deribit_basis_prem_compression

not live
32
closed trades
53%
win rate
+14.03
total pnl ($)
1.214
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-22 22:52:38 (31.3d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: avg
n: 428  ·  wr: 41.8%  ·  total_bps: -8456.0  ·  mean_bps: -19.76  ·  sharpe: -0.22  ·  max_dd_bps: -9740.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 32 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-01 05:09BTCSell73466.3→73490.7-0.61timeout
06-01 02:27BTCSell73792.3→73479.7+1.68timeout
05-31 22:02BTCSell73619.3→73857.7-2.07timeout
05-31 21:12BTCSell73651.3→73705.7-0.82timeout
05-31 18:56BTCSell73621.3→73590.7-0.23timeout
05-31 18:12BTCSell73634.3→73652.7-0.57timeout
05-31 17:26BTCSell73538.3→73556.7-0.57timeout
05-29 14:21BTCSell73640.3→72771.6+5.46timeout
05-29 12:59BTCSell73692.3→73262.7+2.47timeout
05-29 12:18BTCSell73804.3→73368.7+2.51timeout
05-29 11:27BTCSell73772.3→73580.7+0.85timeout
05-29 10:51BTCSell73390.3→73609.7-1.94timeout
05-27 22:17BTCSell74991.3→74440.7+3.23timeout
05-27 20:47BTCSell74916.3→75224.8-2.50timeout
05-27 19:21BTCSell75047.2→74973.7+0.05timeout
05-27 18:50BTCSell75395.2→74959.7+2.45timeout
05-27 18:19BTCSell75189.2→74761.7+2.40timeout
05-27 17:48BTCSell74996.2→74895.7+0.23timeout
05-27 16:48BTCSell74946.3→75111.8-1.55timeout
05-27 16:17BTCSell75344.2→75136.8+0.93timeout
05-27 15:16BTCSell75563.2→75131.8+2.40timeout
05-26 22:51BTCSell76004.2→75653.8+1.86timeout
05-26 22:20BTCSell75864.2→75758.8+0.25timeout
05-26 21:46BTCSell75872.2→75986.8-1.20timeout
05-26 21:15BTCSell75991.2→75879.8+0.29timeout
05-26 20:35BTCSell75896.2→75986.8-1.04timeout
05-26 18:50BTCSell76418.2→75911.8+2.87timeout
05-26 10:14BTCSell76628.2→76674.8-0.76timeout
05-26 08:04BTCSell76707.2→76698.8-0.40timeout
05-26 06:19BTCSell76523.2→76817.8-2.38timeout
05-26 04:48BTCSell76706.2→76736.8-0.65timeout
05-25 21:08BTCSell77600.1→77316.9+1.39timeout

Paper vs Live

Paper (trades.jsonl)
32
closed
53%
win rate
+14.03
total pnl ($)
+8.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3253%+8.7+14.03

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems