deribit_basis_crossover_long_v15

not live
3
closed trades
0%
win rate
-31.02
total pnl ($)
1.098
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 06:13:51 (26.1d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: x2189875_35792
n: 12  ·  wr: 41.7%  ·  total_bps: +453.0  ·  mean_bps: +37.75  ·  sharpe: +0.25  ·  max_dd_bps: -363.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 3 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-02 09:12BTCBuy71251.6→69496.8-12.82stop_loss
06-01 22:34BTCBuy72984.6→71189.8-12.83stop_loss
06-01 05:17BTCBuy74159.7→73434.3-5.38timeout

Paper vs Live

Paper (trades.jsonl)
3
closed
0%
win rate
-31.02
total pnl ($)
-205.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC30%-205.7-31.02

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems