deribit_basis_compression_contrarian_long

not live
8
closed trades
38%
win rate
-21.87
total pnl ($)
1.149
weight
7d window — n=1 wr=0% pnl=-12.75  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 03:42:25 (31.4d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: x2189873_31623
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
06-24 13:48BTCBuy62777.1→61232.3-12.75stop_loss
06-17 07:38BTCBuy65723.3→65494.7-2.24timeout
06-15 07:34BTCBuy63735.2→65740.7+15.25timeout
06-13 07:31BTCBuy62741.1→63755.8+7.61timeout
06-09 14:21BTCBuy63180.2→61623.1-12.78stop_loss
06-09 06:52BTCBuy62131.1→63265.8+8.57timeout
06-05 14:04BTCBuy62059.1→60531.7-12.76stop_loss
06-03 16:27BTCBuy67166.4→65514.9-12.77stop_loss

Paper vs Live

Paper (trades.jsonl)
8
closed
38%
win rate
-21.87
total pnl ($)
-54.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC838%-54.0-21.87

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems