deribit_basis_extreme_discount_fear_gated_long_v4

not live
18
closed trades
39%
win rate
-52.47
total pnl ($)
1.032
weight
7d window — n=4 wr=25% pnl=-37.15  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 04:29:56 (33.2d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: x2189872_33686
n: 5  ·  wr: 100.0%  ·  total_bps: +1046.7  ·  mean_bps: +209.34  ·  sharpe: +1.77  ·  max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 18 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 22:44BTCBuy60506→59017.5-12.77stop_loss
06-28 06:14BTCBuy59694→59884+1.16timeout
06-25 13:44BTCBuy61656.1→60138.9-12.74stop_loss
06-24 13:57BTCBuy62770.1→61220.3-12.79stop_loss
06-18 04:11BTCBuy65375.3→63743.9-12.94stop_loss
06-17 08:27BTCBuy65676.3→65352.7-2.89timeout
06-16 08:26BTCBuy64452.2→66479.7+15.44timeout
06-15 08:25BTCBuy63769.2→65594.7+13.83timeout
06-14 08:25BTCBuy63467.2→64460.8+7.33timeout
06-13 08:24BTCBuy62878.1→63735.8+6.16timeout
06-12 08:15BTCBuy61601.1→63260.8+12.89timeout
06-09 14:29BTCBuy63047.2→61492.2-12.80stop_loss
06-09 14:18BTCBuy63336.2→61778-12.75stop_loss
06-07 22:14BTCBuy60596→63256.8+21.52take_profit
06-06 04:27BTCBuy61396.1→59869.1-12.89stop_loss
06-05 06:01BTCBuy63718.2→62149.8-12.73stop_loss
06-04 00:29BTCBuy64941.2→63344.1-12.74stop_loss
06-03 03:50BTCBuy67239.4→65585.9-12.75stop_loss

Paper vs Live

Paper (trades.jsonl)
18
closed
39%
win rate
-52.47
total pnl ($)
-58.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1839%-58.1-52.47

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems