deribit_basis_zscore_mean_reversion_fear_gate_v2 · strategy

142

closed trades

39%

win rate

-500.66

total pnl ($)

0.250

weight

7d window — n=39 wr=33% pnl=-197.60 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-27 05:58:47 (33.0d ago) · src: canon

verdict: INSUFFICIENT_HISTORY · strict: STRICT-FAIL · batch: x2189877_34945

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
06-28 22:53	BTC	Buy	60396→58871.6	-13.08	stop_loss
06-28 15:49	BTC	Buy	60771→59888	-7.73	timeout
06-28 07:05	BTC	Buy	60314→60073	-2.43	timeout
06-28 05:56	BTC	Buy	60226→59959	-2.66	timeout
06-28 04:41	BTC	Buy	60352→60127	-2.32	timeout
06-27 16:29	BTC	Buy	60036→60692	+5.04	timeout
06-27 15:26	BTC	Buy	60329→60723	+2.83	timeout
06-27 05:28	BTC	Buy	59910→60245	+2.35	timeout
06-27 03:46	BTC	Buy	59643→60283	+4.92	timeout
06-27 02:34	BTC	Buy	58802.9→60239	+11.76	timeout
06-26 15:06	BTC	Buy	59222→59621	+2.87	timeout
06-26 14:30	BTC	Buy	59253→59944	+5.33	timeout
06-25 18:04	BTC	Buy	59436→59607	+1.02	timeout
06-25 13:58	BTC	Buy	59602→58136	-12.67	stop_loss
06-25 13:54	BTC	Buy	60003→58526.8	-12.67	stop_loss
06-25 13:53	BTC	Buy	60387→58901.6	-12.67	stop_loss
06-25 13:53	BTC	Buy	60511→59022.5	-12.68	stop_loss
06-24 17:20	BTC	Buy	60879→59368.3	-12.84	stop_loss
06-24 16:51	BTC	Buy	61072.1→59560.2	-12.80	stop_loss
06-24 14:19	BTC	Buy	62423.1→60885.5	-12.76	stop_loss
06-24 14:13	BTC	Buy	62612.1→61070.4	-12.76	stop_loss
06-24 14:13	BTC	Buy	62678.1→61136.4	-12.74	stop_loss
06-24 13:57	BTC	Buy	62740.1→61197.3	-12.74	stop_loss
06-24 13:47	BTC	Buy	62828.1→61283.3	-12.74	stop_loss
06-24 10:24	BTC	Buy	62345.1→62537.9	+1.04	timeout
06-24 09:21	BTC	Buy	62438.1→62689.9	+1.49	timeout
06-24 08:20	BTC	Buy	62441.1→62626.9	+0.95	timeout
06-24 07:31	BTC	Buy	62987.1→62656.9	-3.07	timeout
06-24 06:49	BTC	Buy	62889.1→62701.9	-1.99	timeout
06-23 08:17	BTC	Buy	64006.2→62430.6	-12.77	stop_loss
06-23 06:22	BTC	Buy	64091.2→62512.6	-12.79	stop_loss
06-23 06:22	BTC	Buy	64079.2→62503.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64164.2→62561.6	-12.96	stop_loss
06-23 05:22	BTC	Buy	65037.3→63424.1	-12.88	stop_loss
06-22 11:44	BTC	Buy	64232.2→64555.8	+1.92	timeout
06-22 10:34	BTC	Buy	64298.2→64138.8	-1.79	timeout
06-22 09:31	BTC	Buy	64050.2→64087.8	-0.24	timeout
06-22 08:28	BTC	Buy	64024.2→64172.8	+0.66	timeout
06-22 07:23	BTC	Buy	64197.2→64230.8	-0.22	timeout
06-21 05:52	BTC	Buy	63617.2→64209.8	+4.20	timeout
06-21 04:50	BTC	Buy	63560.2→64385.8	+6.06	timeout
06-21 03:48	BTC	Buy	63434.2→64371.8	+6.95	timeout
06-21 01:56	BTC	Buy	63557.2→64229.8	+4.79	timeout
06-21 00:47	BTC	Buy	63528.2→64220.8	+4.95	timeout
06-20 04:58	BTC	Buy	62408.1→63536.8	+8.60	timeout
06-20 03:50	BTC	Buy	62695.1→63446.8	+5.56	timeout
06-20 02:49	BTC	Buy	62914.1→63395.8	+3.38	timeout
06-20 01:45	BTC	Buy	62886.1→63526.8	+4.63	timeout
06-20 00:40	BTC	Buy	62988.1→63540.8	+3.93	timeout
06-18 15:55	BTC	Buy	63974.2→62400.7	-12.70	stop_loss
06-18 10:19	BTC	Buy	64898.2→63941.8	-7.90	timeout
06-18 09:22	BTC	Buy	64920.2→64423.8	-4.38	timeout
06-18 05:05	BTC	Buy	65260.3→63654	-12.78	stop_loss
06-17 19:34	BTC	Buy	65680.3→64425.8	-10.01	timeout
06-17 19:29	BTC	Buy	66034.3→64408.6	-12.76	stop_loss
06-17 16:20	BTC	Buy	65754.3→65897.7	+0.59	timeout
06-17 08:37	BTC	Buy	66703.3→65063.2	-12.78	stop_loss
06-17 08:04	BTC	Buy	66333.3→65446.7	-7.15	timeout
06-17 07:01	BTC	Buy	66379.3→65563.7	-6.62	timeout
06-16 18:23	BTC	Buy	66826.3→65913.7	-7.35	timeout
06-16 15:41	BTC	Buy	66839.3→65851.7	-7.88	timeout
06-16 08:12	BTC	Buy	65701.3→66415.7	+5.01	timeout
06-15 13:20	BTC	Buy	64027.2→66839.7	+21.53	take_profit
06-15 13:19	BTC	Buy	64003.2→66812.7	+21.52	take_profit
06-15 12:30	BTC	Buy	64448.2→66254.7	+13.58	timeout
06-15 11:06	BTC	Buy	64450.2→65918.7	+10.94	timeout
06-15 07:08	BTC	Buy	64213.2→65775.7	+11.70	timeout
06-14 13:45	BTC	Buy	64113.2→64336.8	+1.29	timeout
06-14 12:40	BTC	Buy	64001.2→64307.8	+1.95	timeout
06-14 08:08	BTC	Buy	63764.2→64410.8	+4.56	timeout
06-14 04:49	BTC	Buy	63625.2→64350.8	+5.29	timeout
06-14 01:59	BTC	Buy	63793.2→64560.8	+5.59	timeout
06-12 23:04	BTC	Buy	63380.2→63450.8	+0.06	timeout
06-12 22:01	BTC	Buy	63537.2→63518.8	-0.64	timeout
06-12 20:56	BTC	Buy	63373.2→63446.8	+0.11	timeout
06-12 17:42	BTC	Buy	63294.2→63788.8	+3.44	timeout
06-12 13:56	BTC	Buy	63075.2→63091.8	-0.39	timeout
06-11 16:10	BTC	Buy	62349.1→62731.9	+2.47	timeout
06-11 14:51	BTC	Buy	61935.1→62917.9	+7.39	timeout
06-11 11:38	BTC	Buy	60936→63078.8	+17.00	timeout
06-10 19:00	BTC	Buy	61735.1→61853.9	+0.45	timeout
06-10 16:20	BTC	Buy	60845→62300.9	+11.46	timeout
06-10 15:19	BTC	Buy	61567.1→61955.9	+2.66	timeout
06-10 14:21	BTC	Buy	61644.1→61887.9	+1.50	timeout
06-09 16:19	BTC	Buy	62393.1→60857.5	-12.77	stop_loss
06-09 14:46	BTC	Buy	62766.1→61217.3	-12.79	stop_loss
06-09 14:21	BTC	Buy	63168.2→61615.1	-12.74	stop_loss
06-09 14:19	BTC	Buy	63279.2→61717	-12.80	stop_loss
06-09 13:23	BTC	Buy	63806.2→62236.8	-12.73	stop_loss
06-09 12:25	BTC	Buy	63000.1→62695.9	-2.81	timeout
06-09 05:21	BTC	Buy	62588.1→63294.8	+5.18	timeout
06-09 04:11	BTC	Buy	62950.1→62919.9	-0.69	timeout
06-08 22:39	BTC	Buy	63263.2→63297.8	-0.21	timeout
06-08 21:30	BTC	Buy	61812.1→63653.8	+14.41	timeout
06-08 01:23	BTC	Buy	61579.1→62992.9	+10.94	timeout
06-07 22:14	BTC	Buy	60714→63379.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60463→63117.8	+21.51	take_profit
06-07 17:52	BTC	Buy	60602→62171.9	+12.53	timeout
06-07 16:07	BTC	Buy	60804→61985.9	+9.15	timeout
06-06 23:31	BTC	Buy	60780→60687	-1.15	timeout

Paper vs Live

Paper (trades.jsonl)

142

closed

39%

win rate

-500.66

total pnl ($)

-70.2 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	142	39%	-70.2	-500.66

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…