deribit_basis_high_carry_long

not live
26
closed trades
50%
win rate
-81.64
total pnl ($)
1.028
weight
7d window — n=6 wr=33% pnl=-30.29  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 17:07:26 (27.0d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: hj
n: 10  ·  wr: 30.0%  ·  total_bps: -555.9  ·  mean_bps: -55.59  ·  sharpe: -0.45  ·  max_dd_bps: -703.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 26 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 20:09BTCBuy59987→60441+3.26timeout
06-28 19:29BTCBuy60083→59487-5.40timeout
06-27 19:49BTCBuy60476→60184-2.84timeout
06-26 12:43BTCBuy60501→59013.5-12.75stop_loss
06-24 13:44BTCBuy62903.1→61356.2-12.75stop_loss
06-23 21:12BTCBuy62420.1→62498.9+0.19timeout
06-22 20:35BTCBuy64123.2→64397.8+1.68timeout
06-21 20:16BTCBuy64070.2→64097.8-0.23timeout
06-20 20:16BTCBuy63541.2→63921.8+2.56timeout
06-19 20:08BTCBuy62572.1→63048.8+3.34timeout
06-18 15:37BTCBuy64541.2→62953.4-12.64stop_loss
06-17 20:07BTCBuy65435.3→64367.8-8.61timeout
06-16 20:05BTCBuy66346.3→65608.7-6.06timeout
06-15 09:22BTCBuy64668.2→65695.7+7.50timeout
06-13 09:45BTCBuy63515.2→63781.8+1.61timeout
06-12 09:00BTCBuy63379.2→63432.8-0.06timeout
06-11 02:53BTCBuy61867.1→62060.9+1.09timeout
06-09 14:47BTCBuy62724.1→61180.3-12.76stop_loss
06-06 08:11BTCBuy60713→61046.9+2.26timeout
06-04 00:29BTCBuy65130.3→63528-12.75stop_loss
06-02 14:23BTCBuy69646.5→67928.6-12.79stop_loss
06-02 07:01BTCBuy71609.6→69848.6-12.82stop_loss
05-31 22:57BTCBuy73844.7→73947.3+0.26timeout
05-30 21:41BTCBuy73529.7→73957.3+2.40timeout
05-29 18:34BTCBuy73685.7→73800.3+0.27timeout
05-28 18:32BTCBuy72876.6→73595.3+4.41timeout

Paper vs Live

Paper (trades.jsonl)
26
closed
50%
win rate
-81.64
total pnl ($)
-62.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2650%-62.5-81.64

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems