deribit_oi_contraction_short

not live
9
closed trades
33%
win rate
-13.44
total pnl ($)
1.212
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-19 06:49:45 (34.8d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: dc
n: 8  ·  wr: 50.0%  ·  total_bps: -236.8  ·  mean_bps: -29.60  ·  sharpe: -0.39  ·  max_dd_bps: -357.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 9 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-13 00:10BTCSell63541.8→63577.2-0.71timeout
06-12 12:09BTCSell63250.8→63648.2-3.58timeout
05-15 17:14BTCSell80056→79224+4.75timeout
05-09 04:00BTCSell80149→80374-1.86timeout
05-08 15:59BTCSell80188→80086+0.19timeout
05-02 01:05BTCSell77881.1→78264.9-2.94timeout
05-01 13:05BTCSell77244.1→78166.9-6.42timeout
04-25 01:00BTCSell77674→77421+1.18timeout
04-24 13:00BTCSell77759→78319-4.05timeout

Paper vs Live

Paper (trades.jsonl)
9
closed
33%
win rate
-13.44
total pnl ($)
-29.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC933%-29.9-13.44

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-09 04:00BTCSell-1.86The market was in a mild downtrend with BTC declining 1.47% over 24 hours and negative short-term momentum. The thesis failed because the trade was closed due to timeout, indicating the expected move did not materialize within the allotted time frame.
05-08 15:59BTCSell+0.19The market was in a mild downtrend with BTC declining 2.28% over 24 hours, but the short thesis failed because the trade was closed by timeout before the move materialized.
05-02 01:05BTCSell-2.94Bitcoin was trading flat to slightly positive near $78,300 with modest 24-hour gains of 2.34% and declining funding rates at -0.011354%, indicating reduced leverage appetite across the market. The short thesis failed because the 25.3% OI contraction signal …
05-01 13:05BTCSell-6.42# Trade Analysis Bitcoin was consolidating within a modest 1-hour uptrend (+0.93%) with stable funding rates at 0%, lacking the directional conviction that would typically validate a short thesis. The 41.8% Deribit OI contraction signal failed to produce t…
04-25 01:00BTCSell+1.18BTC was trading sideways at $77,493 with minimal momentum, down 1.05% over 24 hours while funding rates remained modest at 0.0046%. The trade's short thesis failed to materialize as the 82.8% OI contraction signal didn't generate sufficient downward pressur…
04-24 13:00BTCSell-4.05Bitcoin was trading sideways near $78,300 with minimal volatility (0.01% 1h change) and elevated open interest of $4.05B despite the initial signal of waning interest. The short thesis failed because the 83% OI contraction signal that triggered the trade wa…