deribit_basis_carry_threshold_long

not live
5
closed trades
80%
win rate
+7.64
total pnl ($)
1.214
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-26 16:49:36 (31.1d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: x1223139_13377
n: 8  ·  wr: 0.0%  ·  total_bps: -1175.1  ·  mean_bps: -146.89  ·  sharpe: -2.76  ·  max_dd_bps: -1175.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 5 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-30 10:50BTCBuy73444.7→73617.3+0.60timeout
05-30 09:45BTCBuy73463.7→73533.3-0.05timeout
05-30 08:39BTCBuy73272.7→73509.3+1.08timeout
05-30 07:34BTCBuy73300.7→73535.3+1.07timeout
05-30 06:33BTCBuy72833.6→73630.3+4.94timeout

Paper vs Live

Paper (trades.jsonl)
5
closed
80%
win rate
+7.64
total pnl ($)
+32.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC580%+32.3+7.64

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems