deribit_basis_fear_gate_long_v3 · strategy

109

closed trades

40%

win rate

-275.52

total pnl ($)

0.367

weight

7d window — n=26 wr=27% pnl=-149.19 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 20:06:45 (25.3d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x2189875_24298

n: 59 · wr: 44.1% · total_bps: -1525.1 · mean_bps: -25.85 · sharpe: -0.18 · max_dd_bps: -1572.6

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
06-29 02:50	BTC	Buy	60109→59703	-3.86	timeout
06-29 01:49	BTC	Buy	60215→59439	-6.93	timeout
06-28 19:45	BTC	Buy	60171→59396	-6.87	timeout
06-28 18:42	BTC	Buy	60525→59601	-8.05	timeout
06-28 01:06	BTC	Buy	59949→59984	-0.16	timeout
06-27 23:32	BTC	Buy	59955→59966	-0.31	timeout
06-27 21:59	BTC	Buy	59905→60171	+1.84	timeout
06-27 16:09	BTC	Buy	60232→60776	+4.13	timeout
06-26 18:03	BTC	Buy	59611→59980	+2.53	timeout
06-26 17:04	BTC	Buy	59182→60130	+7.46	timeout
06-26 15:58	BTC	Buy	59557→60292	+5.64	timeout
06-26 14:57	BTC	Buy	59515→59528	-0.39	timeout
06-26 14:24	BTC	Buy	59304→60019	+5.53	timeout
06-25 13:59	BTC	Buy	59532→58068	-12.67	stop_loss
06-25 13:58	BTC	Buy	59680→58212	-12.67	stop_loss
06-25 13:57	BTC	Buy	59762→58277.9	-12.78	stop_loss
06-25 13:53	BTC	Buy	60212→58725.7	-12.71	stop_loss
06-25 13:49	BTC	Buy	60733→59235.4	-12.72	stop_loss
06-24 17:20	BTC	Buy	60894→59373.3	-12.92	stop_loss
06-24 16:51	BTC	Buy	61094.1→59584.2	-12.78	stop_loss
06-24 14:17	BTC	Buy	62577.1→61027.4	-12.81	stop_loss
06-24 14:13	BTC	Buy	62668.1→61127.4	-12.74	stop_loss
06-24 14:04	BTC	Buy	62571.1→61291.9	-10.66	timeout
06-24 14:02	BTC	Buy	62698.1→61156.3	-12.74	stop_loss
06-24 13:57	BTC	Buy	62766.1→61222.3	-12.75	stop_loss
06-24 08:20	BTC	Buy	62408.1→62625.9	+1.21	timeout
06-18 05:03	BTC	Buy	65331.3→63717.9	-12.81	stop_loss
06-17 02:21	BTC	Buy	66023.3→65905.7	-1.37	timeout
06-16 14:45	BTC	Buy	66554.3→65712.7	-6.86	timeout
06-16 13:46	BTC	Buy	66557.3→66105.7	-3.93	timeout
06-16 12:42	BTC	Buy	66447.3→66466.7	-0.38	timeout
06-16 11:37	BTC	Buy	66167.3→66351.7	+0.86	timeout
06-16 01:56	BTC	Buy	65480.3→66305.7	+5.86	timeout
06-15 13:20	BTC	Buy	64016.2→66827.7	+21.52	take_profit
06-15 13:00	BTC	Buy	63789.2→66590.7	+21.52	take_profit
06-15 12:10	BTC	Buy	64448.2→66254.7	+13.57	timeout
06-15 11:05	BTC	Buy	64453.2→65931.7	+11.02	timeout
06-15 01:31	BTC	Buy	64587.2→65383.7	+5.69	timeout
06-14 20:14	BTC	Buy	64246.2→63796.8	-3.99	timeout
06-14 19:10	BTC	Buy	64160.2→63749.8	-3.72	timeout
06-14 11:47	BTC	Buy	63881.2→64578.8	+5.02	timeout
06-14 10:43	BTC	Buy	63847.2→64586.8	+5.32	timeout
06-14 01:10	BTC	Buy	63629.2→64626.8	+7.43	timeout
06-13 19:21	BTC	Buy	63671.2→64149.8	+3.31	timeout
06-13 18:25	BTC	Buy	63734.2→64127.8	+2.62	timeout
06-13 11:05	BTC	Buy	63806.2→63827.8	-0.38	timeout
06-13 09:56	BTC	Buy	63814.2→63739.8	-1.11	timeout
06-13 00:21	BTC	Buy	63647.2→63538.8	-1.39	timeout
06-12 18:52	BTC	Buy	63480.2→63793.8	+2.00	timeout
06-12 17:46	BTC	Buy	63294.2→63823.8	+3.72	timeout
06-12 10:12	BTC	Buy	62904.1→63714.8	+5.89	timeout
06-12 09:12	BTC	Buy	62823.1→63495.8	+4.83	timeout
06-11 20:12	BTC	Buy	61797.1→63499.8	+13.19	timeout
06-11 18:23	BTC	Buy	61926.1→63383.8	+11.19	timeout
06-11 17:19	BTC	Buy	62122.1→62388.9	+1.61	timeout
06-11 09:17	BTC	Buy	61054.1→62759.9	+13.38	timeout
06-11 08:16	BTC	Buy	61661.1→62772.9	+8.42	timeout
06-10 18:52	BTC	Buy	61720.1→61722.9	-0.48	timeout
06-10 17:42	BTC	Buy	61772.1→61650.9	-1.47	timeout
06-10 16:40	BTC	Buy	60856→62282.9	+11.20	timeout
06-09 14:36	BTC	Buy	62901.1→61352.2	-12.77	stop_loss
06-09 14:17	BTC	Buy	63394.2→61835	-12.75	stop_loss
06-09 14:16	BTC	Buy	63407.2→61848	-12.75	stop_loss
06-09 13:36	BTC	Buy	63728.2→62155.8	-12.77	stop_loss
06-09 13:25	BTC	Buy	63638.2→62257.9	-11.27	timeout
06-09 07:08	BTC	Buy	62851.1→63376.8	+3.68	timeout
06-08 20:44	BTC	Buy	61742.1→63325.8	+12.33	timeout
06-08 17:34	BTC	Buy	62248.1→63390.8	+8.64	timeout
06-08 16:29	BTC	Buy	62169.1→63866.8	+13.11	timeout
06-08 13:21	BTC	Buy	61687.1→63805.8	+16.69	timeout
06-08 06:53	BTC	Buy	62086.1→62967.9	+6.63	timeout
06-07 20:22	BTC	Buy	60592→61829.9	+9.80	timeout
06-07 17:14	BTC	Buy	60693→62245.9	+12.33	timeout
06-07 16:07	BTC	Buy	60792→61936.9	+8.85	timeout
06-07 12:58	BTC	Buy	61013.1→61984.9	+7.49	timeout
06-07 06:07	BTC	Buy	61022.1→61650.9	+4.75	timeout
06-06 20:09	BTC	Buy	60882→60548	-3.12	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:17	BTC	Buy	60520→60644	+0.58	timeout
06-06 04:15	BTC	Buy	61473.1→59960	-12.76	stop_loss
06-05 21:04	BTC	Buy	59266→61867.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60654→59162.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60857→59359.3	-12.76	stop_loss
06-05 18:43	BTC	Buy	61293.1→59786.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60437.7	-12.86	stop_loss
06-05 13:58	BTC	Buy	62273.1→60740.6	-12.76	stop_loss
06-05 13:56	BTC	Buy	62463.1→60925.5	-12.76	stop_loss
06-05 13:49	BTC	Buy	62848.1→61296.3	-12.80	stop_loss
06-05 13:49	BTC	Buy	62927.1→61379.2	-12.75	stop_loss
06-05 11:47	BTC	Buy	62325.1→62167.9	-1.74	timeout
06-05 06:24	BTC	Buy	62699.1→61153.3	-12.77	stop_loss
06-05 06:23	BTC	Buy	62756.1→61211.3	-12.70	stop_loss
06-05 06:22	BTC	Buy	62882.1→61332.3	-12.76	stop_loss
06-05 06:03	BTC	Buy	63604.2→62032.9	-12.75	stop_loss
06-05 02:42	BTC	Buy	63332.2→62842.9	-4.28	timeout
06-05 01:28	BTC	Buy	62655.1→63304.8	+4.77	timeout
06-04 10:29	BTC	Buy	64003.2→62429.6	-12.72	stop_loss
06-04 10:27	BTC	Buy	64180.2→62582.6	-12.87	stop_loss
06-04 09:22	BTC	Buy	64602.2→63012.3	-12.75	stop_loss
06-04 01:22	BTC	Buy	64193.2→62614.5	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

109

closed

40%

win rate

-275.52

total pnl ($)

-50.2 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	109	40%	-50.2	-275.52

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…