btc_deribit_basis_carry_tightz_longhorizon_v1

not live
6
closed trades
67%
win rate
+44.72
total pnl ($)
1.255
weight
7d window — n=1 wr=100% pnl=+3.51  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-29 22:23 (31.9d ago) · src: backtest-gate-results.jsonl
verdict: PASS  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_agent_session_carry_db_2_full
n: 5  ·  wr: 60.0%  ·  total_bps: +643.7  ·  mean_bps: +128.74  ·  sharpe: +0.58  ·  max_dd_bps: -184.2
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
06-28 07:43BTCSell60666→60181+3.51timeout
06-23 07:45BTCSell64219.8→62907.1+9.81timeout
06-18 08:07BTCSell66326.7→64429.2+13.91timeout
06-13 20:55BTCSell63359.8→64267.2-7.57timeout
06-07 08:47BTCSell61295.9→62815.5-12.89stop_loss
06-02 14:26BTCSell73538.3→67906.4+37.94timeout

Paper vs Live

Paper (trades.jsonl)
6
closed
67%
win rate
+44.72
total pnl ($)
+148.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC667%+148.5+44.72

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems