deribit_basis_extreme_long

not live
12
closed trades
42%
win rate
-2.13
total pnl ($)
1.150
weight
7d window — n=4 wr=50% pnl=+2.70  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 00:15:07 (33.5d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: ake
n: 0  ·  wr: 0.0%  ·  total_bps: +0.0  ·  mean_bps: +0.00  ·  sharpe: +0.00  ·  max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 12 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-19 20:46BTCUSDTBuy62629.8→63126.2+3.49timeout
06-16 19:01BTCUSDTBuy66400.5→65739.8-5.47timeout
06-15 23:37BTCUSDTBuy66170.9→66091.4-1.01timeout
06-15 20:07BTCUSDTBuy65726.2→66539.1+5.70timeout
06-12 19:45BTCUSDTBuy63041.3→63604.4+4.01timeout
06-12 05:42BTCUSDTBuy63355.4→63333.2-0.65timeout
06-11 19:05BTCUSDTBuy62652.3→63473.5+6.04timeout
06-10 21:44BTCUSDTBuy61243.9→61643.2+2.80timeout
06-09 05:00BTCUSDTBuy63531.6→63206.6-3.01timeout
06-09 00:49BTCUSDTBuy63963.5→62354.5-13.04stop_loss
05-15 23:05BTCUSDTBuy80617.2→80576.9-0.77timeout
05-15 23:05BTCUSDTBuy80576.9→80617.2-0.21timeout

Paper vs Live

Paper (trades.jsonl)
12
closed
42%
win rate
-2.13
total pnl ($)
-3.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTCUSDT1242%-3.1-2.13

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems