deribit_basis_compression_long

48

closed trades

31%

win rate

-45.19

total pnl ($)

1.250

weight

7d window — n=0 wr=0% pnl=+0.00 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-17 20:28:35 (41.3d ago) · src: canon

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

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
06-01 02:00	BTC	Buy	73966.3→73270.3	-5.16	stop_loss
05-31 14:53	BTC	Buy	73857.3→73670.7	-1.72	timeout
05-31 13:28	BTC	Buy	73936.3→73933.7	-0.47	timeout
05-31 11:54	BTC	Buy	73859.3→73880.7	-0.32	timeout
05-31 10:35	BTC	Buy	73886.3→73793.7	-1.09	timeout
05-31 09:09	BTC	Buy	73968.3→73872.7	-1.11	timeout
05-31 07:49	BTC	Buy	74061.3→73848.7	-1.90	timeout
05-31 06:11	BTC	Buy	74085.3→73983.7	-1.14	timeout
05-31 03:58	BTC	Buy	74018.3→74125.7	+0.27	timeout
05-31 01:43	BTC	Buy	73771.3→74056.7	+1.48	timeout
05-30 11:53	BTC	Buy	73571.3→73557.7	-0.55	timeout
05-30 08:47	BTC	Buy	73576.3→73492.7	-1.02	timeout
05-30 06:28	BTC	Buy	73328.3→73567.7	+1.18	timeout
05-30 04:12	BTC	Buy	73626.3→73403.7	-1.97	timeout
05-30 02:12	BTC	Buy	73463.3→73653.7	+0.84	timeout
05-30 00:21	BTC	Buy	73518.3→73500.7	-0.57	timeout
05-29 22:31	BTC	Buy	73713.3→73496.7	-1.92	timeout
05-29 20:44	BTC	Buy	73757.3→73674.7	-1.01	timeout
05-29 18:52	BTC	Buy	74027.3→73273.3	-5.54	stop_loss
05-29 17:15	BTC	Buy	73671.3→74247.7	+3.45	timeout
05-29 03:48	BTC	Buy	73524.3→73320.7	-1.85	timeout
05-29 01:57	BTC	Buy	73581.3→73568.7	-0.55	timeout
05-28 23:55	BTC	Buy	73835.3→73577.7	-2.21	timeout
05-28 22:20	BTC	Buy	73576.3→73659.7	+0.10	timeout
05-28 20:10	BTC	Buy	73650.3→73283.7	-2.95	timeout
05-28 18:58	BTC	Buy	73403.3→73626.7	+1.06	timeout
05-28 13:44	BTC	Buy	73483.3→72791	-5.17	stop_loss
05-28 13:37	BTC	Buy	73516.3→72824	-5.16	stop_loss
05-28 12:56	BTC	Buy	73409.3→73504.7	+0.19	timeout
05-28 11:53	BTC	Buy	73522.3→73479.7	-0.75	timeout
05-28 10:48	BTC	Buy	73298.3→73549.7	+1.26	timeout
05-28 09:44	BTC	Buy	73456.3→73463.7	-0.40	timeout
05-27 12:42	BTC	Buy	75829.2→75882.8	-0.09	timeout
05-27 09:46	BTC	Buy	75862.2→75894.8	-0.22	timeout
05-27 08:35	BTC	Buy	75684.2→75955.8	+1.36	timeout
05-27 07:30	BTC	Buy	75634.2→75834.8	+0.89	timeout
05-27 06:16	BTC	Buy	75550.2→75661.8	+0.30	timeout
05-27 05:01	BTC	Buy	75821.2→75549.8	-2.23	timeout
05-27 04:00	BTC	Buy	75844.2→75635.8	-1.82	timeout
05-26 15:31	BTC	Buy	77196.1→76466	-5.18	stop_loss
05-26 14:50	BTC	Buy	77069.1→76941.8	-1.28	timeout
05-26 13:50	BTC	Buy	77207.1→77377.9	+0.65	timeout
05-26 12:49	BTC	Buy	77526.1→77095.9	-3.23	timeout
05-26 09:59	BTC	Buy	76666.2→76634.8	-0.65	timeout
05-25 16:33	BTC	Buy	77524.9→77555.1	-0.27	timeout
05-25 15:23	BTC	Buy	77304.9→77589.1	+1.38	timeout
05-25 14:23	BTC	Buy	77280.9→77497.1	+0.94	timeout
05-25 13:22	BTC	Buy	77398.9→77303.1	-1.08	timeout

Paper (trades.jsonl)

48

closed

31%

win rate

-45.19

total pnl ($)

-18.8 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	48	31%	-18.8	-45.19

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 48 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)