deribit_basis_zscore_stablecoin_gate_short

66

closed trades

52%

win rate

+233.53

total pnl ($)

1.633

weight

7d window — n=12 wr=42% pnl=+67.46 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 18:45:37 (24.0d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: x3485394_01002

n: 41 · wr: 63.4% · total_bps: +3517.9 · mean_bps: +85.80 · sharpe: +0.44 · max_dd_bps: -908.1

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

time	sym	side	entry→exit	pnl	close
06-27 13:15	BTC	Sell	59108→60395	-11.31	timeout
06-27 07:08	BTC	Sell	60332→60300	-0.17	timeout
06-27 00:51	BTC	Sell	59695→60012	-3.07	timeout
06-26 18:26	BTC	Sell	59585→59956	-3.44	timeout
06-26 00:19	BTC	Sell	60964→59770	+9.34	timeout
06-25 13:58	BTC	Sell	61226.9→58170.9	+24.50	take_profit
06-25 13:54	BTC	Sell	61749.9→58667.9	+24.47	take_profit
06-24 20:49	BTC	Sell	59331→61148.6	-15.79	stop_loss
06-24 16:51	BTC	Sell	62774.9→59642	+24.47	take_profit
06-24 16:51	BTC	Sell	62786.9→59643	+24.51	take_profit
06-24 12:09	BTC	Sell	62434.9→62876.1	-3.98	timeout
06-24 06:22	BTC	Sell	62570.9→62780.1	-2.07	timeout
06-18 01:30	BTC	Sell	65542.7→64665.2	+6.32	timeout
06-17 19:27	BTC	Sell	65647.7→64754.2	+6.37	timeout
06-17 13:09	BTC	Sell	66132.7→64977.2	+8.32	timeout
06-17 07:01	BTC	Sell	66390.7→65569.3	+5.76	timeout
06-16 21:24	BTC	Sell	66518.7→65732.3	+5.56	timeout
06-16 11:59	BTC	Sell	66213.7→66435.3	-2.04	timeout
06-16 05:50	BTC	Sell	65746.7→66077.3	-3.02	timeout
06-15 13:16	BTC	Sell	64735.8→66718.7	-15.78	stop_loss
06-15 06:57	BTC	Sell	64252.8→65841.3	-12.80	timeout
06-15 00:52	BTC	Sell	64506.8→65542.3	-8.46	timeout
06-14 18:27	BTC	Sell	64143.8→63707.2	+3.05	timeout
06-14 11:33	BTC	Sell	63896.8→64592.2	-5.89	timeout
06-14 04:50	BTC	Sell	63619.8→64354.2	-6.26	timeout
06-13 21:29	BTC	Sell	63486.8→64235.2	-6.32	timeout
06-13 13:29	BTC	Sell	63351.8→64206.2	-7.13	timeout
06-13 06:37	BTC	Sell	62886.9→63670.2	-6.67	timeout
06-13 00:35	BTC	Sell	63622.8→63543.2	+0.26	timeout
06-12 18:35	BTC	Sell	63427.8→63757.2	-3.03	timeout
06-12 12:33	BTC	Sell	62563.9→63498.2	-7.84	timeout
06-11 16:00	BTC	Sell	62606.9→62743.1	-1.44	timeout
06-11 08:48	BTC	Sell	61169.9→63053.7	-15.71	stop_loss
06-10 15:09	BTC	Sell	61641.9→61976.1	-3.12	timeout
06-10 07:44	BTC	Sell	63160.8→62023.1	+8.42	timeout
06-09 20:08	BTC	Sell	63340.8→62023.1	+9.81	timeout
06-09 14:05	BTC	Sell	63596.8→62156.1	+10.87	timeout
06-09 07:59	BTC	Sell	63242.8→63180.2	+0.09	timeout
06-09 01:55	BTC	Sell	63109.8→62744.1	+2.43	timeout
06-07 22:15	BTC	Sell	62193.9→64098.2	-15.77	stop_loss
06-07 22:14	BTC	Sell	61747.9→63641	-15.78	stop_loss
06-07 22:14	BTC	Sell	61477.9→63361.8	-15.78	stop_loss
06-07 22:14	BTC	Sell	61161.9→63034.7	-15.76	stop_loss
06-07 08:36	BTC	Sell	60750→62614.4	-15.83	stop_loss
06-07 07:57	BTC	Sell	60552→62407.3	-15.79	stop_loss
06-06 22:16	BTC	Sell	61406.9→60647	+5.66	timeout
06-06 15:16	BTC	Sell	60530→60613	-1.14	timeout
06-05 16:11	BTC	Sell	62997.8→59853	+24.48	take_profit
06-05 14:04	BTC	Sell	63710.8→60531	+24.50	take_profit
06-05 14:04	BTC	Sell	63745.8→60564	+24.51	take_profit
06-05 09:41	BTC	Sell	62798.9→62804.1	-0.51	timeout
06-05 05:01	BTC	Sell	64164.8→63523.2	+4.50	timeout
06-04 01:58	BTC	Sell	65351.7→62089.1	+24.51	take_profit
06-04 00:39	BTC	Sell	66376.7→63064.2	+24.49	take_profit
06-04 00:29	BTC	Sell	66893.7→63555.2	+24.49	take_profit
06-04 00:19	BTC	Sell	67053.6→64278.2	+20.24	timeout
06-03 16:27	BTC	Sell	67801.6→65571.3	+16.06	timeout
06-02 23:00	BTC	Sell	70160.5→66312.3	+26.98	take_profit
06-02 14:27	BTC	Sell	71279.4→67710.4	+24.61	take_profit
06-02 14:23	BTC	Sell	71508.4→67938.4	+24.56	take_profit
06-02 06:55	BTC	Sell	73048.3→70093.5	+19.93	timeout
06-01 23:49	BTC	Sell	73627.3→71535.6	+13.90	timeout
06-01 05:13	BTC	Sell	74174.3→73479.7	+4.27	timeout
05-31 15:20	BTC	Sell	73901.3→73668.7	+1.17	timeout
05-30 14:54	BTC	Sell	72948.4→73896.7	-6.80	timeout
05-30 07:50	BTC	Sell	73365.3→73509.7	-1.39	timeout

Paper (trades.jsonl)

66

closed

52%

win rate

+233.53

total pnl ($)

+70.4 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	66	52%	+70.4	+233.53

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 66 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)