btc_deribit_basis_carry_24h_v1

not live
7
closed trades
43%
win rate
+5.92
total pnl ($)
1.223
weight
7d window — n=2 wr=50% pnl=-0.56  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-29 23:43 (28.9d ago) · src: backtest-gate-results.jsonl
verdict: PASS  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_agent_session_carry_db_5_full
n: 7  ·  wr: 28.6%  ·  total_bps: +1334.0  ·  mean_bps: +190.57  ·  sharpe: +0.38  ·  max_dd_bps: -231.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=237.636

Cumulative P&L (last 7 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 07:45BTCSell60528→60470+0.03timeout
06-22 07:45BTCSell64216.8→64238.2-0.59timeout
06-20 02:51BTCSell62918.9→63372.2-4.06timeout
06-15 11:18BTCSell64482.8→66070.3-12.76stop_loss
06-12 20:55BTCSell63365.8→63393.2-0.65timeout
06-10 12:21BTCSell62733.9→61120.1+12.37timeout
06-05 03:55BTCSell64334.8→62779.1+11.58timeout

Paper vs Live

Paper (trades.jsonl)
7
closed
43%
win rate
+5.92
total pnl ($)
+17.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC743%+17.1+5.92

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems