deribit_basis_rolling_change_fear_gate_long_v2

not live
10
closed trades
60%
win rate
-14.67
total pnl ($)
1.277
weight
7d window — n=1 wr=100% pnl=+8.69  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 01:20:32 (31.6d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: x2189872_29765
n: 5  ·  wr: 20.0%  ·  total_bps: -259.3  ·  mean_bps: -51.85  ·  sharpe: -0.31  ·  max_dd_bps: -355.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 10 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 14:17BTCBuy58898.9→59981+8.69timeout
06-17 08:39BTCBuy66631.3→64989.2-12.85stop_loss
06-16 08:31BTCBuy65653.3→66535.7+6.27timeout
06-15 08:27BTCBuy64452.2→65661.7+8.95timeout
06-14 07:59BTCBuy63832.2→64404.8+4.01timeout
06-13 07:47BTCBuy63009.2→63857.8+6.26timeout
06-11 16:12BTCBuy62369.1→62728.9+2.29timeout
06-09 00:48BTCBuy63995.2→62421.7-12.75stop_loss
06-05 13:49BTCBuy62721.1→61173.3-12.79stop_loss
06-04 01:22BTCBuy64199.2→62620.5-12.75stop_loss

Paper vs Live

Paper (trades.jsonl)
10
closed
60%
win rate
-14.67
total pnl ($)
-28.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1060%-28.7-14.67

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems