deribit_basis_velocity_neutral_momentum

not live
9
closed trades
11%
win rate
-47.64
total pnl ($)
1.250
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 05:50:32 (38.9d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: xx
n: 25  ·  wr: 16.0%  ·  total_bps: -986.4  ·  mean_bps: -39.46  ·  sharpe: -0.62  ·  max_dd_bps: -1080.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 9 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-15 13:51BTCBuy80062→78576.8-9.72stop_loss
05-15 13:42BTCBuy80564→79069.5-9.72stop_loss
05-15 13:41BTCBuy80647→79151.4-9.72stop_loss
05-12 04:43BTCBuy81724.1→81715.9-0.49timeout
05-11 10:04BTCBuy80714→80958+1.03timeout
05-11 08:03BTCBuy81510.1→80695-5.43timeout
05-11 04:02BTCBuy81162.1→80656-3.60timeout
05-11 03:13BTCBuy82164.1→80639.6-9.74stop_loss
05-11 02:01BTCBuy81402.1→81440.9-0.24timeout

Paper vs Live

Paper (trades.jsonl)
9
closed
11%
win rate
-47.64
total pnl ($)
-105.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC911%-105.7-47.64

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems