deribit_basis_z_short

not live
8
closed trades
12%
win rate
-16.64
total pnl ($)
1.179
weight
7d window — n=2 wr=50% pnl=+8.70  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-28 21:56 (24.4d ago) · src: backtest-gate-results.jsonl
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_akr
n: 5  ·  wr: 40.0%  ·  total_bps: -1.7  ·  mean_bps: -0.35  ·  sharpe: -0.00  ·  max_dd_bps: -471.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=227.569

Cumulative P&L (last 8 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-18 15:16BTCSell66375.7→63461.2+21.48take_profit
06-15 11:19BTCSell64739.8→66336.5-12.78stop_loss
06-13 21:41BTCSell62906.9→64471.4-12.84stop_loss
06-11 10:51BTCSell61617.9→63136.7-12.50stop_loss
06-02 14:03BTCSell70296.5→68648.7+0.00stop_loss
06-02 02:07BTCSell71891.4→70205.6+0.00stop_loss
06-01 22:19BTCSell73595.3→71208.1+0.00stop_loss
05-28 03:16BTCSell75899.2→74118.7+0.00stop_loss

Paper vs Live

Paper (trades.jsonl)
8
closed
12%
win rate
-16.64
total pnl ($)
-46.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC812%-84.7-16.64

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems