loose_deribit_basis_mr_long

not live
271
closed trades
45%
win rate
-65.79
total pnl ($)
0.958
weight
7d window — n=96 wr=43% pnl=-10.75  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-25 11:13:46 (27.5d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: ayj
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 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-21 20:02BTCUSDTBuy64011.9→64139.5+0.55timeout
06-21 19:27BTCUSDTBuy64144.1→64188.1-0.10timeout
06-21 18:51BTCUSDTBuy64145→64118.1-0.66timeout
06-21 15:11BTCUSDTBuy64164.7→64133.2-0.69timeout
06-21 14:38BTCUSDTBuy63960.7→63992.1-0.20timeout
06-21 04:48BTCUSDTBuy64246.2→64417.8+0.89timeout
06-21 04:08BTCUSDTBuy64218.8→64350.5+0.58timeout
06-21 03:11BTCUSDTBuy64251.8→64220.5-0.69timeout
06-21 02:35BTCUSDTBuy64249→64203.8-0.80timeout
06-21 01:53BTCUSDTBuy64265.7→64229-0.74timeout
06-21 01:17BTCUSDTBuy64268.3→64202.2-0.97timeout
06-21 00:46BTCUSDTBuy64244.4→64225.9-0.60timeout
06-20 23:54BTCUSDTBuy64013.8→64229.4+1.23timeout
06-20 19:18BTCUSDTBuy63926.5→63864.1-0.94timeout
06-20 18:31BTCUSDTBuy63942.6→63798.9-1.57timeout
06-20 15:49BTCUSDTBuy63470.4→64139+4.81timeout
06-20 15:14BTCUSDTBuy63571.4→63953.2+2.55timeout
06-20 14:40BTCUSDTBuy63605.8→63364.1-2.36timeout
06-20 14:06BTCUSDTBuy63710→63277.6-3.85timeout
06-20 13:21BTCUSDTBuy63646.3→63485-1.72timeout
06-20 12:15BTCUSDTBuy63678.7→63687.1-0.39timeout
06-20 11:42BTCUSDTBuy63692.1→63673-0.60timeout
06-20 11:04BTCUSDTBuy63456.5→63614.9+0.79timeout
06-20 10:31BTCUSDTBuy63447.6→63632.1+1.00timeout
06-20 09:43BTCUSDTBuy63737.4→63638.8-1.23timeout
06-20 09:11BTCUSDTBuy63621.5→63461.9-1.71timeout
06-20 08:39BTCUSDTBuy63715.9→63413.3-2.83timeout
06-20 08:08BTCUSDTBuy63656.5→63508.1-1.62timeout
06-20 07:37BTCUSDTBuy63656→63702.3-0.09timeout
06-20 06:58BTCUSDTBuy63550.9→63697+0.70timeout
06-20 06:16BTCUSDTBuy63431.8→63611.1+0.96timeout
06-20 05:40BTCUSDTBuy63489.9→63624.1+0.61timeout
06-20 05:09BTCUSDTBuy63315.9→63645.8+2.16timeout
06-20 04:33BTCUSDTBuy63456→63464.2-0.38timeout
06-20 03:57BTCUSDTBuy63548.5→63384.2-1.74timeout
06-20 03:25BTCUSDTBuy63434.5→63392-0.78timeout
06-20 02:43BTCUSDTBuy63580.8→63345.1-2.30timeout
06-19 23:36BTCUSDTBuy63103.2→63305.6+1.15timeout
06-19 22:54BTCUSDTBuy63177.5→63282.1+0.37timeout
06-19 22:17BTCUSDTBuy63040.2→63078.4-0.15timeout
06-19 21:42BTCUSDTBuy62984.9→63080.1+0.30timeout
06-19 21:06BTCUSDTBuy63063.4→63114.7-0.05timeout
06-19 20:28BTCUSDTBuy63108.5→63023.4-1.13timeout
06-19 19:55BTCUSDTBuy63174.1→63056.8-1.38timeout
06-19 19:02BTCUSDTBuy62965.6→62990.2-0.26timeout
06-19 16:23BTCUSDTBuy63018.9→63249.7+1.38timeout
06-19 15:30BTCUSDTBuy62783.6→63018.7+1.43timeout
06-19 14:19BTCUSDTBuy62493.4→63013.5+3.72timeout
06-19 13:41BTCUSDTBuy62606.4→62938.4+2.21timeout
06-19 13:04BTCUSDTBuy62525.9→62790.2+1.67timeout
06-19 12:27BTCUSDTBuy62473.2→62484.3-0.35timeout
06-19 11:50BTCUSDTBuy62362.1→62601.4+1.48timeout
06-19 11:15BTCUSDTBuy62450.4→62451.2-0.44timeout
06-19 10:40BTCUSDTBuy62651.1→62378.4-2.62timeout
06-19 10:08BTCUSDTBuy62602.6→62393.8-2.11timeout
06-19 09:35BTCUSDTBuy62639.4→62398.5-2.36timeout
06-19 08:40BTCUSDTBuy62734.6→62619.8-1.35timeout
06-19 03:33BTCUSDTBuy62866.1→62704.2-1.73timeout
06-19 01:24BTCUSDTBuy62811.7→62975.7+0.86timeout
06-18 18:17BTCUSDTBuy62518→62688.2+0.93timeout
06-18 17:42BTCUSDTBuy62693.8→62535.3-1.69timeout
06-18 15:17BTCUSDTBuy64041.3→63390.3-5.51stop_loss
06-17 23:12BTCUSDTBuy64332.7→64222.9-1.30timeout
06-16 09:53BTCUSDTBuy66359.7→66510.1+0.68timeout
06-16 09:08BTCUSDTBuy66424.7→66748.2+1.99timeout
06-16 08:30BTCUSDTBuy66301.1→66511.9+1.14timeout
06-16 07:53BTCUSDTBuy66103.4→66326.6+1.24timeout
06-16 07:15BTCUSDTBuy65971.5→66305.9+2.09timeout
06-16 06:38BTCUSDTBuy65880.3→66466.3+4.00timeout
06-16 06:07BTCUSDTBuy66145.7→66089.5-0.87timeout
06-16 02:28BTCUSDTBuy66332.2→65667.2-5.46stop_loss
06-16 02:14BTCUSDTBuy66366.8→66059.1-2.77timeout
06-16 01:27BTCUSDTBuy66220.3→66334.8+0.41timeout
06-15 19:00BTCUSDTBuy67085.3→66685.7-3.44timeout
06-15 18:26BTCUSDTBuy67200.5→66771.5-3.65timeout
06-15 17:49BTCUSDTBuy67199.1→66866.4-2.94timeout
06-15 17:09BTCUSDTBuy66646.1→66807.2+0.75timeout
06-15 16:21BTCUSDTBuy66501.8→67075.1+3.85timeout
06-15 15:37BTCUSDTBuy66746.7→66730.1-0.57timeout
06-15 14:59BTCUSDTBuy66550.5→66538.8-0.54timeout
06-15 14:26BTCUSDTBuy66285.6→66423.5+0.59timeout
06-15 13:41BTCUSDTBuy66190.3→66493.4+1.84timeout
06-15 13:02BTCUSDTBuy65880.6→66456+3.92timeout
06-15 12:21BTCUSDTBuy65700.8→66181.7+3.21timeout
06-15 11:47BTCUSDTBuy65519.6→66145.5+4.33timeout
06-15 11:06BTCUSDTBuy65664.5→65914.6+1.45timeout
06-15 10:14BTCUSDTBuy65711.3→65694.9-0.57timeout
06-15 09:44BTCUSDTBuy65716.5→65513.7-1.99timeout
06-15 08:52BTCUSDTBuy65849.7→65693.7-1.63timeout
06-15 08:07BTCUSDTBuy65866.4→65693.3-1.76timeout
06-15 07:28BTCUSDTBuy65811→65932.9+0.47timeout
06-15 06:26BTCUSDTBuy65700.4→65904.4+1.10timeout
06-15 05:48BTCUSDTBuy65924.1→65696.7-2.18timeout
06-15 03:08BTCUSDTBuy65455.7→65492.9-0.17timeout
06-15 02:31BTCUSDTBuy65654.1→65622.8-0.69timeout
06-15 00:10BTCUSDTBuy65010.7→65730+5.08timeout
06-14 18:41BTCUSDTBuy64132.5→63740.9-3.51timeout
06-14 14:36BTCUSDTBuy64373.6→63924-3.94timeout
06-14 13:53BTCUSDTBuy64610.1→64257-3.18timeout
06-14 13:14BTCUSDTBuy64543.6→64310-2.26timeout

Paper vs Live

Paper (trades.jsonl)
271
closed
45%
win rate
-65.79
total pnl ($)
-4.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTCUSDT27145%-4.8-65.79

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems