deribit_basis_drop_long

40

closed trades

55%

win rate

-59.73

total pnl ($)

1.110

weight

7d window — n=7 wr=57% pnl=-12.37 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-27 05:58:47 (27.0d ago) · src: canon

verdict: INSUFFICIENT_HISTORY · strict: STRICT-FAIL · batch: x2189877_34945

n: 0 · wr: 0.0% · total_bps: +0.0 · mean_bps: +0.00 · sharpe: +0.00 · max_dd_bps: +0.0

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-22 18:36	BTC	Buy	64124.2→64566.8	+2.94	timeout
06-21 17:35	BTC	Buy	63763.2→64038.8	+1.80	timeout
06-20 17:04	BTC	Buy	62887.1→63952.8	+7.98	timeout
06-19 16:28	BTC	Buy	62636.1→63331.8	+5.11	timeout
06-18 15:40	BTC	Buy	64292.2→62707.5	-12.74	stop_loss
06-17 19:50	BTC	Buy	65639.3→64024.8	-12.77	stop_loss
06-16 22:51	BTC	Buy	66212.3→65664.7	-4.68	timeout
06-15 21:54	BTC	Buy	65412.3→66377.7	+6.87	timeout
06-14 21:46	BTC	Buy	64474.2→65294.7	+5.87	timeout
06-13 20:44	BTC	Buy	63514.2→64216.8	+5.06	timeout
06-12 19:19	BTC	Buy	63594.2→63681.8	+0.23	timeout
06-11 17:28	BTC	Buy	61998.1→62671.9	+4.89	timeout
06-10 17:05	BTC	Buy	61628.1→62325.9	+5.16	timeout
06-09 16:20	BTC	Buy	62335.1→60802.5	-12.76	stop_loss
06-09 13:19	BTC	Buy	63863.2→62286.7	-12.77	stop_loss
06-08 15:54	BTC	Buy	62053.1→63821.8	+13.65	timeout
06-07 15:07	BTC	Buy	60610→61670.9	+8.29	timeout
06-06 14:26	BTC	Buy	60440→60795	+2.49	timeout
06-05 13:52	BTC	Buy	62593.1→61049.4	-12.79	stop_loss
06-05 02:17	BTC	Buy	62517.1→63173.8	+4.81	timeout
06-04 00:24	BTC	Buy	65542.3→63930.8	-12.74	stop_loss
06-03 19:54	BTC	Buy	66990.3→65324.1	-12.93	stop_loss
06-03 03:43	BTC	Buy	67456.4→65797.8	-12.75	stop_loss
06-02 14:10	BTC	Buy	69997.5→68276.4	-12.76	stop_loss
06-01 22:26	BTC	Buy	73946.7→71292.8	-18.53	stop_loss
05-31 19:01	BTC	Buy	74005.7→73595.3	-3.28	timeout
05-31 15:51	BTC	Buy	73865.7→73614.3	-2.21	timeout
05-31 13:56	BTC	Buy	73808.7→73824.3	-0.39	timeout
05-31 11:44	BTC	Buy	73595.7→73906.3	+1.52	timeout
05-31 09:47	BTC	Buy	73547.7→73949.3	+2.13	timeout
05-30 12:22	BTC	Buy	73321.7→73635.3	+1.65	timeout
05-30 11:33	BTC	Buy	73505.7→73555.3	-0.17	timeout
05-30 10:24	BTC	Buy	73612.7→73618.3	-0.47	timeout
05-30 09:08	BTC	Buy	73676.7→73486.3	-1.79	timeout
05-30 08:18	BTC	Buy	73700.7→73486.3	-1.95	timeout
05-29 11:21	BTC	Buy	73383.7→73657.3	+1.37	timeout
05-29 10:16	BTC	Buy	73543.7→73655.3	+0.23	timeout
05-29 09:07	BTC	Buy	73354.7→73669.3	+1.62	timeout
05-29 08:01	BTC	Buy	73387.7→73620.3	+1.06	timeout
05-29 06:54	BTC	Buy	73067.7→73737.3	+4.01	timeout

Paper (trades.jsonl)

40

closed

55%

win rate

-59.73

total pnl ($)

-29.0 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	40	55%	-29.0	-59.73

time	sym	side	reason
06-22 19:07	BTC	Buy	stale_intent
06-22 19:06	BTC	Buy	stale_intent

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 40 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 2)

Postmortem feed (last 10)