deribit_basis_carry_cheap

not live
16
closed trades
38%
win rate
-27.66
total pnl ($)
1.214
weight
7d window — n=3 wr=33% pnl=-6.56  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 06:35 (39.2d ago) · src: backtest-gate-results.jsonl
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_aoc
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=228.271

Cumulative P&L (last 16 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 13:58BTCBuy58252.9→60517+18.96timeout
06-24 13:57BTCBuy62762.1→61217.3-12.75stop_loss
06-23 06:20BTCBuy64452.2→62866.4-12.77stop_loss
06-21 07:46BTCBuy62510.1→64207.8+13.14timeout
06-17 08:06BTCBuy65720.3→65409.7-2.85timeout
06-15 15:47BTCBuy64214.2→67066.6+21.76take_profit
06-13 10:08BTCBuy62947.1→63746.8+5.74timeout
06-12 08:14BTCBuy61586.1→63278.8+13.25timeout
06-09 03:29BTCBuy61638.1→62789.9+8.92timeout
06-09 00:49BTCBuy63962.2→62386.7-12.78stop_loss
06-05 06:17BTCBuy63396.2→61836-12.75stop_loss
06-03 19:55BTCBuy66831.3→65167.1-12.92stop_loss
06-02 14:27BTCBuy69472.5→67762.7-12.76stop_loss
06-02 07:03BTCBuy71464.4→69789.4-12.26stop_loss
05-31 17:15BTCBuy74225.3→73509.7-5.38timeout
05-26 17:26BTCBuy77912.1→76082.8-12.20stop_loss

Paper vs Live

Paper (trades.jsonl)
16
closed
38%
win rate
-27.66
total pnl ($)
-34.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1638%-34.0-27.66

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems