deribit_basis_threshold_short_v2

not live
41
closed trades
54%
win rate
+150.57
total pnl ($)
1.205
weight
7d window — n=9 wr=44% pnl=-6.92  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 10:36:50 (31.6d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: x3485392_75993
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 41 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 19:35BTCSell59975→60197-2.35timeout
06-27 07:51BTCSell60536→60498-0.00timeout
06-24 01:12BTCSell64230.8→62965.1+9.40timeout
06-23 19:04BTCSell64312.8→62285.1+15.34timeout
06-22 13:49BTCSell63954.8→65531-12.73stop_loss
06-22 13:36BTCSell63769.8→65340.9-12.69stop_loss
06-22 06:32BTCSell64230.8→64092.2+0.64timeout
06-22 00:27BTCSell64220.8→63679.2+3.82timeout
06-21 03:23BTCSell63384.8→64386.2-8.35timeout
06-20 21:01BTCSell63198.8→63927.2-6.22timeout
06-20 00:36BTCSell62994.9→63694.2-5.98timeout
06-19 18:36BTCSell62792.9→63117.2-3.02timeout
06-19 00:35BTCSell64550.8→62999.1+11.54timeout
06-18 15:53BTCSell65363.7→62493.1+21.47take_profit
06-17 18:18BTCSell66080.7→65305.3+5.51timeout
06-17 16:28BTCSell64752.8→66356.5-12.84stop_loss
06-17 12:07BTCSell66444.7→64846.2+11.66timeout
06-15 11:18BTCSell64478.8→66066.3-12.76stop_loss
06-13 06:36BTCSell62902.9→63664.2-6.49timeout
06-13 00:35BTCSell63622.8→63548.2+0.23timeout
06-10 13:24BTCSell62301.9→61518.1+5.83timeout
06-07 02:50BTCSell61096.9→61482.1-3.53timeout
06-06 20:47BTCSell61283.9→60717+4.11timeout
06-05 14:06BTCSell63256.8→60474+21.55take_profit
06-05 06:21BTCSell64357.8→61523.1+21.50take_profit
06-04 02:01BTCSell64813.8→61968.1+21.50take_profit
06-04 00:24BTCSell66988.7→64047.2+21.49take_profit
06-02 19:46BTCSell70104.5→66856.3+22.69take_profit
06-02 14:10BTCSell71501.4→68351.4+21.63take_profit
06-02 06:34BTCSell73157.3→70365.5+18.78timeout
06-01 23:20BTCSell73881.3→71400.6+16.49timeout
05-31 23:51BTCSell73808.3→73693.7+0.30timeout
05-31 21:10BTCSell73946.3→73702.7+1.21timeout
05-31 09:51BTCSell73559.3→73959.7-3.02timeout
05-30 23:50BTCSell73396.3→73816.7-3.32timeout
05-30 13:15BTCSell73088.3→73713.7-4.69timeout
05-30 06:45BTCSell73668.3→73625.7-0.12timeout
05-30 01:23BTCSell73599.3→73575.7-0.25timeout
05-29 19:36BTCSell73411.3→73602.7-1.69timeout
05-29 12:39BTCSell73405.3→73226.7+0.79timeout
05-29 06:36BTCSell72725.4→73678.7-6.88timeout

Paper vs Live

Paper (trades.jsonl)
41
closed
54%
win rate
+150.57
total pnl ($)
+72.8 bps
avg bps net
Live (dry_run=0)
2
closed
100%
win rate
+29.70
total pnl ($)
+366.0 bps
avg bps net
Live: 2 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4154%+72.8+150.57

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems