deribit_basis_zscore_mean_reversion_long_v95

not live
208
closed trades
36%
win rate
-434.03
total pnl ($)
1.777
weight
7d window — n=50 wr=46% pnl=+81.41  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 01:41:31 (34.7d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: x2189875_29133
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

timesymsideentry→exitpnlclose
06-30 13:02SOLBuy73.7991→71.9642-12.87stop_loss
06-30 12:59SOLBuy73.8691→72.0352-12.83stop_loss
06-30 12:47SOLBuy74.1271→72.284-12.87stop_loss
06-30 12:34SOLBuy74.2541→72.4139-12.83stop_loss
06-30 08:36SOLBuy75.2793→73.4113-12.85stop_loss
06-30 04:19SOLBuy75.5693→73.6941-12.86stop_loss
06-30 04:10SOLBuy75.7144→73.831-12.89stop_loss
06-30 01:09SOLBuy76.0314→74.1468-12.88stop_loss
06-29 17:15SOLBuy73.39→76.5965+21.38take_profit
06-29 17:15SOLBuy72.8809→76.1826+22.16take_profit
06-29 17:15SOLBuy72.7199→75.9126+21.47take_profit
06-29 17:15SOLBuy72.7319→75.9126+21.36take_profit
06-29 01:56SOLBuy70.8216→71.5523+4.56timeout
06-28 21:44SOLBuy71.0046→70.7214-2.31timeout
06-28 20:45SOLBuy71.1727→70.6674-3.86timeout
06-28 19:47SOLBuy72.0528→70.2663-12.78stop_loss
06-28 19:44SOLBuy71.1457→70.7434-3.13timeout
06-27 22:16SOLBuy71.9278→70.1294-12.95stop_loss
06-27 21:43SOLBuy72.2468→71.1053-8.32timeout
06-27 18:43SOLBuy72.5969→71.8782-5.42timeout
06-27 17:43SOLBuy72.4539→72.2032-2.22timeout
06-27 15:34SOLBuy71.5227→72.8651+8.96timeout
06-27 01:56SOLBuy73.112→71.2896-12.88stop_loss
06-26 21:03SOLBuy73.7301→71.9002-12.87stop_loss
06-26 16:00SOLBuy70.4656→73.545+21.39take_profit
06-26 15:39SOLBuy68.9293→71.9462+21.40take_profit
06-26 14:28SOLBuy68.7023→71.7052+21.39take_profit
06-26 13:19SOLBuy69.8635→68.1317-12.87stop_loss
06-26 10:39SOLBuy70.4886→68.7373-12.89stop_loss
06-26 07:02SOLBuy67.3451→70.2875+21.37take_profit
06-26 07:02SOLBuy67.2361→70.1735+21.34take_profit
06-26 06:39SOLBuy66.635→69.5466+21.37take_profit
06-26 06:22SOLBuy66.1279→69.0446+21.51take_profit
06-26 06:22SOLBuy65.9239→68.8207+21.43take_profit
06-25 23:24SOLBuy64.8267→67.6588+21.39take_profit
06-25 13:48SOLBuy67.4041→65.7073-13.05stop_loss
06-25 13:47SOLBuy67.4761→65.7872-12.98stop_loss
06-25 13:40SOLBuy68.9743→67.2643-12.86stop_loss
06-25 13:38SOLBuy69.2984→67.5791-12.87stop_loss
06-25 13:38SOLBuy69.3784→67.65-12.92stop_loss
06-25 05:09SOLBuy66.1409→69.0566+21.64take_profit
06-25 05:07SOLBuy65.9779→68.8637+21.48take_profit
06-25 05:02SOLBuy65.6789→68.5507+21.46take_profit
06-24 17:19SOLBuy67.6541→65.9771-12.84stop_loss
06-24 16:51SOLBuy68.3943→66.6946-12.88stop_loss
06-24 12:52SOLBuy68.8773→69.4636+3.77timeout
06-24 11:52SOLBuy69.0774→69.8805+5.39timeout
06-24 10:48SOLBuy68.6913→69.0826+2.49timeout
06-24 09:47SOLBuy68.7903→69.2676+3.13timeout
06-24 08:45SOLBuy68.6723→69.4496+5.33timeout
06-23 08:17SOLBuy70.2075→68.4555-12.92stop_loss
06-23 08:15SOLBuy70.3395→68.5914-12.86stop_loss
06-23 06:21SOLBuy71.6437→69.8186-13.14stop_loss
06-23 06:21SOLBuy71.6838→69.9045-12.80stop_loss
06-23 06:21SOLBuy71.7278→69.9195-13.03stop_loss
06-23 06:21SOLBuy71.7828→69.9975-12.87stop_loss
06-23 06:20SOLBuy71.9698→70.1644-12.96stop_loss
06-22 22:28SOLBuy73.7041→71.8723-12.79stop_loss
06-22 22:28SOLBuy73.8151→71.9832-12.74stop_loss
06-22 22:27SOLBuy73.8331→72.0032-12.76stop_loss
06-22 22:27SOLBuy73.8401→72.0102-12.74stop_loss
06-22 21:39SOLBuy74.0391→72.203-12.73stop_loss
06-22 09:35SOLBuy73.8901→73.7199-1.75timeout
06-22 08:33SOLBuy72.9419→73.9689+6.45timeout
06-22 07:27SOLBuy73.217→74.3288+7.08timeout
06-22 06:10SOLBuy73.141→74.0619+5.80timeout
06-22 03:47SOLBuy73.7191→73.515-1.87timeout
06-21 08:00SOLBuy71.5977→73.194+10.70timeout
06-21 06:57SOLBuy72.0688→73.263+7.82timeout
06-21 05:54SOLBuy71.7938→73.047+8.25timeout
06-20 22:33SOLBuy70.9576→74.0589+21.29take_profit
06-20 22:13SOLBuy69.9905→73.069+21.43take_profit
06-20 05:10SOLBuy68.6363→71.6383+21.38take_profit
06-20 05:07SOLBuy68.3222→71.3093+21.37take_profit
06-20 05:06SOLBuy68.1542→71.1403+21.42take_profit
06-20 03:43SOLBuy68.9093→70.0115+7.44timeout
06-20 02:42SOLBuy69.4834→69.5536-0.05timeout
06-19 07:38SOLBuy69.6775→67.9368-12.96stop_loss
06-19 07:37SOLBuy69.7655→68.0358-12.88stop_loss
06-19 07:37SOLBuy69.8195→68.0867-12.88stop_loss
06-18 15:40SOLBuy71.0147→69.249-12.88stop_loss
06-18 15:18SOLBuy71.8798→70.0984-12.78stop_loss
06-18 12:44SOLBuy72.0248→71.3703-4.92timeout
06-18 11:35SOLBuy71.9928→71.1843-6.05timeout
06-17 19:29SOLBuy73.613→71.7843-12.87stop_loss
06-17 19:29SOLBuy73.8121→71.9792-12.88stop_loss
06-17 19:29SOLBuy73.8201→71.9792-12.94stop_loss
06-17 18:05SOLBuy74.0971→72.259-12.85stop_loss
06-17 16:52SOLBuy73.122→73.7709+3.84timeout
06-17 15:48SOLBuy73.07→73.558+3.03timeout
06-17 14:48SOLBuy72.9689→72.0572-6.54timeout
06-17 11:05SOLBuy73.595→71.7673-12.77stop_loss
06-17 10:58SOLBuy73.8821→72.0461-12.78stop_loss
06-16 14:32SOLBuy74.2621→72.4149-12.91stop_loss
06-16 14:31SOLBuy74.3882→72.5368-12.90stop_loss
06-16 14:23SOLBuy74.7522→72.8966-12.88stop_loss
06-16 14:20SOLBuy74.9742→73.1125-12.88stop_loss
06-16 14:18SOLBuy75.0433→73.1644-12.98stop_loss
06-16 02:28SOLBuy74.6142→72.7647-12.83stop_loss
06-16 02:27SOLBuy74.7982→72.9196-13.00stop_loss

Paper vs Live

Paper (trades.jsonl)
208
closed
36%
win rate
-434.03
total pnl ($)
-42.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
SOL20836%-42.3-434.03

Recent bounces (last 20 of 1)

timesymsidereason
06-30 04:19SOLBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems