deribit_basis_z_reversion_short

88

closed trades

28%

win rate

-37.70

total pnl ($)

1.213

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 (23.4d ago) · src: canon

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

n: 568 · wr: 28.5% · total_bps: -5951.0 · mean_bps: -10.48 · sharpe: -0.42 · max_dd_bps: -6131.9

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

time	sym	side	entry→exit	pnl	close
06-01 04:46	BTC	Sell	73585.3→73434.7	+0.57	timeout
06-01 03:29	BTC	Sell	73763.3→73895.7	-1.35	timeout
06-01 02:20	BTC	Sell	73501.3→73478.7	-0.29	timeout
05-31 22:58	BTC	Sell	73906.3→73979.7	-0.95	timeout
05-31 22:04	BTC	Sell	73601.3→73680.7	-0.99	timeout
05-31 20:49	BTC	Sell	73689.3→73681.7	-0.40	timeout
05-31 19:34	BTC	Sell	73578.3→73444.7	+0.46	timeout
05-31 16:44	BTC	Sell	73605.3→73501.7	+0.26	timeout
05-31 16:06	BTC	Sell	73703.3→73697.7	-0.41	timeout
05-31 15:31	BTC	Sell	73575.3→73711.7	-1.38	timeout
05-31 14:53	BTC	Sell	73595.3→73673.7	-0.98	timeout
05-31 06:30	BTC	Sell	74033.3→74003.7	-0.25	timeout
05-31 05:43	BTC	Sell	74155.3→74059.7	+0.20	timeout
05-31 05:08	BTC	Sell	74170.3→74172.7	-0.46	timeout
05-30 20:08	BTC	Sell	73983.3→73958.7	-0.28	timeout
05-30 17:31	BTC	Sell	73882.3→73829.7	-0.09	timeout
05-30 15:25	BTC	Sell	73889.3→73859.7	-0.25	timeout
05-29 11:40	BTC	Sell	73599.3→73455.7	+0.53	timeout
05-29 11:00	BTC	Sell	73559.3→73563.7	-0.48	timeout
05-29 10:27	BTC	Sell	73692.3→73609.7	+0.11	timeout
05-29 09:41	BTC	Sell	73796.3→73817.7	-0.59	timeout
05-29 08:50	BTC	Sell	73693.3→73708.7	-0.55	timeout
05-29 08:19	BTC	Sell	73374.3→73700.7	-2.67	timeout
05-28 15:54	BTC	Sell	72836.4→72892.6	-0.83	timeout
05-28 15:11	BTC	Sell	72955.4→72890.6	-0.00	timeout
05-28 14:37	BTC	Sell	72617.4→72923.6	-2.56	timeout
05-28 04:37	BTC	Sell	73070.3→73038.7	-0.23	timeout
05-28 00:05	BTC	Sell	74250.3→74523.7	-2.29	timeout
05-27 23:33	BTC	Sell	74432.3→74324.7	+0.27	timeout
05-27 23:00	BTC	Sell	74557.3→74386.7	+0.69	timeout
05-27 22:28	BTC	Sell	74379.3→74594.7	-1.90	timeout
05-27 21:44	BTC	Sell	75131.2→74490.9	+0.00	stop_loss
05-27 21:26	BTC	Sell	75232.2→75141.8	+0.15	timeout
05-27 20:54	BTC	Sell	75266.2→75209.8	-0.07	timeout
05-27 20:21	BTC	Sell	74984.3→75299.8	-2.55	timeout
05-27 19:48	BTC	Sell	75016.2→74999.7	-0.34	timeout
05-27 19:15	BTC	Sell	74935.3→75012.8	-0.97	timeout
05-27 18:43	BTC	Sell	74706.3→74963.7	-2.17	timeout
05-27 18:10	BTC	Sell	74942.3→74790.7	+0.56	timeout
05-27 17:37	BTC	Sell	75176.2→74935.7	+1.15	timeout
05-27 17:03	BTC	Sell	75085.2→75288.8	-1.80	timeout
05-27 16:31	BTC	Sell	75343.2→75065.8	+1.39	timeout
05-27 15:59	BTC	Sell	75329.2→75318.8	-0.38	timeout
05-27 15:27	BTC	Sell	75002.2→75290.8	-2.37	timeout
05-27 14:56	BTC	Sell	74855.3→75023.8	-1.58	timeout
05-27 14:23	BTC	Sell	74989.3→74890.7	+0.21	timeout
05-27 13:51	BTC	Sell	75314.2→74971.7	+1.82	timeout
05-27 13:19	BTC	Sell	75778.2→75409.8	+1.98	timeout
05-27 12:46	BTC	Sell	75563.2→75792.8	-1.97	timeout
05-27 10:31	BTC	Sell	75854.2→75967.8	-1.20	timeout
05-26 23:46	BTC	Sell	75883.2→75929.8	-0.76	timeout
05-26 20:55	BTC	Sell	76012.2→76032.8	-0.58	timeout
05-26 20:21	BTC	Sell	76011.2→75996.8	-0.35	timeout
05-26 19:49	BTC	Sell	75825.2→75987.8	-1.52	timeout
05-26 19:17	BTC	Sell	75929.2→75807.8	+0.35	timeout
05-26 18:46	BTC	Sell	75979.2→75879.8	+0.21	timeout
05-26 18:14	BTC	Sell	75980.2→75975.8	-0.42	timeout
05-26 17:43	BTC	Sell	76456.2→75921.8	+3.05	timeout
05-26 17:11	BTC	Sell	76551.2→76500.8	-0.12	timeout
05-26 16:39	BTC	Sell	76410.2→76653.8	-2.04	timeout
05-26 16:06	BTC	Sell	76398.2→76379.8	-0.33	timeout
05-26 07:50	BTC	Sell	76607.2→76641.8	-0.68	timeout
05-26 07:19	BTC	Sell	76896.2→76633.8	+1.26	timeout
05-26 06:40	BTC	Sell	76847.2→76944.8	-1.09	timeout
05-26 06:08	BTC	Sell	76890.2→76868.8	-0.31	timeout
05-26 05:37	BTC	Sell	76687.2→76913.8	-1.93	timeout
05-26 04:57	BTC	Sell	76639.2→76760.8	-1.24	timeout
05-26 04:25	BTC	Sell	76621.2→76640.8	-0.58	timeout
05-26 03:54	BTC	Sell	76526.2→76630.8	-1.13	timeout
05-26 03:24	BTC	Sell	76601.2→76540.8	-0.06	timeout
05-26 02:50	BTC	Sell	76694.2→76589.8	+0.23	timeout
05-26 02:18	BTC	Sell	76700.2→76703.8	-0.47	timeout
05-26 01:40	BTC	Sell	76663.2→76599.8	-0.04	timeout
05-26 01:09	BTC	Sell	76939.2→76700.8	+1.10	timeout
05-26 00:38	BTC	Sell	77218.1→76985.8	+1.05	timeout
05-26 00:02	BTC	Sell	77288.1→77245.9	-0.18	timeout
05-25 23:03	BTC	Sell	77046.1→77136.9	-1.04	timeout
05-25 22:18	BTC	Sell	77281.1→77343.9	-0.85	timeout
05-25 21:29	BTC	Sell	77235.1→77319.9	-1.00	timeout
05-25 20:53	BTC	Sell	77441.1→77267.9	+0.67	timeout
05-25 20:04	BTC	Sell	77404.1→77414.9	-0.52	timeout
05-25 19:34	BTC	Sell	77405.1→77411.9	-0.49	timeout
05-25 19:00	BTC	Sell	77599.1→77505.9	+0.15	timeout
05-25 18:29	BTC	Sell	77539.1→77597.9	-0.83	timeout
05-25 17:59	BTC	Sell	77598.1→77541.9	-0.08	timeout
05-25 17:28	BTC	Sell	77707.1→77605.9	+0.20	timeout
05-25 16:52	BTC	Sell	77483.1→77691.9	-1.79	timeout
05-25 15:58	BTC	Sell	77617.1→77593.9	-0.30	timeout

Paper (trades.jsonl)

88

closed

28%

win rate

-37.70

total pnl ($)

-8.7 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	88	28%	-8.7	-37.70

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 88 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)