btc_deribit_basis_discount_mr

68

closed trades

31%

win rate

-116.97

total pnl ($)

1.082

weight

7d window — n=13 wr=31% pnl=-22.34 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-23 19:00:54 (30.5d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: awt

n: 417 · wr: 41.0% · total_bps: -5019.2 · mean_bps: -12.04 · sharpe: -0.16 · max_dd_bps: -5418.7

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-23 06:21	BTC	Buy	63351.2→62742.5	-5.25	stop_loss
06-23 06:08	BTC	Buy	63680.2→63068.3	-5.26	stop_loss
06-23 05:24	BTC	Buy	63984.2→63368.1	-5.27	stop_loss
06-23 04:49	BTC	Buy	64143.2→63790.8	-3.20	timeout
06-23 03:40	BTC	Buy	64037.2→63951.8	-1.12	timeout
06-23 02:36	BTC	Buy	63969.2→64170.8	+1.13	timeout
06-23 00:18	BTC	Buy	64251.2→63900.8	-3.17	timeout
06-20 07:24	BTC	Buy	63703.2→63771.8	+0.09	timeout
06-20 04:07	BTC	Buy	63492.2→63428.8	-0.95	timeout
06-19 13:17	BTC	Buy	62468.1→62717.9	+1.56	timeout
06-19 10:46	BTC	Buy	62620.1→62379.9	-2.36	timeout
06-19 09:45	BTC	Buy	62514.1→62397.9	-1.37	timeout
06-16 09:01	BTC	Buy	66393.3→66828.7	+2.83	timeout
06-15 17:42	BTC	Buy	66831.3→66810.7	-0.61	timeout
06-15 13:06	BTC	Buy	65949.3→66528.7	+3.94	timeout
06-15 11:13	BTC	Buy	65664.3→65955.7	+1.77	timeout
06-15 09:50	BTC	Buy	65678.3→65521.7	-1.64	timeout
06-15 07:53	BTC	Buy	65802.3→65716.7	-1.10	timeout
06-12 09:46	BTC	Buy	63025.2→63849.8	+6.08	timeout
06-11 19:43	BTC	Buy	63299.2→63739.8	+3.02	timeout
06-11 17:01	BTC	Buy	62566.1→62579.9	-0.35	timeout
06-11 15:58	BTC	Buy	63011.2→62666.9	-3.19	timeout
06-11 12:08	BTC	Buy	62931.1→62991.9	+0.02	timeout
06-11 09:04	BTC	Buy	62633.1→62881.9	+1.53	timeout
06-10 17:30	BTC	Buy	62423.1→61823	-5.26	stop_loss
06-10 12:37	BTC	Buy	61332.1→61681.9	+2.41	timeout
06-10 12:33	BTC	Buy	60969→61884.9	+7.06	take_profit
06-10 11:28	BTC	Buy	61170.1→60924	-2.46	timeout
06-10 09:14	BTC	Buy	61586.1→60982.4	-5.35	stop_loss
06-09 09:37	BTC	Buy	63153.2→62543.6	-5.28	stop_loss
06-08 20:13	BTC	Buy	63579.2→63191.8	-3.50	timeout
06-08 19:08	BTC	Buy	63510.2→63475.8	-0.73	timeout
06-08 18:00	BTC	Buy	63758.2→63532.8	-2.23	timeout
06-08 17:01	BTC	Buy	64016.2→63399.1	-5.28	stop_loss
06-08 00:40	BTC	Buy	62888.1→63827.8	+7.01	take_profit
06-07 07:47	BTC	Buy	61744.1→62199.9	+3.24	timeout
06-07 06:49	BTC	Buy	61788.1→62090.9	+2.00	timeout
06-07 05:30	BTC	Buy	61643.1→61711.9	+0.11	timeout
06-05 18:23	BTC	Buy	60915→60329.8	-5.26	stop_loss
06-05 15:37	BTC	Buy	60921→60335.8	-5.25	stop_loss
06-05 13:51	BTC	Buy	61735.1→61139.4	-5.28	stop_loss
06-05 13:48	BTC	Buy	62130.1→61533.1	-5.25	stop_loss
06-05 12:00	BTC	Buy	62479.1→61878.9	-5.25	stop_loss
06-05 11:04	BTC	Buy	62900.1→62295.7	-5.26	stop_loss
06-05 09:15	BTC	Buy	62307.1→63243.8	+7.07	take_profit
06-05 08:55	BTC	Buy	62900.1→62295.7	-5.25	stop_loss
06-05 07:41	BTC	Buy	61906.1→62833.9	+7.05	take_profit
06-05 05:45	BTC	Buy	63340.2→62731.5	-5.25	stop_loss
06-04 07:54	BTC	Buy	63955.2→63742.8	-2.10	timeout
06-04 01:51	BTC	Buy	62828.1→62224.8	-5.25	stop_loss
06-04 00:26	BTC	Buy	64302.2→63685	-5.25	stop_loss
06-03 15:08	BTC	Buy	67114.4→66470.4	-5.25	stop_loss
06-03 13:50	BTC	Buy	67077.4→66752.7	-2.87	timeout
06-03 11:12	BTC	Buy	66987.3→67190.6	+1.06	timeout
06-03 09:37	BTC	Buy	67189.4→66789.7	-3.44	timeout
06-03 01:49	BTC	Buy	66770.3→66550.7	-2.10	timeout
06-02 22:59	BTC	Buy	67702.4→66267.5	-11.05	stop_loss
06-02 21:09	BTC	Buy	67259.4→67609.6	+2.15	timeout
06-02 18:29	BTC	Buy	67840.4→67267.6	-4.67	timeout
06-02 15:25	BTC	Buy	68093.4→67405.9	-5.50	stop_loss
06-02 12:39	BTC	Buy	69460.5→69093.5	-3.10	timeout
06-02 05:24	BTC	Buy	70921.5→70724.5	-1.85	timeout
06-02 02:07	BTC	Buy	70882.5→70285.6	-4.66	stop_loss
06-02 01:59	BTC	Buy	71272.4→70665.8	-4.71	stop_loss
06-01 23:18	BTC	Buy	71086.4→71447.6	+2.08	timeout
05-29 23:05	BTC	Buy	73670.3→73434.7	-2.05	timeout
05-29 18:47	BTC	Buy	74225.3→73598.5	-4.68	stop_loss
05-26 14:37	BTC	Buy	77942.1→77282.5	-4.68	stop_loss

Paper (trades.jsonl)

68

closed

31%

win rate

-116.97

total pnl ($)

-34.4 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	68	31%	-34.4	-116.97

time	sym	side	reason
06-23 07:54	BTC	Buy	stale_intent
06-23 05:06	BTC	Buy	stale_intent
06-23 03:07	BTC	Buy	stale_intent
06-23 00:52	BTC	Buy	stale_intent
06-22 22:51	BTC	Buy	stale_intent

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 68 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 5)

Postmortem feed (last 10)