deribit_basis_discount_mean_reversion_long_v31

not live
17
closed trades
35%
win rate
-55.56
total pnl ($)
0.988
weight
7d window — n=3 wr=0% pnl=-38.15  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 06:30:14 (30.6d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: x2189872_36478
n: 1  ·  wr: 100.0%  ·  total_bps: +22.6  ·  mean_bps: +22.63  ·  sharpe: +0.00  ·  max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 17 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 13:44BTCBuy61558.1→60042-12.75stop_loss
06-24 15:30BTCBuy62296.1→60762.6-12.66stop_loss
06-24 14:17BTCBuy62600.1→61060.4-12.74stop_loss
06-18 05:04BTCBuy65294.3→63689-12.75stop_loss
06-17 08:53BTCBuy65657.3→64889.8-6.40timeout
06-16 08:30BTCBuy64459.2→66518.7+15.52timeout
06-15 08:26BTCBuy63786.2→65646.7+14.16timeout
06-14 08:26BTCBuy63451.2→64444.8+7.35timeout
06-13 08:21BTCBuy62792.1→63755.8+7.06timeout
06-12 08:15BTCBuy61610.1→63272.8+12.82timeout
06-09 14:30BTCBuy62996.1→61425.2-12.94stop_loss
06-09 14:18BTCBuy63336.2→61777-12.76stop_loss
06-07 22:14BTCBuy60528→63185.8+21.52take_profit
06-06 04:27BTCBuy61341.1→59832.1-12.75stop_loss
06-05 06:01BTCBuy63717.2→62148.8-12.73stop_loss
06-04 00:29BTCBuy64941.2→63344.1-12.74stop_loss
06-03 03:44BTCBuy67332.4→65675.9-12.76stop_loss

Paper vs Live

Paper (trades.jsonl)
17
closed
35%
win rate
-55.56
total pnl ($)
-64.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1735%-64.9-55.56

Recent bounces (last 20 of 1)

timesymsidereason
06-25 10:37BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems