deribit_basis_zscore_short_vix_gate

48

closed trades

50%

win rate

+127.04

total pnl ($)

1.407

weight

7d window — n=12 wr=58% pnl=+24.41 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 18:49:00 (24.5d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: x3485392_68880

n: 108 · wr: 52.8% · total_bps: +3596.9 · mean_bps: +33.30 · sharpe: +0.20 · max_dd_bps: -2231.1

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

time	sym	side	entry→exit	pnl	close
06-27 12:57	BTC	Sell	59205→60366	-10.22	timeout
06-27 06:44	BTC	Sell	60309→60385	-1.08	timeout
06-26 12:35	BTC	Sell	61356.9→59739	+12.80	timeout
06-26 06:33	BTC	Sell	61703.9→60011	+13.26	timeout
06-25 12:14	BTC	Sell	62810.9→61171.1	+12.61	timeout
06-25 05:07	BTC	Sell	59528→61653.9	-18.31	stop_loss
06-24 13:52	BTC	Sell	62461.9→61517.1	+7.11	timeout
06-24 07:45	BTC	Sell	62867.9→62671.1	+1.17	timeout
06-23 07:27	BTC	Sell	64255.8→62974.1	+9.55	timeout
06-22 19:08	BTC	Sell	64136.8→64349.2	-2.06	timeout
06-22 07:00	BTC	Sell	64268.8→63961.2	+1.96	timeout
06-21 17:42	BTC	Sell	63821.8→64056.2	-2.37	timeout
06-21 01:49	BTC	Sell	63531.8→64257.2	-6.11	timeout
06-20 01:53	BTC	Sell	62958.9→63542.2	-5.08	timeout
06-19 19:46	BTC	Sell	62942.9→62991.1	-0.80	timeout
06-18 20:03	BTC	Sell	64375.8→63154.2	+8.87	timeout
06-18 14:12	BTC	Sell	65319.7→63752.2	+11.53	timeout
06-17 13:21	BTC	Sell	66160.7→65015.3	+8.22	timeout
06-17 07:26	BTC	Sell	66332.7→65503.3	+5.77	timeout
06-16 08:06	BTC	Sell	65713.7→66327.3	-5.15	timeout
06-15 15:47	BTC	Sell	64747.8→67059.9	-18.30	stop_loss
06-15 00:52	BTC	Sell	64504.8→65528.3	-8.36	timeout
06-14 18:25	BTC	Sell	64128.8→63705.2	+2.94	timeout
06-13 21:13	BTC	Sell	63586.8→64222.2	-5.43	timeout
06-13 13:00	BTC	Sell	63431.8→64103.2	-5.67	timeout
06-12 18:35	BTC	Sell	63427.8→63757.2	-3.03	timeout
06-12 12:32	BTC	Sell	62600.9→63480.2	-7.40	timeout
06-11 17:34	BTC	Sell	61870.9→63182.2	-10.97	timeout
06-10 15:09	BTC	Sell	61607.9→61972.1	-3.36	timeout
06-10 07:43	BTC	Sell	63160.8→62023.1	+8.49	timeout
06-09 06:57	BTC	Sell	62929.9→63257.2	-3.00	timeout
06-09 00:49	BTC	Sell	63676.8→62451.1	+9.20	timeout
06-08 06:39	BTC	Sell	62181.9→62929.1	-6.45	timeout
06-07 22:15	BTC	Sell	61658.9→63856.1	-18.27	stop_loss
06-07 08:37	BTC	Sell	60493→62653.4	-18.32	stop_loss
06-07 05:58	BTC	Sell	60890→61754.1	-7.59	timeout
06-06 15:33	BTC	Sell	60554→60549	-0.42	timeout
06-05 18:52	BTC	Sell	63023.8→59248	+29.53	take_profit
06-05 09:40	BTC	Sell	62883.9→62773.1	+0.41	timeout
06-05 04:59	BTC	Sell	64356.8→63604.2	+5.34	timeout
06-04 01:51	BTC	Sell	66328.7→62355.1	+29.50	take_profit
06-03 23:16	BTC	Sell	66724.7→64461.2	+16.54	timeout
06-03 03:43	BTC	Sell	70102.5→65896.3	+29.56	take_profit
06-02 15:30	BTC	Sell	71515.4→67227.4	+29.55	take_profit
06-02 11:31	BTC	Sell	72628.4→69432.5	+21.70	timeout
06-02 03:36	BTC	Sell	73929.3→70930.5	+19.98	timeout
05-31 15:25	BTC	Sell	73850.3→73728.7	+0.41	timeout
05-30 07:48	BTC	Sell	73368.3→73486.7	-1.21	timeout

Paper (trades.jsonl)

48

closed

50%

win rate

+127.04

total pnl ($)

+52.6 bps

avg bps net

Live (dry_run=0)

2

closed

100%

win rate

+0.84

total pnl ($)

+62.7 bps

avg bps net

Live: 2 trades (insufficient sample, <5)

symbol	n	wr	net bps	total pnl ($)
BTC	48	50%	+52.6	+127.04

time	sym	side	reason
06-27 23:00	BTC	Sell	circuit_breaker

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 48 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 1)

Postmortem feed (last 10)