deribit_basis_discount_fear_long_v53

not live
29
closed trades
48%
win rate
+0.98
total pnl ($)
1.024
weight
7d window — n=9 wr=44% pnl=-21.43  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-31 11:58:22 (22.3d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: x3485394_01468
n: 16  ·  wr: 37.5%  ·  total_bps: -960.8  ·  mean_bps: -60.05  ·  sharpe: -0.46  ·  max_dd_bps: -1019.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 29 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 14:35BTCBuy63977.2→65017.7+9.10timeout
06-22 07:25BTCBuy64168.2→64216.8-0.12timeout
06-21 05:51BTCBuy63573.2→64207.8+5.45timeout
06-20 01:17BTCBuy63047.2→63438.8+3.19timeout
06-18 15:37BTCBuy64580.2→62927.4-15.76stop_loss
06-17 18:06BTCBuy66082.3→64860.8-11.74timeout
06-17 11:04BTCBuy66367.3→64668.4-15.99stop_loss
06-17 05:29BTCBuy66046.3→65825.7-2.58timeout
06-16 01:58BTCBuy65467.3→66294.7+7.03timeout
06-15 13:14BTCBuy64342.2→66607.7+20.61timeout
06-15 13:06BTCBuy63805.2→66610.7+25.86take_profit
06-15 06:57BTCBuy64269.2→65834.7+14.06timeout
06-14 13:33BTCBuy64173.2→64227.8-0.03timeout
06-12 07:10BTCBuy62651.1→63049.8+3.22timeout
06-11 09:43BTCBuy61258.1→62891.9+15.30timeout
06-10 14:27BTCBuy61778.1→62057.9+2.14timeout
06-09 14:17BTCBuy63437.2→61805-15.98stop_loss
06-08 21:30BTCBuy61813.1→63650.8+17.26timeout
06-08 11:59BTCBuy62615.1→63419.8+7.16timeout
06-08 05:52BTCBuy61739.1→62638.9+8.20timeout
06-07 22:14BTCBuy60810→63479.8+25.81take_profit
06-06 04:14BTCBuy61607.1→60029-15.92stop_loss
06-05 13:59BTCBuy62280.1→60684.6-15.91stop_loss
06-05 06:20BTCBuy63341.2→61716-15.93stop_loss
06-04 09:30BTCBuy64326.2→62678.5-15.90stop_loss
06-03 16:26BTCBuy67290.4→65567.9-15.92stop_loss
06-02 13:13BTCBuy70643.5→68835.1-15.90stop_loss
05-30 08:20BTCBuy73700.7→73467.3-2.49timeout
05-29 21:44BTCBuy73886.7→73561.3-3.23timeout

Paper vs Live

Paper (trades.jsonl)
29
closed
48%
win rate
+0.98
total pnl ($)
+0.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2948%+0.9+0.98

Recent bounces (last 20 of 2)

timesymsidereason
06-22 03:17BTCBuystale_intent
06-22 03:17BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems