deribit_basis_fade

not live
37
closed trades
51%
win rate
-20.05
total pnl ($)
1.209
weight
7d window — n=9 wr=67% pnl=+12.98  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 18:33 (34.3d ago) · src: backtest-gate-results.jsonl
verdict: ERROR  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_afd
n: 0  ·  wr: 0.0%  ·  total_bps: +0.0  ·  mean_bps: +0.00  ·  sharpe: +0.00  ·  max_dd_bps: +0.0
gate: min_trades=5 min_wr=0.45 min_total_bps=— min_sharpe=— effective_days=226.761

Cumulative P&L (last 37 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 01:26BTCSell63598.8→64783.6-9.75stop_loss
06-21 14:09BTCSell64169.8→64068.2+0.32timeout
06-21 02:54BTCSell63761.8→64231.2-4.13timeout
06-20 22:47BTCSell63868.8→64239.2-3.35timeout
06-19 09:54BTCSell62952.9→62363.1+4.19timeout
06-18 02:00BTCSell65471.7→64555.2+6.56timeout
06-16 20:08BTCSell66456.7→65599.3+6.03timeout
06-16 16:05BTCSell66339.7→65879.3+3.05timeout
06-16 08:26BTCSell66236.7→66493.3-2.39timeout
06-16 01:30BTCSell66798.7→66379.3+2.69timeout
06-14 21:50BTCSell64482.8→65683.1-9.76stop_loss
06-14 21:40BTCSell63924.8→65119.8-9.78stop_loss
06-14 05:43BTCSell64589.8→64378.2+1.18timeout
06-12 13:19BTCSell63492.8→63491.2-0.41timeout
06-12 08:34BTCSell63593.8→63462.2+0.61timeout
06-12 04:16BTCSell63482.8→63671.2-1.91timeout
06-09 23:01BTCSell61394.9→62023.1-5.59timeout
06-09 19:12BTCSell62579.9→61791.1+5.88timeout
06-09 03:21BTCSell63493.8→62833.1+4.75timeout
06-08 10:39BTCSell63059.8→63226.2-1.77timeout
06-06 08:02BTCSell61238.9→60902+2.29timeout
06-05 20:50BTCSell60376→61499.8-9.76stop_loss
06-04 03:32BTCSell63259.8→64438.4-9.76stop_loss
06-02 07:03BTCSell71023.4→69785.4+0.00stop_loss
06-01 23:13BTCSell71516.4→71382.6+0.54timeout
05-31 22:22BTCSell73606.3→73831.7-1.99timeout
05-31 03:47BTCSell74020.3→74132.7-1.19timeout
05-29 20:13BTCSell73328.3→73609.7-2.35timeout
05-29 15:50BTCSell73366.3→73794.7-3.35timeout
05-28 02:02BTCSell74858.3→74255.7+3.59timeout
05-27 22:03BTCSell75195.2→74574.7+3.70timeout
05-27 18:01BTCSell75854.2→74841.7+6.24timeout
05-27 03:41BTCSell75957.2→75743.8+0.93timeout
05-26 23:41BTCSell76466.2→75926.8+3.08timeout
05-26 13:49BTCSell76850.2→77275.9-3.21timeout
05-26 09:48BTCSell76706.2→76615.8+0.13timeout
05-26 01:23BTCSell77585.1→76796.8+4.62timeout

Paper vs Live

Paper (trades.jsonl)
37
closed
51%
win rate
-20.05
total pnl ($)
-11.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3751%-11.3-20.05

Recent bounces (last 20 of 2)

timesymsidereason
06-22 01:50BTCSellstale_intent
06-21 21:40BTCSellstale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems