deribit_basis_fresh_expiry_long

not live
1
closed trades
100%
win rate
+2.07
total pnl ($)
1.207
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-04 01:53:20 (18.7d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: deribit_basis_compression_siblings
n: 54  ·  wr: 16.7%  ·  total_bps: -4229.5  ·  mean_bps: -78.32  ·  sharpe: -0.55  ·  max_dd_bps: -5253.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 1 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-22 09:37BTCBuy76746.8→77190.1+2.07timeout

Paper vs Live

Paper (trades.jsonl)
1
closed
100%
win rate
+2.07
total pnl ($)
+48.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1100%+48.8+2.07

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems