ada_deribit_basis_fear_long

57

closed trades

30%

win rate

-56.08

total pnl ($)

1.231

weight

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

Backtest evidence run: 2026-05-20 11:52 (33.8d ago) · src: backtest-gate-results.jsonl

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

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=228.486

time	sym	side	entry→exit	pnl	close
06-02 14:22	BTC	Buy	68795.4→68134.5	-5.25	stop_loss
06-02 11:22	BTC	Buy	69463.5→69450.5	-0.56	timeout
06-01 18:13	BTC	Buy	70729.5→71467.6	+4.76	timeout
06-01 01:59	BTC	Buy	73914.3→73292.3	-4.66	stop_loss
05-31 14:54	BTC	Buy	73857.3→73672.7	-1.70	timeout
05-31 13:19	BTC	Buy	73885.3→73935.7	-0.12	timeout
05-31 12:45	BTC	Buy	73774.3→73953.7	+0.76	timeout
05-31 12:13	BTC	Buy	73812.3→73874.7	-0.04	timeout
05-31 11:42	BTC	Buy	73975.3→73908.7	-0.91	timeout
05-31 10:32	BTC	Buy	73905.3→73788.7	-1.25	timeout
05-31 09:46	BTC	Buy	73858.3→73956.7	+0.20	timeout
05-31 09:09	BTC	Buy	73964.3→73867.7	-1.12	timeout
05-31 06:47	BTC	Buy	74130.3→74041.7	-1.05	timeout
05-31 05:36	BTC	Buy	74158.3→74153.7	-0.49	timeout
05-31 03:58	BTC	Buy	74018.3→74128.7	+0.29	timeout
05-31 03:06	BTC	Buy	74069.3→74062.7	-0.50	timeout
05-31 01:43	BTC	Buy	73771.3→74056.7	+1.48	timeout
05-30 12:03	BTC	Buy	73563.3→73570.7	-0.40	timeout
05-29 03:48	BTC	Buy	73527.3→73320.7	-1.87	timeout
05-29 02:03	BTC	Buy	73621.3→73590.7	-0.67	timeout
05-29 00:53	BTC	Buy	73491.3→73722.7	+1.11	timeout
05-29 00:03	BTC	Buy	73805.3→73640.7	-1.58	timeout
05-28 23:27	BTC	Buy	73728.3→73591.7	-1.39	timeout
05-28 22:51	BTC	Buy	73662.3→73561.7	-1.15	timeout
05-28 22:20	BTC	Buy	73561.3→73663.7	+0.23	timeout
05-28 19:48	BTC	Buy	73659.3→73493.7	-1.59	timeout
05-28 18:58	BTC	Buy	73408.3→73614.7	+0.94	timeout
05-28 14:05	BTC	Buy	73356.3→72739	-4.67	stop_loss
05-28 13:37	BTC	Buy	73435.3→72816	-4.67	stop_loss
05-28 13:36	BTC	Buy	73516.3→72892.1	-4.70	stop_loss
05-28 13:11	BTC	Buy	73333.3→73308.7	-0.63	timeout
05-28 12:41	BTC	Buy	73464.3→73492.7	-0.26	timeout
05-28 12:08	BTC	Buy	73510.3→73459.7	-0.80	timeout
05-28 11:37	BTC	Buy	73416.3→73366.7	-0.79	timeout
05-28 11:04	BTC	Buy	73337.3→73404.7	+0.01	timeout
05-28 10:33	BTC	Buy	73209.3→73384.7	+0.75	timeout
05-28 10:01	BTC	Buy	73364.3→73518.7	+0.60	timeout
05-27 12:42	BTC	Buy	75830.2→75879.8	-0.12	timeout
05-27 10:18	BTC	Buy	75853.2→75956.8	+0.24	timeout
05-27 09:46	BTC	Buy	75862.2→75895.8	-0.22	timeout
05-27 08:16	BTC	Buy	75654.2→75883.8	+1.09	timeout
05-27 07:41	BTC	Buy	75595.2→75852.8	+1.26	timeout
05-27 06:21	BTC	Buy	75483.2→75689.8	+0.93	timeout
05-27 05:41	BTC	Buy	75735.2→75582.8	-1.45	timeout
05-27 05:07	BTC	Buy	75910.2→75562.8	-2.73	timeout
05-27 04:35	BTC	Buy	75760.2→75289.8	-3.55	timeout
05-26 15:31	BTC	Buy	77147.1→76493	-4.69	stop_loss
05-26 15:15	BTC	Buy	77036.1→76888.8	-1.41	timeout
05-26 14:44	BTC	Buy	77061.1→76789.8	-2.21	timeout
05-26 14:42	BTC	Buy	77457.1→76801.2	-4.68	stop_loss
05-26 13:44	BTC	Buy	77188.1→76874.8	-2.48	timeout
05-26 12:08	BTC	Buy	77516.1→76858.3	-4.69	stop_loss
05-25 16:38	BTC	Buy	77549.9→77580.1	-0.27	timeout
05-25 14:59	BTC	Buy	77340.9→77668.1	+1.66	timeout
05-25 14:27	BTC	Buy	77362.9→77547.1	+0.73	timeout
05-25 13:57	BTC	Buy	77339.9→77297.1	-0.74	timeout
05-25 13:22	BTC	Buy	77398.9→77303.1	-1.08	timeout

Paper (trades.jsonl)

57

closed

30%

win rate

-56.08

total pnl ($)

-19.6 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	57	30%	-19.6	-56.08

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 57 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)