deribit_basis_zscore_cheap_long

not live
35
closed trades
46%
win rate
-71.11
total pnl ($)
1.014
weight
7d window — n=7 wr=43% pnl=-22.48  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 17:08:39 (19.1d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: fd
n: 120  ·  wr: 39.2%  ·  total_bps: -7593.9  ·  mean_bps: -63.28  ·  sharpe: -0.44  ·  max_dd_bps: -8344.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 35 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-21 18:43BTCBuy63814.2→64129.8+2.07timeout
06-20 18:28BTCBuy63102.2→63825.8+5.28timeout
06-19 17:17BTCBuy62500.1→63029.8+3.78timeout
06-18 15:54BTCBuy63998.2→62422.7-12.71stop_loss
06-18 11:12BTCBuy64666.2→63987.8-5.78timeout
06-17 11:05BTCBuy66145.3→64492.5-13.02stop_loss
06-16 13:05BTCBuy66532.3→66322.7-2.10timeout
06-15 13:00BTCBuy63796.2→66596.7+21.51take_profit
06-14 20:04BTCBuy64253.2→63803.8-3.99timeout
06-13 17:59BTCBuy63844.2→63964.8+0.48timeout
06-12 15:47BTCBuy62673.1→63767.8+8.24timeout
06-11 14:52BTCBuy61863.1→62897.9+7.82timeout
06-10 14:05BTCBuy62186.1→62193.9-0.41timeout
06-09 14:04BTCBuy63652.2→62086.8-12.74stop_loss
06-08 20:49BTCBuy61771.1→63386.8+12.58timeout
06-07 16:54BTCBuy60806→62174.9+10.76timeout
06-06 15:43BTCBuy60428→60826+2.85timeout
06-05 15:38BTCBuy61722.1→60203.9-12.74stop_loss
06-05 11:17BTCBuy62404.1→62312.9-1.22timeout
06-04 09:30BTCBuy64259.2→62677.5-12.75stop_loss
06-04 00:29BTCBuy65112.3→63511.1-12.74stop_loss
06-03 19:51BTCBuy67148.4→65495-12.81stop_loss
06-03 03:43BTCBuy67528.4→65865.8-12.77stop_loss
06-02 14:27BTCBuy69398.5→67691.8-12.76stop_loss
06-01 22:23BTCBuy73473.7→71145.9-16.42stop_loss
05-31 19:29BTCBuy73969.7→73494.3-3.68timeout
05-31 13:46BTCBuy73746.7→73854.3+0.26timeout
05-31 11:37BTCBuy73588.7→73889.3+1.45timeout
05-31 09:41BTCBuy73529.7→73985.3+2.50timeout
05-30 09:52BTCBuy73711.7→73548.3-1.59timeout
05-30 08:40BTCBuy73774.7→73501.3-2.34timeout
05-29 11:04BTCBuy73409.7→73596.3+0.78timeout
05-29 09:58BTCBuy73528.7→73693.3+0.59timeout
05-29 08:51BTCBuy73332.7→73658.3+1.74timeout
05-29 07:45BTCBuy73448.7→73356.3-1.23timeout

Paper vs Live

Paper (trades.jsonl)
35
closed
46%
win rate
-71.11
total pnl ($)
-39.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3546%-39.9-71.11

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems