deribit_basis_zscore_reversal_long_v6

not live
26
closed trades
31%
win rate
-101.39
total pnl ($)
0.919
weight
7d window — n=6 wr=17% pnl=-51.58  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 06:30:14 (30.4d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: x2189872_36478
n: 1  ·  wr: 0.0%  ·  total_bps: -260.4  ·  mean_bps: -260.38  ·  sharpe: +0.00  ·  max_dd_bps: -260.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 26 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-24 14:17BTCBuy62639.1→61017.4-13.38stop_loss
06-24 13:46BTCBuy62918.1→61307.3-13.24stop_loss
06-23 08:15BTCBuy64132.2→62488.6-13.31stop_loss
06-23 06:57BTCBuy63730.2→62913.9-6.93timeout
06-23 06:21BTCBuy64265.2→62619.5-13.32stop_loss
06-22 06:52BTCBuy62773.1→63916.8+8.61timeout
06-18 15:40BTCBuy64396.2→62748.5-13.13stop_loss
06-17 22:26BTCBuy65143.3→64275.8-7.07timeout
06-17 22:03BTCBuy65525.3→63843.9-13.27stop_loss
06-17 11:02BTCBuy66412.3→64712.4-13.35stop_loss
06-15 15:47BTCBuy64299.2→67196.6+22.09take_profit
06-15 12:50BTCBuy63701.2→66562.7+22.07take_profit
06-14 17:36BTCBuy63130.2→63912.8+5.52timeout
06-13 16:50BTCBuy61969.1→63896.8+15.09timeout
06-11 17:49BTCBuy60791→63528.8+21.86take_profit
06-10 16:32BTCBuy62251.1→62221.9-0.95timeout
06-09 14:10BTCBuy63669.2→62036.9-13.27stop_loss
06-07 22:14BTCBuy60548→63266.8+22.02take_profit
06-05 18:51BTCBuy61065.1→59502.3-13.25stop_loss
06-05 06:03BTCBuy63629.2→62000.9-13.21stop_loss
06-04 00:25BTCBuy65520.3→63843.9-13.24stop_loss
06-03 03:50BTCBuy67240.4→65519.9-13.25stop_loss
06-02 12:38BTCBuy70855.5→69042-13.31stop_loss
06-01 22:25BTCBuy73602.7→71199.8-16.96stop_loss
06-01 22:25BTCBuy73896.7→71199.8-19.03stop_loss
05-31 13:27BTCBuy73164.7→73926.3+4.83timeout

Paper vs Live

Paper (trades.jsonl)
26
closed
31%
win rate
-101.39
total pnl ($)
-77.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2631%-77.0-101.39

Recent bounces (last 20 of 1)

timesymsidereason
06-24 08:19BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems