deribit_basis_compression_buy_long

not live
21
closed trades
57%
win rate
+88.14
total pnl ($)
1.648
weight
7d window — n=9 wr=67% pnl=+57.76  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 17:07:37 (18.5d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_amc
n: 202  ·  wr: 23.3%  ·  total_bps: -9541.2  ·  mean_bps: -47.23  ·  sharpe: -0.31  ·  max_dd_bps: -9918.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 21 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-21 19:36BTCUSDTBuy62945.3→64158.5+9.23timeout
06-21 07:35BTCUSDTBuy62639.4→64180+11.87timeout
06-20 15:53BTCUSDTBuy62516.7→64049.3+11.67timeout
06-18 05:04BTCUSDTBuy65300.3→63667.1-12.97stop_loss
06-17 11:05BTCUSDTBuy66214→64551.6-13.14stop_loss
06-17 05:28BTCUSDTBuy65811→65790.5-0.67timeout
06-16 01:58BTCUSDTBuy64564.5→66283.5+12.88timeout
06-15 15:45BTCUSDTBuy64132.5→66930.5+21.34take_profit
06-15 13:42BTCUSDTBuy64167.7→66473.1+17.54timeout
06-15 01:46BTCUSDTBuy63787.3→65628.6+13.93timeout
06-14 04:47BTCUSDTBuy63691.4→64325.9+4.63timeout
06-13 10:27BTCUSDTBuy62830.6→63730.2+6.54timeout
06-12 08:15BTCUSDTBuy61602.5→63265.3+12.97timeout
06-11 18:02BTCUSDTBuy61095.7→63754+21.22take_profit
06-09 16:11BTCUSDTBuy62035.5→60935.1-9.62timeout
06-09 14:35BTCUSDTBuy62973→61380-13.12stop_loss
06-09 14:20BTCUSDTBuy63204.7→61623.8-12.96stop_loss
06-09 14:11BTCUSDTBuy63501.4→61903.6-13.03stop_loss
06-07 22:15BTCUSDTBuy61453→64175.9+21.72take_profit
05-17 11:05BTCUSDTBuy80617.2→80576.9-0.97timeout
05-17 11:05BTCUSDTBuy80617.2→80576.9-0.92timeout

Paper vs Live

Paper (trades.jsonl)
21
closed
57%
win rate
+88.14
total pnl ($)
+85.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTCUSDT2157%+85.2+88.14

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems