options_deribit_put_call_oi_skew_fear_bottom_long

not live
10
closed trades
50%
win rate
-13.28
total pnl ($)
1.251
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-19 15:07:37 (39.4d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: aca
n: 9  ·  wr: 77.8%  ·  total_bps: +278.4  ·  mean_bps: +30.94  ·  sharpe: +0.45  ·  max_dd_bps: -124.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 10 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-15 19:21BTCBuy66212.3→66428.7+1.16timeout
05-26 04:35BTCBuy77246.9→76724.2-3.83timeout
05-25 20:35BTCBuy77349.9→77257.1-1.09timeout
05-25 12:35BTCBuy77108.9→77338.1+1.00timeout
05-25 04:34BTCBuy76622.8→77082.1+2.53timeout
05-24 20:35BTCBuy77044.9→76615.2-3.25timeout
05-24 12:34BTCBuy76708.8→77026.1+1.61timeout
05-24 04:34BTCBuy76271.8→76701.2+2.34timeout
05-22 23:48BTCBuy76788.8→75361.5-9.76stop_loss
05-22 16:06BTCBuy77343.9→76805.2-3.98timeout

Paper vs Live

Paper (trades.jsonl)
10
closed
50%
win rate
-13.28
total pnl ($)
-26.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1050%-26.1-13.28

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems