deribit_basis_discount_fear_gate_long_v66 · strategy

closed trades

40%

win rate

-224.47

total pnl ($)

1.069

weight

7d window — n=19 wr=42% pnl=-9.53 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-02 07:19:53 (28.0d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485392_12437

n: 25 · wr: 8.0% · total_bps: -933.0 · mean_bps: -37.32 · sharpe: -0.40 · max_dd_bps: -933.0

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

Cumulative P&L (last 89 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 17:15	SOL	Buy	72.4389→76.1826	+30.39	take_profit
06-29 17:13	SOL	Buy	71.5737→75.1317	+29.16	take_profit
06-29 08:37	SOL	Buy	71.4827→72.6981	+9.63	timeout
06-28 22:55	SOL	Buy	70.9686→70.0735	-8.29	timeout
06-28 22:53	SOL	Buy	71.7468→69.4968	-19.41	stop_loss
06-27 22:15	SOL	Buy	72.7329→70.4412	-19.45	stop_loss
06-26 22:04	SOL	Buy	73.8681→71.5914	-19.05	stop_loss
06-26 16:00	SOL	Buy	69.6744→73.139	+29.23	take_profit
06-26 16:00	SOL	Buy	68.8473→72.2692	+29.26	take_profit
06-26 07:02	SOL	Buy	66.74→70.0655	+29.26	take_profit
06-26 02:24	SOL	Buy	67.9582→65.8642	-19.03	stop_loss
06-25 13:46	SOL	Buy	68.0882→65.9911	-18.99	stop_loss
06-25 13:45	SOL	Buy	68.4563→66.3479	-19.02	stop_loss
06-25 13:39	SOL	Buy	69.4574→67.3162	-19.02	stop_loss
06-24 22:00	SOL	Buy	64.9317→68.1598	+29.30	take_profit
06-24 15:43	SOL	Buy	69.7945→67.646	-19.01	stop_loss
06-24 15:43	SOL	Buy	69.8035→67.647	-19.09	stop_loss
06-24 12:08	SOL	Buy	69.2354→69.7185	+3.64	timeout
06-23 08:14	SOL	Buy	71.0076→68.8152	-19.03	stop_loss
06-23 06:08	SOL	Buy	72.7369→70.4962	-18.90	stop_loss
06-22 22:28	SOL	Buy	73.535→71.1048	-20.18	stop_loss
06-22 22:28	SOL	Buy	74.1601→71.8723	-18.92	stop_loss
06-22 22:27	SOL	Buy	74.4712→72.1731	-18.98	stop_loss
06-22 19:04	SOL	Buy	74.2101→72.5961	-13.49	timeout
06-22 13:07	SOL	Buy	73.677→74.2799	+4.19	timeout
06-22 06:57	SOL	Buy	73.285→73.6859	+2.69	timeout
06-22 00:44	SOL	Buy	73.118→73.278	+0.89	timeout
06-21 16:01	SOL	Buy	71.8068→74.0159	+17.74	timeout
06-21 05:20	SOL	Buy	71.9108→73.053	+8.92	timeout
06-20 05:10	SOL	Buy	68.5043→71.9262	+29.39	take_profit
06-20 05:10	SOL	Buy	68.4483→71.8572	+29.29	take_profit
06-20 01:19	SOL	Buy	69.8445→69.5896	-2.83	timeout
06-19 19:17	SOL	Buy	68.6413→68.9577	+2.28	timeout
06-18 15:40	SOL	Buy	71.3797→69.165	-19.14	stop_loss
06-18 15:39	SOL	Buy	71.5907→69.3549	-19.27	stop_loss
06-18 15:17	SOL	Buy	72.4129→70.1714	-19.06	stop_loss
06-18 13:09	SOL	Buy	72.2698→71.5183	-6.66	timeout
06-17 22:03	SOL	Buy	73.11→70.8539	-19.06	stop_loss
06-17 22:03	SOL	Buy	73.401→71.1417	-19.04	stop_loss
06-17 22:03	SOL	Buy	73.435→71.1537	-19.23	stop_loss
06-17 12:30	SOL	Buy	73.8091→71.5375	-18.91	stop_loss
06-17 06:59	SOL	Buy	74.1691→73.368	-7.00	timeout
06-16 14:32	SOL	Buy	74.7512→72.4489	-19.08	stop_loss
06-16 14:31	SOL	Buy	74.9012→72.5828	-19.12	stop_loss
06-15 16:09	SOL	Buy	71.7718→75.3477	+29.37	take_profit
06-15 15:46	SOL	Buy	71.2267→74.7688	+29.28	take_profit
06-15 11:19	SOL	Buy	68.9063→72.3321	+29.37	take_profit
06-15 02:31	SOL	Buy	68.9493→71.3003	+19.74	timeout
06-15 00:14	SOL	Buy	68.2612→71.6632	+29.47	take_profit
06-14 20:27	SOL	Buy	68.1662→67.7158	-4.19	timeout
06-14 14:12	SOL	Buy	68.1992→67.5919	-5.70	timeout
06-14 08:07	SOL	Buy	67.2541→68.1188	+7.17	timeout
06-13 21:13	SOL	Buy	66.797→68.2908	+13.11	timeout
06-13 12:10	SOL	Buy	66.887→67.8168	+7.90	timeout
06-13 05:44	SOL	Buy	66.725→66.703	-0.57	timeout
06-12 23:43	SOL	Buy	67.0341→66.636	-3.89	timeout
06-12 17:43	SOL	Buy	66.633→67.4139	+6.72	timeout
06-11 08:18	SOL	Buy	64.1426→65.1942	+9.12	timeout
06-10 18:43	SOL	Buy	65.4228→63.3938	-19.13	stop_loss
06-10 09:21	SOL	Buy	65.0378→63.036	-18.87	stop_loss
06-09 14:20	SOL	Buy	66.862→64.7919	-19.10	stop_loss
06-09 14:18	SOL	Buy	67.0391→64.9757	-18.95	stop_loss
06-09 14:11	SOL	Buy	66.748→65.5452	-11.27	timeout
06-09 08:05	SOL	Buy	65.9149→66.68	+6.24	timeout
06-09 02:00	SOL	Buy	66.2179→65.9301	-2.79	timeout
06-08 07:48	SOL	Buy	64.8157→66.1421	+12.12	timeout
06-07 22:15	SOL	Buy	64.3096→67.5089	+29.54	take_profit
06-07 22:14	SOL	Buy	63.7866→66.965	+29.42	take_profit
06-07 22:14	SOL	Buy	63.6415→66.827	+30.05	take_profit
06-07 08:46	SOL	Buy	62.2633→65.3572	+29.65	take_profit
06-07 06:28	SOL	Buy	61.6712→64.7403	+29.46	take_profit
06-06 04:05	SOL	Buy	64.3607→62.3784	-18.90	stop_loss
06-05 18:54	SOL	Buy	64.6007→62.6103	-19.03	stop_loss
06-05 16:08	SOL	Buy	65.6959→63.6726	-19.06	stop_loss
06-05 06:17	SOL	Buy	67.4891→65.4085	-18.99	stop_loss
06-05 05:57	SOL	Buy	68.0862→65.9871	-18.65	stop_loss
06-05 04:04	SOL	Buy	68.6793→66.5647	-18.88	stop_loss
06-04 22:07	SOL	Buy	69.6434→67.4971	-18.96	stop_loss
06-04 08:11	SOL	Buy	70.8326→68.6524	-18.94	stop_loss
06-04 01:22	SOL	Buy	71.4487→69.249	-18.93	stop_loss
06-03 20:48	SOL	Buy	73.54→71.2766	-18.85	stop_loss
06-03 19:55	SOL	Buy	73.9001→71.6074	-18.96	stop_loss
06-03 16:20	SOL	Buy	74.9812→72.6707	-19.00	stop_loss
06-02 22:48	SOL	Buy	76.6685→74.3057	-18.97	stop_loss
06-02 14:27	SOL	Buy	79.6039→77.1208	-19.20	stop_loss
06-02 14:10	SOL	Buy	80.7131→78.1832	-19.26	stop_loss
05-30 14:53	SOL	Buy	81.4852→82.5836	+7.45	timeout
05-30 07:50	SOL	Buy	82.0193→82.2837	+1.29	timeout
05-29 14:15	SOL	Buy	81.1082→81.3538	+1.10	timeout

Paper vs Live

Paper (trades.jsonl)

closed

40%

win rate

-224.47

total pnl ($)

-42.8 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
SOL	89	40%	-42.8	-224.47

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 03:31	SOL	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…