deribit_basis_discount_reversion_long_v2

not live
14
closed trades
50%
win rate
-21.88
total pnl ($)
1.143
weight
7d window — n=1 wr=0% pnl=-8.27  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 06:29:41 (26.8d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: x2189872_36424
n: 4  ·  wr: 75.0%  ·  total_bps: +382.9  ·  mean_bps: +95.73  ·  sharpe: +0.97  ·  max_dd_bps: -45.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 14 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-16 17:31BTCBuy66744.3→65712.7-8.27timeout
06-15 13:16BTCBuy63882.2→66686.7+21.52take_profit
06-14 17:30BTCBuy64077.2→63875.8-2.09timeout
06-13 17:36BTCBuy63819.2→64094.8+1.69timeout
06-12 17:46BTCBuy63328.2→63804.8+3.30timeout
06-11 17:27BTCBuy61994.1→62310.9+2.01timeout
06-10 17:11BTCBuy61527.1→62064.9+3.87timeout
06-09 14:17BTCBuy63385.2→61826-12.75stop_loss
06-08 17:05BTCBuy62199.1→63473.8+9.71timeout
06-07 16:58BTCBuy60728→62023.9+10.20timeout
06-05 18:52BTCBuy60745→59250.4-12.76stop_loss
06-05 06:03BTCBuy63527.2→61950.9-12.82stop_loss
06-04 00:24BTCBuy65520.3→63908.8-12.75stop_loss
06-03 03:50BTCBuy67240.4→65586.9-12.75stop_loss

Paper vs Live

Paper (trades.jsonl)
14
closed
50%
win rate
-21.88
total pnl ($)
-30.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1450%-30.7-21.88

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems