deribit_basis_contango_carry_long_v2

not live
20
closed trades
35%
win rate
-98.75
total pnl ($)
1.014
weight
7d window — n=4 wr=0% pnl=-40.86  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 06:13:51 (32.9d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: x2189875_35792
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 20 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 08:24BTCBuy60443→60183-2.61timeout
06-26 12:42BTCBuy60534→59045.5-12.75stop_loss
06-24 13:44BTCBuy62967.1→61418.2-12.75stop_loss
06-23 08:17BTCBuy63977.2→62403.7-12.76stop_loss
06-21 21:54BTCBuy64004.2→63800.8-2.04timeout
06-20 17:26BTCBuy62894.1→63869.8+7.30timeout
06-19 15:55BTCBuy62503.1→63212.8+5.26timeout
06-18 05:05BTCBuy65267.3→63662-12.76stop_loss
06-17 08:05BTCBuy66342.3→65446.7-7.15timeout
06-13 22:12BTCBuy63466.2→64364.8+6.60timeout
06-12 20:56BTCBuy63373.2→63446.8+0.09timeout
06-11 14:56BTCBuy61846.1→62760.9+6.85timeout
06-09 14:46BTCBuy62766.1→61221.3-12.76stop_loss
06-09 06:12BTCBuy62928.1→63379.8+3.09timeout
06-06 04:34BTCBuy60927→59428.3-12.75stop_loss
06-04 00:29BTCBuy64993.2→63395.1-12.74stop_loss
06-03 03:43BTCBuy67423.4→65764.8-12.75stop_loss
06-02 12:18BTCBuy70939.5→69192.9-12.81stop_loss
05-30 17:18BTCBuy74185.7→73886.3-2.58timeout
05-29 10:58BTCBuy73378.7→73639.3+1.28timeout

Paper vs Live

Paper (trades.jsonl)
20
closed
35%
win rate
-98.75
total pnl ($)
-98.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2035%-98.4-98.75

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems