deribit_basis_zscore_mean_reversion_long

not live
147
closed trades
39%
win rate
-73.84
total pnl ($)
1.165
weight
7d window — n=29 wr=34% pnl=-11.14  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 06:09:05 (34.1d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: anx
n: 633  ·  wr: 42.7%  ·  total_bps: -4565.3  ·  mean_bps: -7.21  ·  sharpe: -0.14  ·  max_dd_bps: -4613.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-23 07:21BTCBuy62645.1→63038.8+2.69timeout
06-23 05:19BTCBuy63944.2→63563.8-3.43timeout
06-23 03:21BTCBuy64168.2→64006.8-1.71timeout
06-23 01:11BTCBuy63913.2→64234.8+2.07timeout
06-22 21:53BTCBuy64399.2→64224.8-1.80timeout
06-22 19:50BTCBuy64467.2→64358.8-1.29timeout
06-22 17:05BTCBuy64718.2→64684.8-0.71timeout
06-22 14:30BTCBuy65529.3→64898.3-5.27stop_loss
06-22 12:46BTCBuy64573.2→65055.7+3.28timeout
06-21 22:13BTCBuy63612.2→63584.8-0.66timeout
06-21 17:57BTCBuy64123.2→64145.8-0.27timeout
06-21 13:35BTCBuy63954.2→63991.8-0.15timeout
06-21 03:11BTCBuy64221.2→64264.8-0.11timeout
06-21 00:53BTCBuy64263.2→64281.8-0.31timeout
06-20 22:51BTCBuy64041.2→64269.8+1.33timeout
06-20 14:25BTCBuy63280.2→63318.8-0.15timeout
06-20 12:21BTCBuy63638.2→63719.8+0.19timeout
06-20 09:47BTCBuy63407.2→63635.8+1.35timeout
06-20 07:45BTCBuy63736.2→63711.8-0.64timeout
06-20 05:44BTCBuy63583.2→63614.8-0.20timeout
06-20 03:42BTCBuy63349.2→63468.8+0.49timeout
06-20 01:40BTCBuy63543.2→63547.8-0.41timeout
06-19 20:29BTCBuy62974.1→63043.8+0.10timeout
06-19 18:27BTCBuy62845.1→63087.8+1.48timeout
06-19 12:38BTCBuy62570.1→62452.9-1.38timeout
06-19 10:38BTCBuy62417.1→62410.9-0.50timeout
06-19 08:35BTCBuy62634.1→62638.9-0.41timeout
06-19 02:34BTCBuy62831.1→62952.9+0.52timeout
06-17 19:19BTCBuy65323.3→64696.4-5.25stop_loss
06-16 07:42BTCBuy66414.3→66308.7-1.24timeout
06-16 05:39BTCBuy65832.3→66074.7+1.39timeout
06-16 00:33BTCBuy66198.3→66307.7+0.38timeout
06-15 16:13BTCBuy66604.3→67233.6+4.27timeout
06-15 13:04BTCBuy66131.3→66533.7+2.59timeout
06-15 11:00BTCBuy65578.3→65846.7+1.60timeout
06-15 08:56BTCBuy65643.3→65669.7-0.25timeout
06-15 06:53BTCBuy65806.3→65855.7-0.08timeout
06-15 04:49BTCBuy65909.3→65665.7-2.30timeout
06-15 01:31BTCBuy65674.3→65399.7-2.54timeout
06-14 23:15BTCBuy65105.3→65542.7+2.91timeout
06-14 17:40BTCBuy64136.2→63778.8-3.24timeout
06-14 12:19BTCBuy64524.2→64468.8-0.88timeout
06-14 10:12BTCBuy64436.2→64498.8+0.03timeout
06-14 08:04BTCBuy64259.2→64374.8+0.45timeout
06-14 06:00BTCBuy64353.2→64335.8-0.59timeout
06-14 03:57BTCBuy64471.2→64508.8-0.16timeout
06-14 01:52BTCBuy64512.2→64598.8+0.22timeout
06-13 23:36BTCBuy64512.2→64432.8-1.07timeout
06-13 21:34BTCBuy64224.2→64256.8-0.20timeout
06-13 19:30BTCBuy64187.2→64158.8-0.67timeout
06-13 16:54BTCBuy64279.2→63976.8-2.80timeout
06-13 14:51BTCBuy64104.2→64177.8+0.12timeout
06-13 12:49BTCBuy63880.2→64061.8+0.97timeout
06-13 10:48BTCBuy63768.2→63850.8+0.19timeout
06-13 08:38BTCBuy63798.2→63834.8-0.17timeout
06-13 05:38BTCBuy63578.2→63516.8-0.93timeout
06-13 02:48BTCBuy63815.2→63572.8-2.35timeout
06-12 13:19BTCBuy63618.2→63478.8-1.55timeout
06-12 10:45BTCBuy63812.2→63634.8-1.84timeout
06-12 08:45BTCBuy63030.2→63339.8+2.00timeout
06-12 05:50BTCBuy63696.2→63287.8-3.66timeout
06-11 18:36BTCBuy63145.2→63443.8+1.91timeout
06-11 14:45BTCBuy63039.2→62862.9-1.85timeout
06-11 12:07BTCBuy63086.2→62982.9-1.27timeout
06-11 10:01BTCBuy62893.1→62899.9-0.40timeout
06-11 07:57BTCBuy62740.1→62696.9-0.80timeout
06-11 05:54BTCBuy62772.1→62614.9-1.71timeout
06-11 01:34BTCBuy61859.1→62108.9+1.57timeout
06-10 23:20BTCBuy61127.1→61416.9+1.92timeout
06-10 18:52BTCBuy61853.1→61698.9-1.70timeout
06-10 16:50BTCBuy62345.1→61947.9-3.64timeout
06-10 13:22BTCBuy61100.1→61508.9+2.90timeout
06-10 11:18BTCBuy61154.1→61084.9-1.01timeout
06-10 09:14BTCBuy61586.1→61053.9-4.77timeout
06-09 08:45BTCBuy63188.2→62976.9-2.12timeout
06-08 18:44BTCBuy63351.2→63495.8+0.69timeout
06-08 16:37BTCBuy63848.2→63641.8-2.07timeout
06-08 14:29BTCBuy63575.2→63738.8+0.84timeout
06-08 12:03BTCBuy63599.2→62985.3-5.28stop_loss
06-08 09:55BTCBuy63042.2→63405.8+2.43timeout
06-08 07:53BTCBuy62954.1→63244.8+1.86timeout
06-08 04:23BTCBuy63268.2→62879.9-3.52timeout
06-08 00:20BTCBuy62839.1→63160.8+2.11timeout
06-07 22:14BTCBuy61836.1→62759.9+7.02take_profit
06-07 17:10BTCBuy62052.1→62220.9+0.91timeout
06-07 13:19BTCBuy62027.1→61734.9-2.81timeout
06-07 11:16BTCBuy62409.1→62444.9-0.16timeout
06-07 09:11BTCBuy62306.1→62806.9+3.57timeout
06-07 07:10BTCBuy61659.1→62144.9+3.49timeout
06-07 05:09BTCBuy61581.1→61798.9+1.32timeout
06-07 03:06BTCBuy61489.1→61474.9-0.57timeout
06-07 01:00BTCBuy60861→60725-1.57timeout
06-06 22:57BTCBuy60731→60576-1.72timeout
06-06 18:20BTCBuy60740→60445-2.88timeout
06-06 16:10BTCBuy60665→60723+0.03timeout
06-05 23:17BTCBuy61519.1→61193.9-3.09timeout
06-05 19:48BTCBuy59484→60371+7.01take_profit
06-05 17:16BTCBuy61396.1→60806.5-5.25stop_loss
06-05 15:37BTCBuy60861→60266.8-5.33stop_loss
06-05 13:49BTCBuy61892.1→61296.3-5.26stop_loss

Paper vs Live

Paper (trades.jsonl)
147
closed
39%
win rate
-73.84
total pnl ($)
-10.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC14739%-10.0-73.84

Recent bounces (last 20 of 8)

timesymsidereason
06-23 08:42BTCBuystale_intent
06-23 02:39BTCBuystale_intent
06-23 00:27BTCBuystale_intent
06-22 21:17BTCBuystale_intent
06-22 19:06BTCBuystale_intent
06-22 14:22BTCBuystale_intent
06-22 12:01BTCBuystale_intent
06-21 21:38BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems