deribit_basis_change_long_v3

not live
14
closed trades
50%
win rate
-24.75
total pnl ($)
1.131
weight
7d window — n=4 wr=50% pnl=+3.97  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 07:37:57 (25.9d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: x2189872_37034
n: 11  ·  wr: 36.4%  ·  total_bps: -118.1  ·  mean_bps: -10.74  ·  sharpe: -0.09  ·  max_dd_bps: -263.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 14 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-17 04:41BTCBuy65857.3→65899.7-0.17timeout
06-16 14:23BTCBuy67195.4→65540.9-12.84stop_loss
06-16 03:44BTCBuy65811.3→66084.7+1.66timeout
06-15 14:07BTCBuy64309.2→66335.7+15.32timeout
06-15 00:54BTCBuy64525.2→65529.7+7.31timeout
06-14 12:49BTCBuy64055.2→64299.8+1.46timeout
06-14 01:01BTCBuy63605.2→64550.8+7.03timeout
06-13 07:49BTCBuy63012.2→63831.8+6.04timeout
06-11 09:46BTCBuy61182.1→62883.9+13.32timeout
06-09 00:48BTCBuy63995.2→62421.7-12.75stop_loss
06-05 18:52BTCBuy60773→59278.4-12.75stop_loss
06-05 16:12BTCBuy61226.1→59720.1-12.72stop_loss
06-04 02:01BTCBuy63454.2→61893.9-12.74stop_loss
06-03 19:55BTCBuy66830.3→65167.1-12.92stop_loss

Paper vs Live

Paper (trades.jsonl)
14
closed
50%
win rate
-24.75
total pnl ($)
-35.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1450%-35.1-24.75

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems