deribit_basis_regime_band_long_v20

not live
16
closed trades
25%
win rate
-124.62
total pnl ($)
0.951
weight
7d window — n=4 wr=0% pnl=-51.26  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 07:37:57 (32.8d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: x2189872_37034
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 16 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 19:46BTCBuy60785→59290.4-12.72stop_loss
06-26 12:40BTCBuy60622→59124.5-12.81stop_loss
06-24 13:46BTCBuy62853.1→61307.3-12.75stop_loss
06-24 13:22BTCBuy63362.2→61775-12.98stop_loss
06-21 08:47BTCBuy62626.1→63917.8+9.58timeout
06-18 15:40BTCBuy64311.2→62729.5-12.47stop_loss
06-17 08:20BTCBuy66818.3→65174.1-12.75stop_loss
06-14 21:10BTCBuy63552.2→63990.8+2.96timeout
06-13 20:33BTCBuy63374.2→64222.8+6.23timeout
06-12 14:25BTCBuy62122.1→63397.8+9.68timeout
06-09 14:46BTCBuy62754.1→61208.3-12.77stop_loss
06-09 14:36BTCBuy62927.1→61379.2-12.77stop_loss
06-06 04:12BTCBuy61740.1→60220.9-12.76stop_loss
06-04 00:38BTCBuy64743.2→63151.2-12.74stop_loss
06-03 03:39BTCBuy67583.4→65921.7-12.75stop_loss
06-02 12:06BTCBuy70997.5→69250.9-12.80stop_loss

Paper vs Live

Paper (trades.jsonl)
16
closed
25%
win rate
-124.62
total pnl ($)
-155.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1625%-155.4-124.62

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems