deribit_basis_discount_mean_reversion_long_v33

not live
27
closed trades
41%
win rate
-72.52
total pnl ($)
1.125
weight
7d window — n=7 wr=43% pnl=-14.91  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 07:42:39 (30.7d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: x2189872_37268
n: 3  ·  wr: 33.3%  ·  total_bps: +84.6  ·  mean_bps: +28.18  ·  sharpe: +0.11  ·  max_dd_bps: -209.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 27 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 19:50BTCBuy59232→59824+4.42timeout
06-24 13:48BTCBuy62785.1→61241.3-12.74stop_loss
06-24 07:11BTCBuy62995.1→62739.9-2.53timeout
06-23 06:21BTCBuy64213.2→62633.5-12.78stop_loss
06-22 07:08BTCBuy64235.2→64050.8-1.91timeout
06-21 07:07BTCBuy63592.2→64227.8+4.55timeout
06-20 07:04BTCBuy62812.1→63633.8+6.08timeout
06-18 15:52BTCBuy64067.2→62491.6-12.80stop_loss
06-17 19:50BTCBuy65595.3→63975.8-12.81stop_loss
06-17 06:57BTCBuy66411.3→65575.7-6.77timeout
06-15 22:17BTCBuy65026.3→66343.7+9.63timeout
06-14 19:47BTCBuy64277.2→63725.8-4.79timeout
06-13 19:41BTCBuy63702.2→64252.8+3.87timeout
06-12 17:41BTCBuy63287.2→63809.8+3.66timeout
06-11 17:38BTCBuy61738.1→63170.8+11.07timeout
06-10 17:11BTCBuy61439.1→61983.9+3.93timeout
06-09 13:23BTCBuy63825.2→62255.7-12.72stop_loss
06-08 14:27BTCBuy62130.1→63735.8+12.43timeout
06-07 14:17BTCBuy60873→61827.9+7.37timeout
06-05 18:53BTCBuy60678→59185.4-12.76stop_loss
06-05 02:30BTCBuy64181.2→62598.6-12.77stop_loss
06-03 23:38BTCBuy65861.3→64232.7-12.82stop_loss
06-03 03:33BTCBuy67675.4→66010.7-12.75stop_loss
06-02 07:02BTCBuy71534.6→69775.6-12.79stop_loss
05-31 17:02BTCBuy73907.7→73524.3-3.10timeout
05-30 14:26BTCBuy72589.6→73924.3+8.62timeout
05-29 13:29BTCBuy73118.7→72994.4-1.32timeout

Paper vs Live

Paper (trades.jsonl)
27
closed
41%
win rate
-72.52
total pnl ($)
-53.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2741%-53.1-72.52

Recent bounces (last 20 of 2)

timesymsidereason
06-26 20:14BTCBuystale_intent
06-24 07:28BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems