deribit_basis_rolling_change_long_v30

not live
14
closed trades
57%
win rate
-2.78
total pnl ($)
1.224
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 02:09:51 (31.5d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: x2189872_30288
n: 2  ·  wr: 50.0%  ·  total_bps: -44.7  ·  mean_bps: -22.37  ·  sharpe: -0.12  ·  max_dd_bps: -207.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 14 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-17 06:58BTCBuy66412.3→65576.7-6.77timeout
06-16 10:58BTCBuy65831.3→66484.7+4.45timeout
06-15 22:26BTCBuy65143.3→66176.7+7.44timeout
06-15 08:01BTCBuy64412.2→65617.7+8.90timeout
06-14 20:02BTCBuy64260.2→63815.8-3.95timeout
06-14 08:03BTCBuy63788.2→64387.8+4.12timeout
06-13 19:57BTCBuy63584.2→64301.8+5.19timeout
06-13 07:47BTCBuy63011.2→63807.8+5.85timeout
06-12 17:50BTCBuy63576.2→63822.8+1.47timeout
06-09 14:21BTCBuy63169.2→61616.1-12.74stop_loss
06-09 00:48BTCBuy63995.2→62421.7-12.75stop_loss
06-05 20:50BTCBuy59160→61756.9+21.50take_profit
06-05 15:39BTCBuy61712.1→60192.9-12.74stop_loss
06-04 01:55BTCBuy63665.2→62099.8-12.74stop_loss

Paper vs Live

Paper (trades.jsonl)
14
closed
57%
win rate
-2.78
total pnl ($)
-3.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1457%-3.5-2.78

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems