deribit_basis_carry_regime_long

81

closed trades

46%

win rate

-221.74

total pnl ($)

0.578

weight

7d window — n=26 wr=38% pnl=-103.15 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-26 16:32:13 (34.5d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x1225031_12288

n: 17 · wr: 23.5% · total_bps: -1853.8 · mean_bps: -109.05 · sharpe: -0.96 · max_dd_bps: -1853.8

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

time	sym	side	entry→exit	pnl	close
06-29 21:55	BTC	Buy	59385→60502	+8.92	timeout
06-29 20:51	BTC	Buy	59635→60307	+5.03	timeout
06-29 18:55	BTC	Buy	59510→60216	+5.33	timeout
06-28 23:19	BTC	Buy	60039→59346	-6.29	timeout
06-28 22:19	BTC	Buy	59914→59353	-5.15	timeout
06-28 17:55	BTC	Buy	60579→59561	-8.82	timeout
06-28 16:49	BTC	Buy	60782→59680	-9.50	timeout
06-28 14:52	BTC	Buy	60588→60028	-5.10	timeout
06-27 17:30	BTC	Buy	60152→60549	+2.85	timeout
06-27 16:28	BTC	Buy	60033→60681	+4.99	timeout
06-27 15:29	BTC	Buy	60191→60786	+4.50	timeout
06-27 13:59	BTC	Buy	60115→60531	+3.00	timeout
06-27 10:19	BTC	Buy	59760→60418	+5.02	timeout
06-26 13:19	BTC	Buy	60084→58606.8	-12.75	stop_loss
06-26 12:40	BTC	Buy	60608→59117.5	-12.76	stop_loss
06-26 02:13	BTC	Buy	60140→58657.7	-12.77	stop_loss
06-24 15:08	BTC	Buy	62322.1→60789.5	-12.74	stop_loss
06-24 14:17	BTC	Buy	62605.1→61057.4	-12.81	stop_loss
06-24 14:13	BTC	Buy	62617.1→61077.4	-12.74	stop_loss
06-24 13:48	BTC	Buy	62783.1→61239.3	-12.74	stop_loss
06-24 13:46	BTC	Buy	62867.1→61320.3	-12.75	stop_loss
06-24 10:08	BTC	Buy	62480.1→62603.9	+0.47	timeout
06-24 09:02	BTC	Buy	62396.1→62674.9	+1.73	timeout
06-24 08:00	BTC	Buy	62853.1→62641.9	-2.11	timeout
06-24 06:58	BTC	Buy	62909.1→62748.9	-1.78	timeout
06-24 05:42	BTC	Buy	63400.2→62934.9	-4.18	timeout
06-21 08:05	BTC	Buy	63577.2→64154.8	+4.09	timeout
06-21 05:53	BTC	Buy	63621.2→64203.8	+4.13	timeout
06-20 11:16	BTC	Buy	62469.1→63642.8	+8.90	timeout
06-20 08:46	BTC	Buy	62625.1→63413.8	+5.73	timeout
06-18 15:40	BTC	Buy	64320.2→62738.5	-12.72	stop_loss
06-17 19:40	BTC	Buy	65814.3→64195.7	-12.78	stop_loss
06-17 08:39	BTC	Buy	66570.3→64930.3	-12.75	stop_loss
06-17 08:20	BTC	Buy	66818.3→65175.1	-12.72	stop_loss
06-14 00:55	BTC	Buy	63587.2→64526.8	+6.97	timeout
06-13 22:48	BTC	Buy	63495.2→64462.8	+7.14	timeout
06-13 21:36	BTC	Buy	63525.2→64267.8	+5.37	timeout
06-13 20:32	BTC	Buy	63541.2→64221.8	+4.90	timeout
06-13 12:59	BTC	Buy	63432.2→64111.8	+4.83	timeout
06-12 22:34	BTC	Buy	63512.2→63464.8	-0.87	timeout
06-12 21:19	BTC	Buy	63498.2→63605.8	+0.37	timeout
06-12 20:08	BTC	Buy	63556.2→63669.8	+0.44	timeout
06-12 18:37	BTC	Buy	63501.2→63804.8	+1.93	timeout
06-12 12:32	BTC	Buy	62577.1→63479.8	+6.69	timeout
06-11 21:43	BTC	Buy	61652.1→63464.8	+14.11	timeout
06-11 19:56	BTC	Buy	62008.1→63637.8	+12.56	timeout
06-11 18:53	BTC	Buy	61772.1→63529.8	+13.65	timeout
06-11 14:26	BTC	Buy	62015.1→62885.9	+6.47	timeout
06-11 08:49	BTC	Buy	61183.1→62992.9	+14.23	timeout
06-10 19:36	BTC	Buy	61939.1→61901.9	-0.82	timeout
06-10 18:31	BTC	Buy	61738.1→61979.9	+1.46	timeout
06-10 17:29	BTC	Buy	61754.1→61945.9	+1.06	timeout
06-09 15:55	BTC	Buy	62631.1→61089.4	-12.79	stop_loss
06-09 15:55	BTC	Buy	62640.1→61099.4	-12.77	stop_loss
06-09 14:44	BTC	Buy	62823.1→61276.3	-12.76	stop_loss
06-09 05:05	BTC	Buy	62715.1→63275.8	+4.01	timeout
06-09 02:40	BTC	Buy	63030.2→62599.9	-3.85	timeout
06-07 22:14	BTC	Buy	60536→63193.8	+21.52	take_profit
06-07 11:14	BTC	Buy	60581→62447.9	+14.98	timeout
06-07 09:15	BTC	Buy	61178.1→62831.9	+13.11	timeout
06-07 06:18	BTC	Buy	60984→61729.9	+5.72	timeout
06-07 05:06	BTC	Buy	59966→61831.9	+15.13	timeout
06-06 20:00	BTC	Buy	60388→60564	+1.07	timeout
06-06 04:14	BTC	Buy	61571.1→60057	-12.75	stop_loss
06-05 06:22	BTC	Buy	62904.1→61347.2	-12.77	stop_loss
06-05 06:21	BTC	Buy	63033.2→61480.2	-12.73	stop_loss
06-05 06:19	BTC	Buy	63278.2→61722	-12.72	stop_loss
06-05 05:59	BTC	Buy	63799.2→62226.8	-12.74	stop_loss
06-05 03:06	BTC	Buy	63922.2→62345.7	-12.75	stop_loss
06-04 10:49	BTC	Buy	63869.2→62298.7	-12.71	stop_loss
06-04 09:27	BTC	Buy	64420.2→62832.4	-12.77	stop_loss
06-04 00:29	BTC	Buy	65067.3→63467.1	-12.74	stop_loss
06-04 00:25	BTC	Buy	65428.3→63818.9	-12.75	stop_loss
06-03 20:55	BTC	Buy	66306.3→64649.4	-12.99	stop_loss
06-03 20:43	BTC	Buy	66798.3→65155.1	-12.81	stop_loss
06-03 19:35	BTC	Buy	66594.3→65710.7	-7.16	timeout
06-03 16:24	BTC	Buy	67309.4→65649.9	-12.81	stop_loss
06-03 03:44	BTC	Buy	67360.4→65703.8	-12.75	stop_loss
06-03 03:43	BTC	Buy	67466.4→65804.8	-12.77	stop_loss
06-03 03:33	BTC	Buy	67625.4→65956.7	-12.79	stop_loss
06-02 12:18	BTC	Buy	70945.5→69199.9	-12.81	stop_loss

Paper (trades.jsonl)

81

closed

46%

win rate

-221.74

total pnl ($)

-54.3 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	81	46%	-54.3	-221.74

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 81 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)