deribit_basis_p70_long_carry_fear_mid

not live
40
closed trades
48%
win rate
-89.44
total pnl ($)
1.050
weight
7d window — n=7 wr=43% pnl=-31.34  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-26 16:55:38 (32.5d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: x1442802_14015
n: 12  ·  wr: 8.3%  ·  total_bps: -1033.1  ·  mean_bps: -86.09  ·  sharpe: -0.91  ·  max_dd_bps: -1033.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 40 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 19:10BTCBuy59982→60548+4.29timeout
06-26 12:43BTCBuy60500→59010.5-12.77stop_loss
06-24 13:57BTCBuy62772.1→61223.3-12.79stop_loss
06-24 07:11BTCBuy62995.1→62738.9-2.54timeout
06-23 06:20BTCBuy64400.2→62816.4-12.77stop_loss
06-22 17:16BTCBuy64153.2→64644.8+3.38timeout
06-21 17:12BTCBuy63895.2→64181.8+1.85timeout
06-20 17:01BTCBuy62938.1→63959.8+7.63timeout
06-19 16:43BTCBuy62715.1→63249.8+3.84timeout
06-18 15:40BTCBuy64216.2→62636.5-12.66stop_loss
06-18 08:31BTCBuy65178.3→64541.8-5.36timeout
06-17 08:02BTCBuy66396.3→65490.7-7.23timeout
06-15 21:23BTCBuy64651.2→66507.7+13.85timeout
06-13 21:38BTCBuy63550.2→64291.8+5.36timeout
06-12 21:00BTCBuy63379.2→63437.8-0.02timeout
06-11 17:37BTCBuy61796.1→63107.8+10.08timeout
06-10 15:27BTCBuy61358.1→62239.9+6.68timeout
06-09 14:47BTCBuy62718.1→61172.3-12.78stop_loss
06-06 20:11BTCBuy60703→60545-1.68timeout
06-05 02:32BTCBuy63141.2→62738.9-3.62timeout
06-04 00:29BTCBuy65133.3→63531-12.75stop_loss
06-03 20:55BTCBuy66433.3→64797.3-12.81stop_loss
06-03 03:28BTCBuy67729.4→66063.6-12.75stop_loss
06-02 14:10BTCBuy69986.5→68262.4-12.78stop_loss
06-01 22:25BTCBuy73901.7→71106.9-19.50stop_loss
05-31 17:35BTCBuy73835.7→73636.3-1.86timeout
05-31 15:38BTCBuy73851.7→73686.3-1.62timeout
05-31 13:46BTCBuy73746.7→73854.3+0.25timeout
05-31 11:37BTCBuy73588.7→73889.3+1.46timeout
05-31 09:42BTCBuy73529.7→73985.3+2.50timeout
05-30 12:14BTCBuy73328.7→73559.3+1.08timeout
05-30 11:06BTCBuy73634.7→73606.3-0.70timeout
05-30 09:53BTCBuy73711.7→73572.3-1.43timeout
05-30 07:50BTCBuy73373.7→73502.3+0.39timeout
05-30 06:35BTCBuy73677.7→73662.3-0.59timeout
05-29 10:56BTCBuy73417.7→73631.3+0.96timeout
05-29 09:48BTCBuy73533.7→73764.3+1.05timeout
05-29 08:40BTCBuy73245.7→73773.3+3.13timeout
05-29 07:35BTCBuy73344.7→73491.3+0.48timeout
05-29 06:33BTCBuy72819.6→73387.3+3.33timeout

Paper vs Live

Paper (trades.jsonl)
40
closed
48%
win rate
-89.44
total pnl ($)
-44.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4048%-44.1-89.44

Recent bounces (last 20 of 1)

timesymsidereason
06-28 04:37BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems