deribit_basis_discount_fear_long_v11

not live
67
closed trades
37%
win rate
-280.15
total pnl ($)
0.573
weight
7d window — n=13 wr=31% pnl=-88.30  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 08:25:42 (34.0d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: x2189872_20286
n: 5  ·  wr: 100.0%  ·  total_bps: +118.1  ·  mean_bps: +23.61  ·  sharpe: +1.81  ·  max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 67 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 19:51BTCBuy60164→60456+1.68timeout
06-28 22:53BTCBuy60527→58975.5-13.28stop_loss
06-28 22:43BTCBuy60578→59027.5-13.27stop_loss
06-27 16:38BTCBuy59339→60716+11.15timeout
06-27 15:05BTCBuy59227→60559+10.80timeout
06-26 17:47BTCBuy59147→60041+6.89timeout
06-25 13:57BTCBuy59834→58301.9-13.16stop_loss
06-25 13:53BTCBuy60272→58729.7-13.15stop_loss
06-24 17:21BTCBuy60854→59296.4-13.23stop_loss
06-24 15:31BTCBuy62289.1→60694.6-13.01stop_loss
06-24 13:46BTCBuy62903.1→61292.3-13.21stop_loss
06-24 13:46BTCBuy62924.1→61311.3-13.23stop_loss
06-23 08:17BTCBuy64004.2→62365.7-13.27stop_loss
06-23 06:21BTCBuy64224.2→62561.6-13.40stop_loss
06-23 06:18BTCBuy64600.2→62946.4-13.27stop_loss
06-22 22:57BTCBuy64284.2→63903.8-3.42timeout
06-22 21:54BTCBuy64012.2→64220.8+1.18timeout
06-22 16:32BTCBuy63913.2→64639.8+5.22timeout
06-20 22:25BTCBuy62822.1→64185.8+10.40timeout
06-20 17:58BTCBuy62550.1→63819.8+9.68timeout
06-20 15:47BTCBuy62707.1→64143.8+10.87timeout
06-18 15:57BTCBuy63984.2→62345.7-13.23stop_loss
06-18 15:40BTCBuy64298.2→62652.5-13.36stop_loss
06-18 05:08BTCBuy65291.3→63620-13.26stop_loss
06-16 14:23BTCBuy67190.4→65464-13.37stop_loss
06-16 10:30BTCBuy64574.2→66570.7+14.93timeout
06-16 09:14BTCBuy64407.2→66710.7+17.43timeout
06-15 15:47BTCBuy63998.2→67191.6+24.53take_profit
06-14 09:54BTCBuy63777.2→64581.8+5.77timeout
06-14 08:53BTCBuy63454.2→64423.8+7.10timeout
06-13 17:36BTCBuy63105.2→64097.8+7.38timeout
06-12 09:17BTCBuy61054.1→63533.8+19.72timeout
06-12 08:15BTCBuy61601.1→63260.8+12.89timeout
06-11 17:11BTCBuy61445.1→62500.9+8.02timeout
06-09 17:25BTCBuy62228.1→61661.9-5.11timeout
06-09 16:19BTCBuy62193.1→60865-11.43timeout
06-09 14:29BTCBuy63153.2→61537.1-13.25stop_loss
06-09 07:31BTCBuy62248.1→63101.8+6.30timeout
06-07 16:05BTCBuy60197→61955.9+14.03timeout
06-07 15:15BTCBuy60496→61832.9+10.57timeout
06-07 06:36BTCBuy59296→62254.9+24.57take_profit
06-05 18:52BTCBuy60763→59208.4-13.25stop_loss
06-05 14:26BTCBuy61951.1→60365.8-13.24stop_loss
06-05 13:56BTCBuy62535.1→60933.5-13.27stop_loss
06-05 13:56BTCBuy62551.1→60935.5-13.38stop_loss
06-05 06:03BTCBuy63684.2→62050.9-13.22stop_loss
06-04 10:48BTCBuy63950.2→62313.7-13.22stop_loss
06-04 09:25BTCBuy64569.2→62915.4-13.25stop_loss
06-04 02:03BTCBuy63120.2→61504.2-13.25stop_loss
06-04 01:16BTCBuy64500.2→62849.4-13.25stop_loss
06-04 00:26BTCBuy65435.3→63760.9-13.24stop_loss
06-03 20:55BTCBuy66421.3→64652.4-13.81stop_loss
06-03 19:52BTCBuy67173.4→65453-13.30stop_loss
06-03 19:52BTCBuy67182.4→65459-13.31stop_loss
06-03 03:50BTCBuy67202.4→65473-13.32stop_loss
06-03 03:44BTCBuy67413.4→65687.9-13.25stop_loss
06-03 03:32BTCBuy67750.4→66016.7-13.25stop_loss
06-02 14:27BTCBuy69404.5→67624.8-13.28stop_loss
06-02 14:22BTCBuy69892.5→68100.5-13.28stop_loss
06-02 12:34BTCBuy70910.5→69095-13.32stop_loss
06-01 22:25BTCBuy74091.7→71201.8-20.23stop_loss
06-01 22:25BTCBuy73780.7→71201.8-18.22stop_loss
05-30 12:02BTCBuy73411.7→73565.3+0.49timeout
05-30 11:00BTCBuy73354.7→73604.3+1.13timeout
05-30 09:56BTCBuy73534.7→73567.3-0.28timeout
05-30 08:48BTCBuy73306.7→73484.3+0.68timeout
05-30 07:42BTCBuy73414.7→73456.3-0.24timeout

Paper vs Live

Paper (trades.jsonl)
67
closed
37%
win rate
-280.15
total pnl ($)
-82.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6737%-82.8-280.15

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems