deribit_basis_zscore_short

93

closed trades

34%

win rate

-48.61

total pnl ($)

1.224

weight

7d window — n=0 wr=0% pnl=+0.00 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-21 08:15 (37.3d ago) · src: backtest-gate-results.jsonl

verdict: ERROR · strict: STRICT-FAIL · batch: strategies_batch_aru

n: 0 · wr: 0.0% · total_bps: +0.0 · mean_bps: +0.00 · sharpe: +0.00 · max_dd_bps: +0.0

gate: min_trades=5 min_wr=0.45 min_total_bps=— min_sharpe=— effective_days=229.333

time	sym	side	entry→exit	pnl	close
06-01 05:01	BTC	Sell	73788.3→73435.7	+1.94	timeout
06-01 02:43	BTC	Sell	73475.3→73808.7	-2.71	timeout
06-01 00:43	BTC	Sell	73536.3→73944.7	-3.23	timeout
05-31 23:12	BTC	Sell	73805.3→73929.7	-1.29	timeout
05-31 22:28	BTC	Sell	73603.3→73915.7	-2.57	timeout
05-31 21:20	BTC	Sell	73691.3→73655.7	-0.21	timeout
05-31 18:50	BTC	Sell	73670.3→73588.7	+0.11	timeout
05-31 17:40	BTC	Sell	73478.3→73683.7	-1.84	timeout
05-31 16:54	BTC	Sell	73628.3→73514.7	+0.32	timeout
05-31 16:10	BTC	Sell	73626.3→73690.7	-0.88	timeout
05-31 15:23	BTC	Sell	73594.3→73700.7	-1.17	timeout
05-31 14:00	BTC	Sell	73879.3→73837.7	-0.17	timeout
05-31 07:00	BTC	Sell	74034.3→74012.7	-0.30	timeout
05-31 06:17	BTC	Sell	74150.3→73978.7	+0.71	timeout
05-30 20:31	BTC	Sell	73950.3→73904.7	-0.14	timeout
05-30 19:12	BTC	Sell	73989.3→73970.7	-0.32	timeout
05-30 17:56	BTC	Sell	73889.3→73984.7	-1.09	timeout
05-30 15:55	BTC	Sell	73889.3→73932.7	-0.74	timeout
05-30 05:56	BTC	Sell	73328.3→73589.7	-2.23	timeout
05-29 15:14	BTC	Sell	72988.4→73645.7	-4.95	timeout
05-29 14:18	BTC	Sell	73091.3→72874.6	+1.03	timeout
05-29 12:49	BTC	Sell	73417.3→73208.7	+0.97	timeout
05-29 12:16	BTC	Sell	73620.3→73372.7	+1.23	timeout
05-29 11:36	BTC	Sell	73648.3→73531.7	+0.34	timeout
05-29 10:57	BTC	Sell	73693.3→73647.7	-0.14	timeout
05-29 10:17	BTC	Sell	73803.3→73628.7	+0.74	timeout
05-29 09:26	BTC	Sell	73781.3→73861.7	-0.99	timeout
05-29 08:49	BTC	Sell	73370.3→73729.7	-2.90	timeout
05-28 16:51	BTC	Sell	72937.4→73311.7	-3.01	timeout
05-28 15:55	BTC	Sell	72963.4→72878.6	+0.14	timeout
05-28 15:08	BTC	Sell	72784.4→73005.7	-1.96	timeout
05-28 05:07	BTC	Sell	73104.3→73032.7	+0.04	timeout
05-28 01:51	BTC	Sell	74412.3→74327.7	+0.12	timeout
05-28 00:58	BTC	Sell	74425.3→74511.7	-1.03	timeout
05-28 00:26	BTC	Sell	74237.3→74406.7	-1.59	timeout
05-27 23:56	BTC	Sell	74432.3→74404.7	-0.26	timeout
05-27 23:26	BTC	Sell	74536.3→74254.7	+1.44	timeout
05-27 22:56	BTC	Sell	74346.3→74425.7	-0.98	timeout
05-27 21:44	BTC	Sell	75134.2→74500	+0.00	stop_loss
05-27 21:40	BTC	Sell	75224.2→74585	+0.00	stop_loss
05-27 21:25	BTC	Sell	75258.2→75142.8	+0.32	timeout
05-27 20:54	BTC	Sell	75006.2→75209.8	-1.80	timeout
05-27 20:23	BTC	Sell	74995.3→75280.8	-2.35	timeout
05-27 19:53	BTC	Sell	74976.3→75012.8	-0.69	timeout
05-27 19:22	BTC	Sell	74826.3→74988.7	-1.53	timeout
05-27 18:52	BTC	Sell	74920.3→74986.7	-0.89	timeout
05-27 18:22	BTC	Sell	75039.2→74773.7	+1.32	timeout
05-27 17:50	BTC	Sell	75205.2→74904.7	+1.55	timeout
05-27 16:50	BTC	Sell	75367.2→75182.8	+0.77	timeout
05-27 16:19	BTC	Sell	75180.2→75065.8	+0.31	timeout
05-27 15:49	BTC	Sell	74997.2→75296.8	-2.45	timeout
05-27 15:18	BTC	Sell	75031.2→75172.8	-1.39	timeout
05-27 14:48	BTC	Sell	74943.3→75062.8	-1.25	timeout
05-27 14:18	BTC	Sell	75372.2→75016.8	+1.91	timeout
05-27 13:30	BTC	Sell	75773.2→75133.3	+0.00	stop_loss
05-27 13:16	BTC	Sell	75563.2→75315.8	+1.18	timeout
05-27 11:01	BTC	Sell	75855.2→75922.8	-0.90	timeout
05-27 00:10	BTC	Sell	75871.2→75979.8	-1.17	timeout
05-26 23:01	BTC	Sell	75883.2→75840.8	-0.17	timeout
05-26 22:31	BTC	Sell	76028.2→75752.8	+1.36	timeout
05-26 21:40	BTC	Sell	76000.2→75957.8	-0.17	timeout
05-26 21:00	BTC	Sell	76006.2→76062.8	-0.82	timeout
05-26 20:29	BTC	Sell	75882.2→76123.8	-2.04	timeout
05-26 19:59	BTC	Sell	75795.2→76000.8	-1.80	timeout
05-26 19:28	BTC	Sell	76082.2→75895.8	+0.78	timeout
05-26 18:57	BTC	Sell	76027.2→75847.8	+0.73	timeout
05-26 17:33	BTC	Sell	76504.2→75854.7	+0.00	stop_loss
05-26 17:27	BTC	Sell	76497.2→76114.8	+2.05	timeout
05-26 16:57	BTC	Sell	76361.2→76469.8	-1.16	timeout
05-26 11:14	BTC	Sell	76668.2→77229.9	-4.11	timeout
05-26 08:27	BTC	Sell	76660.2→76736.8	-0.95	timeout
05-26 07:28	BTC	Sell	76810.2→76667.8	+0.48	timeout
05-26 06:58	BTC	Sell	76842.2→76887.8	-0.75	timeout
05-26 05:57	BTC	Sell	76752.2→76849.8	-1.09	timeout
05-26 05:26	BTC	Sell	76651.2→76827.8	-1.60	timeout
05-26 04:26	BTC	Sell	76495.2→76658.8	-1.52	timeout
05-26 03:56	BTC	Sell	76616.2→76628.8	-0.53	timeout
05-26 02:55	BTC	Sell	76718.2→76608.8	+0.26	timeout
05-26 01:54	BTC	Sell	76683.2→76746.8	-0.87	timeout
05-26 00:52	BTC	Sell	77284.1→76629.1	+0.00	stop_loss
05-26 00:23	BTC	Sell	77230.1→77052.9	+0.69	timeout
05-25 23:49	BTC	Sell	77144.1→77271.9	-1.28	timeout
05-25 23:18	BTC	Sell	77309.1→77252.9	-0.08	timeout
05-25 22:48	BTC	Sell	77280.1→77176.9	+0.22	timeout
05-25 22:13	BTC	Sell	77322.1→77383.9	-0.85	timeout
05-25 21:38	BTC	Sell	77260.1→77237.9	-0.30	timeout
05-25 21:04	BTC	Sell	77414.1→77301.9	+0.28	timeout
05-25 20:23	BTC	Sell	77437.1→77439.9	-0.46	timeout
05-25 19:24	BTC	Sell	77563.1→77444.9	+0.32	timeout
05-25 18:52	BTC	Sell	77532.1→77545.9	-0.53	timeout
05-25 17:53	BTC	Sell	77684.1→77539.9	+0.48	timeout
05-25 17:23	BTC	Sell	77556.1→77592.9	-0.68	timeout
05-25 16:27	BTC	Sell	77634.1→77545.9	+0.12	timeout

Paper (trades.jsonl)

93

closed

34%

win rate

-48.61

total pnl ($)

-11.0 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	93	34%	-11.1	-48.61

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 93 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)