deribit_basis_expansion_fear_recovery_long

not live
7
closed trades
86%
win rate
+16.71
total pnl ($)
1.226
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-17 03:32:22 (41.6d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: xt
n: 9  ·  wr: 33.3%  ·  total_bps: -111.4  ·  mean_bps: -12.37  ·  sharpe: -0.17  ·  max_dd_bps: -284.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 7 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-10 22:03BTCBuy80925→80893-0.65timeout
05-10 18:03BTCBuy80798→81439.9+3.49timeout
05-10 14:03BTCBuy80682→80954+1.22timeout
05-04 06:02BTCBuy78893.9→79952+6.22timeout
05-04 02:01BTCBuy78701.9→79591+5.18timeout
05-03 22:00BTCBuy78664.9→78823.1+0.51timeout
05-03 18:00BTCBuy78503.9→78694.1+0.73timeout

Paper vs Live

Paper (trades.jsonl)
7
closed
86%
win rate
+16.71
total pnl ($)
+48.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC786%+48.2+16.71

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems