btc_deribit_basis_carry_short_v4

not live
7
closed trades
57%
win rate
+23.11
total pnl ($)
1.248
weight
7d window — n=2 wr=50% pnl=+0.27  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-30 01:50 (29.6d ago) · src: backtest-gate-results.jsonl
verdict: PASS  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_agent_session_16_18
n: 18  ·  wr: 55.6%  ·  total_bps: +1030.4  ·  mean_bps: +57.25  ·  sharpe: +0.31  ·  max_dd_bps: -547.2
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
06-26 21:57BTCSell60113→59924+1.17timeout
06-22 07:25BTCSell64162.8→64224.2-0.90timeout
06-20 02:14BTCSell62998.8→63446.2-4.01timeout
06-17 08:02BTCSell66375.7→65441.3+6.52timeout
06-10 11:12BTCSell62584.9→61043.1+11.83timeout
06-07 02:04BTCSell60941→61465.1-4.67timeout
06-05 03:44BTCSell64399.8→62637.1+13.17timeout

Paper vs Live

Paper (trades.jsonl)
7
closed
57%
win rate
+23.11
total pnl ($)
+66.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC757%+66.1+23.11

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems