deribit_basis_rolling_change_long_v54

not live
19
closed trades
37%
win rate
-37.35
total pnl ($)
1.188
weight
7d window — n=7 wr=43% pnl=+10.59  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 07:22:06 (25.8d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: x2189872_37365
n: 6  ·  wr: 50.0%  ·  total_bps: +372.2  ·  mean_bps: +62.03  ·  sharpe: +0.24  ·  max_dd_bps: -423.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 19 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-18 15:53BTCBuy64032.2→62456.6-12.68stop_loss
06-18 15:17BTCBuy64902.2→63305.2-12.32stop_loss
06-17 19:44BTCBuy65700.3→64073.7-12.84stop_loss
06-17 08:39BTCBuy66551.3→64914.3-12.78stop_loss
06-15 15:47BTCBuy64332.2→67160.6+21.53take_profit
06-15 13:06BTCBuy63837.2→66642.7+21.57take_profit
06-15 08:48BTCBuy63413.2→65761.7+18.12timeout
06-14 08:21BTCBuy62792.1→64475.8+12.84timeout
06-12 15:13BTCBuy61610.1→64314.8+21.31take_profit
06-09 14:35BTCBuy62932.1→61382.2-12.79stop_loss
06-09 14:18BTCBuy63306.2→61749-12.75stop_loss
06-07 22:14BTCBuy60478→63137.8+21.55take_profit
06-06 04:11BTCBuy61811.1→60290.8-12.75stop_loss
06-05 06:19BTCBuy63322.2→61764-12.73stop_loss
06-03 23:51BTCBuy65759.3→64137.7-12.78stop_loss
06-03 03:50BTCBuy67075.4→65414-12.84stop_loss
06-02 09:29BTCBuy71025.6→69273.9-12.82stop_loss
06-01 22:25BTCBuy73561.7→71210.8-16.63stop_loss
05-31 11:12BTCBuy73385.7→73872.3+2.44timeout

Paper vs Live

Paper (trades.jsonl)
19
closed
37%
win rate
-37.35
total pnl ($)
-38.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1937%-38.9-37.35

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems