btc_deribit_basis_deep_discount_long

not live
16
closed trades
38%
win rate
-74.47
total pnl ($)
1.132
weight
7d window — n=5 wr=40% pnl=-13.94  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-29 00:24:01 (28.8d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: agent_session_b1
n: 45  ·  wr: 40.0%  ·  total_bps: -2016.2  ·  mean_bps: -44.80  ·  sharpe: -0.31  ·  max_dd_bps: -2337.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 16 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 18:28BTCBuy59907→59773-1.63timeout
06-26 01:59BTCBuy58138.9→59371+10.16timeout
06-24 13:48BTCBuy62800.1→61255.3-12.75stop_loss
06-23 08:17BTCBuy63983.2→62405.7-12.79stop_loss
06-19 20:02BTCBuy62591.1→63032.8+3.06timeout
06-16 19:01BTCBuy66396.3→65741.7-5.42timeout
06-15 17:49BTCBuy65753.3→66875.7+8.03timeout
06-12 19:45BTCBuy63031.2→63632.8+4.32timeout
06-11 19:04BTCBuy62651.1→63489.8+6.18timeout
06-10 21:27BTCBuy61128.1→61551.9+3.01timeout
06-09 00:49BTCBuy63938.2→62365.7-12.76stop_loss
06-05 15:41BTCBuy61529.1→60016-12.73stop_loss
06-04 01:21BTCBuy64310.2→62728.5-12.75stop_loss
06-03 16:27BTCBuy67153.4→65502-12.77stop_loss
06-02 22:59BTCBuy67902.4→66226.6-12.79stop_loss
06-02 09:12BTCBuy71209.6→69455.8-12.84stop_loss

Paper vs Live

Paper (trades.jsonl)
16
closed
38%
win rate
-74.47
total pnl ($)
-92.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1638%-92.7-74.47

Recent bounces (last 20 of 2)

timesymsidereason
06-25 14:10BTCBuybelow_min_notional_skip
06-24 12:59BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems