deribit_basis_regime_band_long_v17

not live
32
closed trades
41%
win rate
-13.98
total pnl ($)
0.742
weight
7d window — n=8 wr=12% pnl=-77.78  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 02:41:34 (31.9d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: x2189875_30898
n: 0  ·  wr: 0.0%  ·  total_bps: +0.0  ·  mean_bps: +0.00  ·  sharpe: +0.00  ·  max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 32 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 12:43BTCBuy60394→58908.6-12.76stop_loss
06-26 02:13BTCBuy60182→58689.7-12.84stop_loss
06-24 15:30BTCBuy62258.1→60724.6-12.71stop_loss
06-24 15:09BTCBuy62321.1→60786.6-12.70stop_loss
06-24 14:13BTCBuy62651.1→61106.4-12.77stop_loss
06-24 14:13BTCBuy62669.1→61127.4-12.74stop_loss
06-24 13:45BTCBuy62883.1→61332.3-12.77stop_loss
06-22 09:01BTCBuy62606.1→64135.8+11.52timeout
06-17 10:59BTCBuy66357.3→64722.4-12.85stop_loss
06-15 11:19BTCBuy63503.2→66296.7+21.54take_profit
06-15 11:19BTCBuy63471.2→66263.7+21.54take_profit
06-14 20:00BTCBuy63523.2→63800.8+1.60timeout
06-14 05:30BTCBuy62600.1→64276.8+13.00timeout
06-13 15:03BTCBuy62319.1→64182.8+14.38timeout
06-12 17:30BTCBuy61759.1→63827.8+16.24timeout
06-12 15:13BTCBuy61656.1→64364.8+21.38take_profit
06-11 19:33BTCBuy61219.1→63906.8+21.31take_profit
06-09 15:56BTCBuy62577.1→61024.4-12.86stop_loss
06-09 14:30BTCBuy63021.2→61466.2-12.80stop_loss
06-09 14:11BTCBuy63527.2→61964.9-12.75stop_loss
06-07 22:14BTCBuy61039.1→63718.8+21.51take_profit
06-07 22:14BTCBuy60599→63259.8+21.51take_profit
06-07 22:14BTCBuy60357→63006.8+21.52take_profit
06-07 08:02BTCBuy59783→62407.9+21.59take_profit
06-05 06:23BTCBuy62815.1→61269.3-12.70stop_loss
06-05 06:19BTCBuy63300.2→61743-12.73stop_loss
06-05 06:03BTCBuy63530.2→61965.9-12.72stop_loss
06-04 09:29BTCBuy64346.2→62756.5-12.80stop_loss
06-04 00:27BTCBuy65178.3→63575-12.75stop_loss
06-03 20:48BTCBuy66658.3→65019.2-12.79stop_loss
06-03 19:54BTCBuy66946.3→65296.1-12.82stop_loss
06-03 03:43BTCBuy67441.4→65781.8-12.76stop_loss

Paper vs Live

Paper (trades.jsonl)
32
closed
41%
win rate
-13.98
total pnl ($)
-8.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3241%-8.3-13.98

Recent bounces (last 20 of 1)

timesymsidereason
06-27 23:06BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems