deribit_basis_discount_long_regime_gated

not live
35
closed trades
40%
win rate
+12.58
total pnl ($)
0.710
weight
7d window — n=6 wr=17% pnl=-60.08  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 05:57:54 (26.9d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: x2189873_35195
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=—

Cumulative P&L (last 35 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-17 22:03BTCBuy65564.3→63942.8-12.81stop_loss
06-17 22:03BTCBuy65552.3→63936.8-12.71stop_loss
06-17 19:42BTCBuy65724.3→64106.7-12.81stop_loss
06-17 08:44BTCBuy66497.3→64858.3-12.79stop_loss
06-17 08:39BTCBuy66591.3→64950.3-12.75stop_loss
06-17 08:39BTCBuy64488.2→65030.7+3.79timeout
06-15 15:47BTCBuy64228.2→67069.6+21.70take_profit
06-15 12:50BTCBuy63736.2→66544.7+21.62take_profit
06-15 11:23BTCBuy63525.2→66314.7+21.50take_profit
06-15 00:29BTCBuy63618.2→65718.7+16.01timeout
06-14 03:31BTCBuy62114.1→64494.8+18.79timeout
06-13 15:20BTCBuy62170.1→64222.8+15.97timeout
06-12 15:13BTCBuy61661.1→64373.8+21.36take_profit
06-12 15:11BTCBuy61535.1→64236.8+21.36take_profit
06-11 17:49BTCBuy60860→63541.8+21.38take_profit
06-10 07:47BTCBuy62195.1→62016.9-1.50timeout
06-09 14:29BTCBuy63116.2→61563.1-12.78stop_loss
06-09 14:21BTCBuy63147.2→61591.1-12.78stop_loss
06-09 14:17BTCBuy63348.2→61790-12.75stop_loss
06-09 13:36BTCBuy63728.2→62155.8-12.77stop_loss
06-07 22:15BTCBuy61538.1→64239.8+21.51take_profit
06-07 22:14BTCBuy61054.1→63734.8+21.52take_profit
06-07 22:14BTCBuy60688→63353.8+21.53take_profit
06-07 22:14BTCBuy60548→63205.8+21.51take_profit
06-05 18:43BTCBuy61340.1→59831.1-12.76stop_loss
06-05 13:56BTCBuy62519.1→60978.4-12.77stop_loss
06-05 06:23BTCBuy62787.1→61217.3-12.89stop_loss
06-05 06:21BTCBuy63123.2→61566.1-12.78stop_loss
06-05 06:03BTCBuy63553.2→61980.9-12.78stop_loss
06-05 05:59BTCBuy63816.2→62245.7-12.74stop_loss
06-04 11:10BTCBuy63783.2→62214.8-12.72stop_loss
06-04 00:29BTCBuy64941.2→63344.1-12.74stop_loss
06-03 23:10BTCBuy65975.3→64343.6-12.82stop_loss
06-03 16:27BTCBuy67172.4→65518.9-12.78stop_loss
06-03 03:49BTCBuy67316.4→65659.9-12.76stop_loss

Paper vs Live

Paper (trades.jsonl)
35
closed
40%
win rate
+12.58
total pnl ($)
+7.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3540%+7.2+12.58

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems