deribit_basis_compr_v2_long

93

closed trades

34%

win rate

-101.75

total pnl ($)

1.100

weight

7d window — n=16 wr=31% pnl=-19.62 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-21 10:33:00 (40.3d ago) · src: canon

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

n: 361 · wr: 39.3% · total_bps: -4430.9 · mean_bps: -12.27 · sharpe: -0.20 · max_dd_bps: -4487.0

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

time	sym	side	entry→exit	pnl	close
06-30 09:51	BTC	Buy	59469→59379	-1.21	timeout
06-29 09:02	BTC	Buy	59923→59777	-1.68	timeout
06-28 20:12	BTC	Buy	59648→59551	-1.26	timeout
06-28 01:46	BTC	Buy	60016→60219	+1.24	timeout
06-27 19:38	BTC	Buy	60595→60097	-4.56	timeout
06-26 08:39	BTC	Buy	60184→60194	-0.36	timeout
06-26 02:11	BTC	Buy	59724→59149.5	-5.26	stop_loss
06-25 20:34	BTC	Buy	59453→59505	-0.01	timeout
06-25 13:40	BTC	Buy	61170.1→60582.7	-5.25	stop_loss
06-25 08:25	BTC	Buy	61633.1→61688.9	+0.00	timeout
06-25 02:22	BTC	Buy	60933→60829	-1.30	timeout
06-24 20:06	BTC	Buy	59567→60455	+7.02	take_profit
06-24 13:06	BTC	Buy	62843.1→62239.8	-5.25	stop_loss
06-24 08:10	BTC	Buy	62820.1→62591.9	-2.27	timeout
06-24 02:06	BTC	Buy	62749.1→62826.9	+0.17	timeout
06-23 20:05	BTC	Buy	62334.1→62435.9	+0.37	timeout
06-23 13:30	BTC	Buy	62540.1→61939.9	-5.24	stop_loss
06-23 06:21	BTC	Buy	63334.2→62725.5	-5.26	stop_loss
06-23 01:59	BTC	Buy	64016.2→64124.8	+0.40	timeout
06-22 19:50	BTC	Buy	64509.2→64358.8	-1.62	timeout
06-22 13:46	BTC	Buy	64573.2→65431.7	+6.18	timeout
06-21 23:13	BTC	Buy	63612.2→63717.8	+0.38	timeout
06-21 14:35	BTC	Buy	63954.2→63970.8	-0.31	timeout
06-20 23:51	BTC	Buy	64041.2→64257.8	+1.24	timeout
06-20 14:46	BTC	Buy	63594.2→63842.8	+1.50	timeout
06-20 08:45	BTC	Buy	63736.2→63417.8	-2.96	timeout
06-20 02:40	BTC	Buy	63543.2→63369.8	-1.81	timeout
06-19 18:27	BTC	Buy	63311.2→63112.8	-2.02	timeout
06-19 12:20	BTC	Buy	62414.1→62488.9	+0.16	timeout
06-19 06:43	BTC	Buy	62585.1→62764.9	+0.99	timeout
06-19 00:23	BTC	Buy	62861.1→62885.9	-0.25	timeout
06-18 15:16	BTC	Buy	64072.2→63456.1	-5.26	stop_loss
06-17 19:19	BTC	Buy	65377.3→64747.4	-5.27	stop_loss
06-16 06:44	BTC	Buy	65841.3→66385.7	+3.69	timeout
06-16 00:41	BTC	Buy	66320.3→66385.7	+0.04	timeout
06-15 14:11	BTC	Buy	66261.3→66277.7	-0.33	timeout
06-15 08:07	BTC	Buy	65903.3→65704.7	-1.96	timeout
06-15 02:01	BTC	Buy	65726.3→65422.7	-2.76	timeout
06-14 18:40	BTC	Buy	64136.2→63758.8	-3.40	timeout
06-14 10:18	BTC	Buy	64488.2→64519.8	-0.21	timeout
06-14 04:10	BTC	Buy	64578.2→64488.8	-1.14	timeout
06-13 21:58	BTC	Buy	64295.2→64488.8	+1.05	timeout
06-13 15:51	BTC	Buy	64106.2→64216.8	+0.41	timeout
06-13 09:51	BTC	Buy	63842.2→63721.8	-1.40	timeout
06-13 03:47	BTC	Buy	63807.2→63473.8	-3.06	timeout
06-12 21:32	BTC	Buy	63648.2→63535.8	-1.34	timeout
06-12 12:40	BTC	Buy	63659.2→63392.8	-2.55	timeout
06-12 06:21	BTC	Buy	63695.2→63081.3	-5.27	stop_loss
06-11 19:37	BTC	Buy	63147.2→63730.8	+4.16	timeout
06-11 12:30	BTC	Buy	63147.2→62538.6	-5.28	stop_loss
06-11 06:54	BTC	Buy	62769.1→62759.9	-0.54	timeout
06-11 00:23	BTC	Buy	61199.1→61807.9	+4.53	timeout
06-10 17:49	BTC	Buy	62161.1→61974.9	-1.95	timeout
06-10 09:14	BTC	Buy	61602.1→61006.4	-5.28	stop_loss
06-09 19:10	BTC	Buy	61439.1→61791.9	+2.41	timeout
06-09 09:37	BTC	Buy	63152.2→62545.6	-5.25	stop_loss
06-08 16:56	BTC	Buy	64061.2→63446.1	-5.26	stop_loss
06-08 11:24	BTC	Buy	63393.2→63545.8	+0.75	timeout
06-08 05:06	BTC	Buy	63159.2→62548.6	-5.28	stop_loss
06-07 21:57	BTC	Buy	61309.1→61712.9	+2.85	timeout
06-07 15:52	BTC	Buy	61769.1→62089.9	+2.13	timeout
06-07 09:44	BTC	Buy	62187.1→62531.9	+2.32	timeout
06-07 03:44	BTC	Buy	61413.1→61626.9	+1.29	timeout
06-06 21:38	BTC	Buy	60601→60849	+1.60	timeout
06-06 15:31	BTC	Buy	60738→60655	-1.13	timeout
06-05 23:22	BTC	Buy	61594.1→61002.4	-5.26	stop_loss
06-05 14:26	BTC	Buy	60913→60327.8	-5.25	stop_loss
06-05 08:46	BTC	Buy	63051.2→62445.6	-5.25	stop_loss
06-05 04:33	BTC	Buy	62734.1→63069.8	+2.23	timeout
06-04 20:06	BTC	Buy	63872.2→63259.2	-5.25	stop_loss
06-04 12:24	BTC	Buy	62462.1→63395.8	+7.03	take_profit
06-04 05:04	BTC	Buy	64579.2→63954.8	-5.29	stop_loss
06-03 20:55	BTC	Buy	65305.3→64652.4	-5.45	stop_loss
06-03 15:07	BTC	Buy	67212.4→66567.4	-5.25	stop_loss
06-03 05:55	BTC	Buy	66349.3→67339.6	+7.01	take_profit
06-03 02:56	BTC	Buy	66952.3→66601.7	-3.07	timeout
06-02 10:21	BTC	Buy	69908.5→69624.5	-2.49	timeout
06-02 04:16	BTC	Buy	70248.5→70827.5	+3.66	timeout
06-01 01:54	BTC	Buy	73984.3→73361.3	-4.66	stop_loss
05-31 07:49	BTC	Buy	74060.3→73854.7	-1.85	timeout
05-31 01:43	BTC	Buy	73771.3→74056.7	+1.48	timeout
05-30 11:40	BTC	Buy	73527.3→73593.7	-0.00	timeout
05-30 03:44	BTC	Buy	73567.3→73509.7	-0.85	timeout
05-29 17:15	BTC	Buy	73671.3→74247.7	+3.45	timeout
05-29 06:06	BTC	Buy	73274.3→73394.7	+0.36	timeout
05-28 22:46	BTC	Buy	73620.3→73514.7	-1.18	timeout
05-28 16:00	BTC	Buy	73001.3→72898.6	-1.17	timeout
05-28 09:44	BTC	Buy	73456.3→73463.7	-0.40	timeout
05-27 10:02	BTC	Buy	75945.2→75862.8	-0.98	timeout
05-27 04:01	BTC	Buy	75849.2→75643.8	-1.80	timeout
05-26 15:31	BTC	Buy	77162.1→76508.1	-4.69	stop_loss
05-26 09:59	BTC	Buy	76666.2→76634.8	-0.65	timeout
05-25 13:15	BTC	Buy	77411.9→77284.1	-1.28	timeout

Paper (trades.jsonl)

93

closed

34%

win rate

-101.75

total pnl ($)

-21.8 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	93	34%	-21.8	-101.75

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 93 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)