deribit_basis_carry_long

not live
25
closed trades
16%
win rate
-99.27
total pnl ($)
1.103
weight
7d window — n=5 wr=20% pnl=-5.23  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 16:55:33 (26.8d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_aln
n: 16106  ·  wr: 39.9%  ·  total_bps: -124273.6  ·  mean_bps: -7.72  ·  sharpe: -0.17  ·  max_dd_bps: -124386.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 25 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 06:10BTCUSDTBuy59447.2→59501.9+0.01timeout
06-29 07:36BTCUSDTBuy60099→60055.7-0.81timeout
06-28 06:06BTCUSDTBuy59993.7→59908.9-1.16timeout
06-26 21:11BTCUSDTBuy59697.1→59673-0.66timeout
06-25 21:06BTCUSDTBuy59696.4→59438.3-2.61timeout
06-22 01:26BTCUSDTBuy63851.9→64778+6.80take_profit
06-21 01:43BTCUSDTBuy64292.4→64193.5-1.22timeout
06-19 23:29BTCUSDTBuy63248.5→63255.4-0.40timeout
06-18 09:05BTCUSDTBuy64410.2→64323-1.13timeout
06-17 08:54BTCUSDTBuy65268→64875.3-3.46timeout
06-15 22:45BTCUSDTBuy66431.9→66223.8-2.02timeout
06-14 22:44BTCUSDTBuy65274.8→65400.2+0.51timeout
06-13 22:43BTCUSDTBuy64601.1→64454.1-1.59timeout
06-11 17:26BTCUSDTBuy62624.5→62332.5-2.78timeout
06-10 15:53BTCUSDTBuy61861.3→62469.4+4.46timeout
06-09 03:46BTCUSDTBuy62707.5→62734.8-0.23timeout
06-08 03:39BTCUSDTBuy63064.9→63052.1-0.55timeout
05-28 03:18BTCBuy75753.2→73520.4-15.20stop_loss
05-27 21:47BTCBuy76685.2→74422.9-15.49stop_loss
05-27 13:28BTCBuy77462.1→75176.3-15.08stop_loss
05-23 07:50BTCBuy76740.2→74477.9-15.17stop_loss
05-22 23:48BTCBuy77735.1→75444.5-15.32stop_loss
05-22 23:48BTCBuy77751.1→75455.5-15.28stop_loss
05-15 12:05BTCUSDTBuy80617.2→80576.9-0.70timeout
05-15 12:05BTCUSDTBuy80576.9→80617.2-0.20timeout

Paper vs Live

Paper (trades.jsonl)
25
closed
16%
win rate
-99.27
total pnl ($)
-79.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTCUSDT1921%-8.1-7.74
BTC60%-303.9-91.54

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems