deribit_basis_zscore_fade_short_v2 · strategy

237

closed trades

41%

win rate

-141.73

total pnl ($)

1.040

weight

7d window — n=83 wr=45% pnl=-33.73 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-22 21:58:44 (36.4d ago) · src: canon

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

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 07:12	BTCUSDT	Sell	59846.6→60118.5	-2.72	timeout
06-28 06:38	BTCUSDT	Sell	59863.9→59948.1	-1.15	timeout
06-28 06:06	BTCUSDT	Sell	59930.1→59951.1	-0.63	timeout
06-27 16:13	BTCUSDT	Sell	60790.8→60739.8	-0.03	timeout
06-27 15:29	BTCUSDT	Sell	60575.5→60799.1	-2.30	timeout
06-27 13:17	BTCUSDT	Sell	60258.1→60388.4	-1.53	timeout
06-27 12:43	BTCUSDT	Sell	60199.8→60322	-1.46	timeout
06-27 11:59	BTCUSDT	Sell	60376.9→60353	-0.25	timeout
06-27 11:28	BTCUSDT	Sell	60396.9→60254.3	+0.73	timeout
06-27 10:51	BTCUSDT	Sell	60361.5→60372.5	-0.54	timeout
06-27 10:08	BTCUSDT	Sell	60419.8→60418.4	-0.44	timeout
06-27 09:35	BTCUSDT	Sell	60413.3→60414.1	-0.46	timeout
06-27 08:56	BTCUSDT	Sell	60533.3→60445.3	+0.28	timeout
06-27 08:16	BTCUSDT	Sell	60303.9→60504.9	-2.11	timeout
06-27 07:41	BTCUSDT	Sell	60368.7→60418.7	-0.86	timeout
06-27 06:24	BTCUSDT	Sell	60230→60205.1	-0.24	timeout
06-27 05:44	BTCUSDT	Sell	60332→60213	+0.54	timeout
06-27 00:44	BTCUSDT	Sell	60044.4→59940.2	+0.42	timeout
06-27 00:10	BTCUSDT	Sell	60016.5→60148.9	-1.55	timeout
06-26 23:20	BTCUSDT	Sell	59929.2→59976.6	-0.84	timeout
06-26 22:41	BTCUSDT	Sell	59896→59941	-0.82	timeout
06-26 22:07	BTCUSDT	Sell	59651.6→59814.3	-1.81	timeout
06-26 21:34	BTCUSDT	Sell	59619.1→59893.7	-2.75	timeout
06-26 21:02	BTCUSDT	Sell	59826.9→59720	+0.45	timeout
06-26 20:31	BTCUSDT	Sell	59949.7→59619.2	+2.31	timeout
06-26 19:53	BTCUSDT	Sell	59626.6→59878.5	-2.56	timeout
06-26 19:19	BTCUSDT	Sell	59966.8→59984.9	-0.60	timeout
06-26 18:47	BTCUSDT	Sell	60015→59701.4	+2.17	timeout
06-26 18:13	BTCUSDT	Sell	60156.8→60096	+0.06	timeout
06-26 17:39	BTCUSDT	Sell	60153.7→59996.6	+0.86	timeout
06-26 17:04	BTCUSDT	Sell	60384.9→60159.7	+1.42	timeout
06-26 16:29	BTCUSDT	Sell	60181.7→60076.5	+0.43	timeout
06-26 15:05	BTCUSDT	Sell	59936→59647.8	+1.96	timeout
06-26 13:19	BTCUSDT	Sell	59644.6→58775.8	+6.83	take_profit
06-26 12:33	BTCUSDT	Sell	59316.6→59928.4	-5.61	stop_loss
06-26 11:56	BTCUSDT	Sell	59359.2→59359	-0.45	timeout
06-26 11:13	BTCUSDT	Sell	59688.2→59478.1	+1.31	timeout
06-26 10:42	BTCUSDT	Sell	60043→59536.2	+3.77	timeout
06-26 09:52	BTCUSDT	Sell	60146.6→59594.3	+4.14	timeout
06-26 09:12	BTCUSDT	Sell	60273.7→60137	+0.68	timeout
06-26 08:39	BTCUSDT	Sell	60634.9→60239	+2.81	timeout
06-26 00:24	BTCUSDT	Sell	60105.7→59800.4	+2.09	timeout
06-25 23:01	BTCUSDT	Sell	60085.6→59868.4	+1.36	timeout
06-25 21:02	BTCUSDT	Sell	59582.7→59449.6	+0.67	timeout
06-22 14:32	BTCUSDT	Sell	65045→64944.3	+0.33	timeout
06-22 13:52	BTCUSDT	Sell	65126.9→65529.3	-3.53	timeout
06-22 12:24	BTCUSDT	Sell	64361.8→65014.3	-5.51	stop_loss
06-22 11:37	BTCUSDT	Sell	64127.4→64778.5	-5.52	stop_loss
06-22 11:12	BTCUSDT	Sell	64189.9→64263.4	-1.02	timeout
06-22 10:40	BTCUSDT	Sell	64016.4→64093.3	-1.05	timeout
06-22 10:01	BTCUSDT	Sell	64129.9→64147.8	-0.59	timeout
06-22 09:29	BTCUSDT	Sell	64158.3→64090.2	+0.08	timeout
06-22 08:56	BTCUSDT	Sell	64169.1→64135.5	-0.18	timeout
06-22 08:17	BTCUSDT	Sell	64183.9→64261.5	-1.05	timeout
06-22 07:38	BTCUSDT	Sell	64022.5→64334.9	-2.89	timeout
06-22 07:04	BTCUSDT	Sell	64120.9→64078.4	-0.12	timeout
06-22 06:23	BTCUSDT	Sell	64192.5→64108	+0.21	timeout
06-22 05:49	BTCUSDT	Sell	64001.7→64211.6	-2.09	timeout
06-22 04:42	BTCUSDT	Sell	64163.1→63951.5	+1.20	timeout
06-22 04:04	BTCUSDT	Sell	64101.2→63965.9	+0.61	timeout
06-22 03:26	BTCUSDT	Sell	64495.9→64299.5	+1.08	timeout
06-22 02:47	BTCUSDT	Sell	64447.9→64418.4	-0.22	timeout
06-22 01:25	BTCUSDT	Sell	63908.4→64565.2	-5.59	stop_loss
06-22 01:23	BTCUSDT	Sell	63680.3→64337.4	-5.61	stop_loss
06-22 00:37	BTCUSDT	Sell	63311.8→63948	-5.47	stop_loss
06-22 00:17	BTCUSDT	Sell	63680.3→63559.2	+0.50	timeout
06-21 23:41	BTCUSDT	Sell	63627.7→63362.6	+1.63	timeout
06-21 23:08	BTCUSDT	Sell	63662.8→63711.8	-0.84	timeout
06-21 22:35	BTCUSDT	Sell	63734→63581.1	+0.75	timeout
06-21 21:57	BTCUSDT	Sell	63736.8→63773.3	-0.74	timeout
06-21 21:23	BTCUSDT	Sell	64074.3→63768.8	+1.93	timeout
06-21 20:43	BTCUSDT	Sell	64175.9→63967	+1.18	timeout
06-21 19:58	BTCUSDT	Sell	64113.2→64198.8	-1.12	timeout
06-21 16:40	BTCUSDT	Sell	64221.5→64025	+1.08	timeout
06-21 15:35	BTCUSDT	Sell	63952.5→64191.3	-2.32	timeout
06-21 13:25	BTCUSDT	Sell	63967.3→64152.3	-1.90	timeout
06-21 12:45	BTCUSDT	Sell	64211.2→64061.8	+0.71	timeout
06-21 12:00	BTCUSDT	Sell	64318.1→64141	+0.92	timeout
06-21 11:29	BTCUSDT	Sell	64258.2→64366.1	-1.29	timeout
06-21 10:48	BTCUSDT	Sell	64093.7→64350.2	-2.45	timeout
06-21 10:03	BTCUSDT	Sell	63971.8→64198.3	-2.22	timeout
06-21 09:25	BTCUSDT	Sell	64028.7→64042.8	-0.55	timeout
06-21 08:41	BTCUSDT	Sell	64172.2→63945.7	+1.32	timeout
06-21 07:57	BTCUSDT	Sell	64255→64160	+0.29	timeout
06-21 07:04	BTCUSDT	Sell	64184.1→64238.7	-0.88	timeout
06-21 05:54	BTCUSDT	Sell	64290.2→64238.3	-0.05	timeout
06-21 05:11	BTCUSDT	Sell	64360.2→64263.1	+0.30	timeout
06-21 04:36	BTCUSDT	Sell	64282.6→64536.8	-2.43	timeout
06-21 01:44	BTCUSDT	Sell	64260.3→64210.8	-0.06	timeout
06-20 22:04	BTCUSDT	Sell	63900.1→64019.6	-1.39	timeout
06-20 21:15	BTCUSDT	Sell	63910.2→63979.5	-0.99	timeout
06-20 19:54	BTCUSDT	Sell	63737.2→63911.5	-1.82	timeout
06-20 19:16	BTCUSDT	Sell	63804.9→63896	-1.16	timeout
06-20 18:38	BTCUSDT	Sell	63806→63840.8	-0.72	timeout
06-20 16:48	BTCUSDT	Sell	64139→63990.5	+0.71	timeout
06-20 14:46	BTCUSDT	Sell	63330.1→63968.5	-5.49	stop_loss
06-19 23:24	BTCUSDT	Sell	63239.1→63296.4	-0.90	timeout
06-19 05:58	BTCUSDT	Sell	62386.3→62709.9	-3.05	timeout
06-19 05:20	BTCUSDT	Sell	62704.4→62590.9	+0.45	timeout
06-19 04:38	BTCUSDT	Sell	62634.4→62552.7	+0.20	timeout

Paper vs Live

Paper (trades.jsonl)

237

closed

41%

win rate

-141.73

total pnl ($)

-12.0 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 ($)
BTCUSDT	237	41%	-12.0	-141.73

Recent bounces (last 20 of 3)

time	sym	side	reason
06-28 07:25	BTCUSDT	Sell	circuit_breaker
06-28 06:50	BTCUSDT	Sell	circuit_breaker
06-28 05:41	BTCUSDT	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…