deribit_basis_discount_mempool_gate

not live
5
closed trades
100%
win rate
+93.59
total pnl ($)
1.129
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 22:12:18 (26.4d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: x3485389_12228
n: 11  ·  wr: 81.8%  ·  total_bps: +3031.5  ·  mean_bps: +275.59  ·  sharpe: +1.34  ·  max_dd_bps: -111.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 5 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-02 23:00BTCSell70055.5→66323.3+26.19take_profit
06-02 14:27BTCSell71337.4→67773.4+24.56take_profit
06-02 10:03BTCSell72772.4→69433.5+22.64timeout
06-02 02:25BTCSell73463.3→70591.5+19.25timeout
05-30 08:20BTCSell73674.3→73474.7+0.95timeout

Paper vs Live

Paper (trades.jsonl)
5
closed
100%
win rate
+93.59
total pnl ($)
+372.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC5100%+372.8+93.59

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems