deribit_max_pain_divergence_mean_reversion

not live
12
closed trades
50%
win rate
+9.29
total pnl ($)
1.198
weight
7d window — n=1 wr=0% pnl=-8.29  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-16 22:43:32 (42.3d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: adu
n: 9  ·  wr: 11.1%  ·  total_bps: -881.8  ·  mean_bps: -97.97  ·  sharpe: -1.00  ·  max_dd_bps: -881.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 12 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 13:18BTCBuy60278→58795.6-8.29stop_loss
06-15 08:42BTCBuy64455.2→65732.7+6.15timeout
06-13 08:08BTCBuy63256.2→63755.8+2.20timeout
05-30 08:10BTCBuy73680.7→73513.3-1.06timeout
05-27 08:06BTCSell76661.2→75924.8+2.67timeout
05-25 08:06BTCSell76748.2→77355.9-2.78timeout
05-23 08:06BTCSell77327.1→74458.7+11.67timeout
05-21 07:38BTCBuy77336.9→77625.1+0.86timeout
05-19 07:37BTCBuy76979.8→77133.1+0.31timeout
05-17 07:37BTCBuy78414.9→78158.1-1.37timeout
05-12 22:43BTCSell81715.9→81724.1-0.33timeout
05-09 12:25BTCSell80251→80363-0.74timeout

Paper vs Live

Paper (trades.jsonl)
12
closed
50%
win rate
+9.29
total pnl ($)
+24.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1250%+24.8+9.29

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-09 12:25BTCSell-0.74BTC was in a mild downtrend across all timeframes with low funding and declining open interest. The short thesis failed because the trade expired via timeout without reaching the target, as the market remained range-bound and failed to accelerate the expect…