deribit_basis_discount_contrarian_long_v7

82

closed trades

34%

win rate

-273.48

total pnl ($)

0.536

weight

7d window — n=20 wr=35% pnl=-114.01 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-27 10:12:53 (33.7d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x2189872_26907

n: 9 · wr: 55.6% · total_bps: +766.9 · mean_bps: +85.21 · sharpe: +0.30 · max_dd_bps: -830.3

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-29 22:12	BTC	Buy	60114→60348	+1.43	timeout
06-29 20:08	BTC	Buy	60232→60437	+0.95	timeout
06-28 22:53	BTC	Buy	60332→58846.6	-12.78	stop_loss
06-28 22:43	BTC	Buy	60553→59063.5	-12.77	stop_loss
06-28 03:32	BTC	Buy	59192→60212	+8.17	timeout
06-27 18:44	BTC	Buy	59404→60519	+8.97	timeout
06-27 17:44	BTC	Buy	59527→60575	+8.35	timeout
06-27 16:39	BTC	Buy	59308→60744	+11.66	timeout
06-27 15:31	BTC	Buy	59258→60748	+12.14	timeout
06-26 02:24	BTC	Buy	59755→58281.9	-12.75	stop_loss
06-25 13:58	BTC	Buy	59649→58176	-12.72	stop_loss
06-25 13:57	BTC	Buy	59705→58233	-12.70	stop_loss
06-25 13:57	BTC	Buy	59820→58325.9	-12.86	stop_loss
06-25 13:53	BTC	Buy	60442→58955.6	-12.66	stop_loss
06-25 13:48	BTC	Buy	61044.1→59542.2	-12.69	stop_loss
06-24 17:47	BTC	Buy	60633→59141.5	-12.74	stop_loss
06-24 16:51	BTC	Buy	61134.1→59628.2	-12.75	stop_loss
06-24 15:46	BTC	Buy	61865.1→60341.8	-12.75	stop_loss
06-24 13:57	BTC	Buy	62751.1→61205.3	-12.77	stop_loss
06-24 13:47	BTC	Buy	62825.1→61277.3	-12.77	stop_loss
06-17 22:03	BTC	Buy	65563.3→63944.8	-12.79	stop_loss
06-17 11:05	BTC	Buy	66126.3→64493.5	-12.90	stop_loss
06-17 11:02	BTC	Buy	66315.3→64680.4	-12.92	stop_loss
06-17 08:39	BTC	Buy	66547.3→64910.3	-12.81	stop_loss
06-17 08:20	BTC	Buy	66817.3→65172.1	-12.81	stop_loss
06-17 07:54	BTC	Buy	66844.3→65199.1	-12.78	stop_loss
06-16 02:38	BTC	Buy	64534.2→65843.7	+9.71	timeout
06-15 16:10	BTC	Buy	64441.2→67277.6	+21.47	take_profit
06-15 15:47	BTC	Buy	64344.2→67169.6	+21.51	take_profit
06-15 15:47	BTC	Buy	64247.2→67072.6	+21.55	take_profit
06-15 13:18	BTC	Buy	63969.2→66779.7	+21.55	take_profit
06-14 08:54	BTC	Buy	63437.2→64433.8	+7.31	timeout
06-14 04:37	BTC	Buy	63721.2→64426.8	+5.18	timeout
06-14 02:29	BTC	Buy	63516.2→64502.8	+7.35	timeout
06-13 19:13	BTC	Buy	63478.2→64152.8	+4.86	timeout
06-13 16:59	BTC	Buy	62564.1→63997.8	+11.00	timeout
06-12 08:15	BTC	Buy	61610.1→63272.8	+12.82	timeout
06-11 19:30	BTC	Buy	61165.1→63851.8	+21.34	take_profit
06-11 19:30	BTC	Buy	61151.1→63835.8	+21.33	take_profit
06-11 18:01	BTC	Buy	61029.1→63709.8	+21.38	take_profit
06-11 16:40	BTC	Buy	60861→62660.9	+14.15	timeout
06-09 15:55	BTC	Buy	62614.1→61074.4	-12.75	stop_loss
06-09 14:39	BTC	Buy	62875.1→61329.3	-12.77	stop_loss
06-09 14:35	BTC	Buy	62968.1→61416.2	-12.80	stop_loss
06-09 14:20	BTC	Buy	63242.2→61686.1	-12.76	stop_loss
06-09 14:16	BTC	Buy	63467.2→61905.9	-12.75	stop_loss
06-09 09:40	BTC	Buy	62559.1→62603.9	-0.05	timeout
06-07 22:14	BTC	Buy	61053.1→63733.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60927→63602.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60816→63485.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60688→63353.8	+21.53	take_profit
06-07 08:48	BTC	Buy	60190→62832.9	+21.54	take_profit
06-06 04:27	BTC	Buy	61341.1→59832.1	-12.75	stop_loss
06-05 21:04	BTC	Buy	59304→61908.9	+21.51	take_profit
06-05 18:54	BTC	Buy	60591→59100.5	-12.76	stop_loss
06-05 18:52	BTC	Buy	60799→59303.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60816→59320.4	-12.75	stop_loss
06-05 18:43	BTC	Buy	61292.1→59785.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61993.1→60466.7	-12.76	stop_loss
06-05 13:57	BTC	Buy	62349.1→60815.5	-12.75	stop_loss
06-05 13:56	BTC	Buy	62510.1→60972.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62811.1→61266.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62959.1→61408.2	-12.77	stop_loss
06-05 06:23	BTC	Buy	62733.1→61175.3	-12.86	stop_loss
06-05 06:23	BTC	Buy	62723.1→61175.3	-12.73	stop_loss
06-05 06:23	BTC	Buy	62751.1→61208.3	-12.66	stop_loss
06-05 06:19	BTC	Buy	63290.2→61731	-12.72	stop_loss
06-05 06:19	BTC	Buy	63332.2→61775	-12.66	stop_loss
06-05 03:11	BTC	Buy	63850.2→62279.7	-12.72	stop_loss
06-04 10:49	BTC	Buy	63804.2→62234.8	-12.73	stop_loss
06-04 10:48	BTC	Buy	63915.2→62343.7	-12.72	stop_loss
06-04 09:18	BTC	Buy	64651.2→63061.3	-12.74	stop_loss
06-04 01:22	BTC	Buy	64171.2→62592.6	-12.75	stop_loss
06-04 00:29	BTC	Buy	64941.2→63344.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65103.3→63502.1	-12.75	stop_loss
06-03 20:45	BTC	Buy	66721.3→65058.2	-12.97	stop_loss
06-03 19:55	BTC	Buy	66830.3→65167.1	-12.92	stop_loss
06-03 19:54	BTC	Buy	67042.4→65386	-12.84	stop_loss
06-03 19:51	BTC	Buy	67148.4→65495	-12.79	stop_loss
06-03 16:27	BTC	Buy	67176.4→65513.9	-12.84	stop_loss
06-03 03:49	BTC	Buy	67292.4→65630.9	-12.80	stop_loss
06-03 03:43	BTC	Buy	67420.4→65761.8	-12.75	stop_loss

Paper (trades.jsonl)

82

closed

34%

win rate

-273.48

total pnl ($)

-66.5 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	82	34%	-66.5	-273.48

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 82 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)