deribit_max_pain_distance_mean_reversion

not live
41
closed trades
46%
win rate
-37.95
total pnl ($)
1.143
weight
7d window — n=9 wr=33% pnl=-16.54  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-19 20:17:00 (39.2d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: ahj__restored_d1304fe7
n: 16  ·  wr: 25.0%  ·  total_bps: -1175.6  ·  mean_bps: -73.48  ·  sharpe: -0.77  ·  max_dd_bps: -1175.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 41 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 09:41BTCBuy59939→60382+1.78timeout
06-26 15:48BTCBuy59674→60260+2.45timeout
06-25 13:42BTCBuy61729.1→60210.9-7.01stop_loss
06-24 17:47BTCBuy60623→59131.5-7.01stop_loss
06-24 09:41BTCBuy62586.1→62619.9-0.12timeout
06-23 08:17BTCBuy64024.2→62435.6-7.08stop_loss
06-22 21:31BTCBuy64082.2→64265.8+0.54timeout
06-22 03:22BTCBuy64166.2→64217.8-0.05timeout
06-21 09:22BTCBuy63924.2→63981.8-0.04timeout
06-20 15:20BTCBuy63367.2→64297.8+3.77timeout
06-19 21:21BTCBuy62382.1→63222.8+3.44timeout
06-19 03:21BTCBuy63402.2→62676.9-3.37timeout
06-18 07:40BTCBuy64227.2→64415.8+0.56timeout
06-14 16:55BTCBuy64322.2→63919.8-1.98timeout
06-13 02:00BTCBuy63353.2→63793.8+1.65timeout
06-12 08:15BTCBuy63478.2→63258.8-1.21timeout
06-11 14:08BTCBuy62148.1→62936.9+3.21timeout
06-10 19:51BTCBuy61657.1→61908.9+0.86timeout
06-09 14:19BTCBuy63270.2→61713-7.02stop_loss
06-09 00:49BTCBuy63608.2→62477.9-5.14timeout
06-08 06:45BTCBuy62179.1→62993.9+3.35timeout
06-07 12:43BTCBuy60792→61666.9+3.70timeout
06-06 18:40BTCBuy61005.1→60598-2.07timeout
06-05 14:26BTCBuy61906.1→60383.8-7.01stop_loss
06-05 06:01BTCBuy63670.2→62097.8-7.02stop_loss
06-04 13:59BTCBuy62204.1→64103.8+8.17timeout
06-03 16:27BTCBuy67173.4→65518.9-7.04stop_loss
06-02 19:31BTCBuy68244.4→66561.4-7.03stop_loss
06-02 09:29BTCBuy71008.6→69261.9-7.03stop_loss
06-01 15:31BTCBuy73186.7→71235.8-7.61stop_loss
05-30 01:19BTCBuy73094.7→73546.3+1.44timeout
05-28 15:57BTCBuy73110.7→72928.4-0.97timeout
05-26 23:42BTCSell77214.1→75927.8+4.34timeout
05-26 05:42BTCSell77542.1→76841.8+2.24timeout
05-25 11:42BTCSell77093.1→77447.9-1.48timeout
05-24 08:59BTCSell77234.1→76795.8+1.35timeout
05-22 20:06BTCSell77346.1→75887.8+4.95timeout
05-22 01:39BTCBuy76833.8→77399.1+1.77timeout
05-20 12:00BTCBuy76815.8→77337.1+1.59timeout
05-19 18:00BTCBuy76882.8→76809.2-0.55timeout
05-19 00:00BTCBuy77262.9→76980.2-1.30timeout

Paper vs Live

Paper (trades.jsonl)
41
closed
46%
win rate
-37.95
total pnl ($)
-33.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4146%-33.4-37.95

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems