deribit_basis_zscore_reversion_long_v35

78

closed trades

27%

win rate

-413.73

total pnl ($)

0.501

weight

7d window — n=17 wr=29% pnl=-117.83 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-27 10:12:53 (32.3d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x2189872_26907

n: 8 · wr: 50.0% · total_bps: +380.2 · mean_bps: +47.52 · sharpe: +0.16 · max_dd_bps: -1032.3

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

time	sym	side	entry→exit	pnl	close
06-28 16:02	BTC	Buy	59480→59891	+3.08	timeout
06-28 14:26	BTC	Buy	59368→60086	+5.50	timeout
06-25 13:58	BTC	Buy	59638→58109	-13.18	stop_loss
06-25 13:57	BTC	Buy	59743→58214	-13.17	stop_loss
06-25 13:53	BTC	Buy	60398→58773.7	-13.81	stop_loss
06-25 13:48	BTC	Buy	61017.1→59452.3	-13.21	stop_loss
06-24 15:30	BTC	Buy	62336.1→60740.6	-13.15	stop_loss
06-24 15:30	BTC	Buy	62355.1→60758.6	-13.16	stop_loss
06-24 15:28	BTC	Buy	62380.1→60778.6	-13.18	stop_loss
06-24 13:57	BTC	Buy	62834.1→61224.3	-13.24	stop_loss
06-23 08:27	BTC	Buy	63662.2→62031.9	-13.17	stop_loss
06-23 08:17	BTC	Buy	64092.2→62451.6	-13.30	stop_loss
06-23 08:15	BTC	Buy	64123.2→62479.6	-13.31	stop_loss
06-23 06:20	BTC	Buy	64529.2→62876.4	-13.30	stop_loss
06-22 05:02	BTC	Buy	62567.1→64055.8	+11.39	timeout
06-22 02:41	BTC	Buy	62895.1→64502.8	+12.08	timeout
06-22 00:32	BTC	Buy	63013.2→63772.8	+5.45	timeout
06-21 20:22	BTC	Buy	63130.2→64062.8	+6.94	timeout
06-18 15:53	BTC	Buy	64083.2→62440.6	-13.14	stop_loss
06-18 15:40	BTC	Buy	64391.2→62733.5	-13.04	stop_loss
06-18 15:18	BTC	Buy	64846.2→63182.2	-12.83	stop_loss
06-18 15:17	BTC	Buy	64867.2→63206.2	-12.77	stop_loss
06-18 05:05	BTC	Buy	65315.3→63643	-13.27	stop_loss
06-17 19:40	BTC	Buy	65861.3→64175.7	-13.26	stop_loss
06-17 08:52	BTC	Buy	66494.3→64789.3	-13.31	stop_loss
06-17 08:49	BTC	Buy	66510.3→64802.3	-13.34	stop_loss
06-17 08:39	BTC	Buy	66669.3→64945.3	-13.43	stop_loss
06-15 15:46	BTC	Buy	63774.2→66958.7	+24.53	take_profit
06-15 15:46	BTC	Buy	63784.2→66967.7	+24.52	take_profit
06-15 15:46	BTC	Buy	63762.2→66944.7	+24.52	take_profit
06-15 13:16	BTC	Buy	63584.2→66758.7	+24.56	take_profit
06-12 19:04	BTC	Buy	61825.1→63722.8	+14.85	timeout
06-12 17:00	BTC	Buy	61411.1→63937.8	+19.99	timeout
06-12 15:13	BTC	Buy	61245.1→64309.8	+24.43	take_profit
06-12 15:00	BTC	Buy	61448.1→64028.8	+20.31	timeout
06-10 21:52	BTC	Buy	61644.1→61188.9	-4.20	timeout
06-09 14:36	BTC	Buy	62965.1→61353.2	-13.27	stop_loss
06-09 14:29	BTC	Buy	63168.2→61550.1	-13.26	stop_loss
06-09 14:20	BTC	Buy	63304.2→61684.1	-13.26	stop_loss
06-09 00:49	BTC	Buy	64011.2→62371.7	-13.27	stop_loss
06-07 22:15	BTC	Buy	60962→64005.8	+24.53	take_profit
06-07 22:14	BTC	Buy	60665→63692.8	+24.52	take_profit
06-07 22:14	BTC	Buy	60715→63744.8	+24.52	take_profit
06-07 19:46	BTC	Buy	62724.1→61118.4	-13.23	stop_loss
06-07 08:23	BTC	Buy	59484→62452.9	+24.62	take_profit
06-06 04:31	BTC	Buy	61294.1→59725.1	-13.25	stop_loss
06-06 04:20	BTC	Buy	61515.1→59941	-13.25	stop_loss
06-06 04:12	BTC	Buy	61787.1→60201.9	-13.28	stop_loss
06-05 18:52	BTC	Buy	60919→59359.3	-13.26	stop_loss
06-05 18:43	BTC	Buy	61426.1→59854.1	-13.25	stop_loss
06-05 14:26	BTC	Buy	61936.1→60349.8	-13.25	stop_loss
06-05 13:57	BTC	Buy	62379.1→60778.6	-13.28	stop_loss
06-05 13:57	BTC	Buy	62408.1→60807.5	-13.27	stop_loss
06-05 13:56	BTC	Buy	62551.1→60935.5	-13.38	stop_loss
06-05 06:24	BTC	Buy	62721.1→61108.4	-13.30	stop_loss
06-05 06:21	BTC	Buy	63082.2→61468.2	-13.24	stop_loss
06-05 05:59	BTC	Buy	63842.2→62208.8	-13.20	stop_loss
06-05 03:01	BTC	Buy	64064.2→62424.6	-13.22	stop_loss
06-04 11:11	BTC	Buy	63788.2→62155.8	-13.22	stop_loss
06-04 11:10	BTC	Buy	63823.2→62189.8	-13.23	stop_loss
06-04 01:16	BTC	Buy	64435.2→62786.5	-13.24	stop_loss
06-04 00:29	BTC	Buy	65071.3→63406.1	-13.24	stop_loss
06-03 20:55	BTC	Buy	66421.3→64652.4	-13.81	stop_loss
06-03 20:54	BTC	Buy	66694.3→64987.2	-13.31	stop_loss
06-03 19:55	BTC	Buy	66964.3→65248.1	-13.32	stop_loss
06-03 19:52	BTC	Buy	67182.4→65459	-13.31	stop_loss
06-03 03:50	BTC	Buy	67204.4→65473	-13.33	stop_loss
06-03 03:43	BTC	Buy	67464.4→65728.8	-13.32	stop_loss
06-02 14:27	BTC	Buy	69482.5→67689.8	-13.36	stop_loss
06-02 14:21	BTC	Buy	69994.5→68203.5	-13.26	stop_loss
06-02 12:35	BTC	Buy	70898.5→69078	-13.36	stop_loss
06-02 12:31	BTC	Buy	70952.5→69136	-13.30	stop_loss
06-01 22:25	BTC	Buy	73745.7→71210.8	-17.80	stop_loss
06-01 22:25	BTC	Buy	73653.7→71210.8	-17.21	stop_loss
05-31 23:31	BTC	Buy	73666.7→73736.3	+0.10	timeout
05-31 18:54	BTC	Buy	73653.7→73583.3	-1.10	timeout
05-31 15:44	BTC	Buy	73009.7→73608.3	+3.49	timeout
05-31 13:26	BTC	Buy	73056.7→73927.3	+5.58	timeout

Paper (trades.jsonl)

78

closed

27%

win rate

-413.73

total pnl ($)

-106.1 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	78	27%	-106.1	-413.73

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 78 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)