arb_deribit_discount_long

38

closed trades

32%

win rate

-46.88

total pnl ($)

1.179

weight

7d window — n=12 wr=33% pnl=-11.72 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 17:04:23 (24.6d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: strategies_batch_amg

n: 201 · wr: 40.3% · total_bps: -1675.9 · mean_bps: -8.34 · sharpe: -0.20 · max_dd_bps: -1824.3

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-27 22:06	BTC	Buy	60328→60066	-2.62	timeout
06-26 07:51	BTC	Buy	60225→60492	+1.77	timeout
06-26 03:33	BTC	Buy	58796.9→59194	+2.93	timeout
06-25 14:07	BTC	Buy	58358.9→59247	+7.16	take_profit
06-24 21:23	BTC	Buy	60653→60816	+0.90	timeout
06-24 16:51	BTC	Buy	60483→59877.1	-5.45	stop_loss
06-24 13:06	BTC	Buy	62770.1→62167.8	-5.25	stop_loss
06-24 07:07	BTC	Buy	62779.1→62698.9	-1.09	timeout
06-23 14:58	BTC	Buy	62446.1→62489.9	-0.10	timeout
06-23 06:21	BTC	Buy	63174.2→62565.6	-5.27	stop_loss
06-23 03:18	BTC	Buy	64160.2→64029.8	-1.47	timeout
06-22 23:19	BTC	Buy	64250.2→63892.8	-3.23	timeout
06-20 03:08	BTC	Buy	63489.2→63338.8	-1.63	timeout
06-19 08:46	BTC	Buy	62508.1→62618.9	+0.44	timeout
06-16 08:01	BTC	Buy	66393.3→66357.7	-0.72	timeout
06-15 16:41	BTC	Buy	66849.3→67163.6	+1.90	timeout
06-15 11:01	BTC	Buy	65599.3→65889.7	+1.76	timeout
06-15 06:53	BTC	Buy	65802.3→65845.7	-0.12	timeout
06-12 08:45	BTC	Buy	63028.2→63350.8	+2.11	timeout
06-11 14:56	BTC	Buy	63076.2→62847.9	-2.26	timeout
06-11 08:08	BTC	Buy	62621.1→62733.9	+0.45	timeout
06-10 13:16	BTC	Buy	61134.1→61454.9	+2.18	timeout
06-10 09:14	BTC	Buy	61586.1→61053.9	-4.77	timeout
06-09 08:45	BTC	Buy	63188.2→62976.9	-2.12	timeout
06-08 15:59	BTC	Buy	63936.2→63707.8	-2.24	timeout
06-08 00:03	BTC	Buy	62967.1→63179.8	+1.23	timeout
06-07 04:29	BTC	Buy	61635.1→61533.9	-1.27	timeout
06-05 13:49	BTC	Buy	62041.1→61444.2	-5.26	stop_loss
06-05 10:13	BTC	Buy	62716.1→62747.9	-0.20	timeout
06-05 05:45	BTC	Buy	63336.2→62728.5	-5.25	stop_loss
06-04 06:53	BTC	Buy	64020.2→64107.8	+0.23	timeout
06-04 00:26	BTC	Buy	64278.2→63661	-5.25	stop_loss
06-03 08:37	BTC	Buy	67189.4→67047.6	-1.51	timeout
06-02 22:17	BTC	Buy	67705.4→67053.1	-5.27	stop_loss
06-02 17:28	BTC	Buy	67840.4→67704.6	-1.45	timeout
06-02 11:38	BTC	Buy	69445.5→69442.5	-0.48	timeout
06-02 04:23	BTC	Buy	70899.5→70825.5	-0.98	timeout
05-26 14:37	BTC	Buy	77942.1→77282.5	-4.68	stop_loss

Paper (trades.jsonl)

38

closed

32%

win rate

-46.88

total pnl ($)

-24.7 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	38	32%	-24.7	-46.88

time	sym	side	reason
06-27 21:10	BTC	Buy	circuit_breaker

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 38 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 1)

Postmortem feed (last 10)