deribit_max_pain_spot_distance_fade

not live
24
closed trades
38%
win rate
-49.02
total pnl ($)
1.138
weight
7d window — n=4 wr=25% pnl=-17.21  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-19 00:11:29 (40.7d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: aib
n: 12  ·  wr: 41.7%  ·  total_bps: -137.8  ·  mean_bps: -11.48  ·  sharpe: -0.09  ·  max_dd_bps: -254.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 24 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 13:42BTCBuy61780.1→60260.8-8.28stop_loss
06-24 14:13BTCBuy62613.1→61070.4-8.30stop_loss
06-23 20:04BTCBuy62807.1→62462.9-2.08timeout
06-22 20:01BTCBuy64163.2→64509.8+1.45timeout
06-18 15:40BTCBuy64220.2→62639.5-8.23stop_loss
06-17 19:54BTCBuy65258.3→64132.8-5.90timeout
06-15 23:02BTCSell65926.7→66196.3-1.61timeout
06-11 22:18BTCBuy62834.1→63615.8+3.71timeout
06-10 22:10BTCBuy61217.1→61262.9-0.05timeout
06-09 14:47BTCBuy62656.1→61111.4-8.31stop_loss
06-08 22:10BTCBuy63393.2→63427.8-0.13timeout
06-04 19:26BTCBuy63541.2→63961.8+1.85timeout
06-03 19:54BTCBuy67010.4→65354-8.35stop_loss
06-02 14:10BTCBuy69954.5→68225.5-8.34stop_loss
05-28 20:32BTCBuy73224.7→73631.3+1.46timeout
05-27 20:26BTCSell75984.2→75274.8+2.76timeout
05-26 20:02BTCSell76658.2→76014.8+2.46timeout
05-25 20:02BTCSell77307.1→77408.9-0.67timeout
05-22 00:01BTCBuy77151.9→77533.1+1.31timeout
05-21 00:00BTCBuy77338.9→77541.1+0.51timeout
05-20 00:00BTCBuy76699.8→76802.2+0.09timeout
05-18 23:59BTCBuy77257.9→76980.2-1.48timeout
05-12 10:43BTCSell81715.9→81724.1-0.29timeout
05-11 23:59BTCSell81142.9→81724.1-2.61timeout

Paper vs Live

Paper (trades.jsonl)
24
closed
38%
win rate
-49.02
total pnl ($)
-62.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2438%-62.7-49.02

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems