deribit_basis_zscore_mean_reversion_long_v67

82

closed trades

45%

win rate

-232.63

total pnl ($)

0.795

weight

7d window — n=16 wr=44% pnl=-48.98 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-27 09:44:00 (34.0d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x2189875_25868

n: 15 · wr: 66.7% · total_bps: +35.5 · mean_bps: +2.37 · sharpe: +0.02 · max_dd_bps: -1042.8

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-30 06:12	BTC	Buy	60121→59519	-5.42	timeout
06-29 17:41	BTC	Buy	59483→60444	+7.48	timeout
06-29 04:48	BTC	Buy	60156→59776	-3.62	timeout
06-28 15:48	BTC	Buy	60761→59895	-7.59	timeout
06-27 21:34	BTC	Buy	59884→60435	+4.22	timeout
06-27 15:18	BTC	Buy	59856→60744	+6.98	timeout
06-26 19:50	BTC	Buy	59231→59845	+4.62	timeout
06-26 14:25	BTC	Buy	59360→60076	+5.53	timeout
06-25 17:44	BTC	Buy	59348→59552	+1.30	timeout
06-25 13:59	BTC	Buy	59537→58069	-12.70	stop_loss
06-24 17:47	BTC	Buy	60602→59111.5	-12.73	stop_loss
06-24 16:51	BTC	Buy	61161.1→59657.2	-12.73	stop_loss
06-24 14:19	BTC	Buy	62523.1→60966.5	-12.90	stop_loss
06-24 14:02	BTC	Buy	62688.1→61145.4	-12.75	stop_loss
06-24 08:24	BTC	Buy	62203.1→62665.9	+3.22	timeout
06-24 06:45	BTC	Buy	62891.1→62715.9	-1.89	timeout
06-23 08:17	BTC	Buy	63977.2→62403.7	-12.76	stop_loss
06-23 06:20	BTC	Buy	64481.2→62886.4	-12.83	stop_loss
06-22 22:01	BTC	Buy	63664.2→64330.8	+4.79	timeout
06-22 18:55	BTC	Buy	64157.2→64366.8	+1.13	timeout
06-21 21:22	BTC	Buy	63924.2→63657.8	-2.54	timeout
06-21 17:45	BTC	Buy	63811.2→64123.8	+2.08	timeout
06-20 20:49	BTC	Buy	63136.2→63868.8	+5.37	timeout
06-20 17:26	BTC	Buy	62894.1→63869.8	+7.29	timeout
06-19 20:23	BTC	Buy	63085.2→62968.9	-1.41	timeout
06-19 17:18	BTC	Buy	62510.1→63058.8	+3.94	timeout
06-18 15:53	BTC	Buy	64043.2→62467.6	-12.61	stop_loss
06-18 15:38	BTC	Buy	64406.2→62822.4	-12.56	stop_loss
06-18 05:04	BTC	Buy	65302.3→63695.9	-12.77	stop_loss
06-17 19:50	BTC	Buy	65660.3→64038.8	-12.81	stop_loss
06-17 08:05	BTC	Buy	66342.3→65446.7	-7.15	timeout
06-17 06:58	BTC	Buy	66434.3→65588.7	-6.84	timeout
06-16 05:26	BTC	Buy	65804.3→66027.7	+1.30	timeout
06-16 03:45	BTC	Buy	65826.3→66101.7	+1.67	timeout
06-15 03:58	BTC	Buy	64512.2→65884.7	+10.15	timeout
06-15 02:47	BTC	Buy	64449.2→65473.7	+7.46	timeout
06-14 02:44	BTC	Buy	63609.2→64483.8	+6.45	timeout
06-14 01:46	BTC	Buy	63772.2→64582.8	+5.94	timeout
06-12 18:53	BTC	Buy	63531.2→63776.8	+1.48	timeout
06-12 15:00	BTC	Buy	62710.1→63966.8	+9.49	timeout
06-11 17:33	BTC	Buy	61782.1→63341.8	+12.08	timeout
06-11 14:50	BTC	Buy	61870.1→62848.9	+7.36	timeout
06-10 16:47	BTC	Buy	61301.1→62068.9	+5.74	timeout
06-10 14:43	BTC	Buy	61336.1→62019.9	+5.09	timeout
06-09 16:19	BTC	Buy	62404.1→60869.5	-12.76	stop_loss
06-09 14:17	BTC	Buy	63381.2→61820	-12.77	stop_loss
06-09 13:26	BTC	Buy	63787.2→62218.8	-12.72	stop_loss
06-09 05:53	BTC	Buy	62637.1→63358.8	+5.27	timeout
06-08 15:50	BTC	Buy	62061.1→63828.8	+13.74	timeout
06-08 05:30	BTC	Buy	61718.1→62695.9	+7.47	timeout
06-07 15:26	BTC	Buy	60624→61852.9	+9.67	timeout
06-07 04:30	BTC	Buy	59977→61531.9	+12.51	timeout
06-06 15:17	BTC	Buy	60520→60647	+0.60	timeout
06-06 04:11	BTC	Buy	61792.1→60269.8	-12.77	stop_loss
06-05 21:04	BTC	Buy	59257→61858.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60654→59162.4	-12.76	stop_loss
06-05 14:06	BTC	Buy	61976.1→60437.7	-12.86	stop_loss
06-05 13:49	BTC	Buy	62927.1→61379.2	-12.75	stop_loss
06-05 06:24	BTC	Buy	62683.1→61139.4	-12.76	stop_loss
06-05 06:00	BTC	Buy	63742.2→62174.8	-12.70	stop_loss
06-05 02:57	BTC	Buy	63224.2→62655.9	-4.90	timeout
06-04 09:23	BTC	Buy	64569.2→62981.3	-12.74	stop_loss
06-04 00:29	BTC	Buy	64983.2→63385.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65015.3→63416.1	-12.75	stop_loss
06-03 20:55	BTC	Buy	66364.3→64732.4	-12.79	stop_loss
06-03 16:24	BTC	Buy	67246.4→65591.9	-12.78	stop_loss
06-03 03:43	BTC	Buy	67524.4→65863.8	-12.75	stop_loss
06-03 03:28	BTC	Buy	67776.4→66109.6	-12.75	stop_loss
06-02 14:10	BTC	Buy	69983.5→68262.4	-12.76	stop_loss
06-02 12:31	BTC	Buy	70898.5→69149.9	-12.85	stop_loss
06-01 22:26	BTC	Buy	73879.7→71242.8	-18.45	stop_loss
06-01 05:17	BTC	Buy	74159.7→73434.3	-5.38	timeout
05-31 16:59	BTC	Buy	73896.7→73501.3	-3.18	timeout
05-31 14:58	BTC	Buy	73895.7→73594.3	-2.51	timeout
05-31 12:10	BTC	Buy	73570.7→73880.3	+1.52	timeout
05-30 20:49	BTC	Buy	73675.7→73898.3	+0.95	timeout
05-30 17:18	BTC	Buy	74185.7→73886.3	-2.58	timeout
05-29 18:32	BTC	Buy	73611.7→73791.3	+0.66	timeout
05-29 16:56	BTC	Buy	73379.7→73939.3	+3.28	timeout
05-29 15:47	BTC	Buy	73017.7→73708.3	+4.23	timeout
05-29 14:37	BTC	Buy	72923.6→72775.4	-1.59	timeout
05-29 13:27	BTC	Buy	73164.7→73047.3	-1.27	timeout

Paper (trades.jsonl)

82

closed

45%

win rate

-232.63

total pnl ($)

-56.4 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	82	45%	-56.4	-232.63

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 82 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)