deribit_basis_discount_mean_reversion_long_v24

not live
26
closed trades
46%
win rate
-70.95
total pnl ($)
0.972
weight
7d window — n=7 wr=43% pnl=-41.72  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 01:56:13 (31.3d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: x2189872_30072
n: 4  ·  wr: 50.0%  ·  total_bps: +29.4  ·  mean_bps: +7.35  ·  sharpe: +0.04  ·  max_dd_bps: -301.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 26 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 13:19BTCBuy60037→58556.8-12.78stop_loss
06-25 13:42BTCBuy61741.1→60216.9-12.78stop_loss
06-24 14:02BTCBuy62722.1→61177.3-12.76stop_loss
06-24 08:27BTCBuy62031.1→62673.9+4.68timeout
06-23 06:22BTCBuy64103.2→62526.6-12.77stop_loss
06-22 08:20BTCBuy64042.2→64237.8+1.01timeout
06-21 08:17BTCBuy63522.2→64061.8+3.69timeout
06-20 06:31BTCBuy62838.1→63671.8+6.17timeout
06-18 15:53BTCBuy64014.2→62435.6-12.66stop_loss
06-17 22:03BTCBuy65561.3→63938.8-12.81stop_loss
06-16 17:25BTCBuy66825.3→65753.7-8.56timeout
06-15 13:16BTCBuy63933.2→66740.7+21.52take_profit
06-14 16:57BTCBuy64005.2→63941.8-1.01timeout
06-13 17:00BTCBuy63939.2→64007.8+0.08timeout
06-12 16:52BTCBuy62598.1→63917.8+10.05timeout
06-11 16:46BTCBuy62100.1→62594.9+3.46timeout
06-10 16:40BTCBuy60861→62318.9+11.44timeout
06-09 12:23BTCBuy62931.1→62716.9-2.10timeout
06-08 12:29BTCBuy61943.1→63056.8+8.53timeout
06-07 12:16BTCBuy61039.1→62205.9+9.10timeout
06-05 14:01BTCBuy62163.1→60633.6-12.75stop_loss
06-05 06:01BTCBuy63681.2→62112.8-12.72stop_loss
06-03 19:55BTCBuy66840.3→65166.1-12.99stop_loss
06-02 15:30BTCBuy68902.4→67208-12.75stop_loss
06-02 07:02BTCBuy71549.6→69786.6-12.84stop_loss
05-31 11:18BTCBuy73563.7→73885.3+1.60timeout

Paper vs Live

Paper (trades.jsonl)
26
closed
46%
win rate
-70.95
total pnl ($)
-54.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2646%-54.1-70.95

Recent bounces (last 20 of 1)

timesymsidereason
06-24 09:25BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems