6
closed trades
33%
win rate
-16.06
total pnl ($)
1.212
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 01:46:25 (19.1d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
deribit_basis_compression_siblings
n: 20
· wr: 0.0%
· total_bps: -2933.7
· mean_bps: -146.69
· sharpe: -9.78
· max_dd_bps: -2933.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 6 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-15 11:19 | BTC | Buy | 63342.2→66123.7 | +43.07 | take_profit |
| 06-15 00:14 | BTC | Buy | 63029.2→65796.7 | +42.94 | take_profit |
| 06-09 00:49 | BTC | Buy | 63936.2→62360.7 | -25.56 | stop_loss |
| 06-05 18:52 | BTC | Buy | 60725→59231.4 | -25.52 | stop_loss |
| 06-05 13:56 | BTC | Buy | 62463.1→60926.5 | -25.51 | stop_loss |
| 06-04 01:55 | BTC | Buy | 63700.2→62133.8 | -25.49 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
6
closed
33%
win rate
-16.06
total pnl ($)
-26.7 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 6 | 33% | -26.7 | -16.06 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||