deribit_basis_compression_btc_dominance_rotation

not live
8
closed trades
88%
win rate
+21.40
total pnl ($)
1.279
weight
7d window — n=2 wr=100% pnl=+9.50  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 03:36:31 (38.1d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: lg
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 8 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 08:55BTCUSDTBuy59854.9→60108.7+1.66timeout
06-25 06:54BTCUSDTBuy60720.6→61727.2+7.84timeout
06-16 11:04BTCUSDTBuy66362.1→66597.2+1.31timeout
06-13 08:51BTCUSDTBuy63600.8→63794.1+1.06timeout
06-11 11:05BTCUSDTBuy62652.3→63144+3.45timeout
06-08 16:02BTCUSDTBuy63251→63677.9+2.90timeout
06-07 07:30BTCUSDTBuy61647.4→62180.2+3.88timeout
05-15 15:05BTCUSDTBuy80617.2→80576.9-0.69timeout

Paper vs Live

Paper (trades.jsonl)
8
closed
88%
win rate
+21.40
total pnl ($)
+53.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTCUSDT888%+53.7+21.40

Recent bounces (last 20 of 1)

timesymsidereason
06-26 05:01BTCUSDTBuyrouter_blocked

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems