deribit_basis_discount_fear_gate_v3

not live
19
closed trades
47%
win rate
-40.88
total pnl ($)
1.134
weight
7d window — n=4 wr=50% pnl=-15.35  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 01:20:32 (31.8d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: x2189872_29765
n: 3  ·  wr: 33.3%  ·  total_bps: +2.9  ·  mean_bps: +0.98  ·  sharpe: +0.01  ·  max_dd_bps: -136.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 19 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 10:46BTCBuy59423→60392+7.68timeout
06-25 13:44BTCBuy61669.1→60148.9-12.76stop_loss
06-24 14:17BTCBuy62597.1→61057.4-12.74stop_loss
06-24 08:25BTCBuy62289.1→62662.9+2.47timeout
06-18 05:04BTCBuy65291.3→63686-12.75stop_loss
06-16 17:23BTCBuy66789.3→65736.7-8.42timeout
06-15 13:16BTCBuy63936.2→66744.7+21.53take_profit
06-14 17:17BTCBuy63977.2→63946.8-0.76timeout
06-13 17:20BTCBuy63820.2→64012.8+1.06timeout
06-12 17:13BTCBuy62419.1→63849.8+10.97timeout
06-11 17:08BTCBuy62155.1→62457.9+1.93timeout
06-10 17:07BTCBuy61506.1→62167.9+4.87timeout
06-09 14:11BTCBuy63517.2→61951.9-12.77stop_loss
06-08 17:07BTCBuy62247.1→63531.8+9.77timeout
06-07 16:56BTCBuy60693→61965.9+10.01timeout
06-05 18:52BTCBuy60744→59250.4-12.75stop_loss
06-05 06:03BTCBuy63567.2→62001.9-12.72stop_loss
06-04 00:25BTCBuy65516.3→63904.8-12.75stop_loss
06-03 03:50BTCBuy67239.4→65585.9-12.75stop_loss

Paper vs Live

Paper (trades.jsonl)
19
closed
47%
win rate
-40.88
total pnl ($)
-42.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1947%-42.5-40.88

Recent bounces (last 20 of 1)

timesymsidereason
06-27 18:44BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems