deribit_basis_zscore_mean_reversion_long_v99 · strategy

110

closed trades

43%

win rate

-375.43

total pnl ($)

0.473

weight

7d window — n=25 wr=36% pnl=-123.32 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-31 23:05:36 (27.8d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485394_04561

n: 22 · wr: 31.8% · total_bps: -1033.4 · mean_bps: -46.97 · sharpe: -0.47 · max_dd_bps: -1164.5

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
06-27 20:53	BTC	Buy	59736→60251	+3.92	timeout
06-27 19:37	BTC	Buy	59875→60062	+1.16	timeout
06-27 15:40	BTC	Buy	60422→60788	+2.59	timeout
06-26 16:49	BTC	Buy	59316→60126	+6.29	timeout
06-26 15:18	BTC	Buy	59251→59852	+4.57	timeout
06-26 14:14	BTC	Buy	59320→59952	+4.83	timeout
06-25 13:59	BTC	Buy	59539→58071	-12.71	stop_loss
06-25 13:57	BTC	Buy	59830→58330.9	-12.91	stop_loss
06-25 13:53	BTC	Buy	60285→58789.6	-12.79	stop_loss
06-24 17:20	BTC	Buy	60922→59419.3	-12.77	stop_loss
06-24 16:51	BTC	Buy	61428.1→59867.1	-13.13	stop_loss
06-24 14:17	BTC	Buy	62589.1→61049.4	-12.75	stop_loss
06-24 13:57	BTC	Buy	62751.1→61199.3	-12.81	stop_loss
06-24 13:44	BTC	Buy	62919.1→61370.2	-12.76	stop_loss
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.53	timeout
06-24 07:51	BTC	Buy	62899.1→62640.9	-2.55	timeout
06-24 06:50	BTC	Buy	62922.1→62710.9	-2.18	timeout
06-23 08:17	BTC	Buy	63953.2→62369.7	-12.85	stop_loss
06-23 06:21	BTC	Buy	64144.2→62565.6	-12.76	stop_loss
06-23 06:21	BTC	Buy	64137.2→62554.6	-12.82	stop_loss
06-23 01:48	BTC	Buy	64489.2→63924.8	-4.80	timeout
06-22 21:26	BTC	Buy	63654.2→64248.8	+4.21	timeout
06-22 03:36	BTC	Buy	64290.2→64189.8	-1.31	timeout
06-22 00:45	BTC	Buy	64266.2→63863.8	-3.59	timeout
06-21 18:43	BTC	Buy	63814.2→64129.8	+2.07	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 22:25	BTC	Buy	63272.2→64152.8	+6.51	timeout
06-20 18:26	BTC	Buy	63119.2→63837.8	+5.24	timeout
06-19 20:59	BTC	Buy	63072.2→63232.8	+0.78	timeout
06-19 19:56	BTC	Buy	62939.1→63037.8	+0.30	timeout
06-19 15:55	BTC	Buy	62502.1→63200.8	+5.23	timeout
06-18 15:54	BTC	Buy	63995.2→62421.7	-12.58	stop_loss
06-18 15:51	BTC	Buy	64103.2→62519.6	-12.79	stop_loss
06-18 15:37	BTC	Buy	64590.2→63001.3	-12.73	stop_loss
06-18 09:09	BTC	Buy	64924.2→64328.8	-5.07	timeout
06-18 04:11	BTC	Buy	65379.3→63743.9	-12.97	stop_loss
06-17 22:03	BTC	Buy	65558.3→63928.8	-12.86	stop_loss
06-17 16:33	BTC	Buy	65709.3→66030.7	+2.04	timeout
06-17 08:10	BTC	Buy	66427.3→65364.7	-8.40	timeout
06-17 07:02	BTC	Buy	66377.3→65581.7	-6.47	timeout
06-16 15:42	BTC	Buy	66862.3→65847.7	-8.11	timeout
06-16 08:04	BTC	Buy	65728.3→66331.7	+4.17	timeout
06-16 07:00	BTC	Buy	65724.3→66393.7	+4.72	timeout
06-15 12:30	BTC	Buy	64447.2→66254.7	+13.59	timeout
06-15 07:35	BTC	Buy	64307.2→65752.7	+10.77	timeout
06-15 06:28	BTC	Buy	64332.2→65942.7	+12.05	timeout
06-14 09:49	BTC	Buy	63764.2→64541.8	+5.60	timeout
06-14 04:39	BTC	Buy	63589.2→64407.8	+6.03	timeout
06-14 01:48	BTC	Buy	63790.2→64603.8	+5.96	timeout
06-13 08:45	BTC	Buy	63358.2→63857.8	+3.40	timeout
06-13 02:20	BTC	Buy	63616.2→63756.8	+0.62	timeout
06-12 23:41	BTC	Buy	63659.2→63521.8	-1.57	timeout
06-12 08:18	BTC	Buy	62810.1→63412.8	+4.24	timeout
06-12 00:09	BTC	Buy	61588.1→63699.8	+16.59	timeout
06-11 19:30	BTC	Buy	61161.1→63845.8	+21.38	take_profit
06-11 07:51	BTC	Buy	61657.1→62685.9	+7.76	timeout
06-10 22:16	BTC	Buy	62622.1→61082.4	-12.74	stop_loss
06-10 15:28	BTC	Buy	61395.1→62273.9	+6.65	timeout
06-10 14:30	BTC	Buy	61575.1→61995.9	+2.94	timeout
06-09 16:39	BTC	Buy	62297.1→60761.6	-12.79	stop_loss
06-09 14:21	BTC	Buy	63153.2→61597.1	-12.77	stop_loss
06-09 13:36	BTC	Buy	63748.2→62177.8	-12.75	stop_loss
06-09 12:29	BTC	Buy	63072.2→62631.9	-3.89	timeout
06-08 22:06	BTC	Buy	61771.1→63492.8	+13.45	timeout
06-08 20:47	BTC	Buy	61775.1→63348.8	+12.24	timeout
06-08 12:27	BTC	Buy	61937.1→62971.9	+7.90	timeout
06-07 19:54	BTC	Buy	60592→61289.9	+5.36	timeout
06-07 18:51	BTC	Buy	60497→62068.9	+12.59	timeout
06-07 10:43	BTC	Buy	60430→62320.9	+15.21	timeout
06-06 19:36	BTC	Buy	59684→60517	+6.59	timeout
06-06 18:32	BTC	Buy	60191→60517	+2.31	timeout
06-06 04:32	BTC	Buy	61200.1→59694.2	-12.76	stop_loss
06-05 18:52	BTC	Buy	60866→59369.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60914→59416.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61584.1→60069.9	-12.73	stop_loss
06-05 13:49	BTC	Buy	62752.1→61207.3	-12.76	stop_loss
06-05 13:49	BTC	Buy	62963.1→61411.2	-12.78	stop_loss
06-05 06:24	BTC	Buy	62673.1→61130.4	-12.75	stop_loss
06-05 06:21	BTC	Buy	63025.2→61475.2	-12.74	stop_loss
06-05 06:01	BTC	Buy	63720.2→62152.8	-12.71	stop_loss
06-05 03:06	BTC	Buy	63936.2→62363.7	-12.72	stop_loss
06-05 03:02	BTC	Buy	63482.2→62462.9	-8.43	timeout
06-04 10:28	BTC	Buy	64064.2→62487.6	-12.73	stop_loss
06-04 09:29	BTC	Buy	64339.2→62756.5	-12.75	stop_loss
06-04 01:22	BTC	Buy	64283.2→62702.5	-12.74	stop_loss
06-04 00:29	BTC	Buy	65084.3→63484.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65133.3→63531	-12.75	stop_loss
06-03 19:54	BTC	Buy	66987.3→65332	-12.84	stop_loss
06-03 16:27	BTC	Buy	67184.4→65531.9	-12.76	stop_loss
06-03 16:26	BTC	Buy	67221.4→65567.9	-12.78	stop_loss
06-03 03:43	BTC	Buy	67402.4→65738.8	-12.80	stop_loss
06-02 23:01	BTC	Buy	67840.4→66163.6	-12.81	stop_loss
06-02 22:59	BTC	Buy	68188.4→66221.6	-14.88	stop_loss
06-02 06:47	BTC	Buy	71772.6→69995.5	-12.94	stop_loss
06-01 22:25	BTC	Buy	73498.7→71118.9	-16.76	stop_loss
06-01 22:25	BTC	Buy	73872.7→71118.9	-19.23	stop_loss
06-01 03:38	BTC	Buy	74133.7→73910.3	-2.03	timeout
05-31 19:49	BTC	Buy	74029.7→73488.3	-4.10	timeout
05-31 16:45	BTC	Buy	73930.7→73451.3	-3.75	timeout
05-31 10:15	BTC	Buy	73604.7→73813.3	+0.84	timeout

Paper vs Live

Paper (trades.jsonl)

110

closed

43%

win rate

-375.43

total pnl ($)

-68.0 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	110	43%	-68.0	-375.43

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…