deribit_basis_zscore_fear_long_v13 · strategy

141

closed trades

42%

win rate

-431.28

total pnl ($)

0.643

weight

7d window — n=27 wr=41% pnl=-88.72 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-27 08:27:40 (33.9d ago) · src: canon

verdict: INSUFFICIENT_HISTORY · strict: STRICT-FAIL · batch: x2189874_20430

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 02:24	BTC	Buy	59254→59885	+4.95	timeout
06-29 19:41	BTC	Buy	59412→60369	+7.45	timeout
06-29 06:21	BTC	Buy	59904→60221	+2.17	timeout
06-29 05:12	BTC	Buy	59986→59392	-5.40	timeout
06-29 01:41	BTC	Buy	60202→59503	-6.29	timeout
06-28 19:03	BTC	Buy	60569→59488	-9.35	timeout
06-28 04:26	BTC	Buy	60430→60202	-2.34	timeout
06-28 02:51	BTC	Buy	60283→60117	-1.83	timeout
06-28 00:09	BTC	Buy	60104→60101	-0.41	timeout
06-27 18:49	BTC	Buy	59636→60500	+6.82	timeout
06-26 20:19	BTC	Buy	59603→59754	+0.74	timeout
06-26 19:18	BTC	Buy	59202→59960	+5.85	timeout
06-26 18:20	BTC	Buy	59675→60010	+2.23	timeout
06-26 15:57	BTC	Buy	59536→60270	+5.61	timeout
06-25 17:22	BTC	Buy	59407→59464	+0.06	timeout
06-25 13:59	BTC	Buy	59527→58063	-12.65	stop_loss
06-25 13:58	BTC	Buy	59628→58162	-12.65	stop_loss
06-25 13:53	BTC	Buy	60504→59015.5	-12.65	stop_loss
06-24 16:46	BTC	Buy	61616.1→60100.9	-12.72	stop_loss
06-24 13:44	BTC	Buy	62930.1→61378.2	-12.77	stop_loss
06-24 13:13	BTC	Buy	62097.1→61986.9	-1.26	timeout
06-24 12:08	BTC	Buy	62445.1→62806.9	+2.49	timeout
06-24 09:40	BTC	Buy	62397.1→62656.9	+1.63	timeout
06-24 08:16	BTC	Buy	62597.1→62624.9	-0.25	timeout
06-23 08:17	BTC	Buy	63906.2→62332.7	-12.73	stop_loss
06-23 06:18	BTC	Buy	64615.2→63025.3	-12.62	stop_loss
06-23 05:23	BTC	Buy	64979.2→63379.1	-12.80	stop_loss
06-23 05:15	BTC	Buy	65123.3→63522	-12.80	stop_loss
06-22 22:28	BTC	Buy	65502.3→63891.8	-12.73	stop_loss
06-22 08:31	BTC	Buy	64029.2→64164.8	+0.50	timeout
06-22 07:28	BTC	Buy	64163.2→64213.8	-0.15	timeout
06-22 04:41	BTC	Buy	64489.2→63958.8	-4.59	timeout
06-22 03:37	BTC	Buy	64288.2→64171.8	-1.37	timeout
06-21 01:53	BTC	Buy	63547.2→64255.8	+5.14	timeout
06-21 00:49	BTC	Buy	63540.2→64236.8	+5.04	timeout
06-20 22:10	BTC	Buy	63038.2→63997.8	+7.11	timeout
06-20 21:00	BTC	Buy	63191.2→63893.8	+5.10	timeout
06-19 23:29	BTC	Buy	62835.1→63268.8	+3.02	timeout
06-19 21:00	BTC	Buy	63071.2→63200.8	+0.53	timeout
06-19 19:59	BTC	Buy	62953.1→62978.9	-0.30	timeout
06-19 17:58	BTC	Buy	62550.1→63195.8	+4.69	timeout
06-18 15:52	BTC	Buy	64075.2→62495.6	-12.67	stop_loss
06-18 15:40	BTC	Buy	64319.2→62736.5	-12.52	stop_loss
06-18 15:40	BTC	Buy	64370.2→62786.5	-12.72	stop_loss
06-18 15:37	BTC	Buy	64485.2→62876.4	-12.75	stop_loss
06-18 09:59	BTC	Buy	64873.2→64159.8	-6.02	timeout
06-18 05:03	BTC	Buy	65319.3→63710.9	-12.77	stop_loss
06-17 19:40	BTC	Buy	65816.3→64197.7	-12.74	stop_loss
06-17 17:10	BTC	Buy	65801.3→65910.7	+0.27	timeout
06-17 08:39	BTC	Buy	66562.3→64922.3	-12.85	stop_loss
06-17 07:36	BTC	Buy	66363.3→65516.7	-6.86	timeout
06-17 02:34	BTC	Buy	65808.3→65901.7	+0.21	timeout
06-16 15:42	BTC	Buy	66825.3→65851.7	-7.84	timeout
06-16 08:10	BTC	Buy	65703.3→66369.7	+4.63	timeout
06-16 05:46	BTC	Buy	65705.3→66106.7	+2.68	timeout
06-16 00:49	BTC	Buy	65547.3→66335.7	+5.57	timeout
06-15 13:35	BTC	Buy	64238.2→66772.7	+19.29	timeout
06-15 04:49	BTC	Buy	64355.2→65664.7	+9.70	timeout
06-15 03:00	BTC	Buy	64474.2→65436.7	+6.98	timeout
06-14 21:51	BTC	Buy	64443.2→65433.7	+7.19	timeout
06-14 12:38	BTC	Buy	63997.2→64310.8	+2.00	timeout
06-14 01:16	BTC	Buy	63670.2→64636.8	+7.17	timeout
06-13 22:17	BTC	Buy	63498.2→64359.8	+6.30	timeout
06-13 19:27	BTC	Buy	63734.2→64118.8	+2.57	timeout
06-13 11:22	BTC	Buy	63806.2→63931.8	+0.44	timeout
06-13 00:38	BTC	Buy	63672.2→63553.8	-1.46	timeout
06-12 22:01	BTC	Buy	63537.2→63518.8	-0.64	timeout
06-12 15:01	BTC	Buy	62532.1→64141.8	+12.34	timeout
06-12 10:17	BTC	Buy	62787.1→63737.8	+7.02	timeout
06-12 00:10	BTC	Buy	61596.1→63709.8	+16.62	timeout
06-11 19:30	BTC	Buy	61184.1→63872.8	+21.41	take_profit
06-11 14:49	BTC	Buy	61919.1→62860.9	+7.06	timeout
06-11 08:16	BTC	Buy	61651.1→62767.9	+8.48	timeout
06-10 22:17	BTC	Buy	62614.1→61066.4	-12.81	stop_loss
06-10 17:07	BTC	Buy	61474.1→62174.9	+5.19	timeout
06-10 15:12	BTC	Buy	61526.1→61898.9	+2.53	timeout
06-10 14:13	BTC	Buy	62006.1→62062.9	-0.02	timeout
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 14:18	BTC	Buy	63299.2→61742	-12.75	stop_loss
06-09 14:04	BTC	Buy	63658.2→62092.8	-12.74	stop_loss
06-09 13:36	BTC	Buy	63762.2→62192.8	-12.74	stop_loss
06-09 06:11	BTC	Buy	62917.1→63363.8	+3.05	timeout
06-08 22:07	BTC	Buy	61831.1→63467.8	+12.75	timeout
06-08 20:48	BTC	Buy	61793.1→63338.8	+12.01	timeout
06-08 17:20	BTC	Buy	62267.1→63450.8	+8.96	timeout
06-08 05:28	BTC	Buy	61810.1→62675.9	+6.55	timeout
06-07 21:52	BTC	Buy	60830→61645.9	+6.28	timeout
06-07 19:18	BTC	Buy	62799.1→61249.3	-12.77	stop_loss
06-07 15:21	BTC	Buy	60625→61738.9	+8.72	timeout
06-07 06:12	BTC	Buy	61107.1→61693.9	+4.40	timeout
06-07 05:10	BTC	Buy	60173→61776.9	+12.90	timeout
06-06 20:12	BTC	Buy	60752→60539	-2.13	timeout
06-06 14:27	BTC	Buy	60394→60769	+2.66	timeout
06-06 04:27	BTC	Buy	61293.1→59786.1	-12.75	stop_loss
06-06 04:12	BTC	Buy	61738.1→60219.9	-12.75	stop_loss
06-05 21:15	BTC	Buy	59386→61992.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60738→59244.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60897→59399.3	-12.75	stop_loss
06-05 13:58	BTC	Buy	62273.1→60741.6	-12.75	stop_loss
06-05 13:57	BTC	Buy	62381.1→60846.5	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

141

closed

42%

win rate

-431.28

total pnl ($)

-60.8 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	141	42%	-60.8	-431.28

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…