deribit_basis_carry_long_v7

64

closed trades

34%

win rate

-280.62

total pnl ($)

0.627

weight

7d window — n=16 wr=31% pnl=-97.23 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-27 08:25:42 (32.3d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x2189872_20286

n: 0 · wr: 0.0% · total_bps: +0.0 · mean_bps: +0.00 · sharpe: +0.00 · max_dd_bps: +0.0

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

time	sym	side	entry→exit	pnl	close
06-26 12:43	BTC	Buy	60523→59032.5	-12.77	stop_loss
06-24 15:30	BTC	Buy	62253.1→60716.6	-12.72	stop_loss
06-24 14:19	BTC	Buy	62420.1→60877.5	-12.76	stop_loss
06-24 14:17	BTC	Buy	62549.1→61000.4	-12.80	stop_loss
06-24 14:17	BTC	Buy	62580.1→61017.4	-12.89	stop_loss
06-24 14:13	BTC	Buy	62651.1→61108.4	-12.73	stop_loss
06-23 08:27	BTC	Buy	63655.2→62089.8	-12.66	stop_loss
06-23 08:24	BTC	Buy	63834.2→62261.7	-12.71	stop_loss
06-23 08:17	BTC	Buy	63904.2→62332.7	-12.80	stop_loss
06-23 08:17	BTC	Buy	64043.2→62468.6	-12.80	stop_loss
06-23 06:21	BTC	Buy	64137.2→62558.6	-12.80	stop_loss
06-22 01:59	BTC	Buy	63001.1→64539.8	+11.52	timeout
06-21 23:48	BTC	Buy	62844.1→63304.8	+3.28	timeout
06-21 21:38	BTC	Buy	62915.1→63745.8	+6.14	timeout
06-21 19:32	BTC	Buy	62798.1→64200.8	+10.79	timeout
06-21 17:30	BTC	Buy	62602.1→64070.8	+11.49	timeout
06-18 15:57	BTC	Buy	63840.2→62269.7	-12.61	stop_loss
06-18 15:40	BTC	Buy	64351.2→62767.5	-12.48	stop_loss
06-18 15:37	BTC	Buy	64440.2→62841.4	-12.61	stop_loss
06-18 15:37	BTC	Buy	64599.2→63007.3	-12.35	stop_loss
06-18 15:17	BTC	Buy	64933.2→63313.2	-12.50	stop_loss
06-18 04:11	BTC	Buy	65387.3→63743.9	-13.03	stop_loss
06-17 19:41	BTC	Buy	65790.3→64171.7	-12.76	stop_loss
06-17 19:39	BTC	Buy	65843.3→64222.7	-12.77	stop_loss
06-17 11:02	BTC	Buy	66337.3→64703.4	-12.87	stop_loss
06-17 08:39	BTC	Buy	66549.3→64912.3	-12.78	stop_loss
06-17 08:39	BTC	Buy	66575.3→64927.3	-12.85	stop_loss
06-15 11:23	BTC	Buy	63525.2→66313.7	+21.52	take_profit
06-14 20:55	BTC	Buy	63372.2→64014.8	+4.54	timeout
06-13 19:39	BTC	Buy	62019.1→64222.8	+17.31	timeout
06-13 14:47	BTC	Buy	61988.1→64183.8	+17.13	timeout
06-12 18:56	BTC	Buy	61701.1→63741.8	+16.03	timeout
06-12 14:20	BTC	Buy	61777.1→63369.8	+12.24	timeout
06-11 19:30	BTC	Buy	61128.1→63811.8	+21.22	take_profit
06-09 14:46	BTC	Buy	62747.1→61193.3	-12.83	stop_loss
06-07 22:15	BTC	Buy	61256.1→63945.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60783→63451.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60728→63393.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60693→63357.8	+21.53	take_profit
06-07 08:37	BTC	Buy	59985→62620.9	+21.55	take_profit
06-06 04:27	BTC	Buy	61319.1→59809.1	-12.77	stop_loss
06-06 04:27	BTC	Buy	61392.1→59874.1	-12.82	stop_loss
06-05 06:21	BTC	Buy	63076.2→61512.2	-12.77	stop_loss
06-05 06:01	BTC	Buy	63701.2→62133.8	-12.72	stop_loss
06-04 10:30	BTC	Buy	63981.2→62406.7	-12.73	stop_loss
06-04 00:29	BTC	Buy	65132.3→63530	-12.75	stop_loss
06-03 20:55	BTC	Buy	66437.3→64803.3	-12.79	stop_loss
06-03 20:45	BTC	Buy	66756.3→65114.2	-12.81	stop_loss
06-03 19:55	BTC	Buy	66936.3→65270.1	-12.95	stop_loss
06-03 19:55	BTC	Buy	66938.3→65270.1	-12.97	stop_loss
06-03 03:43	BTC	Buy	67437.4→65778.8	-12.75	stop_loss
06-02 15:26	BTC	Buy	69006.5→67287	-12.91	stop_loss
06-02 14:26	BTC	Buy	69527.5→67813.7	-12.78	stop_loss
06-02 14:10	BTC	Buy	69994.5→68271.4	-12.77	stop_loss
06-01 22:25	BTC	Buy	73526.7→71210.8	-16.36	stop_loss
06-01 22:25	BTC	Buy	73578.7→71210.8	-16.73	stop_loss
06-01 22:25	BTC	Buy	73941.7→71210.8	-19.12	stop_loss
06-01 22:25	BTC	Buy	73812.7→71210.8	-18.30	stop_loss
06-01 22:25	BTC	Buy	73866.7→71210.8	-18.67	stop_loss
05-31 14:57	BTC	Buy	72953.6→73626.3	+4.11	timeout
05-31 12:41	BTC	Buy	73502.7→73904.3	+1.91	timeout
05-31 11:00	BTC	Buy	73359.7→73880.3	+2.69	timeout
05-31 08:43	BTC	Buy	73217.7→73838.3	+3.34	timeout
05-31 06:33	BTC	Buy	72833.6→74062.3	+7.83	timeout

Paper (trades.jsonl)

64

closed

34%

win rate

-280.62

total pnl ($)

-87.2 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	64	34%	-87.2	-280.62

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 64 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)