deribit_basis_zscore_mean_rev_short_v3

not live
3
closed trades
100%
win rate
+87.56
total pnl ($)
1.250
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-04 00:35:36 (24.1d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: x3485391_90914
n: 10  ·  wr: 70.0%  ·  total_bps: +1538.7  ·  mean_bps: +153.87  ·  sharpe: +0.58  ·  max_dd_bps: -394.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 3 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-02 19:31BTCSell70907.5→66630.3+35.66take_profit
06-02 09:56BTCSell72842.4→69399.5+28.00timeout
06-02 02:24BTCSell73467.3→70496.5+23.90timeout

Paper vs Live

Paper (trades.jsonl)
3
closed
100%
win rate
+87.56
total pnl ($)
+484.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3100%+484.4+87.56

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems