deribit_basis_change_momentum_long_v3

56

closed trades

46%

win rate

-122.87

total pnl ($)

1.008

weight

7d window — n=14 wr=43% pnl=-39.29 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-27 06:30:14 (32.2d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: x2189872_36478

n: 12 · wr: 58.3% · total_bps: +296.0 · mean_bps: +24.67 · sharpe: +0.15 · max_dd_bps: -483.0

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-28 03:00	BTC	Buy	60251→60146	-1.32	timeout
06-27 14:42	BTC	Buy	59667→60590	+7.28	timeout
06-27 02:37	BTC	Buy	58842.9→60223	+11.28	timeout
06-26 14:23	BTC	Buy	59379→60006	+4.78	timeout
06-25 13:48	BTC	Buy	60921→59422.3	-12.70	stop_loss
06-24 16:51	BTC	Buy	61303.1→59723.1	-13.32	stop_loss
06-24 13:57	BTC	Buy	62768.1→61222.3	-12.74	stop_loss
06-24 13:19	BTC	Buy	62100.1→62156.9	+0.02	timeout
06-23 08:17	BTC	Buy	63906.2→62333.7	-12.76	stop_loss
06-23 04:50	BTC	Buy	65259.3→63652	-12.78	stop_loss
06-23 01:29	BTC	Buy	64575.2→64156.8	-3.66	timeout
06-22 13:26	BTC	Buy	64119.2→65018.7	+6.41	timeout
06-22 01:04	BTC	Buy	64287.2→63907.8	-3.48	timeout
06-21 12:56	BTC	Buy	63591.2→64111.8	+3.71	timeout
06-21 00:51	BTC	Buy	63527.2→64284.8	+5.46	timeout
06-20 12:46	BTC	Buy	62379.1→63588.8	+9.20	timeout
06-20 00:43	BTC	Buy	63027.2→63564.8	+3.82	timeout
06-18 15:40	BTC	Buy	64309.2→62726.5	-12.77	stop_loss
06-18 15:37	BTC	Buy	64573.2→62985.3	-12.84	stop_loss
06-18 12:49	BTC	Buy	64994.2→64290.8	-5.90	timeout
06-17 19:41	BTC	Buy	65786.3→64168.7	-12.77	stop_loss
06-17 08:35	BTC	Buy	66711.3→65064.2	-12.78	stop_loss
06-17 00:25	BTC	Buy	66233.3→65684.7	-4.66	timeout
06-16 12:21	BTC	Buy	66209.3→66603.7	+2.44	timeout
06-15 22:44	BTC	Buy	65394.3→66245.7	+6.02	timeout
06-15 09:55	BTC	Buy	64590.2→65539.7	+6.90	timeout
06-14 21:22	BTC	Buy	64220.2→64661.8	+2.96	timeout
06-14 09:20	BTC	Buy	63828.2→64299.8	+3.19	timeout
06-13 21:18	BTC	Buy	63621.2→64232.8	+4.34	timeout
06-13 09:14	BTC	Buy	63516.2→63776.8	+1.50	timeout
06-12 20:23	BTC	Buy	63458.2→63505.8	-0.08	timeout
06-12 08:22	BTC	Buy	62807.1→63526.8	+5.17	timeout
06-11 20:17	BTC	Buy	61751.1→63502.8	+13.61	timeout
06-11 08:15	BTC	Buy	61601.1→62782.9	+9.02	timeout
06-10 15:25	BTC	Buy	61430.1→62287.9	+6.48	timeout
06-09 14:43	BTC	Buy	62834.1→61289.3	-12.75	stop_loss
06-09 03:13	BTC	Buy	63275.2→62886.9	-3.50	timeout
06-09 00:31	BTC	Buy	64120.2→62542.6	-12.76	stop_loss
06-08 15:19	BTC	Buy	61778.1→64151.8	+18.71	timeout
06-07 22:15	BTC	Buy	61458.1→64156.8	+21.51	take_profit
06-07 15:01	BTC	Buy	60758→61826.9	+8.33	timeout
06-06 04:34	BTC	Buy	60929→59429.3	-12.76	stop_loss
06-05 18:52	BTC	Buy	60820→59324.4	-12.75	stop_loss
06-05 06:24	BTC	Buy	62605.1→61062.4	-12.76	stop_loss
06-05 03:01	BTC	Buy	63997.2→62423.6	-12.72	stop_loss
06-05 02:29	BTC	Buy	62980.1→62680.9	-2.81	timeout
06-03 20:55	BTC	Buy	66600.3→64959.3	-12.79	stop_loss
06-03 20:44	BTC	Buy	66766.3→65123.2	-12.81	stop_loss
06-02 14:10	BTC	Buy	69994.5→68271.4	-12.77	stop_loss
06-02 12:17	BTC	Buy	70963.5→69215.9	-12.85	stop_loss
06-01 15:32	BTC	Buy	73186.7→71299.8	-13.40	stop_loss
05-31 23:45	BTC	Buy	73780.7→73548.3	-2.00	timeout
05-31 10:52	BTC	Buy	73633.7→73839.3	+0.82	timeout
05-30 11:44	BTC	Buy	73489.7→73588.3	+0.16	timeout
05-29 23:36	BTC	Buy	73649.7→73288.3	-2.92	timeout
05-29 11:13	BTC	Buy	73395.7→73602.3	+0.92	timeout

Paper (trades.jsonl)

56

closed

46%

win rate

-122.87

total pnl ($)

-43.3 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	56	46%	-43.3	-122.87

time	sym	side	reason
06-28 02:26	BTC	Buy	circuit_breaker

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 56 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 1)

Postmortem feed (last 10)