18BTCUSDTBuy59899→60558+5.05timeout
06-29 16:20BTCUSDTBuy59937.1→59684.3-2.56timeout
06-29 15:39BTCUSDTBuy59194.6→59823.4+4.86timeout
06-29 15:00BTCUSDTBuy59486.9→59385.2-1.31timeout
06-29 13:57BTCUSDTBuy59991.4→59361.5-5.70timeout
06-29 12:39BTCUSDTBuy60524.2→59852.2-6.00timeout
06-29 07:49BTCUSDTBuy60045.3→60037.3-0.52timeout
06-29 07:15BTCUSDTBuy60055.6→60074.3-0.29timeout
06-29 06:42BTCUSDTBuy60129.6→60070.4-0.94timeout
06-29 05:33BTCUSDTBuy59731.4→59680-0.88timeout
06-29 04:36BTCUSDTBuy59948.9→59846.7-1.30timeout
06-29 03:51BTCUSDTBuy60062.9→59941.5-1.46timeout
06-29 03:18BTCUSDTBuy59715→59959.3+1.59timeout
06-29 02:15BTCUSDTBuy59504.2→59000.9-4.68timeout
06-29 01:44BTCUSDTBuy59453.1→59489.6-0.14timeout
06-29 01:05BTCUSDTBuy59175.4→59427.1+1.67timeout
06-29 00:17BTCUSDTBuy59749.4→59366.7-3.65timeout
06-28 22:40BTCUSDTBuy59679.3→59185.2-4.59timeout
06-28 16:23BTCUSDTBuy59943.7→59756.5-2.01timeout
06-28 15:51BTCUSDTBuy60051→59915.9-1.57timeout
06-28 15:09BTCUSDTBuy60097.7→59890-2.18timeout
06-28 14:37BTCUSDTBuy60048.2→60061.4-0.34timeout
06-28 13:52BTCUSDTBuy60109.8→60064.1-0.83timeout
06-28 13:20BTCUSDTBuy60268.2→60064.8-2.14timeout
06-28 12:49BTCUSDTBuy60232.9→60221.6-0.54timeout
06-28 11:58BTCUSDTBuy60315.9→60295.4-0.62timeout
06-28 11:08BTCUSDTBuy60067→60110.6-0.09timeout
06-28 10:30BTCUSDTBuy60256.5→60084.9-1.87timeout
06-28 09:52BTCUSDTBuy60329.7→60266.9-0.97timeout
06-28 09:15BTCUSDTBuy60456.9→60331.2-1.49timeout
06-28 08:41BTCUSDTBuy60147.1→60443.7+2.02timeout
06-28 08:05BTCUSDTBuy60116→60135.3-0.29timeout
06-28 07:30BTCUSDTBuy59977.5→60057.9+0.22timeout
06-28 06:54BTCUSDTBuy59911.8→59971.2+0.05timeout
06-28 06:20BTCUSDTBuy59925.8→59872.3-0.90timeout
06-28 05:46BTCUSDTBuy59985.1→59881.9-1.31timeout
06-28 05:14BTCUSDTBuy60163.1→59965.1-2.10timeout
06-27 16:03BTCUSDTBuy60755.5→60753.2-0.47timeout
06-27 14:59BTCUSDTBuy60605.4→60559.4-0.83timeout
06-27 14:22BTCUSDTBuy60567.3→60582.4-0.33timeout
06-27 13:32BTCUSDTBuy60405.2→60400.1-0.49timeout
06-27 12:50BTCUSDTBuy60297.7→60307.3-0.37timeout
06-27 12:12BTCUSDTBuy60221.5→60226-0.41timeout
06-27 11:42BTCUSDTBuy60380.7→60175.7-2.15timeout
06-27 11:04BTCUSDTBuy60403.9→60405-0.44timeout
06-27 10:32BTCUSDTBuy60417.7→60366.2-0.88timeout
06-27 10:02BTCUSDTBuy60409.7→60387.4-0.64timeout
06-27 09:31BTCUSDTBuy60437.2→60349-1.18timeout
06-27 09:00BTCUSDTBuy60443.8→60406.9-0.76timeout
06-27 08:30BTCUSDTBuy60491.8→60410.4-1.12timeout
06-27 07:56BTCUSDTBuy60396.1→60533.3+0.69timeout
06-27 07:20BTCUSDTBuy60396.1→60321.5-1.07timeout
06-27 06:48BTCUSDTBuy60156→60419.4+1.74timeout
06-27 05:41BTCUSDTBuy60261→60180-1.12timeout
06-27 04:56BTCUSDTBuy60459.9→60195.5-2.64timeout
06-27 03:21BTCUSDTBuy60293.4→60228.9-0.98timeout
06-27 00:12BTCUSDTBuy60037.8→60099.9+0.07timeout
06-26 23:40BTCUSDTBuy60059→60002.6-0.92timeout
06-26 23:08BTCUSDTBuy59924.2→60034.7+0.47timeout
06-26 22:36BTCUSDTBuy59805→59849.1-0.08timeout
06-26 21:48BTCUSDTBuy59695.5→59906.1+1.31timeout
06-26 21:16BTCUSDTBuy59674.3→59709.7-0.15timeout
06-26 20:44BTCUSDTBuy59703.4→59610.1-1.23timeout
06-26 20:12BTCUSDTBuy59926→59665.4-2.63timeout
06-26 19:40BTCUSDTBuy59970.6→59935.4-0.75timeout
06-26 19:08BTCUSDTBuy59780→59792.3-0.35timeout
06-26 18:35BTCUSDTBuy60102→59802.5-2.94timeout
06-26 18:00BTCUSDTBuy60190.8→60009.3-1.96timeout
06-26 17:25BTCUSDTBuy60113.3→60077.6-0.75timeout
06-26 16:49BTCUSDTBuy60055.8→60122.5+0.10timeout
06-26 16:18BTCUSDTBuy60286.1→60119.8-1.83timeout
06-26 15:47BTCUSDTBuy59904.9→60275.3+2.64timeout
06-26 15:04BTCUSDTBuy59914.8→59617.4-2.93timeout
06-26 14:29BTCUSDTBuy60163.7→60104.9-0.94timeout
06-26 12:52BTCUSDTBuy59543→59264.5-2.79timeout
06-26 12:19BTCUSDTBuy59393.2→59515.7+0.58timeout
06-26 11:41BTCUSDTBuy59469.4→59386.8-1.15timeout
06-26 11:05BTCUSDTBuy59752.7→59482.4-2.71timeout
06-26 10:31BTCUSDTBuy59651.5→59707+0.01timeout
06-26 09:57BTCUSDTBuy60137.5→59718.1-3.94timeout
06-26 09:21BTCUSDTBuy60151.5→60109.2-0.80timeout
06-26 08:46BTCUSDTBuy60261.8→60230.7-0.71timeout
06-26 08:12BTCUSDTBuy60660.5→60236.6-3.94timeout
06-25 23:45BTCUSDTBuy59914.9→59903.7-0.54timeout

Paper vs Live

Paper (trades.jsonl)
340
closed
25%
win rate
-252.32
total pnl ($)
-14.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTCUSDT34025%-14.8-252.32

Recent bounces (last 20 of 3)

timesymsidereason
06-30 04:32BTCUSDTBuycircuit_breaker
06-30 01:23BTCUSDTBuycircuit_breaker
06-30 00:45BTCUSDTBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems