b35829_deribit_basis_carry_fear_gate

not live
22
closed trades
41%
win rate
-83.61
total pnl ($)
0.998
weight
7d window — n=5 wr=20% pnl=-39.69  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 20:32:10 (24.8d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: x2189877_35829
n: 11  ·  wr: 27.3%  ·  total_bps: -992.5  ·  mean_bps: -90.23  ·  sharpe: -0.88  ·  max_dd_bps: -997.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 22 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 07:34BTCBuy60391→60092-2.91timeout
06-26 12:43BTCBuy60503→59012.5-12.78stop_loss
06-24 14:17BTCBuy62556.1→61017.4-12.72stop_loss
06-23 06:21BTCBuy64263.2→62677.5-12.81stop_loss
06-22 08:21BTCBuy64031.2→64291.8+1.53timeout
06-21 08:22BTCBuy63511.2→64028.8+3.50timeout
06-20 08:17BTCBuy62593.1→63515.8+6.85timeout
06-18 15:37BTCBuy64511.2→62883.4-13.05stop_loss
06-18 04:11BTCBuy65352.3→63744.9-12.77stop_loss
06-17 08:12BTCBuy66429.3→65360.7-8.44timeout
06-15 21:19BTCBuy64763.2→66489.7+12.82timeout
06-13 21:40BTCBuy63547.2→64303.8+5.48timeout
06-12 21:03BTCBuy63380.2→63447.8+0.06timeout
06-11 14:52BTCBuy61892.1→62915.9+7.72timeout
06-09 16:39BTCBuy62306.1→60772.6-12.77stop_loss
06-06 20:12BTCBuy60729→60541-1.93timeout
06-04 00:29BTCBuy65153.3→63551-12.74stop_loss
06-02 14:26BTCBuy69552.5→67830.7-12.83stop_loss
06-02 07:03BTCBuy71463.6→69701.6-12.86stop_loss
05-31 09:47BTCBuy73547.7→73950.3+2.14timeout
05-30 06:37BTCBuy73655.7→73636.3-0.63timeout
05-29 06:35BTCBuy72780.6→73670.3+5.54timeout

Paper vs Live

Paper (trades.jsonl)
22
closed
41%
win rate
-83.61
total pnl ($)
-75.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2241%-75.3-83.61

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems