deribit_basis_contango_fade_short

48

closed trades

40%

win rate

+68.09

total pnl ($)

1.250

weight

7d window — n=13 wr=38% pnl=+7.14 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 22:11:26 (18.7d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: x2189877_26200

n: 29 · wr: 75.9% · total_bps: +5162.7 · mean_bps: +178.03 · sharpe: +0.96 · max_dd_bps: -481.0

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

time	sym	side	entry→exit	pnl	close
06-22 13:46	BTC	Sell	63901.8→65475	-10.00	stop_loss
06-22 13:44	BTC	Sell	63853.8→65429	-10.15	stop_loss
06-22 13:44	BTC	Sell	63828.8→65402	-10.00	stop_loss
06-21 20:38	BTC	Sell	63109.8→64009.2	-6.05	timeout
06-21 04:27	BTC	Sell	62981.9→64533.5	-10.24	stop_loss
06-20 15:20	BTC	Sell	62812.9→64359.4	-10.12	stop_loss
06-20 15:19	BTC	Sell	62786.9→64335.4	-10.12	stop_loss
06-20 15:18	BTC	Sell	62657.9→64205.3	-10.13	stop_loss
06-18 15:38	BTC	Sell	65746.7→62860.1	+16.58	take_profit
06-18 15:37	BTC	Sell	65843.7→62912.1	+16.80	take_profit
06-18 15:37	BTC	Sell	65895.7→62979.1	+16.79	take_profit
06-18 15:37	BTC	Sell	65900.7→63007.2	+16.61	take_profit
06-18 15:05	BTC	Sell	66461.7→63543.2	+17.15	take_profit
06-15 11:26	BTC	Sell	64783.8→66379.5	-10.21	stop_loss
06-14 21:40	BTC	Sell	63621.8→65217.9	-10.30	stop_loss
06-14 21:40	BTC	Sell	63551.8→65121.8	-10.15	stop_loss
06-14 21:39	BTC	Sell	63471.8→65035.8	-10.13	stop_loss
06-13 21:41	BTC	Sell	62983.9→64535.5	-10.18	stop_loss
06-11 18:02	BTC	Sell	62270.9→63805.1	-10.04	stop_loss
06-11 17:32	BTC	Sell	61874.9→63401.9	-10.15	stop_loss
06-11 17:32	BTC	Sell	61833.9→63390.8	-10.29	stop_loss
06-11 06:21	BTC	Sell	61414.9→62928.6	-10.02	stop_loss
06-07 22:14	BTC	Sell	61716.9→63254.8	-10.35	stop_loss
06-07 08:46	BTC	Sell	61215.9→62727.5	-10.26	stop_loss
06-07 08:39	BTC	Sell	61179.9→62691.5	-10.28	stop_loss
06-07 08:37	BTC	Sell	61124.9→62632.4	-10.26	stop_loss
06-07 07:59	BTC	Sell	60925→62425.3	-10.10	stop_loss
06-06 08:32	BTC	Sell	60020→61498.8	-10.21	stop_loss
06-05 14:06	BTC	Sell	63229.8→60449	+17.23	take_profit
06-05 13:56	BTC	Sell	63762.8→60963	+17.21	take_profit
06-04 04:05	BTC	Sell	63046.8→64599.5	-10.21	stop_loss
06-04 01:51	BTC	Sell	65146.7→62286.1	+17.20	take_profit
06-04 00:24	BTC	Sell	66958.7→64018.2	+17.20	take_profit
06-03 23:03	BTC	Sell	67571.6→64603.2	+17.21	take_profit
06-03 20:55	BTC	Sell	67873.6→64892.2	+17.27	take_profit
06-03 03:34	BTC	Sell	69018.5→65980.3	+17.25	take_profit
06-02 23:00	BTC	Sell	69519.5→66354.3	+17.86	take_profit
06-02 20:22	BTC	Sell	70008.5→66924.3	+17.24	take_profit
06-02 02:07	BTC	Sell	73433.3→70208.5	+17.37	take_profit
06-02 02:06	BTC	Sell	73581.3→70329.5	+17.47	take_profit
06-02 02:04	BTC	Sell	73818.3→70576.5	+17.40	take_profit
06-02 02:01	BTC	Sell	73849.3→70600.5	+17.42	take_profit
06-02 02:01	BTC	Sell	73844.3→70600.5	+17.42	take_profit
05-31 15:08	BTC	Sell	73118.3→73627.7	-3.06	timeout
05-31 12:46	BTC	Sell	73466.3→73942.7	-2.66	timeout
05-31 10:53	BTC	Sell	73355.3→73826.7	-2.60	timeout
05-31 08:39	BTC	Sell	73251.3→73859.7	-3.32	timeout
05-31 06:34	BTC	Sell	72812.4→74049.7	-7.03	timeout

Paper (trades.jsonl)

48

closed

40%

win rate

+68.09

total pnl ($)

+34.7 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	40%	+34.7	+68.09

time	sym	side	reason
06-22 14:24	BTC	Sell	below_min_notional_skip
06-21 22:07	BTC	Sell	stale_intent

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 2)

Postmortem feed (last 10)