deribit_basis_zscore_rev · strategy

665

closed trades

36%

win rate

-426.02

total pnl ($)

0.250

weight

7d window — n=227 wr=33% pnl=-194.87 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-22 09:15:04 (37.4d ago) · src: canon

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

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

time	sym	side	entry→exit	pnl	close
06-28 17:07	BTCUSDT	Sell	59856.6→59803.4	-0.01	timeout
06-28 16:21	BTCUSDT	Sell	59985→59856.7	+0.62	timeout
06-28 15:35	BTCUSDT	Sell	60116.3→60050.6	+0.10	timeout
06-28 15:00	BTCUSDT	Sell	60044.7→60030.3	-0.33	timeout
06-28 14:26	BTCUSDT	Sell	60060.5→60108.7	-0.85	timeout
06-28 13:53	BTCUSDT	Sell	60234.8→60074.3	+0.88	timeout
06-28 12:59	BTCUSDT	Sell	60285→60292.4	-0.51	timeout
06-28 12:28	BTCUSDT	Sell	60291→60252.2	-0.13	timeout
06-28 11:37	BTCUSDT	Sell	60031.3→60242.3	-2.21	timeout
06-28 10:57	BTCUSDT	Sell	60213.2→60155.8	+0.03	timeout
06-28 10:18	BTCUSDT	Sell	60324.3→60253	+0.14	timeout
06-28 09:40	BTCUSDT	Sell	60395→60339.7	+0.01	timeout
06-28 09:03	BTCUSDT	Sell	60173.8→60326.4	-1.72	timeout
06-28 08:27	BTCUSDT	Sell	60057.1→60207.2	-1.70	timeout
06-28 07:51	BTCUSDT	Sell	59977.5→60200.6	-2.31	timeout
06-28 07:16	BTCUSDT	Sell	59790.3→60124.2	-3.24	timeout
06-28 06:41	BTCUSDT	Sell	59873.8→59976.4	-1.31	timeout
06-28 06:08	BTCUSDT	Sell	59969.2→59935	-0.17	timeout
06-27 23:09	BTCUSDT	Buy	60109.2→60235	+0.60	timeout
06-27 22:16	BTCUSDT	Buy	60436.9→59828.5	-5.48	stop_loss
06-27 22:00	BTCUSDT	Buy	60292.6→60085.9	-2.16	timeout
06-27 21:25	BTCUSDT	Buy	60235→60357.6	+0.57	timeout
06-27 20:52	BTCUSDT	Buy	60168.3→60250.1	+0.23	timeout
06-27 20:18	BTCUSDT	Buy	60557→60231.9	-3.13	timeout
06-27 19:43	BTCUSDT	Buy	60551.4→60147.9	-3.78	timeout
06-27 16:35	BTCUSDT	Sell	60748.5→60668.9	+0.20	timeout
06-27 15:44	BTCUSDT	Sell	60604.8→60769.6	-1.81	timeout
06-27 15:07	BTCUSDT	Sell	60502.5→60667.8	-1.82	timeout
06-27 14:25	BTCUSDT	Sell	60434.5→60621.3	-1.99	timeout
06-27 13:49	BTCUSDT	Sell	60293.4→60538.1	-2.48	timeout
06-27 13:19	BTCUSDT	Sell	60251.7→60419.8	-1.84	timeout
06-27 12:43	BTCUSDT	Sell	60192.9→60322	-1.52	timeout
06-27 12:12	BTCUSDT	Sell	60355→60260.8	+0.33	timeout
06-27 11:40	BTCUSDT	Sell	60407.1→60209.1	+1.19	timeout
06-27 11:10	BTCUSDT	Sell	60390.6→60381	-0.37	timeout
06-27 10:40	BTCUSDT	Sell	60360→60435.6	-1.07	timeout
06-27 09:42	BTCUSDT	Sell	60363→60400.8	-0.76	timeout
06-27 09:07	BTCUSDT	Sell	60482.3→60476.3	-0.40	timeout
06-27 08:27	BTCUSDT	Sell	60380.8→60450.1	-1.02	timeout
06-27 07:53	BTCUSDT	Sell	60322.9→60479.4	-1.74	timeout
06-27 06:52	BTCUSDT	Sell	60227.2→60361	-1.56	timeout
06-27 06:07	BTCUSDT	Sell	60181.3→60171.7	-0.37	timeout
06-27 05:28	BTCUSDT	Sell	60374.8→60261.4	+0.49	timeout
06-27 03:50	BTCUSDT	Sell	60260.9→60293.3	-0.72	timeout
06-27 01:41	BTCUSDT	Sell	59942.3→59956.1	-0.57	timeout
06-27 00:50	BTCUSDT	Sell	60035.1→60039.8	-0.49	timeout
06-27 00:16	BTCUSDT	Sell	60009.8→60088.7	-1.11	timeout
06-26 23:42	BTCUSDT	Sell	59903.6→60040.8	-1.59	timeout
06-26 23:09	BTCUSDT	Sell	59827.1→60046.9	-2.28	timeout
06-26 22:25	BTCUSDT	Sell	59733.7→59910.1	-1.92	timeout
06-26 21:53	BTCUSDT	Sell	59732.2→59939.8	-2.18	timeout
06-26 21:21	BTCUSDT	Sell	59704.8→59748.3	-0.81	timeout
06-26 20:49	BTCUSDT	Sell	59811.5→59689.2	+0.58	timeout
06-26 20:13	BTCUSDT	Sell	59974.2→59722.8	+1.65	timeout
06-26 19:42	BTCUSDT	Sell	59734→59910.3	-1.92	timeout
06-26 19:09	BTCUSDT	Sell	60072→59891.2	+1.06	timeout
06-26 18:36	BTCUSDT	Sell	59945.4→59805.1	+0.72	timeout
06-26 18:03	BTCUSDT	Sell	60085.1→60007.7	+0.20	timeout
06-26 17:28	BTCUSDT	Sell	60026.5→60215.4	-2.02	timeout
06-26 16:57	BTCUSDT	Sell	60261.4→60030.9	+1.47	timeout
06-26 16:26	BTCUSDT	Sell	60287.5→59993.8	+1.99	timeout
06-26 15:26	BTCUSDT	Sell	59722→60334.2	-5.57	stop_loss
06-26 15:18	BTCUSDT	Sell	59863.2→59910.6	-0.84	timeout
06-26 13:57	BTCUSDT	Sell	59429.1→60024.8	-5.46	stop_loss
06-26 13:19	BTCUSDT	Sell	59568.6→58687.3	+6.95	take_profit
06-26 12:33	BTCUSDT	Sell	59310.5→59904.2	-5.45	stop_loss
06-26 12:10	BTCUSDT	Sell	59405.9→59376.3	-0.20	timeout
06-26 11:07	BTCUSDT	Sell	59739.5→59519.9	+1.39	timeout
06-26 10:22	BTCUSDT	Sell	60070.1→59742.4	+2.28	timeout
06-26 09:48	BTCUSDT	Sell	60149.3→59866.3	+1.90	timeout
06-26 09:13	BTCUSDT	Sell	60206.9→60115.6	+0.31	timeout
06-26 08:40	BTCUSDT	Sell	60685.1→60217.1	+3.40	timeout
06-26 08:23	BTCUSDT	Buy	60502.8→60271.5	-2.36	timeout
06-26 07:49	BTCUSDT	Buy	60325.8→60479.5	+0.83	timeout
06-26 07:15	BTCUSDT	Buy	59719.2→60524.8	+6.30	timeout
06-26 06:42	BTCUSDT	Buy	59897.8→60159.9	+1.74	timeout
06-26 06:09	BTCUSDT	Buy	59884.4→59731.1	-1.73	timeout
06-26 05:36	BTCUSDT	Buy	59927.3→59944.5	-0.31	timeout
06-26 04:59	BTCUSDT	Buy	59910.5→59858.2	-0.89	timeout
06-26 03:45	BTCUSDT	Buy	58807.1→59659.9	+6.80	take_profit
06-26 03:39	BTCUSDT	Buy	58587.4→59454.7	+6.95	take_profit
06-26 03:18	BTCUSDT	Buy	58808.3→58783.5	-0.66	timeout
06-26 02:13	BTCUSDT	Buy	59265.7→58670.2	-5.47	stop_loss
06-26 00:27	BTCUSDT	Sell	60087.5→59726.5	+2.55	timeout
06-25 23:43	BTCUSDT	Sell	59738.3→59986.5	-2.53	timeout
06-25 22:58	BTCUSDT	Sell	60143.5→59840.8	+2.07	timeout
06-25 21:02	BTCUSDT	Sell	59588.6→59453.6	+0.68	timeout
06-25 20:08	BTCUSDT	Buy	59300.5→59587	+1.97	timeout
06-25 19:19	BTCUSDT	Buy	59704.9→59185.2	-4.80	timeout
06-25 18:13	BTCUSDT	Buy	59361.7→59375.4	-0.33	timeout
06-25 17:47	BTCUSDT	Sell	59197.6→59459.3	-2.66	timeout
06-25 16:22	BTCUSDT	Buy	59223.8→59741.5	+3.92	timeout
06-25 15:03	BTCUSDT	Buy	59709.5→59110.7	-5.46	stop_loss
06-25 14:07	BTCUSDT	Buy	58326.7→59174	+6.81	take_profit
06-25 13:23	BTCUSDT	Buy	61166.2→61213.7	-0.06	timeout
06-25 10:55	BTCUSDT	Buy	61688→61260.7	-3.91	timeout
06-25 10:10	BTCUSDT	Buy	61734.4→61626.1	-1.33	timeout
06-25 09:35	BTCUSDT	Buy	61699.6→61668.5	-0.70	timeout
06-25 09:00	BTCUSDT	Buy	61910.1→61683.8	-2.28	timeout
06-25 05:24	BTCUSDT	Buy	60830.8→61728.7	+6.93	take_profit

Paper vs Live

Paper (trades.jsonl)

665

closed

36%

win rate

-426.02

total pnl ($)

-12.8 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 ($)
BTCUSDT	665	36%	-12.8	-426.02

Recent bounces (last 20 of 2)

time	sym	side	reason
06-28 16:08	BTCUSDT	Sell	circuit_breaker
06-28 15:22	BTCUSDT	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…