deribit_basis_annualized_crossover_positive_carry_long

43

closed trades

51%

win rate

-43.49

total pnl ($)

0.860

weight

7d window — n=12 wr=42% pnl=-42.67 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-27 03:38:45 (26.9d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: x2189872_31574

n: 11 · wr: 54.5% · total_bps: +634.7 · mean_bps: +57.70 · sharpe: +0.28 · max_dd_bps: -401.2

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

time	sym	side	entry→exit	pnl	close
06-22 09:12	BTC	Buy	63472.2→64164.8	+4.84	timeout
06-21 21:11	BTC	Buy	63231.2→63519.8	+1.83	timeout
06-21 09:05	BTC	Buy	62535.1→63955.8	+10.61	timeout
06-20 21:13	BTC	Buy	62944.1→63996.8	+7.93	timeout
06-18 15:40	BTC	Buy	64269.2→62687.5	-12.66	stop_loss
06-18 15:40	BTC	Buy	64309.2→62726.5	-12.48	stop_loss
06-18 15:17	BTC	Buy	64962.2→63364.1	-12.70	stop_loss
06-17 19:40	BTC	Buy	65829.3→64210.7	-12.77	stop_loss
06-17 08:48	BTC	Buy	65738.3→64894.8	-6.89	timeout
06-17 08:44	BTC	Buy	66497.3→64853.3	-12.83	stop_loss
06-17 08:20	BTC	Buy	66814.3→65171.1	-12.75	stop_loss
06-16 08:39	BTC	Buy	64488.2→66490.7	+15.19	timeout
06-15 15:47	BTC	Buy	64221.2→67068.6	+21.75	take_profit
06-15 13:20	BTC	Buy	64028.2→66841.7	+21.53	take_profit
06-15 08:31	BTC	Buy	63826.2→65650.7	+13.81	timeout
06-14 20:27	BTC	Buy	63491.2→63893.8	+2.64	timeout
06-14 08:25	BTC	Buy	63467.2→64460.8	+7.33	timeout
06-13 20:33	BTC	Buy	63374.2→64222.8	+6.23	timeout
06-13 08:24	BTC	Buy	62878.1→63735.8	+6.16	timeout
06-12 20:19	BTC	Buy	61817.1→63509.8	+13.22	timeout
06-12 08:15	BTC	Buy	61601.1→63260.8	+12.89	timeout
06-11 15:55	BTC	Buy	61133.1→62560.9	+10.93	timeout
06-09 15:56	BTC	Buy	61996.1→61178.9	-7.09	timeout
06-09 14:47	BTC	Buy	62725.1→61180.3	-12.77	stop_loss
06-09 14:29	BTC	Buy	63071.2→61516.1	-12.79	stop_loss
06-09 13:19	BTC	Buy	63841.2→62267.7	-12.75	stop_loss
06-09 03:45	BTC	Buy	61621.1→62753.9	+8.76	timeout
06-07 22:14	BTC	Buy	60783→63451.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60663→63326.8	+21.52	take_profit
06-07 15:37	BTC	Buy	60442→62031.9	+12.67	timeout
06-05 06:22	BTC	Buy	62998.1→61449.2	-12.68	stop_loss
06-05 06:17	BTC	Buy	63370.2→61812	-12.73	stop_loss
06-04 00:29	BTC	Buy	65074.3→63474.1	-12.74	stop_loss
06-03 20:55	BTC	Buy	66555.3→64908.3	-12.88	stop_loss
06-03 19:53	BTC	Buy	67091.4→65440	-12.79	stop_loss
06-02 14:10	BTC	Buy	69994.5→68271.4	-12.77	stop_loss
06-02 08:56	BTC	Buy	71419.6→69663.7	-12.82	stop_loss
06-01 15:32	BTC	Buy	73397.7→71299.8	-14.80	stop_loss
06-01 15:32	BTC	Buy	73868.7→71299.8	-18.00	stop_loss
06-01 15:32	BTC	Buy	73781.7→71299.8	-17.52	stop_loss
05-31 11:39	BTC	Buy	73464.7→73919.3	+2.37	timeout
05-30 23:34	BTC	Buy	73665.7→73773.3	+0.06	timeout
05-30 11:16	BTC	Buy	73371.7→73591.3	+0.93	timeout

Paper (trades.jsonl)

43

closed

51%

win rate

-43.49

total pnl ($)

-19.3 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	43	51%	-19.3	-43.49

time	sym	side	reason
06-22 21:49	BTC	Buy	stale_intent
06-22 21:48	BTC	Buy	stale_intent
06-21 21:39	BTC	Buy	stale_intent
06-21 21:38	BTC	Buy	stale_intent

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 43 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 4)

Postmortem feed (last 10)