deribit_basis_zscore_reversion_long_v43

not live
2
closed trades
0%
win rate
-30.86
total pnl ($)
1.186
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 02:29:02 (26.5d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: x2189873_30766
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 2 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-02 07:03BTCBuy71519.6→69753.6-12.90stop_loss
06-01 15:25BTCBuy73677.7→71111.9-17.96stop_loss

Paper vs Live

Paper (trades.jsonl)
2
closed
0%
win rate
-30.86
total pnl ($)
-306.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC20%-306.6-30.86

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems