deribit_basis_discount_long_vol_gate_v9 · strategy

closed trades

48%

win rate

-184.16

total pnl ($)

0.768

weight

7d window — n=24 wr=46% pnl=-81.82 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 17:40:47 (25.4d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485392_07734

n: 44 · wr: 34.1% · total_bps: -2578.5 · mean_bps: -58.60 · sharpe: -0.52 · max_dd_bps: -2578.5

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

Cumulative P&L (last 96 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 23:17	BTC	Buy	60103→59247	-7.61	timeout
06-28 16:48	BTC	Buy	60154→59690	-4.29	timeout
06-28 07:09	BTC	Buy	60573→60078	-4.56	timeout
06-27 22:44	BTC	Buy	60391→60144	-2.47	timeout
06-27 16:42	BTC	Buy	60357→60750	+2.80	timeout
06-27 07:12	BTC	Buy	59968→60271	+2.08	timeout
06-26 15:54	BTC	Buy	59775→60202	+3.08	timeout
06-26 09:04	BTC	Buy	59435→60091	+5.10	timeout
06-26 03:01	BTC	Buy	59354→58527.1	-7.39	timeout
06-25 13:49	BTC	Buy	60783→59226.4	-13.23	stop_loss
06-25 13:44	BTC	Buy	61679.1→60097.9	-13.26	stop_loss
06-25 08:31	BTC	Buy	60831→61708.9	+6.76	timeout
06-24 16:51	BTC	Buy	61331.1→59732.1	-13.46	stop_loss
06-24 14:17	BTC	Buy	62651.1→61047.4	-13.25	stop_loss
06-24 14:13	BTC	Buy	62703.1→61095.4	-13.26	stop_loss
06-24 06:37	BTC	Buy	62251.1→62837.9	+4.24	timeout
06-24 00:11	BTC	Buy	62404.1→62827.9	+2.95	timeout
06-23 18:13	BTC	Buy	63176.2→62339.9	-7.07	timeout
06-23 08:17	BTC	Buy	64046.2→62405.7	-13.27	stop_loss
06-23 04:10	BTC	Buy	64743.2→64032.8	-5.93	timeout
06-22 21:57	BTC	Buy	64102.2→64268.8	+0.85	timeout
06-22 15:53	BTC	Buy	64093.2→64817.8	+5.19	timeout
06-22 09:39	BTC	Buy	63873.2→64043.8	+0.85	timeout
06-22 02:27	BTC	Buy	64013.2→64506.8	+3.36	timeout
06-21 20:24	BTC	Buy	64035.2→64083.8	-0.07	timeout
06-21 09:56	BTC	Buy	63997.2→64182.8	+0.94	timeout
06-21 01:52	BTC	Buy	63440.2→64259.8	+5.98	timeout
06-20 19:41	BTC	Buy	63732.2→63869.8	+0.64	timeout
06-20 13:27	BTC	Buy	63412.2→63261.8	-1.66	timeout
06-20 04:02	BTC	Buy	63248.2→63418.8	+0.91	timeout
06-19 20:32	BTC	Buy	62655.1→63025.8	+2.49	timeout
06-19 14:27	BTC	Buy	62996.1→63205.8	+1.26	timeout
06-19 08:22	BTC	Buy	63110.2→62685.9	-3.75	timeout
06-18 15:57	BTC	Buy	63934.2→62294.7	-13.12	stop_loss
06-18 15:51	BTC	Buy	64188.2→62521.6	-13.38	stop_loss
06-18 12:06	BTC	Buy	64568.2→63927.8	-5.44	timeout
06-18 05:04	BTC	Buy	65349.3→63675	-13.27	stop_loss
06-17 07:36	BTC	Buy	65647.3→65516.7	-1.46	timeout
06-17 01:34	BTC	Buy	66004.3→65573.7	-3.74	timeout
06-16 19:25	BTC	Buy	66341.3→65684.7	-5.44	timeout
06-16 12:16	BTC	Buy	66386.3→66615.7	+1.23	timeout
06-16 04:03	BTC	Buy	67109.4→66166.7	-7.45	timeout
06-15 21:59	BTC	Buy	65577.3→66335.7	+5.31	timeout
06-15 15:47	BTC	Buy	65902.3→67153.6	+9.05	timeout
06-15 08:32	BTC	Buy	63902.2→65663.7	+13.33	timeout
06-15 02:26	BTC	Buy	64244.2→65632.7	+10.34	timeout
06-14 20:16	BTC	Buy	64471.2→63803.8	-5.65	timeout
06-14 13:51	BTC	Buy	64615.2→64271.8	-3.11	timeout
06-14 07:50	BTC	Buy	64299.2→64391.8	+0.27	timeout
06-14 01:50	BTC	Buy	64103.2→64611.8	+3.53	timeout
06-13 19:42	BTC	Buy	63802.2→64249.8	+3.06	timeout
06-13 13:51	BTC	Buy	63784.2→64088.8	+1.91	timeout
06-13 07:30	BTC	Buy	63699.2→63753.8	-0.03	timeout
06-13 00:02	BTC	Buy	63709.2→63580.8	-1.50	timeout
06-12 17:44	BTC	Buy	63372.2→63772.8	+2.71	timeout
06-12 08:55	BTC	Buy	63372.2→63427.8	-0.05	timeout
06-12 01:52	BTC	Buy	63142.2→63404.8	+1.58	timeout
06-11 18:44	BTC	Buy	62899.1→63504.8	+4.30	timeout
06-11 10:19	BTC	Buy	61130.1→62803.9	+13.17	timeout
06-11 03:59	BTC	Buy	62608.1→62661.9	-0.09	timeout
06-10 20:18	BTC	Buy	61682.1→61771.9	+0.25	timeout
06-10 02:41	BTC	Buy	61425.1→62016.9	+4.42	timeout
06-09 14:29	BTC	Buy	63169.2→61552.1	-13.25	stop_loss
06-09 08:08	BTC	Buy	63344.2→62889.9	-4.07	timeout
06-09 01:53	BTC	Buy	63807.2→62749.9	-8.73	timeout
06-08 19:46	BTC	Buy	63187.2→63429.8	+1.45	timeout
06-08 13:43	BTC	Buy	63052.2→63501.8	+3.09	timeout
06-08 01:34	BTC	Buy	61841.1→62912.9	+8.18	timeout
06-07 22:15	BTC	Buy	61232.1→63920.8	+21.51	take_profit
06-07 18:40	BTC	Buy	62154.1→62177.9	-0.23	timeout
06-07 12:29	BTC	Buy	60771→61936.9	+9.13	timeout
06-07 06:26	BTC	Buy	60623→61800.9	+9.29	timeout
06-07 00:21	BTC	Buy	60934→60800	-1.56	timeout
06-06 17:29	BTC	Buy	60722→60649	-1.04	timeout
06-06 03:33	BTC	Buy	60560→60564	-0.42	timeout
06-05 13:49	BTC	Buy	63030.2→61416.2	-13.26	stop_loss
06-05 06:23	BTC	Buy	62835.1→61227.3	-13.24	stop_loss
06-05 06:16	BTC	Buy	63519.2→61885.9	-13.28	stop_loss
06-05 03:51	BTC	Buy	63799.2→62771.9	-8.47	timeout
06-04 21:45	BTC	Buy	62939.1→63489.8	+3.94	timeout
06-04 09:30	BTC	Buy	64363.2→62715.5	-13.24	stop_loss
06-04 00:29	BTC	Buy	64982.2→63319.2	-13.24	stop_loss
06-03 20:44	BTC	Buy	66837.3→65125.2	-13.28	stop_loss
06-03 16:40	BTC	Buy	66335.3→65859.7	-4.06	timeout
06-03 11:27	BTC	Buy	66357.3→67290.6	+6.52	timeout
06-03 03:50	BTC	Buy	67302.4→65579.9	-13.25	stop_loss
06-02 14:10	BTC	Buy	70105.5→68299.4	-13.35	stop_loss
06-02 12:59	BTC	Buy	70765.5→68938.1	-13.42	stop_loss
06-02 07:02	BTC	Buy	71610.6→69775.6	-13.33	stop_loss
06-02 00:02	BTC	Buy	72324.6→71352.4	-7.25	timeout
05-31 23:02	BTC	Buy	73916.7→74019.3	+0.26	timeout
05-31 03:27	BTC	Buy	73922.7→74168.3	+1.18	timeout
05-30 15:10	BTC	Buy	73743.7→73876.3	+0.37	timeout
05-30 02:53	BTC	Buy	73067.7→73729.3	+4.06	timeout
05-29 19:50	BTC	Buy	73373.7→73637.3	+1.32	timeout
05-29 02:15	BTC	Buy	73262.7→73616.3	+1.89	timeout

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

-184.16

total pnl ($)

-38.2 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	96	48%	-38.2	-184.16

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 00:32	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…