deribit_basis_crossover_fear_long_v6

not live
32
closed trades
47%
win rate
-62.29
total pnl ($)
0.968
weight
7d window — n=7 wr=29% pnl=-38.92  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 02:59:36 (34.5d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: x2189872_31479
n: 4  ·  wr: 75.0%  ·  total_bps: +200.1  ·  mean_bps: +50.02  ·  sharpe: +0.31  ·  max_dd_bps: -206.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 32 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 12:01BTCBuy60551→59058.5-12.76stop_loss
06-29 16:33BTCBuy59682→59638-0.97timeout
06-28 16:15BTCBuy60728→59769-8.42timeout
06-27 16:24BTCBuy59998→60682+5.29timeout
06-26 16:12BTCBuy59685→60155+3.40timeout
06-25 13:53BTCBuy60389→58900.6-12.71stop_loss
06-24 14:02BTCBuy62722.1→61177.3-12.76stop_loss
06-23 06:08BTCBuy64685.2→63086.3-12.83stop_loss
06-22 16:05BTCBuy64153.2→64695.8+3.84timeout
06-21 16:03BTCBuy64012.2→64207.8+1.10timeout
06-20 16:00BTCBuy63196.2→64006.8+5.81timeout
06-19 16:00BTCBuy62410.1→63180.8+5.77timeout
06-17 19:42BTCBuy65736.3→64108.7-12.83stop_loss
06-17 15:49BTCBuy65789.3→65673.7-1.33timeout
06-16 14:23BTCBuy67130.4→65475-12.86stop_loss
06-15 13:20BTCBuy64007.2→66817.7+21.52take_profit
06-14 15:45BTCBuy64227.2→64012.8-2.14timeout
06-13 15:42BTCBuy63848.2→64325.8+3.27timeout
06-12 15:47BTCBuy62673.1→63767.8+8.21timeout
06-11 15:38BTCBuy62248.1→62795.9+3.85timeout
06-10 15:31BTCBuy61296.1→62321.9+7.87timeout
06-09 00:49BTCBuy63943.2→62369.7-12.76stop_loss
06-08 15:28BTCBuy61875.1→64060.8+17.16timeout
06-07 15:21BTCBuy60493→61738.9+9.83timeout
06-05 18:51BTCBuy60990→59490.3-12.75stop_loss
06-05 12:05BTCBuy62473.1→61710.9-6.59timeout
06-03 20:46BTCBuy66667.3→65026.2-12.78stop_loss
06-02 14:27BTCBuy69271.5→67467.9-13.47stop_loss
06-02 07:02BTCBuy71569.6→69807.6-12.83stop_loss
05-31 11:20BTCBuy73545.7→73876.3+1.65timeout
05-30 10:50BTCBuy73609.7→73617.3-0.46timeout
05-29 10:41BTCBuy73476.7→73605.3+0.37timeout

Paper vs Live

Paper (trades.jsonl)
32
closed
47%
win rate
-62.29
total pnl ($)
-38.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3247%-38.3-62.29

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems