deribit_basis_extreme_discount_long · strategy

128

closed trades

38%

win rate

-562.49

total pnl ($)

0.250

weight

7d window — n=33 wr=33% pnl=-198.36 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-27 08:11:21 (32.5d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x2189872_19633

n: 23 · wr: 60.9% · total_bps: -469.2 · mean_bps: -20.40 · sharpe: -0.16 · max_dd_bps: -830.1

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

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 03:51	BTC	Buy	59727→60279	+4.17	timeout
06-26 18:38	BTC	Buy	59405→59774	+2.54	timeout
06-26 17:35	BTC	Buy	59519→60043	+3.86	timeout
06-26 16:29	BTC	Buy	59715→60005	+1.87	timeout
06-26 15:21	BTC	Buy	59188→59925	+5.69	timeout
06-26 02:16	BTC	Buy	59977→58500.8	-12.73	stop_loss
06-25 13:58	BTC	Buy	59562→58097	-12.67	stop_loss
06-25 13:57	BTC	Buy	59789→58300.9	-12.82	stop_loss
06-25 13:55	BTC	Buy	59878→58388.9	-12.81	stop_loss
06-25 13:53	BTC	Buy	60440→58949.6	-12.70	stop_loss
06-25 13:48	BTC	Buy	60880→59379.3	-12.71	stop_loss
06-24 17:44	BTC	Buy	60761→59264.4	-12.75	stop_loss
06-24 16:51	BTC	Buy	61288.1→59735.1	-13.10	stop_loss
06-24 15:08	BTC	Buy	62324.1→60790.5	-12.74	stop_loss
06-24 14:19	BTC	Buy	62515.1→60966.5	-12.83	stop_loss
06-24 14:13	BTC	Buy	62645.1→61099.4	-12.78	stop_loss
06-24 14:13	BTC	Buy	62670.1→61126.4	-12.76	stop_loss
06-24 14:02	BTC	Buy	62722.1→61179.3	-12.75	stop_loss
06-24 09:42	BTC	Buy	62363.1→62630.9	+1.63	timeout
06-24 08:41	BTC	Buy	62331.1→62702.9	+2.48	timeout
06-24 07:40	BTC	Buy	62965.1→62616.9	-3.28	timeout
06-24 06:57	BTC	Buy	62920.1→62742.9	-1.91	timeout
06-24 05:59	BTC	Buy	63360.2→62849.9	-4.53	timeout
06-23 08:27	BTC	Buy	63627.2→62057.9	-12.77	stop_loss
06-23 08:17	BTC	Buy	63998.2→62421.7	-12.78	stop_loss
06-23 06:22	BTC	Buy	64098.2→62521.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64198.2→62619.5	-12.77	stop_loss
06-22 22:00	BTC	Buy	63669.2→64300.8	+4.51	timeout
06-22 20:05	BTC	Buy	64170.2→64614.8	+2.99	timeout
06-22 18:56	BTC	Buy	64148.2→64315.8	+0.81	timeout
06-22 08:30	BTC	Buy	64020.2→64160.8	+0.59	timeout
06-22 07:25	BTC	Buy	64168.2→64217.8	-0.09	timeout
06-21 21:24	BTC	Buy	63920.2→63667.8	-2.43	timeout
06-21 18:53	BTC	Buy	63786.2→64107.8	+2.11	timeout
06-21 17:45	BTC	Buy	63812.2→64123.8	+2.08	timeout
06-19 20:15	BTC	Buy	63142.2→63047.8	-1.23	timeout
06-19 19:11	BTC	Buy	62620.1→62976.9	+2.38	timeout
06-19 18:04	BTC	Buy	62596.1→63104.8	+3.62	timeout
06-19 17:04	BTC	Buy	62509.1→62871.9	+2.45	timeout
06-19 16:27	BTC	Buy	62697.1→63304.8	+4.40	timeout
06-18 15:57	BTC	Buy	63849.2→62278.7	-12.73	stop_loss
06-18 15:57	BTC	Buy	63879.2→62307.7	-12.60	stop_loss
06-18 15:53	BTC	Buy	64009.2→62433.6	-12.69	stop_loss
06-18 15:53	BTC	Buy	64044.2→62469.6	-12.69	stop_loss
06-18 15:40	BTC	Buy	64346.2→62758.5	-12.75	stop_loss
06-18 12:24	BTC	Buy	64689.2→64121.8	-4.85	timeout
06-18 11:21	BTC	Buy	64689.2→63925.8	-6.42	timeout
06-18 10:18	BTC	Buy	64904.2→63953.8	-7.86	timeout
06-18 09:22	BTC	Buy	64910.2→64429.8	-4.25	timeout
06-18 05:03	BTC	Buy	65331.3→63724.9	-12.77	stop_loss
06-17 08:39	BTC	Buy	66588.3→64950.3	-12.79	stop_loss
06-17 08:38	BTC	Buy	66652.3→65013.2	-12.78	stop_loss
06-17 08:37	BTC	Buy	66681.3→65038.2	-12.80	stop_loss
06-17 08:09	BTC	Buy	66341.3→65397.7	-7.58	timeout
06-17 06:56	BTC	Buy	66493.3→65587.7	-7.22	timeout
06-16 11:05	BTC	Buy	65928.3→66526.7	+4.00	timeout
06-16 09:14	BTC	Buy	65669.3→66719.7	+7.54	timeout
06-16 08:09	BTC	Buy	65703.3→66358.7	+4.56	timeout
06-16 06:09	BTC	Buy	65848.3→66108.7	+1.61	timeout
06-15 21:21	BTC	Buy	64807.2→66505.7	+12.60	timeout
06-15 06:57	BTC	Buy	64258.2→65834.7	+11.80	timeout
06-15 03:36	BTC	Buy	64504.2→65714.7	+8.90	timeout
06-14 12:49	BTC	Buy	64088.2→64293.8	+1.15	timeout
06-14 11:45	BTC	Buy	63882.2→64577.8	+5.00	timeout
06-14 08:19	BTC	Buy	63792.2→64481.8	+4.92	timeout
06-14 04:40	BTC	Buy	63583.2→64399.8	+6.02	timeout
06-14 01:49	BTC	Buy	63807.2→64611.8	+5.88	timeout
06-13 07:24	BTC	Buy	63015.2→63714.8	+5.09	timeout
06-12 23:34	BTC	Buy	63485.2→63441.8	-0.84	timeout
06-12 22:04	BTC	Buy	63563.2→63516.8	-0.86	timeout
06-12 20:54	BTC	Buy	63376.2→63393.8	-0.33	timeout
06-12 17:40	BTC	Buy	63211.2→63763.8	+3.91	timeout
06-12 07:08	BTC	Buy	62619.1→63042.8	+2.89	timeout
06-11 14:48	BTC	Buy	61940.1→62878.9	+7.03	timeout
06-10 19:00	BTC	Buy	61723.1→61871.9	+0.70	timeout
06-10 16:12	BTC	Buy	61068.1→62397.9	+10.39	timeout
06-10 15:11	BTC	Buy	61624.1→61888.9	+1.65	timeout
06-10 14:18	BTC	Buy	61854.1→61914.9	+0.02	timeout
06-09 16:06	BTC	Buy	62436.1→60894.5	-12.81	stop_loss
06-09 14:46	BTC	Buy	62763.1→61218.3	-12.76	stop_loss
06-09 14:21	BTC	Buy	63168.2→61615.1	-12.74	stop_loss
06-09 14:11	BTC	Buy	63566.2→61999.9	-12.77	stop_loss
06-09 00:48	BTC	Buy	64011.2→62434.6	-12.77	stop_loss
06-08 23:38	BTC	Buy	63177.2→63158.8	-0.62	timeout
06-08 22:31	BTC	Buy	62861.1→63280.8	+2.85	timeout
06-08 21:32	BTC	Buy	61769.1→63644.8	+14.70	timeout
06-08 17:20	BTC	Buy	62265.1→63459.8	+9.05	timeout
06-07 22:15	BTC	Buy	61316.1→64007.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60668→63331.8	+21.51	take_profit
06-07 22:00	BTC	Buy	60682→61833.9	+9.06	timeout
06-07 17:26	BTC	Buy	60621→62225.9	+12.79	timeout
06-07 16:06	BTC	Buy	60775→61959.9	+9.19	timeout
06-06 14:34	BTC	Buy	60540→60913	+2.63	timeout
06-05 21:04	BTC	Buy	59302→61905.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60776→59280.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60835→59339.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60915→59417.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61702.1→60182.9	-12.75	stop_loss
06-05 14:26	BTC	Buy	61842.1→60318.8	-12.76	stop_loss
06-05 14:26	BTC	Buy	61874.1→60349.8	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

128

closed

38%

win rate

-562.49

total pnl ($)

-87.7 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	128	38%	-87.7	-562.49

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…