deribit_basis_zscore_long_discount

not live
15
closed trades
47%
win rate
-20.21
total pnl ($)
1.119
weight
7d window — n=3 wr=33% pnl=-2.93  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 06:46:04 (34.2d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: x2189872_36797
n: 3  ·  wr: 66.7%  ·  total_bps: +318.7  ·  mean_bps: +106.25  ·  sharpe: +0.37  ·  max_dd_bps: -259.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 15 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 01:16BTCBuy60055→59836-1.73timeout
06-28 02:26BTCBuy58628.9→60054+9.35timeout
06-24 14:02BTCBuy62777.1→61167.3-10.55stop_loss
06-23 08:24BTCBuy63901.2→62265.7-10.40stop_loss
06-22 02:15BTCBuy63435.2→64473.8+6.17timeout
06-18 15:38BTCBuy64481.2→62831.4-10.46stop_loss
06-17 08:31BTCBuy66861.3→65150.1-10.68stop_loss
06-15 13:24BTCBuy64002.2→66878.7+17.64take_profit
06-13 16:51BTCBuy62609.1→63908.8+7.94timeout
06-11 16:40BTCBuy60862→62657.9+11.28timeout
06-09 10:58BTCBuy62385.1→62763.9+2.17timeout
06-05 13:57BTCBuy62420.1→60822.5-10.60stop_loss
06-03 20:45BTCBuy66824.3→65114.2-10.61stop_loss
06-02 07:02BTCBuy71620.6→69786.6-10.66stop_loss
05-30 11:01BTCBuy73350.7→73604.3+0.93timeout

Paper vs Live

Paper (trades.jsonl)
15
closed
47%
win rate
-20.21
total pnl ($)
-34.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1547%-34.0-20.21

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems