deribit_basis_annualized_rolling_change_discount_long

not live
7
closed trades
43%
win rate
-33.12
total pnl ($)
1.205
weight
7d window — n=2 wr=50% pnl=+2.14  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 03:38:46 (26.4d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: x2189872_31574
n: 3  ·  wr: 0.0%  ·  total_bps: -294.1  ·  mean_bps: -98.05  ·  sharpe: -0.88  ·  max_dd_bps: -294.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 7 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-17 06:57BTCBuy66422.3→65576.7-6.84timeout
06-15 22:17BTCBuy65118.3→66352.7+8.98timeout
06-14 13:01BTCBuy64125.2→64330.8+1.15timeout
06-12 17:46BTCBuy63328.2→63804.8+3.30timeout
06-09 13:19BTCBuy63995.2→62356.7-13.22stop_loss
06-05 15:39BTCBuy61712.1→60130.9-13.25stop_loss
06-04 02:00BTCBuy63665.2→62035.9-13.25stop_loss

Paper vs Live

Paper (trades.jsonl)
7
closed
43%
win rate
-33.12
total pnl ($)
-94.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC743%-94.5-33.12

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems