deribit_basis_compression_fear_gate_long_v2

not live
15
closed trades
47%
win rate
+0.24
total pnl ($)
1.255
weight
7d window — n=4 wr=50% pnl=+17.36  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 01:57:21 (26.1d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: x2189873_30178
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 15 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-18 04:11BTCBuy65371.3→63739.9-12.94stop_loss
06-17 07:54BTCBuy66865.3→65221.1-12.79stop_loss
06-15 13:25BTCBuy64103.2→66918.7+21.55take_profit
06-15 13:06BTCBuy63835.2→66639.7+21.53take_profit
06-14 17:36BTCBuy63818.2→63913.8+0.15timeout
06-13 17:28BTCBuy62353.1→64031.8+12.99timeout
06-12 17:22BTCBuy62077.1→63791.8+13.28timeout
06-11 17:12BTCBuy61548.1→62470.9+6.93timeout
06-09 16:46BTCBuy62203.1→61256.9-8.26timeout
06-09 14:10BTCBuy63601.2→62036.9-12.75stop_loss
06-07 22:14BTCBuy60738→63404.8+21.52take_profit
06-05 18:52BTCBuy60744→59250.4-12.75stop_loss
06-05 06:03BTCBuy63499.2→61936.9-12.71stop_loss
06-04 00:25BTCBuy65453.3→63843.9-12.74stop_loss
06-03 03:50BTCBuy67227.4→65570.9-12.77stop_loss

Paper vs Live

Paper (trades.jsonl)
15
closed
47%
win rate
+0.24
total pnl ($)
+1.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1547%+1.0+0.24

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems