deribit_basis_momentum_crossover_long_v4

not live
27
closed trades
41%
win rate
-54.63
total pnl ($)
0.980
weight
7d window — n=7 wr=29% pnl=-39.82  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 07:22:06 (30.8d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: x2189872_37365
n: 6  ·  wr: 50.0%  ·  total_bps: +388.1  ·  mean_bps: +64.69  ·  sharpe: +0.25  ·  max_dd_bps: -401.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 27 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 13:53BTCBuy60268→58774.7-12.76stop_loss
06-24 14:17BTCBuy62561.1→61022.4-12.73stop_loss
06-23 08:17BTCBuy64027.2→62444.6-12.92stop_loss
06-23 06:21BTCBuy64166.2→62588.6-12.79stop_loss
06-23 06:08BTCBuy64679.2→63082.3-12.81stop_loss
06-22 15:53BTCBuy63206.2→64837.8+12.52timeout
06-21 16:37BTCBuy62559.1→64063.8+11.68timeout
06-17 19:40BTCBuy65798.3→64175.7-12.79stop_loss
06-17 19:29BTCBuy65912.3→64264.6-12.95stop_loss
06-16 14:23BTCBuy67160.4→65509-12.82stop_loss
06-15 15:47BTCBuy64335.2→67163.6+21.50take_profit
06-15 13:20BTCBuy64007.2→66817.7+21.52take_profit
06-15 13:16BTCBuy63920.2→66728.7+21.57take_profit
06-14 15:42BTCBuy62752.1→64013.8+9.54timeout
06-13 15:32BTCBuy62307.1→64303.8+15.49timeout
06-12 15:01BTCBuy61453.1→64174.8+21.45take_profit
06-10 15:28BTCBuy61946.1→62279.9+2.09timeout
06-09 00:31BTCBuy64111.2→62533.6-12.77stop_loss
06-07 22:14BTCBuy60546→63203.8+21.51take_profit
06-05 18:52BTCBuy60922→59423.3-12.76stop_loss
06-05 06:21BTCBuy63106.2→61549.1-12.74stop_loss
06-03 20:55BTCBuy66496.3→64854.3-12.81stop_loss
06-02 15:30BTCBuy68899.4→67205-12.75stop_loss
06-02 07:03BTCBuy71518.6→69753.6-12.86stop_loss
06-01 15:25BTCBuy73923.7→71111.9-19.63stop_loss
06-01 15:25BTCBuy73651.7→71111.9-18.01stop_loss
05-31 11:28BTCBuy73312.7→73936.3+3.38timeout

Paper vs Live

Paper (trades.jsonl)
27
closed
41%
win rate
-54.63
total pnl ($)
-39.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2741%-39.4-54.63

Recent bounces (last 20 of 2)

timesymsidereason
06-26 17:10BTCBuystale_intent
06-24 16:23BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems