deribit_basis_z_reversion_long

not live
37
closed trades
30%
win rate
-27.24
total pnl ($)
1.239
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 13:30:09 (19.9d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_aow
n: 351  ·  wr: 36.2%  ·  total_bps: -3351.4  ·  mean_bps: -9.55  ·  sharpe: -0.27  ·  max_dd_bps: -3351.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 37 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-31 12:04BTCBuy73885.3→73858.7-0.63timeout
05-31 11:16BTCBuy73774.3→73879.7+0.26timeout
05-31 10:11BTCBuy73977.3→73830.7-1.44timeout
05-31 08:58BTCBuy73927.3→73928.7-0.44timeout
05-31 08:18BTCBuy73847.3→73920.7+0.04timeout
05-31 07:39BTCBuy73968.3→73850.7-1.25timeout
05-31 00:35BTCBuy73841.3→73995.7+0.60timeout
05-30 08:29BTCBuy73508.3→73527.7-0.32timeout
05-30 04:21BTCBuy73541.3→73382.7-1.53timeout
05-30 03:33BTCBuy73718.3→73598.7-1.26timeout
05-30 02:34BTCBuy73669.3→73666.7-0.47timeout
05-29 22:05BTCBuy73506.3→73374.7-1.35timeout
05-29 20:08BTCBuy73659.3→73564.7-1.09timeout
05-29 19:31BTCBuy73340.3→73425.7+0.13timeout
05-29 18:48BTCBuy73865.3→73620.7-2.11timeout
05-29 18:04BTCBuy74233.3→73975.7-2.19timeout
05-29 17:29BTCBuy74027.3→74198.7+0.71timeout
05-29 16:11BTCBuy74040.3→73966.7-0.95timeout
05-28 22:36BTCBuy73756.3→73540.7-1.91timeout
05-28 21:57BTCBuy73729.3→73835.7+0.27timeout
05-28 20:54BTCBuy73576.3→73655.7+0.09timeout
05-28 18:29BTCBuy73527.3→73565.7-0.19timeout
05-28 13:39BTCBuy73349.3→72840.6-3.92timeout
05-28 12:56BTCBuy73258.3→73481.7+1.07timeout
05-28 11:13BTCBuy73470.3→73393.7-0.97timeout
05-28 10:29BTCBuy73510.3→73384.7-1.30timeout
05-28 09:58BTCBuy73369.3→73517.7+0.56timeout
05-28 09:10BTCBuy73238.3→73245.7-0.40timeout
05-27 08:22BTCBuy75877.2→75866.8-0.51timeout
05-27 06:21BTCBuy75627.2→75697.8+0.02timeout
05-27 04:16BTCBuy75712.2→75563.8-1.43timeout
05-27 03:36BTCBuy75922.2→75701.8-1.90timeout
05-26 15:10BTCBuy76932.2→76840.8-1.04timeout
05-26 14:34BTCBuy77148.1→77520.9+1.97timeout
05-26 13:40BTCBuy77025.1→76816.8-1.80timeout
05-26 12:24BTCBuy77208.1→76966.8-2.01timeout
05-25 12:48BTCBuy77279.1→77269.9-0.51timeout

Paper vs Live

Paper (trades.jsonl)
37
closed
30%
win rate
-27.24
total pnl ($)
-14.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3730%-14.7-27.24

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems