deribit_basis_zscore_overheat_short_v8

83

closed trades

49%

win rate

+342.87

total pnl ($)

1.803

weight

7d window — n=20 wr=60% pnl=+87.09 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 20:11:24 (24.5d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: x2189877_26242

n: 115 · wr: 49.6% · total_bps: +5952.4 · mean_bps: +51.76 · sharpe: +0.23 · max_dd_bps: -3284.3

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

time	sym	side	entry→exit	pnl	close
06-27 15:38	BTC	Sell	59447→60970.5	-13.29	stop_loss
06-27 01:51	BTC	Sell	60881→59948	+7.25	timeout
06-26 23:52	BTC	Sell	60912→60036	+6.80	timeout
06-26 21:51	BTC	Sell	61024.9→59918	+8.73	timeout
06-26 15:38	BTC	Sell	60630→60322	+2.26	timeout
06-25 13:54	BTC	Sell	61695.9→58579.9	+24.77	take_profit
06-25 04:56	BTC	Sell	59778→61310.7	-13.28	stop_loss
06-24 20:49	BTC	Sell	59549→61089.6	-13.41	stop_loss
06-24 16:51	BTC	Sell	62839.9→59703	+24.41	take_profit
06-24 16:51	BTC	Sell	62851.9→59703	+24.29	take_profit
06-24 15:38	BTC	Sell	63817.8→60629	+24.41	take_profit
06-24 15:30	BTC	Sell	63974.8→60777	+24.41	take_profit
06-24 14:19	BTC	Sell	64187.8→60979	+24.48	take_profit
06-24 03:14	BTC	Sell	64020.8→62580.1	+10.92	timeout
06-23 03:35	BTC	Sell	64325.8→64002.2	+2.07	timeout
06-22 13:50	BTC	Sell	63923.8→65562	-12.97	stop_loss
06-22 13:44	BTC	Sell	63808.8→65455	-13.07	stop_loss
06-22 13:44	BTC	Sell	63801.8→65439	-13.18	stop_loss
06-22 02:05	BTC	Sell	63456.8→64556.2	-8.95	timeout
06-21 19:15	BTC	Sell	63032.8→64172.2	-9.56	timeout
06-20 20:25	BTC	Sell	63097.8→63919.2	-7.03	timeout
06-20 15:18	BTC	Sell	62600.9→64210.3	-13.22	stop_loss
06-20 14:46	BTC	Sell	62448.9→64056.2	-13.24	stop_loss
06-19 18:15	BTC	Sell	65385.7→63133.2	+16.80	timeout
06-19 14:10	BTC	Sell	65226.7→63118.2	+15.52	timeout
06-19 10:04	BTC	Sell	64817.8→62401.1	+18.00	timeout
06-19 08:04	BTC	Sell	65447.7→62608.1	+20.95	timeout
06-18 15:55	BTC	Sell	65722.7→62436.1	+24.17	take_profit
06-17 16:28	BTC	Sell	64785.8→66447.5	-13.28	stop_loss
06-17 15:41	BTC	Sell	66832.7→65481.3	+9.49	timeout
06-17 12:56	BTC	Sell	66532.7→65003.3	+11.15	timeout
06-17 10:58	BTC	Sell	65882.7→64769.2	+8.18	timeout
06-17 08:17	BTC	Sell	65684.7→65272.3	+2.66	timeout
06-17 06:16	BTC	Sell	65851.7→65840.3	-0.31	timeout
06-15 03:44	BTC	Sell	64290.8→65938.2	-13.21	stop_loss
06-14 21:50	BTC	Sell	63885.8→65525	-13.22	stop_loss
06-14 21:40	BTC	Sell	63826.8→65465	-13.22	stop_loss
06-14 21:40	BTC	Sell	63770.8→65410	-13.23	stop_loss
06-14 21:40	BTC	Sell	63738.8→65374.9	-13.23	stop_loss
06-13 13:59	BTC	Sell	63034.8→64087.2	-8.70	timeout
06-13 11:05	BTC	Sell	63157.8→63834.2	-5.61	timeout
06-13 08:51	BTC	Sell	62946.9→63821.2	-7.24	timeout
06-13 06:48	BTC	Sell	62811.9→63672.2	-7.28	timeout
06-12 15:00	BTC	Sell	62501.9→64104.2	-13.12	stop_loss
06-11 13:28	BTC	Sell	62287.9→62810.1	-4.42	timeout
06-11 10:51	BTC	Sell	61552.9→63134.7	-13.13	stop_loss
06-10 22:46	BTC	Sell	63255.8→61422.1	+14.03	timeout
06-10 20:40	BTC	Sell	63326.8→61823.1	+11.52	timeout
06-10 15:54	BTC	Sell	61287.9→62861.6	-13.28	stop_loss
06-10 09:21	BTC	Sell	63944.8→60753	+24.31	take_profit
06-09 23:34	BTC	Sell	63215.8→62023.1	+8.73	timeout
06-09 08:56	BTC	Sell	62828.9→62854.1	-0.67	timeout
06-07 22:15	BTC	Sell	62437.9→64067.2	-13.50	stop_loss
06-07 22:15	BTC	Sell	62240.9→63836.1	-13.27	stop_loss
06-07 22:14	BTC	Sell	61790.9→63377.8	-13.29	stop_loss
06-07 22:14	BTC	Sell	61508.9→63142.7	-13.76	stop_loss
06-07 21:06	BTC	Sell	61745.9→61768.1	-0.68	timeout
06-07 16:56	BTC	Sell	61419.9→61983.1	-4.95	timeout
06-07 08:48	BTC	Sell	61297.9→62872.6	-13.32	stop_loss
06-07 08:03	BTC	Sell	60913→62475.3	-13.35	stop_loss
06-05 20:09	BTC	Sell	59478→61002.5	-13.27	stop_loss
06-05 18:51	BTC	Sell	62697.9→59568	+24.55	take_profit
06-05 15:38	BTC	Sell	63421.8→60254	+24.46	take_profit
06-05 14:06	BTC	Sell	63667.8→60487	+24.53	take_profit
06-05 14:04	BTC	Sell	63799.8→60615	+24.51	take_profit
06-05 13:57	BTC	Sell	63998.8→60804	+24.52	take_profit
06-04 13:38	BTC	Sell	62514.9→64118.2	-13.28	stop_loss
06-04 00:29	BTC	Sell	66715.7→63386.2	+24.48	take_profit
06-04 00:27	BTC	Sell	66955.7→63614.2	+24.48	take_profit
06-04 00:26	BTC	Sell	67181.6→63828.2	+24.48	take_profit
06-03 23:48	BTC	Sell	67580.6→64207.2	+24.50	take_profit
06-03 23:03	BTC	Sell	67891.6→64503.2	+24.71	take_profit
06-02 19:31	BTC	Sell	70300.5→66590.3	+25.94	take_profit
06-02 07:01	BTC	Sell	73552.3→69881.5	+24.76	take_profit
06-02 06:47	BTC	Sell	73670.3→69993.5	+24.74	take_profit
06-02 02:06	BTC	Sell	74027.3→70323.5	+24.84	take_profit
06-02 02:05	BTC	Sell	74179.3→70468.5	+24.85	take_profit
06-01 18:55	BTC	Sell	73989.3→71493.6	+16.72	timeout
05-31 07:47	BTC	Sell	73367.3→73862.7	-3.53	timeout
05-30 23:33	BTC	Sell	73678.3→73780.7	-0.92	timeout
05-30 18:56	BTC	Sell	73674.3→73995.7	-2.41	timeout
05-30 15:46	BTC	Sell	72993.4→73881.7	-6.26	timeout
05-30 13:27	BTC	Sell	73157.3→73756.7	-4.37	timeout

Paper (trades.jsonl)

83

closed

49%

win rate

+342.87

total pnl ($)

+81.9 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	83	49%	+81.9	+342.87

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 83 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)