deribit_basis_carry_fear_gated_long_v7 · strategy

114

closed trades

39%

win rate

-466.85

total pnl ($)

0.503

weight

7d window — n=18 wr=28% pnl=-99.77 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-27 05:58:00 (34.0d ago) · src: canon

verdict: INSUFFICIENT_HISTORY · strict: STRICT-FAIL · batch: x2189873_35271

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 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 23:40	BTC	Buy	59759→60225	+3.47	timeout
06-29 14:08	BTC	Buy	60690→59196.4	-12.76	stop_loss
06-29 08:27	BTC	Buy	60190→59830	-3.47	timeout
06-29 07:14	BTC	Buy	60121→60045	-1.06	timeout
06-29 06:12	BTC	Buy	59893→60107	+1.31	timeout
06-29 05:05	BTC	Buy	59952→59480	-4.39	timeout
06-28 22:53	BTC	Buy	60332→58848.6	-12.75	stop_loss
06-28 06:49	BTC	Buy	60429→59960	-4.32	timeout
06-28 05:14	BTC	Buy	60279→59976	-2.97	timeout
06-27 21:14	BTC	Buy	59734→60362	+4.87	timeout
06-27 20:12	BTC	Buy	59680→60247	+4.36	timeout
06-27 19:11	BTC	Buy	59972→60571	+4.58	timeout
06-26 12:42	BTC	Buy	60547→59057.5	-12.76	stop_loss
06-24 15:08	BTC	Buy	62339.1→60799.5	-12.75	stop_loss
06-24 14:19	BTC	Buy	62483.1→60942.5	-12.76	stop_loss
06-24 14:17	BTC	Buy	62540.1→61001.4	-12.74	stop_loss
06-24 13:44	BTC	Buy	62939.1→61391.2	-12.75	stop_loss
06-23 08:17	BTC	Buy	63927.2→62341.7	-12.87	stop_loss
06-23 06:21	BTC	Buy	64185.2→62605.5	-12.77	stop_loss
06-23 06:21	BTC	Buy	64343.2→62755.5	-12.80	stop_loss
06-23 06:20	BTC	Buy	64428.2→62843.4	-12.76	stop_loss
06-23 06:18	BTC	Buy	64599.2→63010.3	-12.77	stop_loss
06-22 22:21	BTC	Buy	63678.2→64177.8	+3.47	timeout
06-22 21:15	BTC	Buy	63628.2→64359.8	+5.28	timeout
06-22 20:13	BTC	Buy	64110.2→64502.8	+2.57	timeout
06-22 19:11	BTC	Buy	64161.2→64304.8	+0.62	timeout
06-22 18:10	BTC	Buy	63980.2→64646.8	+4.71	timeout
06-21 22:15	BTC	Buy	64084.2→63607.8	-4.16	timeout
06-21 21:13	BTC	Buy	64008.2→63613.8	-3.53	timeout
06-21 20:09	BTC	Buy	63928.2→64193.8	+1.64	timeout
06-21 19:09	BTC	Buy	63824.2→64131.8	+2.00	timeout
06-21 18:05	BTC	Buy	63846.2→63929.8	+0.29	timeout
06-20 21:25	BTC	Buy	63167.2→63949.8	+5.76	timeout
06-20 20:26	BTC	Buy	63023.2→63914.8	+6.66	timeout
06-20 19:25	BTC	Buy	62984.1→63879.8	+6.68	timeout
06-20 18:22	BTC	Buy	63145.2→63807.8	+4.79	timeout
06-20 17:22	BTC	Buy	63032.2→63915.8	+6.53	timeout
06-19 20:38	BTC	Buy	63104.2→63024.8	-1.11	timeout
06-19 19:35	BTC	Buy	62787.1→62951.9	+0.83	timeout
06-19 18:31	BTC	Buy	62761.1→63066.8	+1.97	timeout
06-19 17:21	BTC	Buy	62541.1→63049.8	+3.62	timeout
06-19 16:33	BTC	Buy	62570.1→63243.8	+4.94	timeout
06-18 15:57	BTC	Buy	63884.2→62298.7	-12.83	stop_loss
06-18 15:57	BTC	Buy	63934.2→62355.7	-12.73	stop_loss
06-18 15:55	BTC	Buy	63992.2→62418.7	-12.67	stop_loss
06-18 15:51	BTC	Buy	64173.2→62590.6	-12.73	stop_loss
06-18 15:40	BTC	Buy	64258.2→62673.5	-12.69	stop_loss
06-18 13:07	BTC	Buy	65005.3→64348.8	-5.50	timeout
06-18 11:59	BTC	Buy	64823.2→63947.8	-7.27	timeout
06-18 10:59	BTC	Buy	64755.2→64057.8	-5.91	timeout
06-18 10:00	BTC	Buy	64881.2→64158.8	-6.13	timeout
06-18 08:56	BTC	Buy	64938.2→64396.8	-4.66	timeout
06-17 11:02	BTC	Buy	66334.3→64703.4	-12.82	stop_loss
06-17 08:52	BTC	Buy	66421.3→64787.3	-12.76	stop_loss
06-17 08:39	BTC	Buy	66629.3→64990.2	-12.75	stop_loss
06-17 08:38	BTC	Buy	66642.3→65000.2	-12.77	stop_loss
06-17 08:16	BTC	Buy	66479.3→65284.7	-9.42	timeout
06-13 22:26	BTC	Buy	63609.2→64464.8	+6.24	timeout
06-13 06:17	BTC	Buy	63143.2→63523.8	+2.56	timeout
06-13 05:14	BTC	Buy	63430.2→63547.8	+0.49	timeout
06-12 23:40	BTC	Buy	63666.2→63553.8	-1.38	timeout
06-12 22:05	BTC	Buy	63573.2→63513.8	-0.97	timeout
06-12 20:56	BTC	Buy	63367.2→63406.8	-0.16	timeout
06-11 17:33	BTC	Buy	61765.1→63328.8	+12.12	timeout
06-11 14:48	BTC	Buy	61939.1→62909.9	+7.29	timeout
06-10 19:00	BTC	Buy	61764.1→61847.9	+0.17	timeout
06-10 16:31	BTC	Buy	61043.1→62215.9	+9.06	timeout
06-10 15:28	BTC	Buy	61395.1→62273.9	+6.66	timeout
06-10 14:31	BTC	Buy	61530.1→61964.9	+3.05	timeout
06-09 16:40	BTC	Buy	62263.1→60731.6	-12.76	stop_loss
06-09 14:47	BTC	Buy	62668.1→61124.4	-12.77	stop_loss
06-07 08:03	BTC	Buy	60865→62396.9	+12.23	timeout
06-07 07:01	BTC	Buy	60714→61986.9	+10.08	timeout
06-07 05:30	BTC	Buy	60699→61737.9	+8.14	timeout
06-07 04:29	BTC	Buy	59922→61512.9	+12.83	timeout
06-06 20:11	BTC	Buy	60703→60545	-1.68	timeout
06-06 04:27	BTC	Buy	61300.1→59792.1	-12.75	stop_loss
06-06 04:27	BTC	Buy	61319.1→59811.1	-12.75	stop_loss
06-06 04:15	BTC	Buy	61481.1→59969	-12.75	stop_loss
06-06 04:12	BTC	Buy	61745.1→60224.9	-12.77	stop_loss
06-05 06:20	BTC	Buy	63231.2→61676.1	-12.71	stop_loss
06-05 06:03	BTC	Buy	63632.2→62066.8	-12.71	stop_loss
06-05 02:27	BTC	Buy	63026.2→62818.9	-2.08	timeout
06-04 10:27	BTC	Buy	64122.2→62545.6	-12.71	stop_loss
06-04 09:30	BTC	Buy	64295.2→62713.5	-12.75	stop_loss
06-04 09:26	BTC	Buy	64445.2→62855.4	-12.78	stop_loss
06-04 00:29	BTC	Buy	65151.3→63549	-12.74	stop_loss
06-03 20:55	BTC	Buy	66432.3→64797.3	-12.80	stop_loss
06-03 20:43	BTC	Buy	66784.3→65142.2	-12.81	stop_loss
06-03 16:24	BTC	Buy	67329.4→65673.9	-12.77	stop_loss
06-03 03:49	BTC	Buy	67272.4→65617.9	-12.75	stop_loss
06-03 03:34	BTC	Buy	67612.4→65949.7	-12.75	stop_loss
06-03 03:28	BTC	Buy	67754.4→66069.6	-12.89	stop_loss
06-02 22:59	BTC	Buy	67920.4→66245.5	-12.78	stop_loss
06-02 14:08	BTC	Buy	70257.5→68527.3	-12.78	stop_loss
06-02 13:00	BTC	Buy	70655.5→68890.1	-12.99	stop_loss
06-02 12:35	BTC	Buy	70824.5→69082	-12.80	stop_loss
06-02 12:31	BTC	Buy	70897.5→69148.9	-12.85	stop_loss
06-02 12:06	BTC	Buy	71003.6→69256.9	-12.81	stop_loss
05-31 17:50	BTC	Buy	73982.7→73671.3	-2.62	timeout

Paper vs Live

Paper (trades.jsonl)

114

closed

39%

win rate

-466.85

total pnl ($)

-81.6 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	114	39%	-81.6	-466.85

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…