deribit_basis_compression_long_v6

not live
27
closed trades
52%
win rate
+10.22
total pnl ($)
1.114
weight
7d window — n=4 wr=25% pnl=-12.61  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 06:13:46 (27.0d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: x2189873_35013
n: 8  ·  wr: 62.5%  ·  total_bps: +753.4  ·  mean_bps: +94.18  ·  sharpe: +0.48  ·  max_dd_bps: -373.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 27 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-18 04:11BTCBuy65362.3→63744.9-12.83stop_loss
06-17 10:25BTCBuy66182.3→64895.8-10.32timeout
06-16 22:23BTCBuy65701.3→65757.7-0.16timeout
06-16 10:17BTCBuy65118.3→66573.7+10.70timeout
06-15 22:12BTCBuy64475.2→66418.7+14.55timeout
06-15 10:09BTCBuy64413.2→65657.7+9.22timeout
06-14 22:08BTCBuy63753.2→64971.8+9.04timeout
06-14 10:58BTCBuy63486.2→64495.8+7.49timeout
06-13 21:56BTCBuy63778.2→64469.8+4.93timeout
06-13 09:40BTCBuy63463.2→63787.8+1.98timeout
06-12 20:44BTCBuy62829.1→63498.8+4.82timeout
06-12 08:37BTCBuy61874.1→63401.8+11.76timeout
06-11 20:16BTCBuy61658.1→63494.8+14.25timeout
06-11 04:40BTCBuy60862→62639.9+13.93timeout
06-09 14:47BTCBuy62702.1→61160.3-12.75stop_loss
06-09 14:04BTCBuy63656.2→62090.8-12.74stop_loss
06-09 13:10BTCBuy63188.2→62646.9-4.68timeout
06-09 01:13BTCBuy61684.1→62640.9+7.33timeout
06-07 22:14BTCBuy61011.1→63689.8+21.52take_profit
06-07 22:14BTCBuy60875→63547.8+21.51take_profit
06-06 04:13BTCBuy61602.1→60086.9-12.75stop_loss
06-05 13:57BTCBuy62379.1→60843.5-12.76stop_loss
06-05 06:21BTCBuy63070.2→61512.2-12.74stop_loss
06-05 06:03BTCBuy63618.2→62050.9-12.74stop_loss
06-04 00:29BTCBuy65080.3→63480.1-12.74stop_loss
06-03 19:54BTCBuy67037.4→65385-12.81stop_loss
06-03 03:50BTCBuy67189.4→65533.9-12.77stop_loss

Paper vs Live

Paper (trades.jsonl)
27
closed
52%
win rate
+10.22
total pnl ($)
+8.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2752%+8.4+10.22

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems