deribit_basis_expansion_fade_greed

not live
14
closed trades
50%
win rate
-12.69
total pnl ($)
1.250
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 01:11:31 (39.0d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: xe
n: 16  ·  wr: 43.8%  ·  total_bps: +463.6  ·  mean_bps: +28.98  ·  sharpe: +0.29  ·  max_dd_bps: -271.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 14 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-13 22:43BTCSell81715.9→81724.1-0.33timeout
05-13 15:01BTCSell80793→81724.1-6.24timeout
05-13 09:02BTCSell80740→81724.1-6.42timeout
05-12 10:01BTCSell80790→81724.1-6.06timeout
05-09 14:02BTCSell80463→80351+0.30timeout
05-09 07:21BTCSell81571.9→80207+7.86timeout
05-09 01:20BTCSell81015.9→80276+3.93timeout
05-08 19:19BTCSell81247.9→80041+7.11timeout
05-08 13:20BTCSell81999.9→79760+13.25timeout
05-04 04:19BTCSell78694.1→80627.3-12.69stop_loss
05-04 04:19BTCSell78655.1→80587.3-12.66stop_loss
05-04 02:55BTCSell78437.1→80364.2-12.72stop_loss
04-29 15:15BTCSell77397→76194+7.32timeout
04-29 09:14BTCSell77795→76999+4.67timeout

Paper vs Live

Paper (trades.jsonl)
14
closed
50%
win rate
-12.69
total pnl ($)
-18.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1450%-18.9-12.69

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-09 14:02BTCSell+0.30The market was in a mild downtrend with BTC down 1.62% over 24 hours and negative funding, indicating bearish sentiment. The thesis failed because the trade was closed by timeout before the expected move materialized, as the market remained range-bound with…
05-09 07:21BTCSell+7.86The market was in a mild downtrend with BTC down over 1% in 24 hours and 2% over the week, showing persistent bearish pressure. The short thesis failed because the trade was closed by timeout before the expected move materialized, as the price remained rang…
05-09 01:20BTCSell+3.93BTC was in a mild intraday uptick but remained in a broader weekly downtrend with low funding. The short thesis failed to capture further downside as the market stabilized within the timeout period, preventing the expected move from materializing.
05-08 19:19BTCSell+7.11The market was in a short-term uptrend with BTC gaining 0.54% in the hour, but still down over the past 24 hours and week. The thesis failed because the trade was closed by timeout before the expected move materialized, likely due to insufficient volatility…
05-08 13:20BTCSell+13.25BTC was in a mild intraday uptick but remained in a broader downtrend over 24h and 7d. The short thesis failed because the trade was closed by timeout before the expected move lower materialized.
04-29 15:15BTCSell+7.32At close, Bitcoin had stabilized after a 3.51% weekly decline, trading sideways with minimal intraday momentum (-0.43% on the hour) while funding rates turned slightly negative, suggesting cooling leverage demand. The trade's thesis failed to fully material…
04-29 09:14BTCSell+4.67Bitcoin consolidated sideways around $77k, gaining +0.32% over 24h and +0.01% in the final hour as funding rates turned slightly negative, suggesting mild deleveraging pressure in perpetual futures. The basis expansion fade thesis failed because the trade's…