deribit_basis_zscore_extreme_long_v11

not live
21
closed trades
43%
win rate
-42.21
total pnl ($)
1.049
weight
7d window — n=6 wr=50% pnl=-19.74  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 01:54:00 (27.2d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: x2189872_29995
n: 4  ·  wr: 75.0%  ·  total_bps: +1015.6  ·  mean_bps: +253.91  ·  sharpe: +0.91  ·  max_dd_bps: -228.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 21 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-23 02:41BTCBuy63362.2→64171.8+5.95timeout
06-22 00:47BTCBuy63065.2→63947.8+6.51timeout
06-18 15:37BTCBuy64543.2→62941.4-12.84stop_loss
06-17 19:50BTCBuy65676.3→64055.8-12.86stop_loss
06-17 19:40BTCBuy65804.3→64175.7-12.85stop_loss
06-17 08:26BTCBuy64452.2→65326.7+6.35timeout
06-15 12:50BTCBuy63739.2→66546.7+21.61take_profit
06-15 08:25BTCBuy63458.2→65593.7+16.33timeout
06-14 08:41BTCBuy62909.1→64447.8+11.69timeout
06-12 15:13BTCBuy61601.1→64305.8+21.31take_profit
06-10 21:14BTCBuy61917.1→61515.9-3.75timeout
06-09 13:36BTCBuy63710.2→62143.8-12.73stop_loss
06-07 22:14BTCBuy60715→63380.8+21.51take_profit
06-06 04:13BTCBuy61630.1→60113.9-12.76stop_loss
06-05 06:03BTCBuy63506.2→61935.9-12.79stop_loss
06-04 00:29BTCBuy65071.3→63471.1-12.74stop_loss
06-03 03:33BTCBuy67639.4→65975.7-12.75stop_loss
06-02 13:01BTCBuy70618.5→68864.1-12.92stop_loss
06-01 22:25BTCBuy73803.7→71199.8-18.23stop_loss
06-01 22:25BTCBuy73889.7→71199.8-19.00stop_loss
05-31 11:00BTCBuy73354.7→73883.3+2.74timeout

Paper vs Live

Paper (trades.jsonl)
21
closed
43%
win rate
-42.21
total pnl ($)
-38.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2143%-38.9-42.21

Recent bounces (last 20 of 1)

timesymsidereason
06-22 04:16BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems