deribit_basis_zscore_rev_long · strategy

130

closed trades

41%

win rate

-498.27

total pnl ($)

0.547

weight

7d window — n=29 wr=45% pnl=-109.86 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 22:10:10 (24.7d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x2189873_25612

n: 119 · wr: 34.5% · total_bps: -7959.7 · mean_bps: -66.89 · sharpe: -0.44 · max_dd_bps: -8575.6

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 21:00	BTC	Buy	59676→60297	+4.81	timeout
06-27 19:53	BTC	Buy	59855→60166	+2.20	timeout
06-27 18:51	BTC	Buy	59633→60499	+6.83	timeout
06-27 15:42	BTC	Buy	60461→60771	+2.13	timeout
06-26 19:18	BTC	Buy	59203→59938	+5.63	timeout
06-26 17:05	BTC	Buy	59156→60125	+7.65	timeout
06-26 15:50	BTC	Buy	59253→60361	+8.80	timeout
06-26 14:47	BTC	Buy	59420→59630	+1.27	timeout
06-25 17:57	BTC	Buy	59376→59554	+1.09	timeout
06-25 13:58	BTC	Buy	59586→58109	-12.77	stop_loss
06-25 13:57	BTC	Buy	59753→58275.9	-12.73	stop_loss
06-25 13:53	BTC	Buy	60384→58896.6	-12.69	stop_loss
06-24 16:51	BTC	Buy	61065.1→59560.2	-12.75	stop_loss
06-24 14:20	BTC	Buy	62370.1→60835.5	-12.75	stop_loss
06-24 14:19	BTC	Buy	62526.1→60966.5	-12.92	stop_loss
06-24 14:13	BTC	Buy	62664.1→61123.4	-12.74	stop_loss
06-24 14:02	BTC	Buy	62688.1→61144.4	-12.76	stop_loss
06-24 09:37	BTC	Buy	62452.1→62633.9	+0.94	timeout
06-24 08:35	BTC	Buy	62297.1→62728.9	+2.95	timeout
06-24 07:35	BTC	Buy	62883.1→62642.9	-2.44	timeout
06-24 06:56	BTC	Buy	62907.1→62745.9	-1.78	timeout
06-23 06:54	BTC	Buy	63966.2→62924.9	-8.62	timeout
06-23 06:21	BTC	Buy	64155.2→62565.6	-12.86	stop_loss
06-23 06:21	BTC	Buy	64164.2→62565.6	-12.93	stop_loss
06-23 06:21	BTC	Buy	64179.2→62598.6	-12.79	stop_loss
06-22 09:13	BTC	Buy	63954.2→64174.8	+1.19	timeout
06-22 08:09	BTC	Buy	64087.2→64221.8	+0.52	timeout
06-22 07:05	BTC	Buy	64230.2→64073.8	-1.69	timeout
06-22 06:00	BTC	Buy	64227.2→64204.8	-0.64	timeout
06-21 08:00	BTC	Buy	63625.2→64157.8	+3.73	timeout
06-21 06:56	BTC	Buy	63713.2→64263.8	+3.87	timeout
06-21 05:54	BTC	Buy	63664.2→64202.8	+3.78	timeout
06-21 04:54	BTC	Buy	63553.2→64306.8	+5.49	timeout
06-19 19:23	BTC	Buy	62753.1→62975.9	+1.30	timeout
06-19 18:23	BTC	Buy	62879.1→63118.8	+1.45	timeout
06-19 17:22	BTC	Buy	62515.1→63043.8	+3.78	timeout
06-19 16:45	BTC	Buy	62734.1→63208.8	+3.37	timeout
06-18 15:56	BTC	Buy	63965.2→62389.7	-12.69	stop_loss
06-18 15:55	BTC	Buy	63975.2→62400.7	-12.62	stop_loss
06-18 15:53	BTC	Buy	64027.2→62452.6	-12.69	stop_loss
06-18 15:40	BTC	Buy	64231.2→62649.5	-12.47	stop_loss
06-18 10:18	BTC	Buy	64930.2→63943.8	-8.13	timeout
06-18 09:20	BTC	Buy	65015.3→64428.8	-5.06	timeout
06-18 05:05	BTC	Buy	65264.3→63659	-12.77	stop_loss
06-17 19:40	BTC	Buy	65799.3→64175.7	-12.79	stop_loss
06-17 08:35	BTC	Buy	66712.3→65067.2	-12.81	stop_loss
06-17 08:01	BTC	Buy	66373.3→65520.7	-6.88	timeout
06-17 07:00	BTC	Buy	66411.3→65587.7	-6.68	timeout
06-17 00:26	BTC	Buy	66244.3→65713.7	-4.51	timeout
06-16 08:03	BTC	Buy	65711.3→66315.7	+4.18	timeout
06-16 05:45	BTC	Buy	65700.3→66065.7	+2.39	timeout
06-16 04:01	BTC	Buy	65883.3→66139.7	+1.54	timeout
06-15 22:16	BTC	Buy	65122.3→66338.7	+8.85	timeout
06-15 05:16	BTC	Buy	64348.2→65692.7	+9.98	timeout
06-15 02:01	BTC	Buy	64558.2→65447.7	+6.40	timeout
06-14 22:50	BTC	Buy	64476.2→65448.7	+7.05	timeout
06-14 20:26	BTC	Buy	64225.2→63893.8	-3.06	timeout
06-14 04:41	BTC	Buy	63584.2→64402.8	+6.04	timeout
06-14 01:50	BTC	Buy	63788.2→64612.8	+6.04	timeout
06-13 22:23	BTC	Buy	63602.2→64417.8	+5.93	timeout
06-13 19:42	BTC	Buy	63702.2→64249.8	+3.85	timeout
06-12 21:59	BTC	Buy	63452.2→63496.8	-0.14	timeout
06-12 20:55	BTC	Buy	63373.2→63398.8	-0.27	timeout
06-12 17:34	BTC	Buy	63199.2→63811.8	+4.38	timeout
06-12 15:24	BTC	Buy	62752.1→64250.8	+11.41	timeout
06-11 19:40	BTC	Buy	61960.1→63708.8	+13.53	timeout
06-11 17:50	BTC	Buy	61914.1→63476.8	+12.08	timeout
06-11 16:00	BTC	Buy	62568.1→62755.9	+0.91	timeout
06-11 14:48	BTC	Buy	61921.1→62880.9	+7.20	timeout
06-10 19:00	BTC	Buy	61758.1→61849.9	+0.24	timeout
06-10 16:09	BTC	Buy	60909→62438.9	+12.06	timeout
06-10 15:09	BTC	Buy	61588.1→61958.9	+2.52	timeout
06-10 14:19	BTC	Buy	61785.1→61855.9	+0.10	timeout
06-09 14:46	BTC	Buy	62752.1→61208.3	-12.75	stop_loss
06-09 14:21	BTC	Buy	63159.2→61606.1	-12.75	stop_loss
06-09 14:11	BTC	Buy	63546.2→61982.9	-12.76	stop_loss
06-09 13:36	BTC	Buy	63753.2→62181.8	-12.77	stop_loss
06-08 23:15	BTC	Buy	62913.1→63538.8	+4.50	timeout
06-08 20:10	BTC	Buy	61679.1→63301.8	+12.67	timeout
06-08 17:59	BTC	Buy	62141.1→63503.8	+10.43	timeout
06-08 12:53	BTC	Buy	61779.1→63514.8	+13.57	timeout
06-07 22:14	BTC	Buy	60788→63456.8	+21.51	take_profit
06-07 18:59	BTC	Buy	60609→62007.9	+11.14	timeout
06-07 16:58	BTC	Buy	60728→62023.9	+10.20	timeout
06-07 12:32	BTC	Buy	60714→61914.9	+9.42	timeout
06-06 23:56	BTC	Buy	60914→60884	-0.77	timeout
06-06 18:52	BTC	Buy	59390→60539	+9.27	timeout
06-06 15:48	BTC	Buy	60242→60731	+3.61	timeout
06-06 04:27	BTC	Buy	61378.1→59868.1	-12.75	stop_loss
06-05 18:52	BTC	Buy	60718→59224.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60755→59260.4	-12.76	stop_loss
06-05 18:51	BTC	Buy	60987→59487.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61587.1→60067.9	-12.77	stop_loss
06-05 14:26	BTC	Buy	61907.1→60383.8	-12.75	stop_loss
06-05 13:49	BTC	Buy	62750.1→61207.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	63007.2→61456.2	-12.76	stop_loss
06-05 11:45	BTC	Buy	62301.1→61991.9	-2.96	timeout
06-05 06:23	BTC	Buy	62800.1→61246.3	-12.82	stop_loss
06-05 06:23	BTC	Buy	62792.1→61246.3	-12.70	stop_loss
06-05 06:01	BTC	Buy	63655.2→62087.8	-12.71	stop_loss

Paper vs Live

Paper (trades.jsonl)

130

closed

41%

win rate

-498.27

total pnl ($)

-76.3 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	130	41%	-76.3	-498.27

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…