deribit_basis_fear_discount_long_v3

not live
11
closed trades
27%
win rate
-38.39
total pnl ($)
1.003
weight
7d window — n=3 wr=0% pnl=-41.95  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 01:56:13 (33.2d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: x2189872_30072
n: 2  ·  wr: 50.0%  ·  total_bps: -11.7  ·  mean_bps: -5.83  ·  sharpe: -0.03  ·  max_dd_bps: -207.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 11 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 22:43BTCBuy60531→59042.5-14.04stop_loss
06-25 13:42BTCBuy61752.1→60233.9-14.00stop_loss
06-24 15:32BTCBuy62215.1→60684.6-13.91stop_loss
06-17 22:03BTCBuy65564.3→63942.8-14.09stop_loss
06-15 13:16BTCBuy63933.2→66754.7+23.80take_profit
06-14 17:08BTCBuy63993.2→63914.8-1.31timeout
06-12 17:03BTCBuy62295.1→63900.8+13.59timeout
06-09 14:16BTCBuy63427.2→61866-14.05stop_loss
06-07 22:14BTCBuy60733→63400.8+23.68take_profit
06-05 06:03BTCBuy63553.2→61984.9-14.02stop_loss
06-03 03:49BTCBuy67316.4→65660.9-14.03stop_loss

Paper vs Live

Paper (trades.jsonl)
11
closed
27%
win rate
-38.39
total pnl ($)
-63.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1127%-63.3-38.39

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems