btc_deribit_basis_carry_dte_short_v2

not live
6
closed trades
50%
win rate
+13.34
total pnl ($)
1.229
weight
7d window — n=2 wr=50% pnl=+0.79  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-30 00:29 (28.6d ago) · src: backtest-gate-results.jsonl
verdict: PASS  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_agent_session_db_dte_2
n: 17  ·  wr: 52.9%  ·  total_bps: +932.5  ·  mean_bps: +54.85  ·  sharpe: +0.33  ·  max_dd_bps: -293.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=237.636

Cumulative P&L (last 6 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 21:58BTCSell60152→59907+1.62timeout
06-22 07:25BTCSell64161.8→64223.2-0.83timeout
06-20 02:14BTCSell62998.8→63446.2-4.02timeout
06-17 08:02BTCSell66375.7→65441.3+6.52timeout
06-07 01:52BTCSell61049.9→61379.1-3.08timeout
06-05 03:45BTCSell64412.8→62656.1+13.13timeout

Paper vs Live

Paper (trades.jsonl)
6
closed
50%
win rate
+13.34
total pnl ($)
+44.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC650%+44.3+13.34

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems