eth_lead_deribit_basis_fear_momentum

not live
14
closed trades
43%
win rate
-3.70
total pnl ($)
1.192
weight
7d window — n=1 wr=0% pnl=-5.25  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-17 03:39:52 (41.5d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: yl
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 14 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 14:33BTCSell59320→59889.9-5.25stop_loss
06-15 14:00BTCBuy66704.3→66385.7-2.84timeout
06-11 18:19BTCBuy63564.2→63511.8-0.86timeout
06-05 16:13BTCSell60148→60728.4-5.27stop_loss
06-05 15:22BTCSell60885→60763+0.55timeout
06-05 13:36BTCBuy62023.1→62096.9+0.14timeout
06-05 05:59BTCSell63171.8→62229.1+7.01take_profit
06-03 22:09BTCBuy65402.3→65504.7+0.33timeout
06-03 00:23BTCSell66668.7→66856.3-1.86timeout
06-02 23:00BTCSell67186.6→66254.3+6.49timeout
06-02 21:09BTCSell67263.6→67619.4-3.10timeout
06-02 01:28BTCBuy71282.6→71271.4-0.53timeout
05-23 08:18BTCSell75046.2→74654.7+2.16timeout
05-18 00:15BTCSell77116.1→77149.9-0.67timeout

Paper vs Live

Paper (trades.jsonl)
14
closed
43%
win rate
-3.70
total pnl ($)
-5.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1443%-5.3-3.70

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems