deribit_basis_extreme_discount_long_v2 · strategy

105

closed trades

47%

win rate

-242.87

total pnl ($)

0.495

weight

7d window — n=23 wr=35% pnl=-126.22 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-27 10:01:24 (32.6d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x2189873_22969

n: 46 · wr: 23.9% · total_bps: -6085.9 · mean_bps: -132.30 · sharpe: -0.84 · max_dd_bps: -6741.7

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
06-28 19:53	BTC	Buy	60173→59339	-7.35	timeout
06-28 18:49	BTC	Buy	60506→59480	-8.91	timeout
06-28 01:14	BTC	Buy	59953→60030	+0.16	timeout
06-27 23:34	BTC	Buy	59967→59972	-0.36	timeout
06-27 21:56	BTC	Buy	59926→60165	+1.61	timeout
06-27 15:00	BTC	Buy	59554→60589	+8.24	timeout
06-26 18:03	BTC	Buy	59589→60026	+3.12	timeout
06-26 17:03	BTC	Buy	59158→60090	+7.31	timeout
06-26 15:58	BTC	Buy	59552→60287	+5.62	timeout
06-26 14:57	BTC	Buy	59515→59528	-0.39	timeout
06-26 14:21	BTC	Buy	59517→59942	+3.07	timeout
06-25 13:59	BTC	Buy	59532→58068	-12.67	stop_loss
06-25 13:58	BTC	Buy	59670→58198	-12.71	stop_loss
06-25 13:57	BTC	Buy	59831→58343.9	-12.80	stop_loss
06-25 13:53	BTC	Buy	60219→58722.7	-12.80	stop_loss
06-25 13:51	BTC	Buy	60679→59185.4	-12.70	stop_loss
06-24 17:20	BTC	Buy	60907→59408.3	-12.74	stop_loss
06-24 16:51	BTC	Buy	61105.1→59582.2	-12.89	stop_loss
06-24 15:30	BTC	Buy	62245.1→60714.6	-12.74	stop_loss
06-24 14:17	BTC	Buy	62596.1→61055.4	-12.75	stop_loss
06-24 13:57	BTC	Buy	62771.1→61223.3	-12.78	stop_loss
06-24 13:45	BTC	Buy	62883.1→61334.2	-12.77	stop_loss
06-24 08:23	BTC	Buy	62367.1→62680.9	+1.98	timeout
06-18 04:11	BTC	Buy	65369.3→63738.9	-12.93	stop_loss
06-16 14:44	BTC	Buy	66487.3→65643.7	-6.88	timeout
06-16 13:46	BTC	Buy	66536.3→66095.7	-3.84	timeout
06-16 12:40	BTC	Buy	66332.3→66552.7	+1.13	timeout
06-16 11:36	BTC	Buy	66160.3→66349.7	+0.91	timeout
06-16 10:31	BTC	Buy	65693.3→66589.7	+6.34	timeout
06-15 13:13	BTC	Buy	64319.2→66605.7	+17.34	timeout
06-15 13:00	BTC	Buy	63788.2→66593.7	+21.55	take_profit
06-15 12:08	BTC	Buy	64474.2→66170.7	+12.72	timeout
06-15 11:04	BTC	Buy	64465.2→65889.7	+10.60	timeout
06-15 10:00	BTC	Buy	64563.2→65571.7	+7.36	timeout
06-14 19:11	BTC	Buy	64159.2→63763.8	-3.61	timeout
06-14 12:56	BTC	Buy	64102.2→64286.8	+0.99	timeout
06-14 11:51	BTC	Buy	63893.2→64595.8	+5.06	timeout
06-14 10:48	BTC	Buy	63855.2→64529.8	+4.81	timeout
06-14 09:44	BTC	Buy	63788.2→64525.8	+5.28	timeout
06-13 18:29	BTC	Buy	63757.2→64177.8	+2.83	timeout
06-13 12:04	BTC	Buy	63701.2→63939.8	+1.34	timeout
06-13 11:03	BTC	Buy	63840.2→63813.8	-0.76	timeout
06-13 09:55	BTC	Buy	63755.2→63729.8	-0.72	timeout
06-13 08:53	BTC	Buy	63432.2→63777.8	+2.20	timeout
06-12 17:28	BTC	Buy	62365.1→63710.8	+10.31	timeout
06-12 11:56	BTC	Buy	63075.2→63773.8	+5.01	timeout
06-12 10:43	BTC	Buy	62913.1→63646.8	+5.30	timeout
06-12 09:37	BTC	Buy	62900.1→63841.8	+6.95	timeout
06-12 08:38	BTC	Buy	62910.1→63430.8	+3.61	timeout
06-11 17:10	BTC	Buy	62104.1→62517.9	+2.82	timeout
06-11 11:22	BTC	Buy	61165.1→63138.8	+15.55	timeout
06-11 10:20	BTC	Buy	61154.1→62810.9	+12.96	timeout
06-11 09:17	BTC	Buy	61054.1→62758.9	+13.40	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+9.01	timeout
06-10 16:40	BTC	Buy	60856→62282.9	+11.18	timeout
06-09 14:46	BTC	Buy	62771.1→61227.3	-12.76	stop_loss
06-09 14:19	BTC	Buy	63269.2→61713	-12.75	stop_loss
06-09 14:11	BTC	Buy	63535.2→61969.9	-12.77	stop_loss
06-09 13:36	BTC	Buy	63753.2→62181.8	-12.76	stop_loss
06-09 13:23	BTC	Buy	63812.2→62241.7	-12.73	stop_loss
06-09 06:49	BTC	Buy	62938.1→63344.8	+2.73	timeout
06-09 00:46	BTC	Buy	64051.2→62474.6	-12.77	stop_loss
06-08 21:15	BTC	Buy	61977.1→63703.8	+13.44	timeout
06-08 17:57	BTC	Buy	62163.1→63468.8	+9.95	timeout
06-08 14:57	BTC	Buy	61909.1→64029.8	+16.64	timeout
06-08 13:56	BTC	Buy	61765.1→63725.8	+15.38	timeout
06-08 06:31	BTC	Buy	62022.1→63016.8	+7.56	timeout
06-07 21:04	BTC	Buy	60710→61702.9	+7.75	timeout
06-07 16:59	BTC	Buy	60726→62017.9	+10.17	timeout
06-07 14:42	BTC	Buy	60901→61969.9	+8.31	timeout
06-07 13:32	BTC	Buy	60699→61866.9	+9.15	timeout
06-07 06:06	BTC	Buy	61041.1→61618.9	+4.33	timeout
06-06 20:09	BTC	Buy	60760→60538	-2.21	timeout
06-06 16:06	BTC	Buy	60161→60826	+5.10	timeout
06-06 04:27	BTC	Buy	61363.1→59845.1	-12.82	stop_loss
06-05 21:04	BTC	Buy	59284→61886.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60622→59131.5	-12.75	stop_loss
06-05 18:53	BTC	Buy	60678→59185.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60765→59270.4	-12.75	stop_loss
06-05 18:44	BTC	Buy	61258.1→59751.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60446.7	-12.79	stop_loss
06-05 14:04	BTC	Buy	62101.1→60573.7	-12.75	stop_loss
06-05 13:56	BTC	Buy	62429.1→60892.5	-12.76	stop_loss
06-05 13:56	BTC	Buy	62500.1→60963.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62947.1→61399.2	-12.75	stop_loss
06-05 11:49	BTC	Buy	62473.1→62107.9	-3.40	timeout
06-05 10:29	BTC	Buy	62478.1→62553.9	+0.15	timeout
06-05 06:23	BTC	Buy	62774.1→61229.3	-12.75	stop_loss
06-05 06:23	BTC	Buy	62800.1→61249.3	-12.79	stop_loss
06-05 06:03	BTC	Buy	63504.2→61936.9	-12.74	stop_loss
06-05 02:44	BTC	Buy	63384.2→62714.9	-5.69	timeout
06-05 01:25	BTC	Buy	62772.1→63247.8	+3.38	timeout
06-04 10:49	BTC	Buy	63820.2→62250.7	-12.73	stop_loss
06-04 10:30	BTC	Buy	63976.2→62402.7	-12.72	stop_loss
06-04 09:22	BTC	Buy	64597.2→63008.3	-12.74	stop_loss
06-04 01:22	BTC	Buy	64185.2→62606.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64931.2→63334.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65042.3→63443.1	-12.74	stop_loss
06-03 20:45	BTC	Buy	66721.3→65056.2	-12.98	stop_loss
06-03 19:53	BTC	Buy	67069.4→65409	-12.85	stop_loss

Paper vs Live

Paper (trades.jsonl)

105

closed

47%

win rate

-242.87

total pnl ($)

-45.9 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	105	47%	-45.9	-242.87

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…