deribit_basis_regime_carry_long

not live
40
closed trades
40%
win rate
-123.90
total pnl ($)
0.890
weight
7d window — n=13 wr=38% pnl=-56.26  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 08:54:26 (31.8d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: x2189875_22372
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 40 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 12:43BTCBuy60491→59003.5-12.76stop_loss
06-24 15:30BTCBuy62297.1→60763.6-12.68stop_loss
06-24 15:28BTCBuy62306.1→60773.6-12.66stop_loss
06-24 14:19BTCBuy62471.1→60934.5-12.73stop_loss
06-24 14:19BTCBuy62508.1→60966.5-12.76stop_loss
06-24 13:46BTCBuy62840.1→61294.3-12.75stop_loss
06-23 08:24BTCBuy63818.2→62245.7-12.76stop_loss
06-23 08:17BTCBuy63998.2→62421.7-12.78stop_loss
06-22 06:00BTCBuy63656.2→64224.8+3.99timeout
06-22 01:59BTCBuy63536.2→64616.8+7.89timeout
06-21 19:14BTCBuy63033.2→64192.8+8.82timeout
06-21 11:56BTCBuy62589.1→64111.8+11.82timeout
06-21 07:42BTCBuy62487.1→64178.8+13.10timeout
06-18 15:38BTCBuy64402.2→62808.4-12.60stop_loss
06-17 19:41BTCBuy65747.3→64130.7-12.74stop_loss
06-17 19:41BTCBuy65760.3→64141.7-12.75stop_loss
06-17 19:40BTCBuy65807.3→64176.7-12.83stop_loss
06-17 10:56BTCBuy66382.3→64748.4-12.84stop_loss
06-14 21:12BTCBuy63571.2→63992.8+2.79timeout
06-14 03:31BTCBuy63461.2→64495.8+7.77timeout
06-13 22:39BTCBuy63511.2→64489.8+7.20timeout
06-13 18:34BTCBuy63435.2→64165.8+5.31timeout
06-12 15:14BTCBuy61672.1→64379.8+21.35take_profit
06-12 14:22BTCBuy61991.1→63298.8+9.97timeout
06-11 15:55BTCBuy61121.1→62621.9+11.55timeout
06-09 14:46BTCBuy62755.1→61208.3-12.78stop_loss
06-09 14:36BTCBuy62917.1→61369.2-12.77stop_loss
06-07 22:15BTCBuy61344.1→64038.8+21.53take_profit
06-07 22:14BTCBuy60955→63631.8+21.52take_profit
06-07 20:12BTCBuy60747→61585.9+6.52timeout
06-07 07:56BTCBuy59719→62341.9+21.34take_profit
06-05 13:57BTCBuy62342.1→60805.5-12.78stop_loss
06-05 05:59BTCBuy63811.2→62226.8-12.83stop_loss
06-04 09:27BTCBuy64405.2→62810.4-12.83stop_loss
06-04 00:29BTCBuy64993.2→63395.1-12.74stop_loss
06-03 20:55BTCBuy66375.3→64739.4-12.81stop_loss
06-03 20:55BTCBuy66460.3→64824.3-12.81stop_loss
06-03 19:55BTCBuy66926.3→65280.1-12.81stop_loss
06-03 03:43BTCBuy67548.4→65886.7-12.76stop_loss
06-02 12:06BTCBuy70997.5→69249.9-12.81stop_loss

Paper vs Live

Paper (trades.jsonl)
40
closed
40%
win rate
-123.90
total pnl ($)
-61.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4040%-61.7-123.90

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems