deribit_basis_carry_wide

46

closed trades

48%

win rate

+94.88

total pnl ($)

1.160

weight

7d window — n=10 wr=30% pnl=-10.42 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 17:01:01 (24.2d ago) · src: canon

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

n: 224 · wr: 46.9% · total_bps: -2125.2 · mean_bps: -9.49 · sharpe: -0.04 · max_dd_bps: -8126.1

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

time	sym	side	entry→exit	pnl	close
06-27 14:01	BTC	Sell	59981→60504	-4.80	timeout
06-27 07:46	BTC	Sell	60516→60471	-0.07	timeout
06-26 20:03	BTC	Sell	59548→59853	-2.88	timeout
06-23 07:26	BTC	Sell	64232.8→62988.1	+9.26	timeout
06-23 01:21	BTC	Sell	64057.8→64191.2	-1.50	timeout
06-22 19:14	BTC	Sell	64192.8→64392.2	-1.95	timeout
06-22 03:35	BTC	Sell	64298.8→64212.2	+0.30	timeout
06-21 21:27	BTC	Sell	63932.8→63680.2	+1.53	timeout
06-21 14:46	BTC	Sell	63887.8→64014.2	-1.50	timeout
06-20 22:35	BTC	Sell	63231.8→64288.2	-8.80	timeout
06-20 00:39	BTC	Sell	62974.9→63580.2	-5.23	timeout
06-19 06:51	BTC	Sell	64078.8→62776.1	+9.67	timeout
06-18 18:03	BTC	Sell	65353.7→62627.1	+20.14	timeout
06-17 08:05	BTC	Sell	66339.7→65455.3	+6.22	timeout
06-17 00:30	BTC	Sell	66239.7→65675.3	+3.87	timeout
06-16 17:25	BTC	Sell	66805.7→65786.3	+7.27	timeout
06-15 11:18	BTC	Sell	64441.8→66095.3	-13.28	stop_loss
06-14 21:41	BTC	Sell	64328.8→65243.3	-7.52	timeout
06-14 21:40	BTC	Sell	63767.8→65412	-13.34	stop_loss
06-13 00:35	BTC	Sell	63649.8→63539.2	+0.50	timeout
06-12 18:34	BTC	Sell	63430.8→63740.2	-2.87	timeout
06-12 12:31	BTC	Sell	62655.9→63482.2	-6.97	timeout
06-11 14:52	BTC	Sell	61861.9→62908.1	-8.81	timeout
06-10 09:31	BTC	Sell	62741.9→61233.1	+11.46	timeout
06-10 02:39	BTC	Sell	62549.9→62023.1	+3.69	timeout
06-09 20:38	BTC	Sell	63281.8→62023.1	+9.43	timeout
06-09 02:39	BTC	Sell	63076.8→62544.1	+3.75	timeout
06-07 01:52	BTC	Sell	61047.9→61380.1	-3.10	timeout
06-05 20:50	BTC	Sell	60184→61725.9	-13.26	stop_loss
06-05 14:04	BTC	Sell	63740.8→60559	+24.51	take_profit
06-05 06:33	BTC	Sell	64077.8→61869.1	+16.71	timeout
06-04 02:02	BTC	Sell	65121.7→61871.1	+24.51	take_profit
06-02 14:22	BTC	Sell	69925.5→68217.5	+0.00	stop_loss
06-02 12:17	BTC	Sell	71023.4→69288.1	+0.00	stop_loss
06-01 22:37	BTC	Sell	72953.4→71171.1	+0.00	stop_loss
06-01 22:20	BTC	Sell	73506.3→71221.2	+0.00	stop_loss
05-31 15:20	BTC	Sell	73901.3→73667.7	+1.16	timeout
05-30 07:49	BTC	Sell	73374.3→73509.7	-1.33	timeout
05-28 04:02	BTC	Sell	74663.3→72829	+0.00	stop_loss
05-28 03:18	BTC	Sell	75354.2→73499.4	+0.00	stop_loss
05-28 03:17	BTC	Sell	75854.2→74001.7	+0.00	stop_loss
05-27 23:16	BTC	Sell	75883.2→74486.7	+8.81	timeout
05-27 15:36	BTC	Sell	76398.2→75405.8	+6.03	timeout
05-27 04:33	BTC	Sell	76723.2→75274.8	+8.92	timeout
05-26 22:33	BTC	Sell	77046.1→75785.8	+7.76	timeout
05-26 16:23	BTC	Sell	77574.1→76465.8	+6.59	timeout

Paper (trades.jsonl)

46

closed

48%

win rate

+94.88

total pnl ($)

+39.8 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	46	48%	+48.6	+94.88

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 46 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)