deribit_basis_discount_long_regime

60

closed trades

33%

win rate

-276.29

total pnl ($)

0.355

weight

7d window — n=19 wr=26% pnl=-151.76 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-27 09:43:59 (33.6d ago) · src: canon

verdict: INSUFFICIENT_HISTORY · strict: STRICT-FAIL · batch: x2189872_24933

n: 0 · wr: 0.0% · total_bps: +0.0 · mean_bps: +0.00 · sharpe: +0.00 · max_dd_bps: +0.0

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-28 22:53	BTC	Buy	60385→58877.6	-12.95	stop_loss
06-28 22:52	BTC	Buy	60505→59016.5	-12.77	stop_loss
06-28 14:05	BTC	Buy	59903→60018	+0.45	timeout
06-28 10:59	BTC	Buy	59258→60128	+6.84	timeout
06-28 10:14	BTC	Buy	59749→60235	+3.56	timeout
06-27 20:04	BTC	Buy	59631→60206	+4.48	timeout
06-27 16:49	BTC	Buy	59296→60786	+12.10	timeout
06-26 13:18	BTC	Buy	60204→58722.7	-12.76	stop_loss
06-26 02:16	BTC	Buy	59875→58399.9	-12.77	stop_loss
06-26 02:14	BTC	Buy	60093→58613.7	-12.75	stop_loss
06-25 13:45	BTC	Buy	61308.1→59800.1	-12.75	stop_loss
06-25 13:41	BTC	Buy	61806.1→60285.8	-12.73	stop_loss
06-24 17:21	BTC	Buy	60846→59343.3	-12.78	stop_loss
06-24 16:51	BTC	Buy	61292.1→59751.1	-13.00	stop_loss
06-24 15:43	BTC	Buy	62063.1→60536.7	-12.74	stop_loss
06-24 14:19	BTC	Buy	62443.1→60888.5	-12.90	stop_loss
06-24 14:19	BTC	Buy	62381.1→60842.5	-12.76	stop_loss
06-24 14:17	BTC	Buy	62601.1→61060.4	-12.75	stop_loss
06-24 13:47	BTC	Buy	62816.1→61266.3	-12.79	stop_loss
06-17 22:03	BTC	Buy	65570.3→63956.8	-12.75	stop_loss
06-17 08:44	BTC	Buy	66501.3→64864.3	-12.78	stop_loss
06-16 21:53	BTC	Buy	65494.3→65746.7	+1.29	timeout
06-14 16:42	BTC	Buy	63818.2→64130.8	+1.92	timeout
06-14 15:25	BTC	Buy	64267.2→64034.8	-2.29	timeout
06-14 14:11	BTC	Buy	63394.2→64278.8	+6.53	timeout
06-14 02:28	BTC	Buy	63524.2→64487.8	+7.16	timeout
06-13 17:26	BTC	Buy	62333.1→64012.8	+13.02	timeout
06-12 15:21	BTC	Buy	62171.1→64200.8	+15.68	timeout
06-12 14:08	BTC	Buy	62243.1→63398.8	+8.67	timeout
06-12 12:56	BTC	Buy	61648.1→63399.8	+13.61	timeout
06-11 19:30	BTC	Buy	61155.1→63843.8	+21.35	take_profit
06-11 16:40	BTC	Buy	60856→62656.9	+14.23	timeout
06-09 15:56	BTC	Buy	62581.1→61042.4	-12.78	stop_loss
06-09 14:43	BTC	Buy	62831.1→61286.3	-12.77	stop_loss
06-09 14:29	BTC	Buy	63110.2→61555.1	-12.78	stop_loss
06-09 14:29	BTC	Buy	63123.2→61566.1	-12.80	stop_loss
06-09 14:18	BTC	Buy	63330.2→61773	-12.75	stop_loss
06-07 22:14	BTC	Buy	61084.1→63765.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60940→63616.8	+21.53	take_profit
06-07 22:14	BTC	Buy	60847→63518.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60701→63365.8	+21.51	take_profit
06-07 19:51	BTC	Buy	60397→61293.9	+7.07	timeout
06-05 13:53	BTC	Buy	62579.1→61038.4	-12.77	stop_loss
06-05 06:24	BTC	Buy	62715.1→61172.3	-12.69	stop_loss
06-05 06:21	BTC	Buy	63126.2→61566.1	-12.75	stop_loss
06-05 06:03	BTC	Buy	63495.2→61933.9	-12.66	stop_loss
06-05 06:01	BTC	Buy	63710.2→62140.8	-12.73	stop_loss
06-04 10:49	BTC	Buy	63840.2→62268.7	-12.74	stop_loss
06-04 09:30	BTC	Buy	64245.2→62665.5	-12.74	stop_loss
06-04 09:27	BTC	Buy	64372.2→62788.4	-12.75	stop_loss
06-04 02:04	BTC	Buy	62903.1→61356.2	-12.75	stop_loss
06-04 00:29	BTC	Buy	64923.2→63326.2	-12.75	stop_loss
06-04 00:29	BTC	Buy	64931.2→63334.1	-12.74	stop_loss
06-03 23:48	BTC	Buy	65791.3→64173.7	-12.74	stop_loss
06-03 23:48	BTC	Buy	65789.3→64171.7	-12.74	stop_loss
06-03 20:55	BTC	Buy	66614.3→64975.2	-12.77	stop_loss
06-03 20:45	BTC	Buy	66737.3→65096.2	-12.80	stop_loss
06-03 19:53	BTC	Buy	67099.4→65449	-12.78	stop_loss
06-03 03:49	BTC	Buy	67316.4→65659.9	-12.76	stop_loss
06-03 03:34	BTC	Buy	67592.4→65927.7	-12.77	stop_loss

Paper (trades.jsonl)

60

closed

33%

win rate

-276.29

total pnl ($)

-91.8 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	60	33%	-91.8	-276.29

time	sym	side	reason
06-29 11:40	BTC	Buy	circuit_breaker
06-29 07:05	BTC	Buy	circuit_breaker

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 60 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 2)

Postmortem feed (last 10)