deribit_basis_z_score_mean_reversion

47

closed trades

57%

win rate

+34.27

total pnl ($)

1.250

weight

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

Backtest evidence run: 2026-05-21 13:32 (37.5d ago) · src: backtest-gate-results.jsonl

verdict: ERROR · strict: STRICT-FAIL · batch: strategies_batch_asm

n: 0 · wr: 0.0% · total_bps: +0.0 · mean_bps: +0.00 · sharpe: +0.00 · max_dd_bps: +0.0

gate: min_trades=5 min_wr=0.45 min_total_bps=— min_sharpe=— effective_days=229.56

time	sym	side	entry→exit	pnl	close
06-01 02:05	BTC	Sell	73613.3→73390.7	+1.09	timeout
05-31 23:58	BTC	Sell	73632.3→73677.7	-0.77	timeout
05-31 22:30	BTC	Sell	73566.3→73881.7	-2.60	timeout
05-31 20:59	BTC	Sell	73880.3→73717.7	+0.65	timeout
05-31 16:59	BTC	Sell	73914.3→73507.7	+2.32	timeout
05-31 14:00	BTC	Sell	74034.3→73825.7	+0.97	timeout
05-31 12:38	BTC	Sell	74170.3→73914.7	+1.32	timeout
05-31 02:43	BTC	Sell	74011.3→73926.7	+0.14	timeout
05-31 00:46	BTC	Sell	73924.3→73936.7	-0.52	timeout
05-30 22:56	BTC	Sell	73888.3→73833.7	-0.04	timeout
05-30 12:57	BTC	Sell	73334.3→73664.7	-2.68	timeout
05-29 20:13	BTC	Sell	73328.3→73609.7	-2.35	timeout
05-29 19:05	BTC	Sell	73627.3→73439.7	+0.85	timeout
05-29 17:53	BTC	Sell	73704.3→74022.7	-2.57	timeout
05-29 16:39	BTC	Sell	73768.3→73971.7	-1.81	timeout
05-29 15:50	BTC	Sell	73366.3→73794.7	-3.35	timeout
05-28 23:22	BTC	Sell	72807.4→73548.7	-5.49	timeout
05-28 22:07	BTC	Sell	72656.4→73715.7	-7.69	timeout
05-28 11:56	BTC	Sell	73077.3→73474.7	-3.15	timeout
05-28 04:02	BTC	Sell	74347.3→73050.2	+0.00	stop_loss
05-28 03:37	BTC	Sell	74709.3→73404.4	+0.00	stop_loss
05-28 03:18	BTC	Sell	74992.3→73686.5	+0.00	stop_loss
05-28 03:18	BTC	Sell	75207.2→73890.6	+0.00	stop_loss
05-28 01:40	BTC	Sell	74914.3→74198.7	+4.34	timeout
05-27 23:39	BTC	Sell	75379.2→74288.7	+6.80	timeout
05-27 21:38	BTC	Sell	74937.3→74900.7	-0.18	timeout
05-27 20:38	BTC	Sell	75861.2→75228.8	+3.74	timeout
05-27 19:37	BTC	Sell	75865.2→75046.8	+4.97	timeout
05-27 17:32	BTC	Sell	75775.2→74954.7	+4.98	timeout
05-27 15:16	BTC	Sell	75714.2→75092.8	+3.65	timeout
05-27 04:29	BTC	Sell	76116.2→75473.8	+3.75	timeout
05-27 03:29	BTC	Sell	75882.2→75802.8	+0.05	timeout
05-27 02:27	BTC	Sell	76117.2→75742.8	+1.99	timeout
05-27 01:27	BTC	Sell	76124.2→75822.8	+1.51	timeout
05-27 00:26	BTC	Sell	76478.2→75878.8	+3.46	timeout
05-26 18:14	BTC	Sell	76667.2→75973.8	+4.08	timeout
05-26 15:32	BTC	Sell	76597.2→76413.8	+0.75	timeout
05-26 11:30	BTC	Sell	76520.2→77204.9	-4.92	timeout
05-26 10:30	BTC	Sell	76625.2→77227.9	-4.39	timeout
05-26 09:30	BTC	Sell	76743.2→76699.8	-0.18	timeout
05-26 08:30	BTC	Sell	77101.1→76759.8	+1.76	timeout
05-26 07:30	BTC	Sell	77218.1→76645.8	+3.25	timeout
05-26 03:28	BTC	Sell	77453.1→76429.8	+6.16	timeout
05-26 02:28	BTC	Sell	77589.1→76700.8	+5.27	timeout
05-26 01:28	BTC	Sell	77599.1→76765.8	+4.91	timeout
05-26 00:27	BTC	Sell	77526.1→77094.9	+2.32	timeout
05-25 23:28	BTC	Sell	77617.1→77256.9	+1.89	timeout

Paper (trades.jsonl)

47

closed

57%

win rate

+34.27

total pnl ($)

+13.6 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	47	57%	+15.7	+34.27

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 47 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)