sm_deribit_basis_shorter_horizon

not live
3
closed trades
33%
win rate
-15.92
total pnl ($)
1.067
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-21 03:56:45 (31.8d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: are
n: 3  ·  wr: 0.0%  ·  total_bps: -368.6  ·  mean_bps: -122.86  ·  sharpe: -3.25  ·  max_dd_bps: -368.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 3 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-14 07:45BTCBuy63029.2→64298.8+9.61timeout
06-09 00:49BTCBuy63938.2→62365.7-12.76stop_loss
06-05 13:56BTCBuy62422.1→60884.5-12.77stop_loss

Paper vs Live

Paper (trades.jsonl)
3
closed
33%
win rate
-15.92
total pnl ($)
-105.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC333%-105.9-15.92

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems