deribit_basis_carry_long_x1224128

not live
39
closed trades
41%
win rate
-99.30
total pnl ($)
1.048
weight
7d window — n=7 wr=29% pnl=-31.89  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-26 16:41:34 (32.6d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: x1224128_13082
n: 12  ·  wr: 8.3%  ·  total_bps: -1081.6  ·  mean_bps: -90.13  ·  sharpe: -0.94  ·  max_dd_bps: -1081.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 39 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 19:13BTCBuy59988→60570+4.43timeout
06-26 12:43BTCBuy60504→59015.5-12.76stop_loss
06-24 13:57BTCBuy62751.1→61204.3-12.77stop_loss
06-24 07:38BTCBuy62969.1→62603.9-3.40timeout
06-23 06:39BTCBuy64032.2→62850.9-9.71timeout
06-22 06:29BTCBuy64241.2→64080.8-1.71timeout
06-21 06:19BTCBuy63636.2→64207.8+4.03timeout
06-20 06:01BTCBuy62737.1→63660.8+6.91timeout
06-19 05:08BTCBuy63714.2→62602.9-9.12timeout
06-18 05:03BTCBuy65320.3→63708.9-12.80stop_loss
06-17 08:03BTCBuy66327.3→65441.7-7.09timeout
06-15 21:22BTCBuy64688.2→66494.7+13.45timeout
06-13 21:36BTCBuy63526.2→64266.8+5.35timeout
06-12 20:56BTCBuy63366.2→63403.8-0.17timeout
06-11 17:33BTCBuy61821.1→63278.8+11.25timeout
06-10 15:27BTCBuy61358.1→62239.9+6.68timeout
06-09 14:47BTCBuy62718.1→61172.3-12.78stop_loss
06-06 20:11BTCBuy60703→60546-1.67timeout
06-05 02:30BTCBuy62907.1→62617.9-2.74timeout
06-04 00:29BTCBuy65130.3→63528-12.75stop_loss
06-03 20:55BTCBuy66428.3→64782.4-12.88stop_loss
06-03 03:28BTCBuy67765.4→66098.6-12.75stop_loss
06-02 14:10BTCBuy69985.5→68261.4-12.78stop_loss
06-01 22:25BTCBuy73931.7→71106.9-19.70stop_loss
05-31 17:35BTCBuy73835.7→73636.3-1.86timeout
05-31 15:38BTCBuy73851.7→73686.3-1.62timeout
05-31 13:46BTCBuy73746.7→73854.3+0.27timeout
05-31 11:37BTCBuy73588.7→73889.3+1.46timeout
05-31 09:42BTCBuy73529.7→73985.3+2.50timeout
05-30 12:18BTCBuy73368.7→73578.3+0.93timeout
05-30 11:10BTCBuy73599.7→73596.3-0.53timeout
05-30 08:41BTCBuy73781.7→73497.3-2.42timeout
05-30 07:52BTCBuy73396.7→73486.3+0.12timeout
05-30 06:35BTCBuy73677.7→73663.3-0.59timeout
05-29 10:48BTCBuy73568.7→73576.3-0.44timeout
05-29 09:43BTCBuy73443.7→73790.3+1.84timeout
05-29 08:38BTCBuy73247.7→73766.3+3.08timeout
05-29 07:35BTCBuy73349.7→73507.3+0.56timeout
05-29 06:32BTCBuy72876.6→73380.3+2.88timeout

Paper vs Live

Paper (trades.jsonl)
39
closed
41%
win rate
-99.30
total pnl ($)
-50.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3941%-50.2-99.30

Recent bounces (last 20 of 1)

timesymsidereason
06-28 04:38BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems