deribit_basis_zscore_meanrev_short

54

closed trades

43%

win rate

-15.04

total pnl ($)

1.160

weight

7d window — n=0 wr=0% pnl=+0.00 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-04 10:53:04 (26.1d ago) · src: canon

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

n: 1188 · wr: 38.5% · total_bps: -7431.7 · mean_bps: -6.26 · sharpe: -0.13 · max_dd_bps: -7836.5

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

time	sym	side	entry→exit	pnl	close
06-01 02:43	BTC	Sell	73475.3→73808.7	-2.71	timeout
05-31 23:41	BTC	Sell	73902.3→73545.7	+1.96	timeout
05-31 22:12	BTC	Sell	73698.3→73815.7	-1.25	timeout
05-31 18:50	BTC	Sell	73670.3→73588.7	+0.11	timeout
05-31 16:54	BTC	Sell	73628.3→73514.7	+0.32	timeout
05-31 15:23	BTC	Sell	73594.3→73700.7	-1.17	timeout
05-31 07:17	BTC	Sell	73971.3→73926.7	-0.15	timeout
05-31 05:39	BTC	Sell	74181.3→74099.7	+0.10	timeout
05-30 19:56	BTC	Sell	73989.3→74002.7	-0.54	timeout
05-30 17:53	BTC	Sell	73889.3→73984.7	-1.09	timeout
05-30 15:56	BTC	Sell	73889.3→73928.7	-0.71	timeout
05-29 10:52	BTC	Sell	73704.3→73609.7	+0.19	timeout
05-29 09:40	BTC	Sell	73767.3→73815.7	-0.78	timeout
05-29 08:50	BTC	Sell	73365.3→73708.7	-2.79	timeout
05-28 16:25	BTC	Sell	72863.4→73216.7	-2.87	timeout
05-28 15:06	BTC	Sell	72633.4→73109.7	-3.72	timeout
05-28 05:07	BTC	Sell	73075.3→73031.7	-0.15	timeout
05-28 01:51	BTC	Sell	74412.3→74328.7	+0.11	timeout
05-28 00:23	BTC	Sell	74316.3→74509.7	-1.75	timeout
05-27 23:23	BTC	Sell	74517.3→74304.7	+0.98	timeout
05-27 22:22	BTC	Sell	75119.2→74536.7	+3.43	timeout
05-27 21:22	BTC	Sell	75292.2→75126.8	+0.65	timeout
05-27 20:22	BTC	Sell	74946.3→75294.8	-2.77	timeout
05-27 19:21	BTC	Sell	74753.3→74976.7	-1.94	timeout
05-27 18:21	BTC	Sell	74961.3→74762.7	+0.88	timeout
05-27 17:19	BTC	Sell	75084.2→74947.7	+0.46	timeout
05-27 16:18	BTC	Sell	75156.2→75125.8	-0.24	timeout
05-27 15:17	BTC	Sell	75062.2→75170.8	-1.17	timeout
05-27 14:16	BTC	Sell	75334.2→75020.8	+1.63	timeout
05-27 13:17	BTC	Sell	75571.2→75340.8	+1.07	timeout
05-27 11:01	BTC	Sell	75854.2→75921.8	-0.90	timeout
05-27 00:10	BTC	Sell	75867.2→75968.8	-1.12	timeout
05-26 22:30	BTC	Sell	76014.2→75737.8	+1.37	timeout
05-26 21:29	BTC	Sell	76115.2→76013.8	+0.22	timeout
05-26 20:29	BTC	Sell	75883.2→76123.8	-2.03	timeout
05-26 19:27	BTC	Sell	76146.2→75891.8	+1.22	timeout
05-26 18:26	BTC	Sell	76049.2→76195.8	-1.41	timeout
05-26 17:27	BTC	Sell	76497.2→76056.8	+2.43	timeout
05-26 07:56	BTC	Sell	76869.2→76694.8	+0.68	timeout
05-26 06:55	BTC	Sell	76828.2→76886.8	-0.83	timeout
05-26 05:55	BTC	Sell	76729.2→76835.8	-1.15	timeout
05-26 04:54	BTC	Sell	76623.2→76728.8	-1.14	timeout
05-26 03:54	BTC	Sell	76605.2→76621.8	-0.56	timeout
05-26 02:54	BTC	Sell	76739.2→76612.8	+0.37	timeout
05-26 01:54	BTC	Sell	76659.2→76746.8	-1.02	timeout
05-26 00:53	BTC	Sell	77287.1→76549.8	+4.32	timeout
05-25 23:48	BTC	Sell	77168.1→77291.9	-1.25	timeout
05-25 22:48	BTC	Sell	77269.1→77149.9	+0.33	timeout
05-25 21:38	BTC	Sell	77260.1→77280.9	-0.58	timeout
05-25 20:38	BTC	Sell	77341.1→77273.9	-0.01	timeout
05-25 19:38	BTC	Sell	77567.1→77361.9	+0.88	timeout
05-25 18:33	BTC	Sell	77562.1→77576.9	-0.54	timeout
05-25 17:33	BTC	Sell	77552.1→77561.9	-0.51	timeout
05-25 16:27	BTC	Sell	77617.1→77533.9	+0.09	timeout

Paper (trades.jsonl)

54

closed

43%

win rate

-15.04

total pnl ($)

-5.6 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	54	43%	-5.6	-15.04

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 54 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)