deribit_basis_discount_fear_long_v47

not live
18
closed trades
39%
win rate
-66.77
total pnl ($)
0.988
weight
7d window — n=3 wr=0% pnl=-38.29  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 06:46:04 (30.8d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: x2189872_36797
n: 2  ·  wr: 50.0%  ·  total_bps: +132.6  ·  mean_bps: +66.31  ·  sharpe: +0.46  ·  max_dd_bps: -78.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 18 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 13:19BTCBuy60017→58540.8-12.76stop_loss
06-25 13:42BTCBuy61703.1→60184.9-12.74stop_loss
06-24 13:57BTCBuy62769.1→61220.3-12.79stop_loss
06-18 04:11BTCBuy65371.3→63739.9-12.94stop_loss
06-16 17:43BTCBuy66865.3→65701.7-9.24timeout
06-15 13:06BTCBuy63835.2→66639.7+21.53take_profit
06-14 17:36BTCBuy64103.2→63937.8-1.82timeout
06-13 17:32BTCBuy63781.2→64066.8+1.78timeout
06-12 17:27BTCBuy62340.1→63760.8+10.91timeout
06-11 17:21BTCBuy62111.1→62349.9+1.41timeout
06-10 17:11BTCBuy61439.1→61983.9+3.93timeout
06-09 14:17BTCBuy63381.2→61818-12.78stop_loss
06-08 17:02BTCBuy62109.1→63372.8+9.64timeout
06-07 16:57BTCBuy60700→61977.9+10.05timeout
06-05 18:52BTCBuy60744→59250.4-12.75stop_loss
06-05 06:03BTCBuy63499.2→61936.9-12.71stop_loss
06-04 00:24BTCBuy65520.3→63908.8-12.75stop_loss
06-03 03:49BTCBuy67292.4→65637.9-12.75stop_loss

Paper vs Live

Paper (trades.jsonl)
18
closed
39%
win rate
-66.77
total pnl ($)
-73.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1839%-73.7-66.77

Recent bounces (last 20 of 1)

timesymsidereason
06-24 06:21BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems