deribit_basis_zscore_fear_gate_long_v28 · strategy

167

closed trades

42%

win rate

-511.21

total pnl ($)

0.250

weight

7d window — n=34 wr=32% pnl=-141.22 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-27 02:11:23 (34.2d ago) · src: canon

verdict: INSUFFICIENT_HISTORY · strict: STRICT-FAIL · batch: x2189875_29933

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
06-30 07:04	BTC	Buy	60021→59588	-4.04	timeout
06-30 04:28	BTC	Buy	59940→59505	-4.01	timeout
06-29 21:16	BTC	Buy	59644→60350	+5.32	timeout
06-29 20:06	BTC	Buy	59500→60447	+7.36	timeout
06-29 11:17	BTC	Buy	60103→59897	-2.31	timeout
06-29 02:51	BTC	Buy	60123→59729	-3.77	timeout
06-29 01:40	BTC	Buy	60202→59513	-6.20	timeout
06-28 20:05	BTC	Buy	60241→59481	-6.73	timeout
06-28 19:02	BTC	Buy	60563→59564	-8.68	timeout
06-28 09:44	BTC	Buy	60383→60344	-0.80	timeout
06-28 01:11	BTC	Buy	59953→59981	-0.21	timeout
06-28 00:08	BTC	Buy	60105→60090	-0.51	timeout
06-27 19:55	BTC	Buy	59843→60125	+1.96	timeout
06-27 18:52	BTC	Buy	59643→60492	+6.69	timeout
06-27 06:06	BTC	Buy	59790→60166	+2.69	timeout
06-26 20:26	BTC	Buy	59628→59709	+0.15	timeout
06-26 19:18	BTC	Buy	59211→59899	+5.25	timeout
06-26 16:50	BTC	Buy	59314→60074	+5.87	timeout
06-26 15:38	BTC	Buy	59312→60339	+8.13	timeout
06-26 02:13	BTC	Buy	60130→58650.7	-12.74	stop_loss
06-25 13:59	BTC	Buy	59487→58024.1	-12.65	stop_loss
06-25 13:59	BTC	Buy	59510→58046.1	-12.67	stop_loss
06-25 13:59	BTC	Buy	59524→58060.1	-12.66	stop_loss
06-25 13:53	BTC	Buy	60473→58985.5	-12.65	stop_loss
06-25 13:51	BTC	Buy	60688→59195.4	-12.67	stop_loss
06-24 17:47	BTC	Buy	60628→59130.5	-12.79	stop_loss
06-24 14:02	BTC	Buy	62723.1→61177.3	-12.77	stop_loss
06-24 13:48	BTC	Buy	62787.1→61239.3	-12.74	stop_loss
06-24 13:48	BTC	Buy	62809.1→61261.3	-12.77	stop_loss
06-24 13:09	BTC	Buy	62104.1→62153.9	-0.04	timeout
06-24 12:08	BTC	Buy	62455.1→62815.9	+2.43	timeout
06-24 08:20	BTC	Buy	62440.1→62626.9	+0.97	timeout
06-24 07:33	BTC	Buy	62874.1→62676.9	-2.09	timeout
06-23 08:17	BTC	Buy	63953.2→62376.7	-12.79	stop_loss
06-23 08:17	BTC	Buy	64008.2→62430.6	-12.78	stop_loss
06-23 06:44	BTC	Buy	64004.2→62887.9	-9.20	timeout
06-23 06:21	BTC	Buy	64247.2→62665.5	-12.78	stop_loss
06-23 06:08	BTC	Buy	64668.2→63073.3	-12.80	stop_loss
06-22 23:33	BTC	Buy	63361.2→63947.8	+4.24	timeout
06-22 22:21	BTC	Buy	63705.2→64202.8	+3.45	timeout
06-22 07:23	BTC	Buy	64197.2→64221.8	-0.25	timeout
06-22 03:34	BTC	Buy	64331.2→64227.8	-1.31	timeout
06-21 23:30	BTC	Buy	64252.2→63598.8	-5.48	timeout
06-21 22:26	BTC	Buy	64155.2→63691.8	-4.04	timeout
06-21 21:24	BTC	Buy	63926.2→63650.8	-2.61	timeout
06-21 05:11	BTC	Buy	63808.2→64221.8	+2.80	timeout
06-21 02:05	BTC	Buy	63479.2→64225.8	+5.39	timeout
06-20 23:05	BTC	Buy	63276.2→64264.8	+7.35	timeout
06-20 22:01	BTC	Buy	63063.2→63961.8	+6.68	timeout
06-20 21:00	BTC	Buy	63190.2→63892.8	+5.12	timeout
06-20 01:39	BTC	Buy	62885.1→63571.8	+5.00	timeout
06-20 00:35	BTC	Buy	62992.1→63734.8	+5.42	timeout
06-19 21:27	BTC	Buy	62923.1→63148.8	+1.29	timeout
06-19 20:24	BTC	Buy	63103.2→62994.9	-1.34	timeout
06-19 17:17	BTC	Buy	62509.1→63028.8	+3.71	timeout
06-18 15:57	BTC	Buy	63871.2→62294.7	-12.86	stop_loss
06-18 15:40	BTC	Buy	64296.2→62708.5	-12.79	stop_loss
06-18 15:39	BTC	Buy	64387.2→62799.4	-12.76	stop_loss
06-18 15:37	BTC	Buy	64483.2→62874.4	-12.91	stop_loss
06-18 15:37	BTC	Buy	64542.2→62955.4	-12.73	stop_loss
06-18 09:10	BTC	Buy	64933.2→64303.8	-5.33	timeout
06-18 04:11	BTC	Buy	65386.3→63747.9	-13.00	stop_loss
06-17 22:03	BTC	Buy	65477.3→63852.9	-12.85	stop_loss
06-17 19:50	BTC	Buy	65581.3→63964.8	-12.79	stop_loss
06-17 19:41	BTC	Buy	65762.3→64136.7	-12.85	stop_loss
06-17 16:02	BTC	Buy	65895.3→65796.7	-1.11	timeout
06-17 08:20	BTC	Buy	66818.3→65175.1	-12.73	stop_loss
06-17 08:05	BTC	Buy	66348.3→65447.7	-7.17	timeout
06-17 06:57	BTC	Buy	66412.3→65575.7	-6.78	timeout
06-16 17:16	BTC	Buy	66905.3→65794.7	-8.85	timeout
06-16 14:09	BTC	Buy	66333.3→66041.7	-2.73	timeout
06-16 07:04	BTC	Buy	65734.3→66343.7	+4.27	timeout
06-16 05:27	BTC	Buy	65803.3→66027.7	+1.30	timeout
06-16 04:00	BTC	Buy	65884.3→66123.7	+1.41	timeout
06-15 13:35	BTC	Buy	64261.2→66839.7	+19.63	timeout
06-15 13:18	BTC	Buy	63963.2→66771.7	+21.52	take_profit
06-15 05:37	BTC	Buy	64303.2→65695.7	+10.36	timeout
06-15 03:00	BTC	Buy	64474.2→65425.7	+6.89	timeout
06-14 21:52	BTC	Buy	64443.2→65439.7	+7.24	timeout
06-14 13:42	BTC	Buy	64210.2→64280.8	+0.10	timeout
06-14 12:39	BTC	Buy	63998.2→64310.8	+2.00	timeout
06-13 22:18	BTC	Buy	63486.2→64365.8	+6.45	timeout
06-13 21:12	BTC	Buy	63571.2→64251.8	+4.88	timeout
06-13 19:28	BTC	Buy	63726.2→64118.8	+2.63	timeout
06-13 13:34	BTC	Buy	63258.2→64169.8	+6.70	timeout
06-13 12:30	BTC	Buy	63459.2→63946.8	+3.31	timeout
06-12 20:58	BTC	Buy	63368.2→63434.8	+0.05	timeout
06-12 17:38	BTC	Buy	63193.2→63815.8	+4.46	timeout
06-12 15:02	BTC	Buy	62593.1→64135.8	+11.79	timeout
06-12 12:29	BTC	Buy	62643.1→63432.8	+5.78	timeout
06-12 10:04	BTC	Buy	62843.1→63678.8	+6.10	timeout
06-11 19:32	BTC	Buy	61213.1→63903.8	+21.41	take_profit
06-11 16:01	BTC	Buy	62546.1→62756.9	+1.08	timeout
06-11 14:49	BTC	Buy	61864.1→62879.9	+7.66	timeout
06-11 09:21	BTC	Buy	60909→62776.9	+14.77	timeout
06-11 08:16	BTC	Buy	61658.1→62766.9	+8.42	timeout
06-10 17:07	BTC	Buy	61501.1→62168.9	+4.92	timeout
06-10 15:12	BTC	Buy	61541.1→61889.9	+2.34	timeout
06-10 14:13	BTC	Buy	62074.1→62089.9	-0.35	timeout
06-09 15:56	BTC	Buy	62577.1→61031.4	-12.81	stop_loss

Paper vs Live

Paper (trades.jsonl)

167

closed

42%

win rate

-511.21

total pnl ($)

-60.9 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	167	42%	-60.9	-511.21

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…