deribit_basis_discount_fear_gate_long_v27

not live
14
closed trades
57%
win rate
-15.54
total pnl ($)
1.185
weight
7d window — n=2 wr=50% pnl=-3.81  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 02:59:36 (27.2d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: x2189872_31479
n: 2  ·  wr: 50.0%  ·  total_bps: +163.2  ·  mean_bps: +81.61  ·  sharpe: +0.64  ·  max_dd_bps: -45.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 14 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-18 04:11BTCBuy65358.3→63743.9-12.81stop_loss
06-16 08:54BTCBuy65651.3→66892.7+9.00timeout
06-15 08:26BTCBuy64451.2→65653.7+8.89timeout
06-14 08:25BTCBuy63758.2→64445.8+4.92timeout
06-13 08:24BTCBuy63483.2→63735.8+1.44timeout
06-12 08:27BTCBuy62885.1→63466.8+4.08timeout
06-11 08:15BTCBuy61610.1→62782.9+8.94timeout
06-09 14:18BTCBuy63336.2→61778-12.75stop_loss
06-08 22:25BTCBuy62968.1→63306.8+2.20timeout
06-07 22:14BTCBuy60587→63246.8+21.51take_profit
06-06 04:27BTCBuy61378.1→59868.1-12.75stop_loss
06-05 06:00BTCBuy63743.2→62175.8-12.72stop_loss
06-04 00:29BTCBuy64940.2→63343.1-12.74stop_loss
06-03 03:44BTCBuy67330.4→65674.9-12.75stop_loss

Paper vs Live

Paper (trades.jsonl)
14
closed
57%
win rate
-15.54
total pnl ($)
-21.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1457%-21.7-15.54

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems