deribit_basis_zscore_extreme_short_contrarian_mr

78

closed trades

45%

win rate

+213.68

total pnl ($)

1.727

weight

7d window — n=19 wr=53% pnl=+77.78 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 23:38:34 (23.9d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: x2189877_31548

n: 126 · wr: 48.4% · total_bps: +5194.9 · mean_bps: +41.23 · sharpe: +0.19 · max_dd_bps: -4247.0

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

time	sym	side	entry→exit	pnl	close
06-27 17:32	BTC	Sell	59518→60527	-8.93	timeout
06-27 15:10	BTC	Sell	59306→60766.4	-12.78	stop_loss
06-26 21:05	BTC	Sell	60693→59677	+8.13	timeout
06-26 07:28	BTC	Sell	59211→60673.4	-12.80	stop_loss
06-25 13:58	BTC	Sell	60870→58194.9	+21.48	take_profit
06-25 13:57	BTC	Sell	61023.9→58341.9	+21.45	take_profit
06-25 13:53	BTC	Sell	61607.9→58902.9	+21.48	take_profit
06-25 04:56	BTC	Sell	59839→61315.7	-12.79	stop_loss
06-24 20:49	BTC	Sell	59608→61101.6	-12.99	stop_loss
06-24 16:51	BTC	Sell	62363.9→59618	+21.28	take_profit
06-24 16:47	BTC	Sell	62793.9→60034	+21.49	take_profit
06-24 14:02	BTC	Sell	64000.8→61189.1	+21.50	take_profit
06-24 13:44	BTC	Sell	64244.8→61424.1	+21.50	take_profit
06-24 10:54	BTC	Sell	64135.8→62475.1	+12.58	timeout
06-23 07:23	BTC	Sell	64189.8→63023.2	+8.69	timeout
06-22 13:46	BTC	Sell	63911.8→65485	-12.51	stop_loss
06-22 13:44	BTC	Sell	63821.8→65403	-12.56	stop_loss
06-22 08:51	BTC	Sell	63377.8→64142.2	-6.34	timeout
06-21 00:32	BTC	Sell	63007.8→64228.2	-10.09	timeout
06-20 20:22	BTC	Sell	63102.8→63924.2	-7.02	timeout
06-20 14:46	BTC	Sell	62476.9→64016.2	-12.64	stop_loss
06-20 06:23	BTC	Sell	63925.8→63711.2	+1.24	timeout
06-18 15:57	BTC	Sell	65210.7→62338.1	+21.20	take_profit
06-18 15:51	BTC	Sell	65485.7→62609.1	+21.06	take_profit
06-18 15:37	BTC	Sell	65888.7→62979.1	+21.58	take_profit
06-17 21:24	BTC	Sell	66519.7→64329.2	+15.98	timeout
06-17 12:57	BTC	Sell	66538.7→64989.2	+11.32	timeout
06-17 06:05	BTC	Sell	65843.7→65822.3	-0.22	timeout
06-17 04:01	BTC	Sell	65857.7→65839.3	-0.22	timeout
06-15 16:10	BTC	Sell	65700.7→67318	-12.76	stop_loss
06-15 11:18	BTC	Sell	64497.8→66091.3	-12.79	stop_loss
06-14 23:55	BTC	Sell	64217.8→65799.2	-12.79	stop_loss
06-14 21:40	BTC	Sell	63873.8→65450	-12.73	stop_loss
06-14 21:40	BTC	Sell	63736.8→65306.9	-12.69	stop_loss
06-13 20:55	BTC	Sell	63364.8→64263.2	-7.50	timeout
06-13 14:01	BTC	Sell	62977.9→64111.2	-9.35	timeout
06-13 11:18	BTC	Sell	63104.8→63939.2	-6.87	timeout
06-12 15:13	BTC	Sell	62785.9→64335.4	-12.68	stop_loss
06-11 17:32	BTC	Sell	61923.9→63448.9	-12.65	stop_loss
06-11 10:55	BTC	Sell	61654.9→63184.7	-12.70	stop_loss
06-11 08:48	BTC	Sell	61537.9→63052.7	-12.57	stop_loss
06-11 03:55	BTC	Sell	61115.9→62622.4	-12.74	stop_loss
06-10 15:53	BTC	Sell	61137.9→62644.4	-12.77	stop_loss
06-10 12:25	BTC	Sell	62983.9→61064.1	+14.69	timeout
06-10 06:12	BTC	Sell	62921.9→62023.1	+6.47	timeout
06-09 23:39	BTC	Sell	63198.8→62023.1	+8.63	timeout
06-09 14:47	BTC	Sell	64004.8→61194.1	+21.53	take_profit
06-07 22:15	BTC	Sell	62697.9→64244.3	-12.79	stop_loss
06-07 22:15	BTC	Sell	62521.9→64067.2	-12.81	stop_loss
06-07 22:14	BTC	Sell	62088.9→63622	-12.80	stop_loss
06-07 22:14	BTC	Sell	61790.9→63325.8	-12.87	stop_loss
06-07 21:15	BTC	Sell	61892.9→61961.1	-1.04	timeout
06-07 08:38	BTC	Sell	61167.9→62675.5	-12.81	stop_loss
06-07 08:28	BTC	Sell	61056.9→62560.4	-12.88	stop_loss
06-07 06:36	BTC	Sell	60701→62196.2	-12.85	stop_loss
06-05 20:09	BTC	Sell	59319→60779.4	-12.76	stop_loss
06-05 15:38	BTC	Sell	63033.8→60260	+21.54	take_profit
06-05 14:04	BTC	Sell	63346.8→60565	+21.51	take_profit
06-05 13:56	BTC	Sell	63760.8→60957	+21.55	take_profit
06-05 13:56	BTC	Sell	63799.8→60998	+21.52	take_profit
06-05 07:46	BTC	Sell	61464.9→62985.6	-12.82	stop_loss
06-05 06:24	BTC	Sell	63977.8→61158.1	+21.54	take_profit
06-04 13:38	BTC	Sell	62491.9→64034.2	-12.80	stop_loss
06-04 02:04	BTC	Sell	64287.8→61465.1	+21.50	take_profit
06-04 00:26	BTC	Sell	66736.7→63806.2	+21.48	take_profit
06-04 00:24	BTC	Sell	66995.7→64054.2	+21.49	take_profit
06-03 23:03	BTC	Sell	67449.6→64484.2	+21.52	take_profit
06-03 20:55	BTC	Sell	67996.6→65007.3	+21.61	take_profit
06-02 19:33	BTC	Sell	69567.5→66510.3	+21.53	take_profit
06-02 02:06	BTC	Sell	73543.3→70313.5	+21.73	take_profit
06-02 02:06	BTC	Sell	73614.3→70361.5	+21.84	take_profit
06-02 02:06	BTC	Sell	73682.3→70446.5	+21.69	take_profit
06-02 01:59	BTC	Sell	73956.3→70705.5	+21.80	take_profit
05-31 09:49	BTC	Sell	73718.3→73969.7	-1.86	timeout
05-31 07:47	BTC	Sell	73367.3→73863.7	-3.53	timeout
05-30 18:52	BTC	Sell	73639.3→73970.7	-2.48	timeout
05-30 15:47	BTC	Sell	73011.3→73887.7	-6.23	timeout
05-30 13:28	BTC	Sell	73124.3→73756.7	-4.62	timeout

Paper (trades.jsonl)

78

closed

45%

win rate

+213.68

total pnl ($)

+54.2 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	78	45%	+54.2	+213.68

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 78 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)