deribit_basis_carry

54

closed trades

33%

win rate

-57.27

total pnl ($)

1.155

weight

7d window — n=16 wr=31% pnl=-10.12 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-20 00:05:49 (37.8d ago) · src: canon

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

n: 161 · wr: 36.0% · total_bps: -1711.4 · mean_bps: -10.63 · sharpe: -0.17 · max_dd_bps: -1724.3

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

time	sym	side	entry→exit	pnl	close
06-26 07:53	BTC	Buy	60237→60539	+2.06	timeout
06-26 03:33	BTC	Buy	58739.9→59175	+3.26	timeout
06-25 14:07	BTC	Buy	58301.9→59172	+7.01	take_profit
06-24 21:21	BTC	Buy	60710→60864	+0.83	timeout
06-24 16:51	BTC	Buy	60220→59641.2	-5.25	stop_loss
06-24 13:06	BTC	Buy	62785.1→62179.8	-5.27	stop_loss
06-24 07:05	BTC	Buy	62762.1→62720.9	-0.78	timeout
06-23 14:59	BTC	Buy	62430.1→62409.9	-0.61	timeout
06-23 09:18	BTC	Buy	62435.1→62419.9	-0.56	timeout
06-23 05:45	BTC	Buy	63804.2→63384.8	-3.74	timeout
06-23 01:44	BTC	Buy	64092.2→64052.8	-0.76	timeout
06-22 21:45	BTC	Buy	64452.2→64169.8	-2.64	timeout
06-22 13:53	BTC	Sell	65159.7→65498.3	-3.04	timeout
06-21 23:30	BTC	Sell	63555.8→63586.2	-0.69	timeout
06-21 08:47	BTC	Sell	64193.8→63925.2	+1.65	timeout
06-20 03:08	BTC	Buy	63483.2→63339.8	-1.58	timeout
06-19 08:46	BTC	Buy	62510.1→62605.9	+0.32	timeout
06-19 03:49	BTC	Sell	62898.9→62655.1	+1.48	timeout
06-16 08:01	BTC	Buy	66376.3→66377.7	-0.44	timeout
06-15 16:40	BTC	Buy	66806.3→67170.6	+2.27	timeout
06-15 11:01	BTC	Buy	65598.3→65885.7	+1.74	timeout
06-15 06:53	BTC	Buy	65802.3→65845.7	-0.12	timeout
06-14 21:40	BTC	Sell	64739.8→65366.9	-5.29	stop_loss
06-12 07:13	BTC	Sell	63262.8→63027.2	+1.41	timeout
06-11 23:03	BTC	Sell	63555.8→63380.2	+0.94	timeout
06-11 15:22	BTC	Buy	62857.1→62702.9	-1.68	timeout
06-11 08:04	BTC	Buy	62666.1→62729.9	+0.05	timeout
06-10 13:16	BTC	Buy	61135.1→61454.9	+2.17	timeout
06-10 09:14	BTC	Buy	61586.1→61053.9	-4.77	timeout
06-09 13:18	BTC	Sell	62761.9→62456.1	+1.98	timeout
06-09 08:44	BTC	Buy	63181.2→62959.9	-2.20	timeout
06-08 15:59	BTC	Buy	63936.2→63709.8	-2.23	timeout
06-08 00:03	BTC	Buy	62939.1→63178.8	+1.45	timeout
06-07 04:29	BTC	Buy	61638.1→61515.9	-1.44	timeout
06-05 21:03	BTC	Sell	61287.9→61877	-5.26	stop_loss
06-05 13:49	BTC	Buy	62041.1→61444.2	-5.26	stop_loss
06-05 10:12	BTC	Buy	62721.1→62721.9	-0.44	timeout
06-05 05:45	BTC	Buy	63336.2→62728.5	-5.25	stop_loss
06-04 06:54	BTC	Buy	63954.2→64062.8	+0.40	timeout
06-04 00:26	BTC	Buy	64243.2→63626	-5.25	stop_loss
06-03 08:36	BTC	Buy	67202.4→67045.6	-1.62	timeout
06-02 22:17	BTC	Buy	67705.4→67053.1	-5.27	stop_loss
06-02 17:28	BTC	Buy	67840.4→67704.6	-1.45	timeout
06-02 11:38	BTC	Buy	69445.5→69442.5	-0.48	timeout
06-02 04:27	BTC	Buy	70962.5→70944.5	-0.58	timeout
06-01 16:01	BTC	Sell	71565.4→71161.6	+2.38	timeout
06-01 03:26	BTC	Sell	73497.3→73866.7	-2.96	timeout
05-31 15:24	BTC	Sell	73587.3→73725.7	-1.39	timeout
05-29 18:16	BTC	Buy	74166.3→73940.7	-1.98	timeout
05-29 08:50	BTC	Sell	73366.3→73708.7	-2.78	timeout
05-27 13:25	BTC	Sell	75899.2→75256.4	+0.00	stop_loss
05-26 19:46	BTC	Sell	75873.2→76019.8	-1.41	timeout
05-26 14:38	BTC	Buy	77923.1→77263.5	-4.68	stop_loss
05-26 02:48	BTC	Sell	76711.2→76569.8	+0.47	timeout

Paper (trades.jsonl)

54

closed

33%

win rate

-57.27

total pnl ($)

-21.4 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	54	33%	-21.6	-57.27

time	sym	side	reason
06-26 02:48	BTC	Buy	stale_intent
06-25 14:08	BTC	Buy	below_min_notional_skip
06-24 20:35	BTC	Buy	below_min_notional_skip
06-24 16:23	BTC	Buy	stale_intent
06-24 12:34	BTC	Buy	stale_intent

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 54 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 5)

Postmortem feed (last 10)