deribit_futures_basis_compression_mean_reversion

not live
1
closed trades
0%
win rate
-2.46
total pnl ($)
1.255
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 04:49:04 (39.3d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: sr
n: 1  ·  wr: 0.0%  ·  total_bps: -44.2  ·  mean_bps: -44.20  ·  sharpe: +0.00  ·  max_dd_bps: -44.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 1 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-04 23:31BTCBuy80187→79864-2.46timeout

Paper vs Live

Paper (trades.jsonl)
1
closed
0%
win rate
-2.46
total pnl ($)
-49.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC10%-49.3-2.46

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-04 23:31BTCBuy-2.46The market exhibited a neutral regime with Bitcoin trading flat on the hour and funding rates near zero, indicating a lack of directional momentum. The trade failed because the entry thesis could not be executed before the position was automatically closed …