deribit_basis_ema_crossover_trend_fear_filtered

not live
4
closed trades
0%
win rate
-34.24
total pnl ($)
1.143
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 08:54:24 (33.9d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: x2189872_22150
n: 25  ·  wr: 60.0%  ·  total_bps: +1670.5  ·  mean_bps: +66.82  ·  sharpe: +0.39  ·  max_dd_bps: -663.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 4 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-02 02:05BTCBuy72197.6→70422.2-12.83stop_loss
06-01 22:38BTCBuy72855.6→71063.9-12.83stop_loss
06-01 04:09BTCBuy74114.7→73638.3-3.71timeout
06-01 02:07BTCBuy74073.7→73429.3-4.87timeout

Paper vs Live

Paper (trades.jsonl)
4
closed
0%
win rate
-34.24
total pnl ($)
-169.8 bps
avg bps net
Live (dry_run=0)
1
closed
0%
win rate
-4.81
total pnl ($)
-155.3 bps
avg bps net
Live: 1 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC40%-169.8-34.24

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems