deribit_basis_zscore_fear_gate_long_v66

61

closed trades

52%

win rate

-68.98

total pnl ($)

0.965

weight

7d window — n=23 wr=48% pnl=-43.65 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-01 06:23:58 (22.1d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485392_06544

n: 27 · wr: 33.3% · total_bps: -998.7 · mean_bps: -36.99 · sharpe: -0.41 · max_dd_bps: -1057.7

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

time	sym	side	entry→exit	pnl	close
06-23 04:34	BTC	Buy	64646.2→63857.8	-6.55	timeout
06-22 22:22	BTC	Buy	64157.2→64240.8	+0.20	timeout
06-22 15:48	BTC	Buy	64121.2→64991.8	+6.30	timeout
06-22 09:44	BTC	Buy	63836.2→64090.8	+1.51	timeout
06-22 03:44	BTC	Buy	64271.2→64125.8	-1.62	timeout
06-21 21:36	BTC	Buy	64115.2→63728.8	-3.46	timeout
06-21 15:33	BTC	Buy	64317.2→64170.8	-1.56	timeout
06-21 05:48	BTC	Buy	63828.2→64208.8	+2.53	timeout
06-20 17:24	BTC	Buy	63703.2→63873.8	+0.88	timeout
06-20 10:27	BTC	Buy	63283.2→63630.8	+2.26	timeout
06-19 15:42	BTC	Buy	62674.1→63216.8	+3.93	timeout
06-19 09:16	BTC	Buy	62900.1→62436.9	-4.05	timeout
06-19 03:56	BTC	Buy	62439.1→62730.9	+1.91	timeout
06-18 15:40	BTC	Buy	64245.2→62665.5	-12.66	stop_loss
06-18 15:23	BTC	Buy	64420.2→63356.8	-8.53	timeout
06-18 09:16	BTC	Buy	64293.2→64424.8	+0.53	timeout
06-18 03:04	BTC	Buy	65175.3→64507.8	-5.58	timeout
06-17 20:48	BTC	Buy	64895.2→64239.8	-5.49	timeout
06-17 14:37	BTC	Buy	65871.3→65141.7	-5.99	timeout
06-17 08:34	BTC	Buy	65733.3→65139.7	-4.98	timeout
06-17 02:21	BTC	Buy	65749.3→65903.7	+0.72	timeout
06-16 20:03	BTC	Buy	66335.3→65613.7	-5.94	timeout
06-16 12:28	BTC	Buy	66220.3→66549.7	+2.00	timeout
06-16 06:11	BTC	Buy	66713.3→66128.7	-4.80	timeout
06-15 20:11	BTC	Buy	65688.3→66543.7	+6.02	timeout
06-15 13:14	BTC	Buy	65486.3→66607.7	+8.12	timeout
06-15 06:47	BTC	Buy	63786.2→65787.7	+15.23	timeout
06-15 00:40	BTC	Buy	64313.2→65497.7	+8.75	timeout
06-14 18:03	BTC	Buy	64402.2→63708.8	-5.88	timeout
06-13 19:54	BTC	Buy	63822.2→64285.8	+3.18	timeout
06-13 13:49	BTC	Buy	63807.2→64154.8	+2.25	timeout
06-13 07:31	BTC	Buy	63668.2→63763.8	+0.29	timeout
06-12 18:29	BTC	Buy	63136.2→63721.8	+4.18	timeout
06-12 05:42	BTC	Buy	63336.2→63343.8	-0.42	timeout
06-11 19:09	BTC	Buy	62623.1→63423.8	+5.88	timeout
06-11 12:34	BTC	Buy	61848.1→62588.9	+5.48	timeout
06-11 04:09	BTC	Buy	62388.1→62598.9	+1.17	timeout
06-10 21:31	BTC	Buy	61206.1→61626.9	+2.98	timeout
06-09 16:39	BTC	Buy	62300.1→60766.6	-12.77	stop_loss
06-09 14:21	BTC	Buy	63160.2→61606.1	-12.75	stop_loss
06-09 00:48	BTC	Buy	64009.2→62434.6	-12.76	stop_loss
06-08 21:23	BTC	Buy	63490.2→63616.8	+0.53	timeout
06-08 15:21	BTC	Buy	63227.2→64082.8	+6.29	timeout
06-08 09:23	BTC	Buy	61769.1→63483.8	+13.42	timeout
06-08 03:07	BTC	Buy	61693.1→63009.8	+10.20	timeout
06-07 19:55	BTC	Buy	62298.1→61307.9	-8.38	timeout
06-07 13:43	BTC	Buy	61402.1→61704.9	+2.01	timeout
06-06 20:08	BTC	Buy	60992→60557	-3.98	timeout
06-06 07:57	BTC	Buy	60229→60961	+5.58	timeout
06-06 04:34	BTC	Buy	60976→59472.3	-12.78	stop_loss
06-05 13:49	BTC	Buy	62843.1→61296.3	-12.76	stop_loss
06-05 06:21	BTC	Buy	63056.2→61499.2	-12.79	stop_loss
06-04 13:56	BTC	Buy	62164.1→63927.8	+13.77	timeout
06-03 19:41	BTC	Buy	67133.4→65793.7	-10.46	timeout
06-02 14:09	BTC	Buy	70109.5→68385.4	-12.76	stop_loss
06-02 12:06	BTC	Buy	70998.5→69252.9	-12.80	stop_loss
06-01 02:28	BTC	Buy	73555.7→73491.3	-0.92	timeout
05-31 17:15	BTC	Buy	74154.7→73512.3	-4.81	timeout
05-31 03:28	BTC	Buy	73915.7→74153.3	+1.13	timeout
05-29 19:48	BTC	Buy	73375.7→73613.3	+1.14	timeout
05-29 09:43	BTC	Buy	73882.7→73790.3	-1.11	timeout

Paper (trades.jsonl)

61

closed

52%

win rate

-68.98

total pnl ($)

-22.4 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	61	52%	-22.4	-68.98

time	sym	side	reason
06-22 10:37	BTC	Buy	stale_intent
06-22 04:16	BTC	Buy	stale_intent
06-21 22:07	BTC	Buy	stale_intent

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 61 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 3)

Postmortem feed (last 10)