btc_deribit_basis_carry_tightz_v1

not live
7
closed trades
71%
win rate
+41.81
total pnl ($)
1.326
weight
7d window — n=2 wr=100% pnl=+14.15  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-29 21:30 (31.8d ago) · src: backtest-gate-results.jsonl
verdict: PASS  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_agent_session_carry_db_1
n: 13  ·  wr: 30.8%  ·  total_bps: +1156.7  ·  mean_bps: +88.98  ·  sharpe: +0.23  ·  max_dd_bps: -484.2
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
06-30 12:16BTCSell60620→59008+12.83timeout
06-27 07:44BTCSell60641→60429+1.33timeout
06-23 12:54BTCSell65088.7→62279.1+21.05timeout
06-20 02:36BTCSell62874.9→63391.2-4.57timeout
06-15 11:19BTCSell64720.8→66336.5-12.93stop_loss
06-10 12:21BTCSell62717.9→61109.1+12.33timeout
06-05 03:51BTCSell64341.8→62760.1+11.78timeout

Paper vs Live

Paper (trades.jsonl)
7
closed
71%
win rate
+41.81
total pnl ($)
+120.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC771%+120.0+41.81

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems