deribit_basis_fear_contrarian_long_v5

not live
18
closed trades
39%
win rate
-64.58
total pnl ($)
0.989
weight
7d window — n=3 wr=0% pnl=-38.34  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 03:58:15 (30.7d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: x2189873_32758
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 18 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 13:19BTCBuy60003→58527.8-12.76stop_loss
06-25 13:44BTCBuy61579.1→60058-12.77stop_loss
06-24 13:47BTCBuy62819.1→61266.3-12.81stop_loss
06-17 22:03BTCBuy65564.3→63942.8-12.81stop_loss
06-16 17:21BTCBuy66808.3→65732.7-8.60timeout
06-15 13:16BTCBuy63936.2→66752.7+21.59take_profit
06-14 17:16BTCBuy63939.2→63943.8-0.49timeout
06-13 17:17BTCBuy63845.2→63970.8+0.54timeout
06-12 17:19BTCBuy62397.1→63824.8+10.95timeout
06-11 17:10BTCBuy62104.1→62496.9+2.65timeout
06-10 17:08BTCBuy61436.1→62136.9+5.20timeout
06-09 14:11BTCBuy63543.2→61980.9-12.74stop_loss
06-08 17:14BTCBuy62271.1→63355.8+8.16timeout
06-07 16:59BTCBuy60733→62046.9+10.35timeout
06-05 18:52BTCBuy60747→59253.4-12.75stop_loss
06-05 06:03BTCBuy63553.2→61980.9-12.78stop_loss
06-04 00:24BTCBuy65528.3→63916.8-12.74stop_loss
06-03 03:50BTCBuy67236.4→65579.9-12.77stop_loss

Paper vs Live

Paper (trades.jsonl)
18
closed
39%
win rate
-64.58
total pnl ($)
-71.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1839%-71.3-64.58

Recent bounces (last 20 of 2)

timesymsidereason
06-25 06:08BTCBuybelow_min_notional_skip
06-24 06:23BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems