deribit_basis_annualized_regime_band_carry_long_v2

not live
27
closed trades
30%
win rate
-116.84
total pnl ($)
0.952
weight
7d window — n=8 wr=25% pnl=-46.78  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 03:38:45 (32.1d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: x2189872_31574
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 27 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 12:42BTCBuy60559→59069.5-12.76stop_loss
06-24 15:28BTCBuy62306.1→60773.6-12.68stop_loss
06-24 14:17BTCBuy62594.1→61051.4-12.77stop_loss
06-23 08:17BTCBuy63994.2→62415.7-12.80stop_loss
06-23 08:17BTCBuy64011.2→62431.6-12.89stop_loss
06-23 07:44BTCBuy63728.2→62880.9-7.16timeout
06-22 19:44BTCBuy62993.1→64397.8+10.56timeout
06-22 07:41BTCBuy62501.1→64280.8+13.71timeout
06-18 15:58BTCBuy63797.2→62220.8-12.78stop_loss
06-18 15:37BTCBuy64498.2→62891.4-12.72stop_loss
06-18 05:05BTCBuy65250.3→63644-12.77stop_loss
06-17 19:41BTCBuy65756.3→64134.7-12.81stop_loss
06-17 11:02BTCBuy66320.3→64675.4-12.95stop_loss
06-15 07:24BTCBuy63207.2→65983.7+21.47take_profit
06-14 20:55BTCBuy63371.2→64009.8+4.50timeout
06-13 14:50BTCBuy61946.1→64186.8+17.51timeout
06-09 14:47BTCBuy62660.1→61118.4-12.75stop_loss
06-07 22:15BTCBuy61334.1→64026.8+21.52take_profit
06-07 22:14BTCBuy60697→63361.8+21.52take_profit
06-05 03:06BTCBuy63929.2→62350.7-12.77stop_loss
06-04 00:29BTCBuy65133.3→63531-12.75stop_loss
06-03 20:55BTCBuy66397.3→64764.4-12.79stop_loss
06-02 22:59BTCBuy68022.4→66251.5-13.47stop_loss
06-02 12:06BTCBuy70979.5→69222.9-12.88stop_loss
06-01 22:25BTCBuy73604.7→71209.8-17.09stop_loss
05-31 21:45BTCBuy73843.7→73739.3-1.15timeout
05-31 09:31BTCBuy73360.7→73947.3+3.10timeout

Paper vs Live

Paper (trades.jsonl)
27
closed
30%
win rate
-116.84
total pnl ($)
-85.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2730%-85.5-116.84

Recent bounces (last 20 of 1)

timesymsidereason
06-28 01:42BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems