deribit_basis_high_dominance_low_fear_long

52

closed trades

38%

win rate

-240.12

total pnl ($)

0.638

weight

7d window — n=11 wr=18% pnl=-102.82 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-31 11:35:16 (29.0d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485389_01190

n: 15 · wr: 0.0% · total_bps: -119.3 · mean_bps: -7.95 · sharpe: -5.36 · max_dd_bps: -119.3

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-29 05:32	SOL	Buy	70.2175→71.3573	+7.52	timeout
06-28 15:41	SOL	Buy	73.012→71.7712	-8.90	timeout
06-28 08:08	SOL	Buy	72.2338→71.0913	-8.25	timeout
06-27 19:36	SOL	Buy	73.6781→71.0243	-18.45	timeout
06-27 07:54	SOL	Buy	70.6906→72.1612	+9.92	timeout
06-23 06:21	SOL	Buy	72.7749→69.7926	-20.76	stop_loss
06-23 06:18	SOL	Buy	73.421→70.4262	-20.53	stop_loss
06-23 06:01	SOL	Buy	73.7901→70.78	-20.46	stop_loss
06-23 04:11	SOL	Buy	73.532→71.8652	-11.55	timeout
06-22 21:44	SOL	Buy	73.248→72.3681	-6.05	timeout
06-22 15:44	SOL	Buy	74.2251→73.506	-5.29	timeout
06-22 09:34	SOL	Buy	73.7861→73.7069	-1.12	timeout
06-22 03:34	SOL	Buy	73.671→73.8419	+0.67	timeout
06-21 20:48	SOL	Buy	71.9318→73.553	+10.69	timeout
06-21 14:28	SOL	Buy	70.7496→73.8649	+21.42	timeout
06-21 08:19	SOL	Buy	71.6207→73.046	+9.35	timeout
06-20 21:02	SOL	Buy	69.1254→72.0632	+20.65	timeout
06-20 14:11	SOL	Buy	69.0164→70.6144	+10.98	timeout
06-20 06:45	SOL	Buy	68.6463→72.1772	+25.12	timeout
06-20 01:18	SOL	Buy	69.8195→69.5886	-2.21	timeout
06-19 18:58	SOL	Buy	68.6513→69.0486	+2.51	timeout
06-19 07:37	SOL	Buy	70.9506→68.0557	-20.90	stop_loss
06-18 15:51	SOL	Buy	71.5947→68.6703	-20.93	stop_loss
06-18 15:36	SOL	Buy	72.5309→69.5618	-21.01	stop_loss
06-18 15:17	SOL	Buy	73.138→70.1544	-20.97	stop_loss
06-18 13:08	SOL	Buy	72.2818→71.5013	-5.73	timeout
06-18 07:06	SOL	Buy	73.311→71.1833	-14.83	timeout
06-17 19:06	SOL	Buy	73.6851→73.255	-3.52	timeout
06-17 11:02	SOL	Buy	74.9972→71.9352	-20.75	stop_loss
06-15 13:17	SOL	Buy	68.9563→73.7639	+34.39	take_profit
06-13 06:40	SOL	Buy	66.0199→66.858	+6.05	timeout
06-13 00:35	SOL	Buy	66.915→66.898	-0.33	timeout
06-10 09:21	SOL	Buy	65.7099→63.028	-20.73	stop_loss
06-07 09:56	SOL	Buy	62.6494→64.9753	+18.54	timeout
06-06 04:19	SOL	Buy	63.7886→61.1832	-20.84	stop_loss
06-06 04:12	SOL	Buy	64.2746→61.6309	-20.88	stop_loss
06-05 04:04	SOL	Buy	69.2244→66.3988	-20.68	stop_loss
06-05 02:28	SOL	Buy	69.3494→67.7808	-11.38	timeout
06-03 19:28	SOL	Buy	74.9502→71.8803	-20.79	stop_loss
06-02 22:52	SOL	Buy	76.5115→73.3883	-20.81	stop_loss
06-02 15:26	SOL	Buy	79.5259→76.2824	-20.76	stop_loss
06-02 14:27	SOL	Buy	80.291→77.0099	-20.80	stop_loss
05-31 23:49	SOL	Buy	82.6264→82.2077	-2.98	timeout
05-31 21:13	SOL	Buy	83.0705→81.8607	-7.76	timeout
05-31 09:47	SOL	Buy	82.2943→82.9676	+3.56	timeout
05-30 23:54	SOL	Buy	82.0313→82.6236	+3.05	timeout
05-30 13:14	SOL	Buy	81.2222→82.4716	+7.26	timeout
05-30 06:44	SOL	Buy	82.1493→82.5886	+2.13	timeout
05-30 01:21	SOL	Buy	82.1573→82.5166	+1.64	timeout
05-29 19:22	SOL	Buy	82.5854→81.6617	-6.13	timeout
05-29 12:38	SOL	Buy	80.9231→81.4738	+2.81	timeout
05-29 06:35	SOL	Buy	80.5921→82.0837	+8.75	timeout

Paper (trades.jsonl)

52

closed

38%

win rate

-240.12

total pnl ($)

-93.0 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
SOL	52	38%	-93.0	-240.12

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 52 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)