deribit_basis_zscore_high_fear_gate_long

not live
5
closed trades
40%
win rate
-3.36
total pnl ($)
1.227
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 06:45:35 (31.6d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: x2189874_36654
n: 10  ·  wr: 50.0%  ·  total_bps: -606.5  ·  mean_bps: -60.65  ·  sharpe: -0.40  ·  max_dd_bps: -1041.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 5 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-30 12:13BTCBuy73323.7→73560.3+1.12timeout
05-30 11:06BTCBuy73634.7→73607.3-0.70timeout
05-30 09:53BTCBuy73712.7→73571.3-1.44timeout
05-30 08:42BTCBuy73783.7→73493.3-2.46timeout
05-30 07:51BTCBuy73399.7→73489.3+0.12timeout

Paper vs Live

Paper (trades.jsonl)
5
closed
40%
win rate
-3.36
total pnl ($)
-12.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC540%-12.6-3.36

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems