deribit_basis_percentile_fear_long · strategy

101

closed trades

48%

win rate

-211.83

total pnl ($)

0.789

weight

7d window — n=20 wr=45% pnl=-72.35 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 17:08:39 (25.0d ago) · src: canon

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

n: 73 · wr: 49.3% · total_bps: -427.3 · mean_bps: -5.85 · sharpe: -0.04 · max_dd_bps: -1887.4

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

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 01:14	BTC	Buy	59943→60031	+0.27	timeout
06-27 23:34	BTC	Buy	59968→59982	-0.28	timeout
06-27 21:57	BTC	Buy	59941→60178	+1.59	timeout
06-26 19:11	BTC	Buy	59315→59935	+4.67	timeout
06-26 18:13	BTC	Buy	59383→60057	+5.10	timeout
06-26 17:07	BTC	Buy	59155→60092	+7.36	timeout
06-26 15:54	BTC	Buy	59377→60208	+6.44	timeout
06-26 15:12	BTC	Buy	59149→59820	+5.14	timeout
06-25 13:59	BTC	Buy	59469→58006.1	-12.66	stop_loss
06-25 13:57	BTC	Buy	59739→58269.9	-12.66	stop_loss
06-25 13:55	BTC	Buy	59867→58394.9	-12.64	stop_loss
06-25 13:53	BTC	Buy	60492→59004.5	-12.64	stop_loss
06-25 13:41	BTC	Buy	61860.1→60338.8	-12.72	stop_loss
06-25 05:24	BTC	Buy	59150→61746.9	+21.52	take_profit
06-24 16:51	BTC	Buy	61348.1→59837.1	-12.74	stop_loss
06-24 15:33	BTC	Buy	62185.1→60655.6	-12.73	stop_loss
06-24 14:19	BTC	Buy	62451.1→60880.5	-12.99	stop_loss
06-24 13:57	BTC	Buy	62740.1→61197.3	-12.71	stop_loss
06-24 13:44	BTC	Buy	62935.1→61387.2	-12.74	stop_loss
06-24 08:25	BTC	Buy	62219.1→62661.9	+3.09	timeout
06-18 05:04	BTC	Buy	65291.3→63682	-12.78	stop_loss
06-16 17:36	BTC	Buy	66761.3→65750.7	-8.09	timeout
06-16 15:21	BTC	Buy	66668.3→65740.7	-7.48	timeout
06-16 14:23	BTC	Buy	67123.4→65473	-12.82	stop_loss
06-16 14:17	BTC	Buy	66481.3→65833.7	-5.40	timeout
06-16 12:12	BTC	Buy	66257.3→66497.7	+1.29	timeout
06-15 13:44	BTC	Buy	64356.2→66508.7	+16.28	timeout
06-15 13:16	BTC	Buy	63892.2→66699.7	+21.54	take_profit
06-15 12:54	BTC	Buy	63771.2→66570.7	+21.52	take_profit
06-15 12:39	BTC	Buy	64314.2→66299.7	+15.01	timeout
06-15 11:31	BTC	Buy	64564.2→66169.7	+12.00	timeout
06-14 19:20	BTC	Buy	64154.2→63821.8	-3.09	timeout
06-14 13:57	BTC	Buy	64075.2→64295.8	+1.27	timeout
06-14 12:53	BTC	Buy	64076.2→64275.8	+1.10	timeout
06-14 11:50	BTC	Buy	63881.2→64577.8	+5.01	timeout
06-14 10:46	BTC	Buy	63859.2→64547.8	+4.94	timeout
06-13 18:46	BTC	Buy	63874.2→64216.8	+2.23	timeout
06-13 13:10	BTC	Buy	63413.2→64129.8	+5.13	timeout
06-13 12:03	BTC	Buy	63731.2→63926.8	+1.00	timeout
06-13 11:00	BTC	Buy	63673.2→63818.8	+0.59	timeout
06-13 09:54	BTC	Buy	63767.2→63728.8	-0.83	timeout
06-12 18:02	BTC	Buy	63599.2→63870.8	+1.67	timeout
06-12 12:48	BTC	Buy	62877.1→63472.8	+4.21	timeout
06-12 11:41	BTC	Buy	63119.2→63694.8	+4.03	timeout
06-12 10:28	BTC	Buy	62820.1→63577.8	+5.49	timeout
06-12 09:22	BTC	Buy	62777.1→63633.8	+6.29	timeout
06-11 17:19	BTC	Buy	62121.1→62388.9	+1.62	timeout
06-11 11:19	BTC	Buy	61021.1→63076.8	+16.26	timeout
06-11 10:18	BTC	Buy	61149.1→62803.9	+12.94	timeout
06-11 09:16	BTC	Buy	61035.1→62767.9	+13.62	timeout
06-11 08:14	BTC	Buy	61586.1→62789.9	+9.18	timeout
06-10 16:38	BTC	Buy	60955→62275.9	+10.29	timeout
06-09 14:43	BTC	Buy	62832.1→61287.3	-12.75	stop_loss
06-09 14:11	BTC	Buy	63532.2→61968.9	-12.76	stop_loss
06-09 13:36	BTC	Buy	63756.2→62187.8	-12.75	stop_loss
06-09 13:26	BTC	Buy	63789.2→62220.8	-12.73	stop_loss
06-09 13:23	BTC	Buy	63798.2→62228.8	-12.74	stop_loss
06-09 06:49	BTC	Buy	62954.1→63304.8	+2.28	timeout
06-08 21:06	BTC	Buy	61760.1→63562.8	+14.11	timeout
06-08 17:51	BTC	Buy	62200.1→63444.8	+9.46	timeout
06-08 15:50	BTC	Buy	62047.1→63790.8	+13.47	timeout
06-08 13:48	BTC	Buy	61722.1→63489.8	+13.83	timeout
06-08 06:28	BTC	Buy	61928.1→63014.8	+8.31	timeout
06-07 21:02	BTC	Buy	60710→61870.9	+9.14	timeout
06-07 16:53	BTC	Buy	60797→62177.9	+10.87	timeout
06-07 15:44	BTC	Buy	60841→62111.9	+9.98	timeout
06-07 13:31	BTC	Buy	60747→61845.9	+8.57	timeout
06-07 06:05	BTC	Buy	61165.1→61629.9	+3.40	timeout
06-06 20:09	BTC	Buy	60760→60538	-2.21	timeout
06-06 16:05	BTC	Buy	60165→60880	+5.57	timeout
06-06 15:16	BTC	Buy	60496→60538	-0.10	timeout
06-06 04:15	BTC	Buy	61521.1→60007	-12.76	stop_loss
06-05 21:04	BTC	Buy	59311→61914.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60765→59270.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60763→59268.4	-12.76	stop_loss
06-05 18:43	BTC	Buy	61353.1→59844.1	-12.75	stop_loss
06-05 14:26	BTC	Buy	61899.1→60376.8	-12.74	stop_loss
06-05 13:57	BTC	Buy	62349.1→60814.5	-12.76	stop_loss
06-05 13:56	BTC	Buy	62433.1→60897.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62877.1→61331.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62897.1→61350.2	-12.75	stop_loss
06-05 06:23	BTC	Buy	62735.1→61174.3	-12.88	stop_loss
06-05 06:23	BTC	Buy	62737.1→61174.3	-12.89	stop_loss
06-05 06:23	BTC	Buy	62753.1→61208.3	-12.70	stop_loss
06-05 06:17	BTC	Buy	63424.2→61859	-12.74	stop_loss
06-05 05:59	BTC	Buy	63793.2→62216.8	-12.76	stop_loss
06-05 02:42	BTC	Buy	63448.2→62689.9	-6.40	timeout
06-05 01:19	BTC	Buy	62817.1→63315.8	+3.57	timeout
06-04 10:49	BTC	Buy	63820.2→62250.7	-12.73	stop_loss
06-04 10:30	BTC	Buy	63955.2→62379.7	-12.74	stop_loss
06-04 09:22	BTC	Buy	64610.2→63021.3	-12.74	stop_loss
06-04 01:19	BTC	Buy	64352.2→62769.5	-12.75	stop_loss
06-04 00:26	BTC	Buy	65284.3→63679	-12.74	stop_loss
06-03 23:54	BTC	Buy	65712.3→64094.7	-12.76	stop_loss
06-03 20:44	BTC	Buy	66770.3→65125.2	-12.83	stop_loss
06-03 19:55	BTC	Buy	66861.3→65167.1	-13.14	stop_loss
06-03 19:54	BTC	Buy	66983.3→65332	-12.81	stop_loss
06-03 19:52	BTC	Buy	67123.4→65472	-12.79	stop_loss
06-03 16:27	BTC	Buy	67175.4→65518.9	-12.80	stop_loss
06-03 03:49	BTC	Buy	67259.4→65601.9	-12.78	stop_loss

Paper vs Live

Paper (trades.jsonl)

101

closed

48%

win rate

-211.83

total pnl ($)

-41.6 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	101	48%	-41.6	-211.83

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…