deribit_basis_percentile_rank_fade_dominance_regime

not live
10
closed trades
20%
win rate
-9.44
total pnl ($)
1.112
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-17 03:35:25 (44.0d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: yf
n: 11  ·  wr: 63.6%  ·  total_bps: +353.8  ·  mean_bps: +32.17  ·  sharpe: +0.43  ·  max_dd_bps: -118.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 10 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-12 02:43BTCSell81715.9→81724.1-0.49timeout
05-10 14:02BTCSell80790→80925-1.28timeout
05-08 06:03BTCSell79541→79475-0.03timeout
05-07 18:03BTCSell80463→80138+1.58timeout
05-07 05:20BTCSell81015.9→81067.1-0.76timeout
05-06 17:21BTCSell81999.9→81506.1+2.55timeout
05-04 02:02BTCSell78886.1→79550-4.65timeout
05-03 14:00BTCSell78496.1→78633.9-1.31timeout
04-28 01:14BTCSell76816→77302-3.61timeout
04-27 12:36BTCSell77574→77731-1.46timeout

Paper vs Live

Paper (trades.jsonl)
10
closed
20%
win rate
-9.44
total pnl ($)
-19.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1020%-19.0-9.44

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-08 06:03BTCSell-0.03The market was in a low-funding, sideways consolidation with no clear directional momentum. The thesis failed because the trade expired without reaching a target or stop, as the lack of volatility prevented any meaningful price movement.
05-07 18:03BTCSell+1.58BTC was in a mild downtrend across timeframes with low volatility and neutral funding. The short thesis failed to capture meaningful downside, closing at timeout with a small profit as the market remained range-bound.
05-07 05:20BTCSell-0.76The market was in a mild downtrend with BTC declining across all timeframes and low funding rates. The short thesis failed because the trade was closed by timeout before the expected move materialized, as the market remained range-bound without triggering t…
05-06 17:21BTCSell+2.55The market was in a mild downtrend with BTC down across all timeframes and low funding rates. The thesis failed because the trade was closed by timeout before the expected move materialized, as the slow, grinding decline did not trigger an exit condition.
04-27 12:36BTCSell-1.46BTC was consolidating sideways near $77,700 with minimal 1-hour decay (-0.12%) and positive weekly momentum (+3.35%), while funding rates had turned sharply negative (-0.33%), signaling over-leveraged longs unwinding. The fade thesis failed because the basi…