loose_deribit_basis_mr_short · strategy

190

closed trades

41%

win rate

-109.67

total pnl ($)

0.876

weight

7d window — n=99 wr=40% pnl=-58.14 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-25 11:13:46 (28.9d ago) · src: canon

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

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 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-22 14:53	BTCUSDT	Sell	65146.8→64953.1	+1.04	timeout
06-22 14:00	BTCUSDT	Sell	64971.8→65627.2	-5.49	stop_loss
06-22 12:36	BTCUSDT	Sell	64372.7→65022.7	-5.49	stop_loss
06-22 12:02	BTCUSDT	Sell	64215.9→64858.8	-5.44	stop_loss
06-22 11:37	BTCUSDT	Sell	64089.1→64737.6	-5.50	stop_loss
06-22 11:29	BTCUSDT	Sell	64072.1→64380.3	-2.84	timeout
06-22 10:34	BTCUSDT	Sell	64139.1→64166	-0.65	timeout
06-22 10:00	BTCUSDT	Sell	64182.5→64127.6	-0.01	timeout
06-22 09:19	BTCUSDT	Sell	64166.9→64139.3	-0.23	timeout
06-22 08:38	BTCUSDT	Sell	64017.2→64078	-0.92	timeout
06-22 08:05	BTCUSDT	Sell	64134.9→64116.1	-0.30	timeout
06-22 07:24	BTCUSDT	Sell	64188.4→64236.1	-0.82	timeout
06-22 06:49	BTCUSDT	Sell	64010→63988.3	-0.28	timeout
06-22 05:47	BTCUSDT	Sell	64074.8→64214.5	-1.54	timeout
06-22 05:07	BTCUSDT	Sell	64038.5→64151.6	-1.33	timeout
06-22 04:28	BTCUSDT	Sell	64532.6→63922.6	+4.28	timeout
06-22 03:48	BTCUSDT	Sell	64483.8→64128.8	+2.31	timeout
06-22 01:26	BTCUSDT	Sell	63957.4→64598.4	-5.46	stop_loss
06-22 01:22	BTCUSDT	Sell	63585.8→64231.2	-5.52	stop_loss
06-22 01:14	BTCUSDT	Sell	63660.1→63868.7	-2.08	timeout
06-22 00:43	BTCUSDT	Sell	63630.1→63924.8	-2.76	timeout
06-22 00:37	BTCUSDT	Sell	63304.5→63948	-5.53	stop_loss
06-22 00:10	BTCUSDT	Sell	63587.3→63555.5	-0.20	timeout
06-21 23:38	BTCUSDT	Sell	63742.6→63391	+2.31	timeout
06-21 23:00	BTCUSDT	Sell	63799.3→63751.5	-0.08	timeout
06-21 22:22	BTCUSDT	Sell	64055.2→63721.4	+2.15	timeout
06-21 21:44	BTCUSDT	Sell	64185→63898.7	+1.78	timeout
06-21 20:58	BTCUSDT	Sell	64122.6→63765.2	+2.34	timeout
06-21 17:42	BTCUSDT	Sell	64225.1→64086.9	+0.62	timeout
06-21 17:02	BTCUSDT	Sell	64175→64108	+0.07	timeout
06-21 16:26	BTCUSDT	Sell	64009.2→64212	-2.03	timeout
06-21 14:28	BTCUSDT	Sell	63963.1→64035	-1.02	timeout
06-21 13:46	BTCUSDT	Sell	64204.5→64049.7	+0.75	timeout
06-21 12:42	BTCUSDT	Sell	64326.5→64039.7	+1.77	timeout
06-21 12:11	BTCUSDT	Sell	64226.5→64164	+0.03	timeout
06-21 11:22	BTCUSDT	Sell	63967.9→64298.2	-3.03	timeout
06-21 10:43	BTCUSDT	Sell	63887.4→64362.1	-4.16	timeout
06-21 10:03	BTCUSDT	Sell	64183.9→64208	-0.63	timeout
06-21 09:23	BTCUSDT	Sell	64165.5→64002.7	+0.83	timeout
06-21 08:53	BTCUSDT	Sell	64249.3→63977.3	+1.68	timeout
06-21 08:04	BTCUSDT	Sell	64184.1→64190.9	-0.50	timeout
06-21 06:55	BTCUSDT	Sell	64286.5→64275.6	-0.37	timeout
06-21 06:11	BTCUSDT	Sell	64335.4→64198.3	+0.62	timeout
06-21 05:36	BTCUSDT	Sell	64276.1→64299.9	-0.64	timeout
06-21 02:47	BTCUSDT	Sell	64227.2→64235.9	-0.52	timeout
06-20 23:41	BTCUSDT	Sell	63908.1→64299.4	-3.51	timeout
06-20 23:04	BTCUSDT	Sell	63908.2→64284.5	-3.39	timeout
06-20 22:14	BTCUSDT	Sell	63924.1→64125.3	-2.02	timeout
06-20 20:58	BTCUSDT	Sell	63742.1→63904.6	-1.73	timeout
06-20 20:20	BTCUSDT	Sell	63805.8→63930.7	-1.43	timeout
06-20 19:42	BTCUSDT	Sell	63843.5→63919.9	-1.05	timeout
06-20 17:47	BTCUSDT	Sell	64129.8→63797.3	+2.14	timeout
06-20 14:46	BTCUSDT	Sell	63304.1→63947.6	-5.53	stop_loss
06-20 00:25	BTCUSDT	Sell	63235.2→63512.5	-2.64	timeout
06-19 07:01	BTCUSDT	Sell	62450→62883.9	-3.93	timeout
06-19 06:21	BTCUSDT	Sell	62708.8→62764.6	-0.90	timeout
06-19 05:39	BTCUSDT	Sell	62596.4→62573.9	-0.28	timeout
06-19 05:00	BTCUSDT	Sell	62968.5→62447.2	+3.69	timeout
06-19 04:21	BTCUSDT	Sell	62930.4→62738	+1.07	timeout
06-19 03:43	BTCUSDT	Sell	62840.2→62671.6	+0.89	timeout
06-19 03:07	BTCUSDT	Sell	63004.1→62929.2	+0.14	timeout
06-19 02:35	BTCUSDT	Sell	62974.2→62977.3	-0.48	timeout
06-18 23:08	BTCUSDT	Sell	63064→62815.8	+1.51	timeout
06-18 22:23	BTCUSDT	Sell	63084.2→62858.9	+1.33	timeout
06-18 14:40	BTCUSDT	Sell	64132.7→64046.1	+0.22	timeout
06-18 13:57	BTCUSDT	Sell	63941.6→63938.1	-0.42	timeout
06-18 13:01	BTCUSDT	Sell	64086.1→64352.1	-2.53	timeout
06-18 10:06	BTCUSDT	Sell	64413.2→64113.4	+1.89	timeout
06-18 08:09	BTCUSDT	Sell	64000.4→64645.3	-5.49	stop_loss
06-18 06:33	BTCUSDT	Sell	63891.9→64040.3	-1.61	timeout
06-17 19:18	BTCUSDT	Sell	65928.8→64970.8	+6.82	take_profit
06-17 18:43	BTCUSDT	Sell	65395.7→66069.3	-5.60	stop_loss
06-17 13:11	BTCUSDT	Sell	64651.2→65019	-3.29	timeout
06-17 12:00	BTCUSDT	Sell	64855.4→64761.7	+0.28	timeout
06-17 11:07	BTCUSDT	Sell	64885.3→64712.1	+0.89	timeout
06-17 10:35	BTCUSDT	Sell	65115.8→64923.3	+1.04	timeout
06-17 09:56	BTCUSDT	Sell	65333.9→64844.3	+3.31	timeout
06-16 23:24	BTCUSDT	Sell	65710.9→65649.6	+0.02	timeout
06-16 22:44	BTCUSDT	Sell	65790.2→65706.5	+0.19	timeout
06-16 21:50	BTCUSDT	Sell	65587.6→65766.4	-1.81	timeout
06-16 21:11	BTCUSDT	Sell	65661.3→65874.1	-2.06	timeout
06-16 20:33	BTCUSDT	Sell	65878.8→65746.4	+0.56	timeout
06-16 19:54	BTCUSDT	Sell	65952.6→65595.2	+2.27	timeout
06-16 19:15	BTCUSDT	Sell	65737→65657.5	+0.16	timeout
06-16 18:43	BTCUSDT	Sell	65752.8→65832.6	-1.05	timeout
06-16 18:05	BTCUSDT	Sell	65869.1→66107.5	-2.25	timeout
06-16 17:27	BTCUSDT	Sell	65747.7→65743	-0.41	timeout
06-16 16:49	BTCUSDT	Sell	65622.3→65727.9	-1.25	timeout
06-16 16:13	BTCUSDT	Sell	66017→65805.4	+1.16	timeout
06-16 15:35	BTCUSDT	Sell	65939.9→65940.6	-0.46	timeout
06-16 14:31	BTCUSDT	Sell	66392.2→65428.7	+6.81	take_profit
06-16 14:23	BTCUSDT	Sell	66523.7→65543.5	+6.92	take_profit
06-16 13:48	BTCUSDT	Sell	66385.8→66145.2	+1.37	timeout
06-16 13:13	BTCUSDT	Sell	66448.6→66165	+1.69	timeout
06-16 12:36	BTCUSDT	Sell	66604.3→66660.7	-0.87	timeout
06-16 12:01	BTCUSDT	Sell	66465.2→66465	-0.44	timeout
06-16 11:24	BTCUSDT	Sell	66608.2→66436.4	+0.85	timeout
06-16 10:47	BTCUSDT	Sell	66545.3→66573.3	-0.65	timeout
06-16 08:54	BTCUSDT	Sell	66297.5→66963.9	-5.48	stop_loss
06-16 05:06	BTCUSDT	Sell	65751.5→65888.1	-1.49	timeout

Paper vs Live

Paper (trades.jsonl)

190

closed

41%

win rate

-109.67

total pnl ($)

-11.6 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTCUSDT	190	41%	-11.6	-109.67

Recent bounces (last 20 of 18)

time	sym	side	reason
06-22 13:50	BTCUSDT	Sell	stale_intent
06-22 13:21	BTCUSDT	Sell	stale_intent
06-22 11:51	BTCUSDT	Sell	stale_intent
06-22 11:03	BTCUSDT	Sell	router_blocked
06-22 10:25	BTCUSDT	Sell	stale_intent
06-22 07:34	BTCUSDT	Sell	router_blocked
06-22 05:15	BTCUSDT	Sell	stale_intent
06-22 04:16	BTCUSDT	Sell	stale_intent
06-22 03:21	BTCUSDT	Sell	router_blocked
06-22 02:02	BTCUSDT	Sell	below_min_notional_skip
06-22 01:22	BTCUSDT	Sell	stale_intent
06-22 00:36	BTCUSDT	Sell	router_blocked
06-22 00:03	BTCUSDT	Sell	router_blocked
06-21 23:33	BTCUSDT	Sell	stale_intent
06-21 23:06	BTCUSDT	Sell	stale_intent
06-21 22:36	BTCUSDT	Sell	stale_intent
06-21 21:52	BTCUSDT	Sell	router_blocked
06-21 21:15	BTCUSDT	Sell	router_blocked

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…