trend_deribit_basis_short_horizon_long

not live
4
closed trades
50%
win rate
-10.14
total pnl ($)
1.225
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 07:57 (40.3d ago) · src: backtest-gate-results.jsonl
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_ob
n: 0  ·  wr: 0.0%  ·  total_bps: +0.0  ·  mean_bps: +0.00  ·  sharpe: +0.00  ·  max_dd_bps: +0.0
gate: min_trades=5 min_wr=0.45 min_total_bps=— min_sharpe=— effective_days=226.331

Cumulative P&L (last 4 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-14 07:45BTCBuy63031.2→64306.8+9.66timeout
06-09 00:49BTCBuy63943.2→62368.7-12.77stop_loss
06-05 13:56BTCBuy62463.1→60926.5-12.75stop_loss
05-21 09:37BTCBuy76767.8→77757.1+5.73timeout

Paper vs Live

Paper (trades.jsonl)
4
closed
50%
win rate
-10.14
total pnl ($)
-49.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC450%-49.2-10.14

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems