deribit_basis_zscore_fear_gated_long_v24

55

closed trades

42%

win rate

-196.09

total pnl ($)

0.726

weight

7d window — n=13 wr=31% pnl=-75.49 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-31 19:48:08 (29.9d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485394_04031

n: 4 · wr: 75.0% · total_bps: +240.5 · mean_bps: +60.11 · sharpe: +0.83 · max_dd_bps: -19.1

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

time	sym	side	entry→exit	pnl	close
06-30 12:47	BTC	Buy	60494→58638.7	-15.77	stop_loss
06-30 09:56	BTC	Buy	60031→59346	-6.14	timeout
06-29 21:09	BTC	Buy	59669→60305	+4.73	timeout
06-29 08:12	BTC	Buy	60137→59951	-2.15	timeout
06-28 18:01	BTC	Buy	60465→59620	-7.41	timeout
06-27 17:34	BTC	Buy	60163→60538	+2.67	timeout
06-27 05:26	BTC	Buy	59849→60220	+2.66	timeout
06-26 17:11	BTC	Buy	59400→60203	+6.20	timeout
06-25 17:07	BTC	Buy	59763→59125	-5.74	timeout
06-25 13:46	BTC	Buy	61666.1→59780.1	-15.72	stop_loss
06-24 15:43	BTC	Buy	62441.1→60527.7	-15.70	stop_loss
06-24 14:19	BTC	Buy	62791.1→60866.5	-15.77	stop_loss
06-24 05:01	BTC	Buy	63624.2→62754.9	-7.35	timeout
06-23 06:18	BTC	Buy	64998.2→63010.3	-15.76	stop_loss
06-23 03:40	BTC	Buy	64207.2→63951.8	-2.44	timeout
06-22 15:38	BTC	Buy	64188.2→65018.7	+5.95	timeout
06-22 03:33	BTC	Buy	64318.2→64233.8	-1.19	timeout
06-21 14:28	BTC	Buy	63338.2→64006.8	+4.90	timeout
06-20 21:28	BTC	Buy	63143.2→63904.8	+5.59	timeout
06-20 08:28	BTC	Buy	62650.1→63454.8	+5.90	timeout
06-19 19:41	BTC	Buy	62872.1→62952.9	+0.16	timeout
06-18 15:57	BTC	Buy	64270.2→62298.7	-15.45	stop_loss
06-18 15:53	BTC	Buy	64451.2→62479.6	-15.61	stop_loss
06-18 07:54	BTC	Buy	65249.3→64430.8	-6.77	timeout
06-17 06:54	BTC	Buy	66473.3→65623.7	-6.87	timeout
06-16 18:52	BTC	Buy	66825.3→65849.7	-7.83	timeout
06-16 06:46	BTC	Buy	65803.3→66410.7	+4.24	timeout
06-15 13:25	BTC	Buy	63722.2→66901.7	+24.52	take_profit
06-15 06:32	BTC	Buy	64308.2→65855.7	+11.57	timeout
06-14 18:30	BTC	Buy	64184.2→63715.8	-4.19	timeout
06-14 06:26	BTC	Buy	63622.2→64296.8	+4.86	timeout
06-13 18:35	BTC	Buy	63731.2→64185.8	+3.10	timeout
06-13 06:24	BTC	Buy	63160.2→63594.8	+2.98	timeout
06-12 08:31	BTC	Buy	62903.1→63462.8	+3.91	timeout
06-11 20:24	BTC	Buy	61917.1→63455.8	+11.84	timeout
06-11 08:18	BTC	Buy	61597.1→62803.9	+9.21	timeout
06-09 16:39	BTC	Buy	62688.1→60766.6	-15.80	stop_loss
06-09 14:29	BTC	Buy	63478.2→61535.1	-15.77	stop_loss
06-09 09:44	BTC	Buy	63302.2→62635.9	-5.68	timeout
06-08 21:43	BTC	Buy	61684.1→63783.8	+16.53	timeout
06-08 09:42	BTC	Buy	62506.1→63206.8	+5.15	timeout
06-07 21:30	BTC	Buy	60866→61748.9	+6.82	timeout
06-07 09:24	BTC	Buy	61147.1→62624.9	+11.67	timeout
06-06 04:27	BTC	Buy	61724.1→59832.1	-15.78	stop_loss
06-05 13:57	BTC	Buy	62710.1→60787.5	-15.78	stop_loss
06-05 06:23	BTC	Buy	63142.2→61209.3	-15.70	stop_loss
06-05 06:20	BTC	Buy	63668.2→61716	-15.75	stop_loss
06-04 00:29	BTC	Buy	65358.3→63359.1	-15.74	stop_loss
06-03 23:18	BTC	Buy	66356.3→64324.6	-15.78	stop_loss
06-03 20:55	BTC	Buy	67025.4→64975.2	-15.77	stop_loss
06-02 14:23	BTC	Buy	70175.5→68023.6	-15.80	stop_loss
06-02 13:41	BTC	Buy	70886.5→68718.2	-15.77	stop_loss
05-31 15:11	BTC	Buy	73900.7→73626.3	-2.34	timeout
05-30 07:50	BTC	Buy	73372.7→73502.3	+0.39	timeout
05-29 14:15	BTC	Buy	73288.7→73021.3	-2.32	timeout

Paper (trades.jsonl)

55

closed

42%

win rate

-196.09

total pnl ($)

-71.1 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	55	42%	-71.1	-196.09

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 55 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)