deribit_basis_compression_fear_revert_long_horizon

not live
4
closed trades
50%
win rate
+17.56
total pnl ($)
1.187
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-23 20:27 (29.8d ago) · src: backtest-gate-results.jsonl
verdict: ERROR  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_awx
n: 0  ·  wr: 0.0%  ·  total_bps: +0.0  ·  mean_bps: +0.00  ·  sharpe: +0.00  ·  max_dd_bps: +0.0
gate: min_trades=5 min_wr=0.45 min_total_bps=— min_sharpe=— effective_days=231.844

Cumulative P&L (last 4 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-15 07:24BTCBuy63210.2→65987.7+21.47take_profit
06-15 00:14BTCBuy63034.2→65802.7+21.59take_profit
06-09 00:49BTCBuy63948.2→62374.7-12.75stop_loss
06-05 13:56BTCBuy62422.1→60886.5-12.75stop_loss

Paper vs Live

Paper (trades.jsonl)
4
closed
50%
win rate
+17.56
total pnl ($)
+87.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC450%+87.6+17.56

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems