deribit_basis_zero_cross_signal

not live
3
closed trades
0%
win rate
-20.21
total pnl ($)
1.106
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 21:57:14 (18.5d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: cc
n: 6  ·  wr: 33.3%  ·  total_bps: +152.6  ·  mean_bps: +25.44  ·  sharpe: +0.30  ·  max_dd_bps: -71.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 3 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-12 15:01BTCSell63018.8→64218.3-9.94stop_loss
06-04 03:32BTCSell63306.8→64487.5-9.77stop_loss
05-19 17:37BTCSell76764.2→76779.8-0.50timeout

Paper vs Live

Paper (trades.jsonl)
3
closed
0%
win rate
-20.21
total pnl ($)
-135.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC30%-135.3-20.21

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems