deribit_basis_zscore_discount_fear_long · strategy

164

closed trades

42%

win rate

-516.48

total pnl ($)

0.293

weight

7d window — n=38 wr=39% pnl=-150.67 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-27 08:54:24 (32.4d ago) · src: canon

verdict: INSUFFICIENT_HISTORY · strict: STRICT-FAIL · batch: x2189872_22150

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

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

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 16:52	BTC	Buy	60795→59629	-10.01	timeout
06-27 23:34	BTC	Buy	59967→59973	-0.35	timeout
06-27 21:02	BTC	Buy	59702→60310	+4.70	timeout
06-27 20:03	BTC	Buy	59838→60212	+2.73	timeout
06-27 18:59	BTC	Buy	59638→60524	+7.00	timeout
06-27 15:41	BTC	Buy	60402→60781	+2.70	timeout
06-26 20:25	BTC	Buy	59624→59747	+0.46	timeout
06-26 19:22	BTC	Buy	59207→59918	+5.43	timeout
06-26 18:18	BTC	Buy	59462→59959	+3.64	timeout
06-26 16:06	BTC	Buy	59576→60380	+6.18	timeout
06-26 14:11	BTC	Buy	59496→59928	+3.13	timeout
06-25 17:22	BTC	Buy	59332→59479	+0.85	timeout
06-25 13:57	BTC	Buy	59748→58277.9	-12.70	stop_loss
06-25 13:57	BTC	Buy	59765→58294.9	-12.69	stop_loss
06-25 13:53	BTC	Buy	60483→58994.5	-12.70	stop_loss
06-25 13:48	BTC	Buy	60836→59334.3	-12.76	stop_loss
06-24 17:21	BTC	Buy	60837→59336.3	-12.77	stop_loss
06-24 16:51	BTC	Buy	61156.1→59641.2	-12.81	stop_loss
06-24 14:02	BTC	Buy	62702.1→61160.3	-12.74	stop_loss
06-24 13:57	BTC	Buy	62743.1→61199.3	-12.75	stop_loss
06-24 13:57	BTC	Buy	62752.1→61203.3	-12.79	stop_loss
06-24 13:12	BTC	Buy	62045.1→62015.9	-0.69	timeout
06-24 12:09	BTC	Buy	62463.1→62875.9	+2.85	timeout
06-24 09:37	BTC	Buy	62455.1→62636.9	+0.93	timeout
06-24 08:35	BTC	Buy	62283.1→62737.9	+3.11	timeout
06-24 07:34	BTC	Buy	62922.1→62690.9	-2.34	timeout
06-23 08:17	BTC	Buy	63955.2→62377.7	-12.80	stop_loss
06-23 08:15	BTC	Buy	64067.2→62488.6	-12.78	stop_loss
06-23 06:26	BTC	Buy	64065.2→62595.9	-11.95	timeout
06-23 06:21	BTC	Buy	64138.2→62554.6	-12.80	stop_loss
06-23 06:21	BTC	Buy	64310.2→62725.5	-12.80	stop_loss
06-23 02:16	BTC	Buy	64496.2→64168.8	-2.96	timeout
06-22 23:31	BTC	Buy	63580.2→63993.8	+2.80	timeout
06-22 22:20	BTC	Buy	63631.2→64213.8	+4.12	timeout
06-22 04:40	BTC	Buy	64517.2→63979.8	-4.65	timeout
06-22 03:36	BTC	Buy	64290.2→64190.8	-1.30	timeout
06-21 23:27	BTC	Buy	64243.2→63689.8	-4.73	timeout
06-21 22:26	BTC	Buy	64153.2→63698.8	-3.98	timeout
06-21 21:22	BTC	Buy	63917.2→63660.8	-2.46	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 23:12	BTC	Buy	63258.2→64238.8	+7.29	timeout
06-20 22:08	BTC	Buy	63034.2→64006.8	+7.27	timeout
06-20 21:06	BTC	Buy	63138.2→63914.8	+5.71	timeout
06-20 19:18	BTC	Buy	63035.2→63845.8	+5.99	timeout
06-20 00:03	BTC	Buy	62910.1→63561.8	+4.74	timeout
06-19 21:27	BTC	Buy	62923.1→63148.8	+1.29	timeout
06-19 20:24	BTC	Buy	63103.2→62994.9	-1.35	timeout
06-19 17:57	BTC	Buy	62520.1→63181.8	+4.84	timeout
06-19 15:51	BTC	Buy	62590.1→63184.8	+4.15	timeout
06-18 15:57	BTC	Buy	63907.2→62324.7	-12.81	stop_loss
06-18 15:51	BTC	Buy	64087.2→62509.6	-12.74	stop_loss
06-18 15:39	BTC	Buy	64373.2→62790.4	-12.73	stop_loss
06-18 15:38	BTC	Buy	64401.2→62811.4	-12.78	stop_loss
06-18 15:37	BTC	Buy	64546.2→62941.4	-12.86	stop_loss
06-18 04:11	BTC	Buy	65409.3→63800.9	-12.76	stop_loss
06-17 19:50	BTC	Buy	65602.3→63975.8	-12.86	stop_loss
06-17 19:40	BTC	Buy	65795.3→64175.7	-12.78	stop_loss
06-17 19:40	BTC	Buy	65831.3→64212.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	66041.3→64414.6	-12.77	stop_loss
06-17 16:07	BTC	Buy	65812.3→65791.7	-0.52	timeout
06-17 08:04	BTC	Buy	66337.3→65448.7	-7.10	timeout
06-17 06:56	BTC	Buy	66494.3→65605.7	-7.16	timeout
06-17 04:40	BTC	Buy	65844.3→65886.7	-0.17	timeout
06-17 02:33	BTC	Buy	65871.3→65928.7	-0.04	timeout
06-16 13:08	BTC	Buy	66613.3→66297.7	-2.90	timeout
06-16 07:01	BTC	Buy	65701.3→66381.7	+4.81	timeout
06-16 05:25	BTC	Buy	65804.3→66054.7	+1.50	timeout
06-16 03:58	BTC	Buy	65927.3→66093.7	+0.85	timeout
06-16 00:18	BTC	Buy	65697.3→66349.7	+4.59	timeout
06-15 13:00	BTC	Buy	63788.2→66590.7	+21.53	take_profit
06-15 04:51	BTC	Buy	64336.2→65647.7	+9.71	timeout
06-15 03:34	BTC	Buy	64506.2→65695.7	+8.73	timeout
06-14 23:05	BTC	Buy	64426.2→65234.7	+5.78	timeout
06-14 21:50	BTC	Buy	64463.2→65542.7	+7.88	timeout
06-14 16:30	BTC	Buy	63960.2→64103.8	+0.62	timeout
06-14 04:40	BTC	Buy	63584.2→64401.8	+6.03	timeout
06-14 01:20	BTC	Buy	63603.2→64645.8	+7.80	timeout
06-13 21:11	BTC	Buy	63551.2→64250.8	+5.03	timeout
06-13 19:34	BTC	Buy	63636.2→64153.8	+3.62	timeout
06-13 15:09	BTC	Buy	64068.2→64213.8	+0.65	timeout
06-13 03:03	BTC	Buy	63584.2→63661.8	+0.16	timeout
06-13 00:15	BTC	Buy	63634.2→63561.8	-1.11	timeout
06-12 17:05	BTC	Buy	62453.1→64009.8	+11.99	timeout
06-12 11:36	BTC	Buy	63140.2→63685.8	+3.79	timeout
06-12 10:08	BTC	Buy	62927.1→63709.8	+5.67	timeout
06-11 21:54	BTC	Buy	61240.1→63486.8	+17.75	timeout
06-11 19:20	BTC	Buy	61713.1→63632.8	+14.97	timeout
06-11 15:51	BTC	Buy	62351.1→62610.9	+1.49	timeout
06-11 09:29	BTC	Buy	61176.1→62785.9	+12.57	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.94	timeout
06-10 17:11	BTC	Buy	61443.1→62011.9	+4.13	timeout
06-10 15:11	BTC	Buy	61628.1→61855.9	+1.35	timeout
06-10 14:11	BTC	Buy	62097.1→62169.9	+0.11	timeout
06-09 15:55	BTC	Buy	62608.1→61066.4	-12.77	stop_loss
06-09 14:21	BTC	Buy	63161.2→61607.1	-12.75	stop_loss
06-09 14:18	BTC	Buy	63309.2→61751	-12.76	stop_loss
06-09 13:36	BTC	Buy	63762.2→62188.8	-12.78	stop_loss
06-09 13:33	BTC	Buy	63425.2→62368.9	-8.76	timeout
06-09 12:30	BTC	Buy	63126.2→62601.9	-4.55	timeout
06-09 07:25	BTC	Buy	63130.2→63247.8	+0.43	timeout

Paper vs Live

Paper (trades.jsonl)

164

closed

42%

win rate

-516.48

total pnl ($)

-62.7 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	164	42%	-62.7	-516.48

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…