deribit_basis_crossover_fear_long_v5

not live
67
closed trades
34%
win rate
-297.26
total pnl ($)
0.364
weight
7d window — n=15 wr=13% pnl=-129.37  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 02:41:34 (34.6d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: x2189875_30898
n: 13  ·  wr: 53.8%  ·  total_bps: +901.9  ·  mean_bps: +69.38  ·  sharpe: +0.35  ·  max_dd_bps: -324.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 67 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 13:34BTCBuy59696→58228-12.74stop_loss
06-30 12:25BTCBuy60239→58750.7-12.79stop_loss
06-29 20:50BTCBuy60255→60342-0.03timeout
06-28 19:46BTCBuy60782→59281.4-12.77stop_loss
06-28 16:30BTCBuy60046→59756-2.86timeout
06-27 20:17BTCBuy59540→60235+5.50timeout
06-27 16:17BTCBuy59657→60697+8.34timeout
06-26 13:19BTCBuy59982→58505.8-12.77stop_loss
06-26 02:24BTCBuy59766→58294.9-12.75stop_loss
06-25 13:58BTCBuy59638→58168-12.71stop_loss
06-25 13:48BTCBuy60794→59296.4-12.75stop_loss
06-25 13:48BTCBuy60929→59417.3-12.83stop_loss
06-24 15:30BTCBuy62295.1→60762.6-12.68stop_loss
06-24 14:20BTCBuy62363.1→60823.5-12.77stop_loss
06-24 13:43BTCBuy62989.1→61440.2-12.74stop_loss
06-23 06:21BTCBuy64133.2→62554.6-12.76stop_loss
06-23 06:21BTCBuy64329.2→62747.5-12.76stop_loss
06-23 05:46BTCBuy64236.2→63374.8-7.22timeout
06-23 01:42BTCBuy64201.2→64061.8-1.47timeout
06-22 21:40BTCBuy63938.2→64172.8+1.37timeout
06-21 03:17BTCBuy62408.1→64260.8+14.38timeout
06-20 23:14BTCBuy62729.1→64233.8+11.53timeout
06-20 19:11BTCBuy62622.1→63856.8+9.43timeout
06-18 15:40BTCBuy64266.2→62655.5-12.96stop_loss
06-18 15:18BTCBuy64775.2→63182.2-12.73stop_loss
06-18 15:14BTCBuy65104.3→63503.1-12.73stop_loss
06-17 19:41BTCBuy65771.3→64150.7-12.83stop_loss
06-17 08:39BTCBuy66565.3→64922.3-12.78stop_loss
06-17 07:54BTCBuy66837.3→65189.1-12.82stop_loss
06-16 09:56BTCBuy64593.2→66513.7+14.42timeout
06-16 00:37BTCBuy64537.2→66315.7+13.37timeout
06-15 15:47BTCBuy64348.2→67173.6+21.53take_profit
06-14 09:09BTCBuy63469.2→64430.8+7.01timeout
06-14 01:02BTCBuy63500.2→64540.8+7.83timeout
06-13 20:56BTCBuy63373.2→64250.8+6.43timeout
06-12 08:16BTCBuy61658.1→63349.8+13.05timeout
06-11 18:02BTCBuy61087.1→63769.8+21.39take_profit
06-11 17:45BTCBuy61671.1→63325.8+12.79timeout
06-09 14:36BTCBuy62926.1→61372.2-12.82stop_loss
06-09 14:30BTCBuy63021.2→61466.2-12.80stop_loss
06-09 14:29BTCBuy63101.2→61546.1-12.79stop_loss
06-07 22:15BTCBuy61138.1→63821.8+21.52take_profit
06-07 22:14BTCBuy60877→63549.8+21.52take_profit
06-07 22:14BTCBuy60582→63241.8+21.52take_profit
06-06 04:27BTCBuy61319.1→59811.1-12.75stop_loss
06-05 18:54BTCBuy60613→59122.5-12.76stop_loss
06-05 18:53BTCBuy60682→59189.4-12.75stop_loss
06-05 13:51BTCBuy62696.1→61152.3-12.76stop_loss
06-05 06:21BTCBuy63109.2→61551.1-12.74stop_loss
06-05 06:20BTCBuy63224.2→61669.1-12.67stop_loss
06-05 06:03BTCBuy63632.2→62065.8-12.72stop_loss
06-04 11:10BTCBuy63782.2→62213.8-12.73stop_loss
06-04 00:29BTCBuy65116.3→63515-12.74stop_loss
06-03 20:55BTCBuy66364.3→64732.4-12.79stop_loss
06-03 19:55BTCBuy66913.3→65264.1-12.83stop_loss
06-03 16:24BTCBuy67302.4→65643.9-12.79stop_loss
06-03 03:43BTCBuy67382.4→65724.8-12.75stop_loss
06-02 15:26BTCBuy69034.5→67332.9-12.78stop_loss
06-02 14:10BTCBuy69983.5→68256.4-12.80stop_loss
06-01 22:26BTCBuy73795.7→71239.8-17.99stop_loss
06-01 22:26BTCBuy74152.7→71239.8-20.35stop_loss
06-01 22:26BTCBuy73791.7→71239.8-18.03stop_loss
05-31 02:21BTCBuy73553.7→74101.3+3.15timeout
05-30 21:24BTCBuy73713.7→73960.3+1.00timeout
05-30 17:53BTCBuy73541.7→73976.3+2.28timeout
05-30 13:20BTCBuy73214.7→73746.3+3.02timeout
05-30 09:18BTCBuy73324.7→73516.3+0.77timeout

Paper vs Live

Paper (trades.jsonl)
67
closed
34%
win rate
-297.26
total pnl ($)
-88.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6734%-88.1-297.26

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems