deribit_max_pain_convergence

not live
16
closed trades
44%
win rate
-18.29
total pnl ($)
1.100
weight
7d window — n=5 wr=40% pnl=-8.67  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 05:52:23 (33.3d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: zr
n: 0  ·  wr: 0.0%  ·  total_bps: +0.0  ·  mean_bps: +0.00  ·  sharpe: +0.00  ·  max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 16 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 12:03BTCBuy64136.2→64692.8+3.48timeout
06-18 04:11BTCBuy64652.2→63741.9-6.74stop_loss
06-17 23:20BTCBuy64681.2→64425.8-2.18timeout
06-17 15:09BTCBuy64670.2→64988.8+1.81timeout
06-15 16:46BTCSell66458.7→67143.4-5.03timeout
06-11 07:18BTCBuy62092.1→62669.9+3.76timeout
06-11 01:09BTCBuy61614.1→61926.9+1.88timeout
06-10 19:06BTCBuy62011.1→61801.9-1.93timeout
06-10 12:59BTCBuy61231.1→61542.9+1.89timeout
06-10 09:21BTCBuy61658.1→60814.5-6.55stop_loss
06-09 20:30BTCBuy61001→62016.9+7.10timeout
06-09 14:16BTCBuy62752.1→61897.9-6.53stop_loss
06-09 08:21BTCBuy62868.1→62902.9-0.16timeout
06-09 00:49BTCBuy63276.2→62415.7-6.53stop_loss
06-08 20:15BTCBuy63844.2→63217.8-4.82timeout
06-08 14:11BTCBuy63392.2→63770.8+2.28timeout

Paper vs Live

Paper (trades.jsonl)
16
closed
44%
win rate
-18.29
total pnl ($)
-25.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1644%-25.3-18.29

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems