deribit_basis_rolling_change_long_v33

not live
16
closed trades
50%
win rate
-37.04
total pnl ($)
1.121
weight
7d window — n=4 wr=50% pnl=-10.03  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 02:41:34 (26.6d 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 16 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-17 11:37BTCBuy66167.3→64738.8-11.43timeout
06-17 11:05BTCBuy66332.3→64632.4-13.36stop_loss
06-17 05:50BTCBuy65752.3→65831.7+0.09timeout
06-15 21:52BTCBuy64439.2→66402.7+14.67timeout
06-14 19:51BTCBuy63629.2→63739.8+0.33timeout
06-14 15:58BTCBuy63679.2→63995.8+1.96timeout
06-14 11:52BTCBuy63797.2→64594.8+5.83timeout
06-14 07:49BTCBuy63015.2→64398.8+10.51timeout
06-12 16:13BTCBuy62336.1→63866.8+11.74timeout
06-09 14:29BTCBuy63183.2→61566.1-13.25stop_loss
06-09 00:49BTCBuy64011.2→62372.7-13.26stop_loss
06-07 05:18BTCBuy59397→62071.9+22.11take_profit
06-05 18:52BTCBuy60944→59384.3-13.26stop_loss
06-05 13:57BTCBuy62463.1→60863.5-13.26stop_loss
06-04 10:48BTCBuy63954.2→62317.7-13.22stop_loss
06-04 01:55BTCBuy63748.2→62116.8-13.25stop_loss

Paper vs Live

Paper (trades.jsonl)
16
closed
50%
win rate
-37.04
total pnl ($)
-45.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1650%-45.5-37.04

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems