deribit_basis_zscore_mean_reversion_long_v42

not live
42
closed trades
48%
win rate
-108.63
total pnl ($)
1.017
weight
7d window — n=8 wr=38% pnl=-35.85  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 08:54:26 (31.7d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: x2189875_22372
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 42 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 16:41BTCBuy60183→60747+4.23timeout
06-26 14:44BTCBuy59407→59574+0.90timeout
06-25 13:53BTCBuy60446→58957.6-12.68stop_loss
06-24 14:02BTCBuy62698.1→61156.3-12.74stop_loss
06-24 08:32BTCBuy62194.1→62657.9+3.19timeout
06-23 08:24BTCBuy63824.2→62250.7-12.77stop_loss
06-23 02:43BTCBuy64477.2→64188.8-2.69timeout
06-22 00:42BTCBuy64280.2→63917.8-3.29timeout
06-20 21:51BTCBuy63099.2→64063.8+7.21timeout
06-19 19:57BTCBuy62931.1→62999.8+0.06timeout
06-18 15:37BTCBuy64496.2→62909.4-12.73stop_loss
06-17 19:50BTCBuy65634.3→64016.8-12.79stop_loss
06-17 03:23BTCBuy65717.3→65720.7-0.45timeout
06-15 23:02BTCBuy65345.3→66190.7+5.97timeout
06-14 21:51BTCBuy64449.2→65477.7+7.49timeout
06-13 19:43BTCBuy63685.2→64240.8+3.91timeout
06-12 17:41BTCBuy63321.2→63812.8+3.42timeout
06-11 16:00BTCBuy62568.1→62756.9+0.92timeout
06-10 15:25BTCBuy61421.1→62300.9+6.66timeout
06-09 14:29BTCBuy63038.2→61488.2-12.75stop_loss
06-08 21:29BTCBuy61744.1→63694.8+15.31timeout
06-07 21:08BTCBuy60719→61736.9+7.95timeout
06-06 18:58BTCBuy59484→60639+9.31timeout
06-05 18:52BTCBuy60900→59402.3-12.76stop_loss
06-05 14:06BTCBuy61936.1→60412.8-12.75stop_loss
06-05 06:00BTCBuy63742.2→62174.8-12.70stop_loss
06-04 09:27BTCBuy64411.2→62826.4-12.75stop_loss
06-04 00:26BTCBuy65347.3→63739.9-12.75stop_loss
06-03 19:45BTCBuy66923.3→65745.7-9.31timeout
06-02 14:27BTCBuy69392.5→67685.8-12.76stop_loss
06-01 22:26BTCBuy73411.7→71242.8-15.35stop_loss
05-31 18:43BTCBuy74018.7→73601.3-3.31timeout
05-31 14:58BTCBuy73894.7→73583.3-2.57timeout
05-31 10:16BTCBuy73617.7→73812.3+0.74timeout
05-31 04:50BTCBuy73343.7→74168.3+5.11timeout
05-30 17:19BTCBuy74217.7→73871.3-2.90timeout
05-30 12:04BTCBuy73408.7→73563.3+0.55timeout
05-30 07:47BTCBuy73373.7→73456.3+0.07timeout
05-29 18:55BTCBuy73652.7→73272.3-3.07timeout
05-29 15:48BTCBuy73038.7→73746.3+4.34timeout
05-29 13:30BTCBuy73052.7→72964.4-1.07timeout
05-29 10:56BTCBuy73417.7→73631.3+0.96timeout

Paper vs Live

Paper (trades.jsonl)
42
closed
48%
win rate
-108.63
total pnl ($)
-51.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4248%-51.2-108.63

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems