deribit_basis_discount_mean_reversion_long_v28

not live
15
closed trades
40%
win rate
-27.13
total pnl ($)
1.070
weight
7d window — n=2 wr=0% pnl=-25.49  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 03:22:49 (30.5d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: x2189872_32112
n: 6  ·  wr: 50.0%  ·  total_bps: +398.8  ·  mean_bps: +66.47  ·  sharpe: +0.28  ·  max_dd_bps: -250.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 15 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 13:45BTCBuy61308.1→59800.1-12.75stop_loss
06-24 13:47BTCBuy62824.1→61279.3-12.74stop_loss
06-17 08:28BTCBuy65625.3→65313.7-2.79timeout
06-16 08:26BTCBuy64452.2→66478.7+15.39timeout
06-15 08:25BTCBuy63779.2→65597.7+13.78timeout
06-14 08:25BTCBuy63467.2→64454.8+7.29timeout
06-13 08:22BTCBuy62807.1→63758.8+6.98timeout
06-12 08:15BTCBuy61601.1→63272.8+12.90timeout
06-09 14:35BTCBuy62951.1→61396.2-12.83stop_loss
06-09 14:21BTCBuy63168.2→61615.1-12.74stop_loss
06-07 22:14BTCBuy60609→63269.8+21.51take_profit
06-06 04:20BTCBuy61436.1→59918-12.81stop_loss
06-05 06:03BTCBuy63618.2→62050.9-12.74stop_loss
06-04 00:25BTCBuy65444.3→63834.9-12.74stop_loss
06-03 03:43BTCBuy67405.4→65738.8-12.81stop_loss

Paper vs Live

Paper (trades.jsonl)
15
closed
40%
win rate
-27.13
total pnl ($)
-35.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1540%-35.8-27.13

Recent bounces (last 20 of 2)

timesymsidereason
06-26 13:30BTCBuybelow_min_notional_skip
06-24 12:58BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems