deribit_basis_carry_long_perp · strategy

101

closed trades

44%

win rate

-226.36

total pnl ($)

0.776

weight

7d window — n=19 wr=37% pnl=-52.75 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-26 16:46:11 (34.7d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x1223047_13385

n: 12 · wr: 33.3% · total_bps: -849.2 · mean_bps: -70.77 · sharpe: -0.78 · max_dd_bps: -849.2

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

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 04:42	BTC	Buy	59816→59534	-2.77	timeout
06-30 02:24	BTC	Buy	59201→59884	+5.36	timeout
06-29 15:15	BTC	Buy	59974→59236	-6.64	timeout
06-29 12:58	BTC	Buy	59627→59922	+1.96	timeout
06-29 01:50	BTC	Buy	60066→59438	-5.69	timeout
06-28 23:42	BTC	Buy	60272→59731	-4.95	timeout
06-28 13:29	BTC	Buy	60169→60086	-1.15	timeout
06-28 10:39	BTC	Buy	60215→60045	-1.88	timeout
06-27 19:45	BTC	Buy	60471→60157	-3.02	timeout
06-27 17:30	BTC	Buy	60159→60546	+2.77	timeout
06-27 05:42	BTC	Buy	59958→60182	+1.42	timeout
06-27 03:41	BTC	Buy	60396→60296	-1.27	timeout
06-26 12:43	BTC	Buy	60502→59012.5	-12.77	stop_loss
06-24 15:56	BTC	Buy	61789.1→60267.8	-12.74	stop_loss
06-24 13:44	BTC	Buy	62902.1→61355.2	-12.74	stop_loss
06-24 12:24	BTC	Buy	62835.1→62753.9	-1.10	timeout
06-24 09:37	BTC	Buy	62547.1→62636.9	+0.24	timeout
06-23 21:50	BTC	Buy	62358.1→62616.9	+1.63	timeout
06-23 20:48	BTC	Buy	62301.1→62431.9	+0.61	timeout
06-23 08:17	BTC	Buy	63939.2→62366.7	-12.77	stop_loss
06-23 08:17	BTC	Buy	63995.2→62415.7	-12.81	stop_loss
06-22 22:53	BTC	Buy	64147.2→63944.8	-2.03	timeout
06-22 21:49	BTC	Buy	64096.2→64208.8	+0.43	timeout
06-22 09:14	BTC	Buy	63561.2→64157.8	+4.21	timeout
06-22 08:12	BTC	Buy	64130.2→64211.8	+0.16	timeout
06-21 20:11	BTC	Buy	64094.2→64138.8	-0.11	timeout
06-21 19:06	BTC	Buy	64231.2→64146.8	-1.10	timeout
06-21 07:36	BTC	Buy	63854.2→64184.8	+2.14	timeout
06-21 06:36	BTC	Buy	63831.2→64252.8	+2.85	timeout
06-20 18:49	BTC	Buy	63722.2→63777.8	-0.01	timeout
06-20 17:46	BTC	Buy	63615.2→63798.8	+0.99	timeout
06-20 06:18	BTC	Buy	63127.2→63631.8	+3.54	timeout
06-20 05:20	BTC	Buy	63063.2→63713.8	+4.71	timeout
06-19 17:45	BTC	Buy	62628.1→63042.8	+2.86	timeout
06-19 16:45	BTC	Buy	62601.1→63211.8	+4.45	timeout
06-19 05:20	BTC	Buy	62564.1→62564.9	-0.42	timeout
06-19 04:23	BTC	Buy	62725.1→62725.9	-0.42	timeout
06-18 15:55	BTC	Buy	63993.2→62419.7	-12.67	stop_loss
06-18 15:54	BTC	Buy	64000.2→62426.6	-12.66	stop_loss
06-18 10:49	BTC	Buy	64364.2→64001.8	-3.32	timeout
06-18 09:51	BTC	Buy	64205.2→64202.8	-0.51	timeout
06-17 22:11	BTC	Buy	64869.2→64163.8	-5.88	timeout
06-17 21:06	BTC	Buy	64940.2→64316.8	-5.24	timeout
06-17 09:38	BTC	Buy	65655.3→64946.8	-5.87	timeout
06-17 08:38	BTC	Buy	65783.3→65077.7	-5.81	timeout
06-16 21:11	BTC	Buy	66734.3→65858.7	-7.06	timeout
06-16 20:07	BTC	Buy	66332.3→65621.7	-5.86	timeout
06-15 09:22	BTC	Buy	64668.2→65695.7	+7.50	timeout
06-13 09:29	BTC	Buy	63493.2→63786.8	+1.82	timeout
06-13 01:31	BTC	Buy	63251.2→63624.8	+2.46	timeout
06-12 10:01	BTC	Buy	63538.2→63684.8	+0.66	timeout
06-12 08:57	BTC	Buy	63371.2→63448.8	+0.12	timeout
06-11 05:37	BTC	Buy	61794.1→62641.9	+6.33	timeout
06-11 02:47	BTC	Buy	61979.1→62004.9	-0.27	timeout
06-10 04:12	BTC	Buy	61068.1→62016.9	+7.39	timeout
06-10 03:11	BTC	Buy	61624.1→62016.9	+2.81	timeout
06-09 16:05	BTC	Buy	62480.1→60943.5	-12.76	stop_loss
06-09 14:46	BTC	Buy	62755.1→61208.3	-12.78	stop_loss
06-06 20:44	BTC	Buy	61347.1→60709	-5.62	timeout
06-06 16:28	BTC	Buy	59989→60602	+4.66	timeout
06-06 08:11	BTC	Buy	60689→61095.9	+2.86	timeout
06-06 04:12	BTC	Buy	61668.1→60150.9	-12.76	stop_loss
06-05 06:16	BTC	Buy	63439.2→61876	-12.74	stop_loss
06-05 04:05	BTC	Buy	63696.2→62592.9	-9.08	timeout
06-04 14:28	BTC	Buy	62915.1→64114.8	+9.11	timeout
06-04 09:31	BTC	Buy	64240.2→62659.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65136.3→63534	-12.75	stop_loss
06-03 16:32	BTC	Buy	66305.3→65619.7	-5.66	timeout
06-03 07:31	BTC	Buy	66803.3→67171.6	+2.25	timeout
06-03 03:28	BTC	Buy	67710.4→66045.7	-12.75	stop_loss
06-02 14:21	BTC	Buy	69912.5→68180.5	-12.85	stop_loss
06-02 14:10	BTC	Buy	69971.5→68233.5	-12.88	stop_loss
06-02 01:22	BTC	Buy	71909.6→71302.4	-4.75	timeout
06-01 22:25	BTC	Buy	72664.6→71250.4	-10.26	timeout
06-01 04:26	BTC	Buy	73522.7→73392.3	-1.36	timeout
06-01 03:00	BTC	Buy	73595.7→73785.3	+0.80	timeout
05-31 18:49	BTC	Buy	74048.7→73582.3	-3.59	timeout
05-31 17:34	BTC	Buy	74123.7→73622.3	-3.86	timeout
05-31 15:51	BTC	Buy	74145.7→73628.3	-3.97	timeout
05-31 13:41	BTC	Buy	74085.7→73860.3	-1.97	timeout
05-31 11:45	BTC	Buy	73780.7→73914.3	+0.39	timeout
05-31 01:47	BTC	Buy	73750.7→74064.3	+1.64	timeout
05-30 23:37	BTC	Buy	73588.7→73753.3	+0.61	timeout
05-30 21:42	BTC	Buy	73529.7→73963.3	+2.44	timeout
05-30 18:02	BTC	Buy	73584.7→73980.3	+2.18	timeout
05-30 16:10	BTC	Buy	73354.7→73879.3	+3.07	timeout
05-30 01:09	BTC	Buy	73179.7→73522.3	+1.87	timeout
05-30 00:12	BTC	Buy	73338.7→73470.3	+0.43	timeout
05-29 23:05	BTC	Buy	73619.7→73428.3	-1.79	timeout
05-29 21:52	BTC	Buy	73711.7→73430.3	-2.38	timeout
05-29 20:40	BTC	Buy	73780.7→73664.3	-1.25	timeout
05-29 12:30	BTC	Buy	73761.7→73283.3	-3.70	timeout
05-29 11:14	BTC	Buy	73561.7→73634.3	+0.02	timeout
05-29 09:58	BTC	Buy	73825.7→73677.3	-1.49	timeout
05-29 08:47	BTC	Buy	73642.7→73752.3	+0.28	timeout
05-29 07:37	BTC	Buy	73404.7→73444.3	-0.21	timeout
05-28 23:04	BTC	Buy	73404.7→73520.3	+0.26	timeout
05-28 21:53	BTC	Buy	73511.7→73856.3	+1.82	timeout
05-28 20:43	BTC	Buy	73217.7→73695.3	+2.74	timeout
05-28 19:35	BTC	Buy	73368.7→73426.3	-0.13	timeout

Paper vs Live

Paper (trades.jsonl)

101

closed

44%

win rate

-226.36

total pnl ($)

-44.5 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	101	44%	-44.5	-226.36

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…