deribit_basis_jump_long

not live
31
closed trades
52%
win rate
-42.15
total pnl ($)
1.183
weight
7d window — n=2 wr=50% pnl=-7.18  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 08:27:40 (34.4d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: x2189874_20430
n: 9  ·  wr: 66.7%  ·  total_bps: -26.8  ·  mean_bps: -2.98  ·  sharpe: -0.03  ·  max_dd_bps: -286.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 31 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 10:03BTCBuy59653→60377+5.58timeout
06-26 12:42BTCBuy60534→59045.5-12.76stop_loss
06-17 08:38BTCBuy66651.3→65012.2-12.73stop_loss
06-17 07:35BTCBuy66344.3→65516.7-6.71timeout
06-16 14:09BTCBuy66333.3→66041.7-2.73timeout
06-16 12:07BTCBuy66198.3→66472.7+1.54timeout
06-16 09:36BTCBuy65546.3→66626.7+7.79timeout
06-16 05:56BTCBuy65818.3→66050.7+1.37timeout
06-15 22:43BTCBuy65372.3→66248.7+6.21timeout
06-15 12:42BTCBuy64318.2→66440.7+16.06timeout
06-15 09:32BTCBuy64389.2→65613.7+9.08timeout
06-15 07:31BTCBuy64320.2→65873.7+11.61timeout
06-15 03:52BTCBuy64499.2→65900.7+10.38timeout
06-14 21:57BTCBuy64491.2→65464.7+7.05timeout
06-14 05:07BTCBuy63515.2→64348.8+6.14timeout
06-13 12:32BTCBuy63486.2→63985.8+3.40timeout
06-13 07:26BTCBuy62999.1→63735.8+5.38timeout
06-12 19:51BTCBuy63668.2→63630.8-0.76timeout
06-12 17:48BTCBuy63507.2→63840.8+2.16timeout
06-09 14:04BTCBuy63659.2→62092.8-12.75stop_loss
06-09 13:19BTCBuy63842.2→62268.7-12.75stop_loss
06-06 04:11BTCBuy61811.1→60289.8-12.76stop_loss
06-05 21:15BTCBuy59379→61985.9+21.50take_profit
06-05 18:52BTCBuy60909→59411.3-12.75stop_loss
06-05 18:52BTCBuy60927→59428.3-12.76stop_loss
06-05 14:26BTCBuy61856.1→60332.8-12.76stop_loss
06-05 13:56BTCBuy62468.1→60930.5-12.76stop_loss
06-05 13:49BTCBuy62721.1→61175.3-12.78stop_loss
06-05 01:49BTCBuy62490.1→63291.8+5.98timeout
06-04 09:29BTCBuy64325.2→62724.5-12.89stop_loss
06-04 00:29BTCBuy65151.3→63549-12.74stop_loss

Paper vs Live

Paper (trades.jsonl)
31
closed
52%
win rate
-42.15
total pnl ($)
-27.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3152%-27.0-42.15

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems