deribit_basis_discount_fear_long_v49

not live
22
closed trades
50%
win rate
-14.83
total pnl ($)
1.007
weight
7d window — n=7 wr=43% pnl=-25.87  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 07:37:57 (27.0d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: x2189872_37034
n: 1  ·  wr: 0.0%  ·  total_bps: -206.4  ·  mean_bps: -206.37  ·  sharpe: +0.00  ·  max_dd_bps: -206.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 22 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-23 00:20BTCBuy64218.2→63877.8-3.11timeout
06-21 23:08BTCBuy63273.2→63691.8+2.69timeout
06-20 22:37BTCBuy62799.1→64237.8+10.90timeout
06-18 15:39BTCBuy64378.2→62793.4-12.55stop_loss
06-17 19:42BTCBuy65723.3→64105.7-12.74stop_loss
06-17 11:05BTCBuy66252.3→64623.4-12.86stop_loss
06-16 22:01BTCBuy65396.3→65712.7+1.80timeout
06-15 15:47BTCBuy64225.2→67068.6+21.57take_profit
06-14 21:11BTCBuy63590.2→63992.8+2.64timeout
06-13 15:01BTCBuy62643.1→64191.8+11.83timeout
06-12 08:25BTCBuy61521.1→63459.8+15.12timeout
06-09 15:11BTCBuy61805.1→61615.9-2.03timeout
06-09 00:46BTCBuy64040.2→62465.6-12.75stop_loss
06-07 22:14BTCBuy60523→63179.8+21.51take_profit
06-07 14:29BTCBuy60333→62039.9+13.66timeout
06-05 02:30BTCBuy64117.2→62536.6-12.76stop_loss
06-03 23:51BTCBuy65758.3→64137.7-12.77stop_loss
06-03 03:39BTCBuy67580.4→65918.7-12.75stop_loss
06-02 09:12BTCBuy71258.6→69505.8-12.81stop_loss
06-01 22:25BTCBuy73585.7→71210.8-16.77stop_loss
05-31 14:16BTCBuy72997.6→73646.3+3.98timeout
05-30 13:27BTCBuy73164.7→73749.3+3.38timeout

Paper vs Live

Paper (trades.jsonl)
22
closed
50%
win rate
-14.83
total pnl ($)
-12.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2250%-12.3-14.83

Recent bounces (last 20 of 2)

timesymsidereason
06-23 00:30BTCBuytrigger_already_opened
06-22 01:22BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems