deribit_basis_threshold_extreme_fear_long

not live
25
closed trades
48%
win rate
+4.84
total pnl ($)
1.157
weight
7d window — n=6 wr=50% pnl=-6.61  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 02:41:34 (27.0d 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 25 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-18 05:04BTCBuy65348.3→63675-13.26stop_loss
06-18 03:04BTCBuy65516.3→64541.8-7.95timeout
06-17 15:02BTCBuy64094.2→65135.7+7.75timeout
06-17 08:40BTCBuy66602.3→64898.3-13.38stop_loss
06-17 02:49BTCBuy64477.2→65835.7+9.94timeout
06-16 14:31BTCBuy64141.2→65547.7+10.28timeout
06-15 13:00BTCBuy63421.2→66590.7+24.60take_profit
06-15 02:17BTCBuy63588.2→65693.7+15.99timeout
06-14 08:42BTCBuy62885.1→64447.8+11.82timeout
06-13 20:36BTCBuy61862.1→64212.8+18.49timeout
06-13 08:16BTCBuy61661.1→63782.8+16.51timeout
06-11 19:32BTCBuy60860→63903.8+24.28take_profit
06-10 13:46BTCBuy61753.1→62221.9+3.30timeout
06-10 01:41BTCBuy61437.1→62016.9+4.65timeout
06-09 14:46BTCBuy62815.1→61207.3-13.26stop_loss
06-09 14:30BTCBuy63053.2→61438.2-13.28stop_loss
06-09 14:06BTCBuy63692.2→62061.8-13.25stop_loss
06-07 22:14BTCBuy60711→63740.8+24.52take_profit
06-06 04:27BTCBuy61466.1→59871.1-13.43stop_loss
06-05 13:52BTCBuy62672.1→61068.4-13.25stop_loss
06-05 06:22BTCBuy62926.1→61314.3-13.20stop_loss
06-05 06:01BTCBuy63782.2→62149.8-13.22stop_loss
06-04 00:29BTCBuy64991.2→63328.2-13.24stop_loss
06-03 19:54BTCBuy67122.4→65400-13.32stop_loss
06-03 03:50BTCBuy67292.4→65568.9-13.26stop_loss

Paper vs Live

Paper (trades.jsonl)
25
closed
48%
win rate
+4.84
total pnl ($)
+4.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2548%+4.6+4.84

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems