deribit_basis_zscore_compression_long

90

closed trades

42%

win rate

-277.77

total pnl ($)

0.250

weight

7d window — n=19 wr=16% pnl=-177.40 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 13:32:53 (26.1d ago) · src: canon

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

n: 34 · wr: 32.4% · total_bps: -1483.0 · mean_bps: -43.62 · sharpe: -0.53 · max_dd_bps: -1585.9

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

time	sym	side	entry→exit	pnl	close
06-29 01:50	BTC	Buy	60224→59438	-7.01	timeout
06-28 17:45	BTC	Buy	60550→59492	-9.16	timeout
06-26 18:41	BTC	Buy	59413→59746	+2.24	timeout
06-26 13:18	BTC	Buy	60248→58758.7	-12.82	stop_loss
06-26 02:24	BTC	Buy	59757→58285.9	-12.76	stop_loss
06-25 13:58	BTC	Buy	59670→58200	-12.70	stop_loss
06-25 13:48	BTC	Buy	60941→59417.3	-12.93	stop_loss
06-25 13:45	BTC	Buy	61395.1→59884	-12.75	stop_loss
06-25 13:44	BTC	Buy	61669.1→60147.9	-12.77	stop_loss
06-24 14:20	BTC	Buy	62364.1→60828.5	-12.74	stop_loss
06-24 14:02	BTC	Buy	62714.1→61166.3	-12.78	stop_loss
06-24 13:47	BTC	Buy	62821.1→61276.3	-12.74	stop_loss
06-24 13:46	BTC	Buy	62848.1→61301.3	-12.76	stop_loss
06-24 12:02	BTC	Buy	62536.1→62846.9	+2.03	timeout
06-24 06:06	BTC	Buy	63303.2→62763.9	-4.77	timeout
06-23 08:17	BTC	Buy	64015.2→62439.6	-12.77	stop_loss
06-23 06:20	BTC	Buy	64516.2→62929.4	-12.77	stop_loss
06-23 06:18	BTC	Buy	64602.2→63012.3	-12.78	stop_loss
06-22 21:13	BTC	Buy	63611.2→64352.8	+5.36	timeout
06-22 12:34	BTC	Buy	64015.2→64896.8	+6.29	timeout
06-21 21:53	BTC	Buy	63995.2→63812.8	-1.88	timeout
06-21 12:51	BTC	Buy	63538.2→64013.8	+3.36	timeout
06-21 06:50	BTC	Buy	63738.2→64262.8	+3.66	timeout
06-21 00:46	BTC	Buy	63529.2→64248.8	+5.16	timeout
06-20 18:46	BTC	Buy	63045.2→63799.8	+5.55	timeout
06-20 12:43	BTC	Buy	62542.1→63581.8	+7.82	timeout
06-20 06:40	BTC	Buy	62747.1→63720.8	+7.30	timeout
06-19 23:25	BTC	Buy	62807.1→63276.8	+3.26	timeout
06-18 15:53	BTC	Buy	64036.2→62455.6	-12.76	stop_loss
06-18 15:40	BTC	Buy	64323.2→62741.5	-12.71	stop_loss
06-17 05:34	BTC	Buy	66022.3→65796.7	-2.19	timeout
06-16 23:29	BTC	Buy	66205.3→65697.7	-4.37	timeout
06-16 12:53	BTC	Buy	66519.3→66345.7	-1.83	timeout
06-16 06:52	BTC	Buy	65845.3→66493.7	+4.55	timeout
06-16 00:31	BTC	Buy	65663.3→66262.7	+4.15	timeout
06-15 15:46	BTC	Buy	64141.2→66960.7	+21.55	take_profit
06-15 09:00	BTC	Buy	64436.2→65643.7	+8.93	timeout
06-15 02:09	BTC	Buy	64591.2→65585.7	+7.21	timeout
06-14 19:58	BTC	Buy	64295.2→63772.8	-4.56	timeout
06-14 13:51	BTC	Buy	64106.2→64264.8	+0.79	timeout
06-14 07:51	BTC	Buy	63832.2→64390.8	+3.92	timeout
06-14 01:47	BTC	Buy	63805.2→64582.8	+5.68	timeout
06-13 19:39	BTC	Buy	63683.2→64217.8	+3.75	timeout
06-13 10:39	BTC	Buy	63722.2→63805.8	+0.12	timeout
06-13 04:50	BTC	Buy	63701.2→63627.8	-1.02	timeout
06-12 17:34	BTC	Buy	63199.2→63811.8	+4.37	timeout
06-12 10:34	BTC	Buy	62877.1→63685.8	+5.89	timeout
06-12 04:36	BTC	Buy	62546.1→63715.8	+8.83	timeout
06-11 19:30	BTC	Buy	61178.1→63863.8	+21.39	take_profit
06-11 15:50	BTC	Buy	62213.1→62591.9	+2.45	timeout
06-11 08:14	BTC	Buy	61586.1→62789.9	+9.19	timeout
06-09 14:21	BTC	Buy	63167.2→61613.1	-12.76	stop_loss
06-09 13:19	BTC	Buy	63846.2→62275.7	-12.74	stop_loss
06-09 09:32	BTC	Buy	63302.2→62752.9	-4.76	timeout
06-09 03:23	BTC	Buy	63267.2→62822.9	-3.95	timeout
06-08 21:18	BTC	Buy	61913.1→63599.8	+13.14	timeout
06-08 14:50	BTC	Buy	61781.1→63832.8	+16.12	timeout
06-08 08:04	BTC	Buy	62351.1→63111.8	+5.62	timeout
06-07 22:15	BTC	Buy	61472.1→64170.8	+21.51	take_profit
06-07 19:53	BTC	Buy	60593→61282.9	+5.29	timeout
06-07 13:52	BTC	Buy	60788→61781.9	+7.70	timeout
06-06 04:14	BTC	Buy	61594.1→60078.9	-12.75	stop_loss
06-05 18:52	BTC	Buy	60913→59415.3	-12.76	stop_loss
06-05 13:49	BTC	Buy	62924.1→61376.2	-12.75	stop_loss
06-05 11:39	BTC	Buy	62336.1→62256.9	-1.12	timeout
06-05 06:24	BTC	Buy	62631.1→61088.4	-12.75	stop_loss
06-05 06:01	BTC	Buy	63704.2→62136.8	-12.73	stop_loss
06-04 11:10	BTC	Buy	63770.2→62201.8	-12.72	stop_loss
06-04 00:25	BTC	Buy	65504.3→63892.8	-12.75	stop_loss
06-03 20:55	BTC	Buy	66349.3→64652.4	-13.28	stop_loss
06-03 19:55	BTC	Buy	66879.3→65234.1	-12.77	stop_loss
06-03 19:54	BTC	Buy	66962.3→65315.1	-12.81	stop_loss
06-03 03:43	BTC	Buy	67487.4→65827.8	-12.75	stop_loss
06-02 14:22	BTC	Buy	69754.5→68038.6	-12.76	stop_loss
06-02 14:08	BTC	Buy	70248.5→68602.7	-12.19	stop_loss
06-02 07:02	BTC	Buy	71526.4→69844.4	-12.28	stop_loss
06-02 01:34	BTC	Buy	72728.4→71025	-12.25	stop_loss
06-01 22:19	BTC	Buy	73984.3→71208.1	-19.35	stop_loss
05-31 23:43	BTC	Buy	73771.3→73525.7	-2.09	timeout
05-31 09:54	BTC	Buy	73575.3→73865.7	+1.37	timeout
05-31 01:44	BTC	Buy	73567.3→74045.7	+2.72	timeout
05-30 15:15	BTC	Buy	73671.3→74002.7	+1.65	timeout
05-29 20:46	BTC	Buy	73620.3→73711.7	+0.14	timeout
05-29 14:00	BTC	Buy	73001.3→73119.7	+0.33	timeout
05-29 07:44	BTC	Buy	73456.3→73377.7	-1.14	timeout
05-28 02:01	BTC	Buy	75849.2→74335.7	-10.47	timeout
05-28 01:17	BTC	Buy	75945.2→74166.8	-12.17	stop_loss
05-27 07:59	BTC	Buy	76666.2→75929.8	-5.12	timeout
05-27 04:30	BTC	Buy	77162.1→75351.4	-12.14	stop_loss
05-26 11:22	BTC	Buy	77398.9→77208.1	-1.70	timeout

Paper (trades.jsonl)

90

closed

42%

win rate

-277.77

total pnl ($)

-61.3 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	90	42%	-61.3	-277.77

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 90 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)