deribit_basis_crossover_fear_gate_long_v7

not live
68
closed trades
46%
win rate
-189.41
total pnl ($)
0.927
weight
7d window — n=16 wr=44% pnl=-50.65  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 02:11:23 (32.7d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: x2189875_29933
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 68 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 16:51BTCBuy60799→59627-10.06timeout
06-27 16:47BTCBuy60085→60749+5.06timeout
06-27 15:48BTCBuy60337→60748+2.81timeout
06-26 15:43BTCBuy59061→60417+10.88timeout
06-26 14:40BTCBuy59671→59571-1.34timeout
06-25 13:48BTCBuy60861→59360.3-12.74stop_loss
06-25 13:48BTCBuy61010.1→59509.3-12.71stop_loss
06-24 13:57BTCBuy62757.1→61211.3-12.77stop_loss
06-24 13:57BTCBuy62770.1→61220.3-12.79stop_loss
06-24 11:37BTCBuy62555.1→62563.9-0.40timeout
06-24 06:45BTCBuy62907.1→62708.9-2.08timeout
06-23 06:21BTCBuy64336.2→62754.5-12.76stop_loss
06-23 06:08BTCBuy64659.2→63069.3-12.76stop_loss
06-22 19:06BTCBuy64153.2→64331.8+0.89timeout
06-22 18:05BTCBuy63955.2→64685.8+5.21timeout
06-21 19:02BTCBuy63795.2→64229.8+3.00timeout
06-21 18:00BTCBuy63825.2→64108.8+1.86timeout
06-20 18:04BTCBuy63111.2→63879.8+5.63timeout
06-20 17:03BTCBuy62971.1→63941.8+7.22timeout
06-19 17:47BTCBuy62658.1→63071.8+2.84timeout
06-19 16:57BTCBuy62675.1→62967.9+1.90timeout
06-18 15:40BTCBuy64299.2→62717.5-12.49stop_loss
06-18 15:38BTCBuy64406.2→62822.4-12.47stop_loss
06-17 19:50BTCBuy65588.3→63964.8-12.83stop_loss
06-17 19:29BTCBuy66003.3→64378.6-12.76stop_loss
06-17 16:36BTCBuy65720.3→65982.7+1.48timeout
06-17 15:34BTCBuy65837.3→65379.7-3.89timeout
06-16 14:48BTCBuy66622.3→65668.7-7.68timeout
06-16 13:55BTCBuy66423.3→66072.7-3.17timeout
06-15 13:06BTCBuy63810.2→66615.7+21.55take_profit
06-15 12:50BTCBuy63703.2→66513.7+21.63take_profit
06-14 18:53BTCBuy64094.2→63777.8-3.00timeout
06-14 17:51BTCBuy63998.2→63744.8-2.53timeout
06-13 18:00BTCBuy63848.2→63949.8+0.33timeout
06-13 16:56BTCBuy63869.2→64016.8+0.71timeout
06-12 17:40BTCBuy63214.2→63808.8+4.24timeout
06-12 16:39BTCBuy62697.1→63963.8+9.60timeout
06-11 16:40BTCBuy62295.1→62657.9+2.40timeout
06-11 15:39BTCBuy62230.1→62797.9+3.96timeout
06-10 15:52BTCBuy61325.1→62381.9+8.18timeout
06-10 14:49BTCBuy61207.1→61907.9+5.24timeout
06-09 14:18BTCBuy63311.2→61753-12.76stop_loss
06-09 14:04BTCBuy63655.2→62089.8-12.74stop_loss
06-08 21:41BTCBuy61694.1→63737.8+16.08timeout
06-08 20:36BTCBuy61699.1→63277.8+12.30timeout
06-07 20:36BTCBuy60637→61768.9+8.91timeout
06-07 19:32BTCBuy60604→61330.9+5.60timeout
06-06 20:29BTCBuy60916→60559-3.31timeout
06-06 19:28BTCBuy59821→60584+5.98timeout
06-05 18:54BTCBuy60660→59168.4-12.75stop_loss
06-05 18:44BTCBuy61109.1→59606.2-12.75stop_loss
06-05 14:06BTCBuy61976.1→60446.7-12.79stop_loss
06-05 13:49BTCBuy62947.1→61398.2-12.76stop_loss
06-05 06:23BTCBuy62746.1→61175.3-12.96stop_loss
06-05 06:23BTCBuy62820.1→61273.3-12.70stop_loss
06-05 02:32BTCBuy63176.2→62731.9-3.95timeout
06-04 09:27BTCBuy64383.2→62799.4-12.75stop_loss
06-04 02:03BTCBuy63136.2→61583.1-12.75stop_loss
06-03 23:24BTCBuy65918.3→64297.6-12.74stop_loss
06-03 23:03BTCBuy66096.3→64469.5-12.75stop_loss
06-03 03:28BTCBuy67752.4→66086.6-12.75stop_loss
06-02 22:59BTCBuy68100.4→66257.5-13.98stop_loss
06-02 14:04BTCBuy70300.5→68570.3-12.77stop_loss
06-02 12:06BTCBuy71005.6→69258.9-12.80stop_loss
05-31 11:28BTCBuy73568.7→73935.3+1.90timeout
05-31 09:45BTCBuy73539.7→73938.3+2.11timeout
05-29 18:25BTCBuy73607.7→73806.3+0.86timeout
05-29 17:10BTCBuy73457.7→74151.3+4.23timeout

Paper vs Live

Paper (trades.jsonl)
68
closed
46%
win rate
-189.41
total pnl ($)
-55.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6846%-55.5-189.41

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems