btc_deribit_basis_carry_long_v1

not live
8
closed trades
25%
win rate
-68.69
total pnl ($)
1.174
weight
7d window — n=1 wr=0% pnl=-12.81  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-30 04:04 (29.2d ago) · src: backtest-gate-results.jsonl
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_agent_session_carry_7
n: 21  ·  wr: 38.1%  ·  total_bps: -1878.5  ·  mean_bps: -89.45  ·  sharpe: -0.54  ·  max_dd_bps: -2283.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=237.636

Cumulative P&L (last 8 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-23 05:19BTCBuy65095.3→63489.1-12.81stop_loss
06-20 02:49BTCBuy62915.1→63395.8+3.37timeout
06-13 07:18BTCBuy63050.2→63677.8+4.52timeout
06-06 04:34BTCBuy60956→59456.3-12.75stop_loss
06-04 09:30BTCBuy64304.2→62721.5-12.75stop_loss
06-02 19:29BTCBuy68626.4→66939.2-12.75stop_loss
06-02 14:10BTCBuy69983.5→68262.4-12.76stop_loss
06-02 14:10BTCBuy69984.5→68262.4-12.77stop_loss

Paper vs Live

Paper (trades.jsonl)
8
closed
25%
win rate
-68.69
total pnl ($)
-171.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC825%-171.6-68.69

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems