deribit_basis_zscore_reversion_long

not live
21
closed trades
38%
win rate
-13.23
total pnl ($)
1.186
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-23 19:13:58 (29.8d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: awv
n: 492  ·  wr: 40.9%  ·  total_bps: -4659.0  ·  mean_bps: -9.47  ·  sharpe: -0.17  ·  max_dd_bps: -4753.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 21 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-02 10:24BTCBuy69468.5→69533.5+0.01timeout
06-02 01:09BTCBuy71284.4→71296.6-0.37timeout
05-31 10:51BTCBuy73918.3→73813.7-1.16timeout
05-31 08:09BTCBuy73964.3→73858.7-1.17timeout
05-31 01:06BTCBuy73833.3→74091.7+1.30timeout
05-30 08:59BTCBuy73508.3→73486.7-0.60timeout
05-30 03:04BTCBuy73669.3→73729.7-0.04timeout
05-29 20:03BTCBuy73412.3→73518.7+0.27timeout
05-29 16:42BTCBuy73823.3→74032.7+0.97timeout
05-28 22:39BTCBuy73760.3→73540.7-1.95timeout
05-28 21:23BTCBuy73591.3→73695.7+0.25timeout
05-28 18:59BTCBuy73513.3→73639.7+0.40timeout
05-28 14:10BTCBuy73330.3→72684.6-4.86timeout
05-28 11:46BTCBuy73517.3→73409.7-1.18timeout
05-28 09:38BTCBuy73235.3→73454.7+1.05timeout
05-27 08:51BTCBuy75871.2→75897.8-0.27timeout
05-27 06:51BTCBuy75621.2→75819.8+0.87timeout
05-27 04:06BTCBuy75922.2→75618.8-2.45timeout
05-26 15:05BTCBuy77153.1→76808.8-2.68timeout
05-26 12:54BTCBuy77208.1→77073.9-1.32timeout
05-25 13:18BTCBuy77286.9→77310.1-0.30timeout

Paper vs Live

Paper (trades.jsonl)
21
closed
38%
win rate
-13.23
total pnl ($)
-12.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2138%-12.6-13.23

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems