deribit_basis_cross_above_mean_long

47

closed trades

43%

win rate

-144.15

total pnl ($)

0.892

weight

7d window — n=12 wr=33% pnl=-57.85 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-27 09:22:19 (32.1d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x2189875_24763

n: 11 · wr: 45.5% · total_bps: +163.2 · mean_bps: +14.83 · sharpe: +0.08 · max_dd_bps: -362.1

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

time	sym	side	entry→exit	pnl	close
06-28 03:22	BTC	Buy	58844.9→60238	+11.39	timeout
06-27 14:50	BTC	Buy	59492→60629	+9.10	timeout
06-25 13:51	BTC	Buy	60716→59222.4	-12.70	stop_loss
06-24 16:51	BTC	Buy	61034.1→59533.2	-12.73	stop_loss
06-24 14:19	BTC	Buy	62434.1→60880.5	-12.83	stop_loss
06-24 14:13	BTC	Buy	62606.1→61066.4	-12.72	stop_loss
06-23 08:17	BTC	Buy	64036.2→62430.6	-13.04	stop_loss
06-23 06:21	BTC	Buy	64163.2→62565.6	-12.90	stop_loss
06-23 06:20	BTC	Buy	64511.2→62924.4	-12.78	stop_loss
06-23 01:51	BTC	Buy	64257.2→63898.8	-3.21	timeout
06-22 01:39	BTC	Buy	63586.2→64470.8	+6.34	timeout
06-21 13:39	BTC	Buy	62933.1→64007.8	+8.24	timeout
06-21 01:34	BTC	Buy	62833.1→64199.8	+10.32	timeout
06-18 15:51	BTC	Buy	64090.2→62511.6	-12.76	stop_loss
06-18 15:18	BTC	Buy	64686.2→63088.3	-12.79	stop_loss
06-18 15:17	BTC	Buy	64877.2→63282.2	-12.73	stop_loss
06-17 22:03	BTC	Buy	65516.3→63904.8	-12.73	stop_loss
06-17 11:05	BTC	Buy	66222.3→64593.5	-12.83	stop_loss
06-17 11:05	BTC	Buy	66264.3→64633.4	-12.88	stop_loss
06-16 08:39	BTC	Buy	64488.2→66490.7	+15.18	timeout
06-15 15:47	BTC	Buy	64238.2→67071.6	+21.64	take_profit
06-15 13:20	BTC	Buy	64023.2→66839.7	+21.56	take_profit
06-14 20:28	BTC	Buy	63503.2→63914.8	+2.71	timeout
06-14 08:26	BTC	Buy	63466.2→64444.8	+7.22	timeout
06-13 20:26	BTC	Buy	63425.2→64219.8	+5.80	timeout
06-12 20:18	BTC	Buy	61828.1→63500.8	+13.06	timeout
06-12 08:16	BTC	Buy	61658.1→63349.8	+13.05	timeout
06-11 14:20	BTC	Buy	61724.1→62810.9	+8.15	timeout
06-09 14:29	BTC	Buy	63047.2→61495.2	-12.77	stop_loss
06-09 14:05	BTC	Buy	61774.1→62165.9	+2.73	timeout
06-09 13:23	BTC	Buy	63798.2→62228.8	-12.73	stop_loss
06-07 22:15	BTC	Buy	61444.1→64143.8	+21.53	take_profit
06-07 22:14	BTC	Buy	60788→63456.8	+21.51	take_profit
06-06 04:34	BTC	Buy	61067.1→59565.2	-12.75	stop_loss
06-05 18:52	BTC	Buy	60941→59442.3	-12.76	stop_loss
06-05 06:23	BTC	Buy	62751.1→61208.3	-12.73	stop_loss
06-05 06:20	BTC	Buy	63204.2→61641.1	-12.73	stop_loss
06-05 03:06	BTC	Buy	63920.2→62345.7	-12.73	stop_loss
06-03 20:55	BTC	Buy	66536.3→64898.3	-12.81	stop_loss
06-03 19:53	BTC	Buy	67079.4→65408	-12.94	stop_loss
06-02 14:10	BTC	Buy	69983.5→68256.4	-12.80	stop_loss
06-01 22:26	BTC	Buy	73204.7→71239.8	-13.97	stop_loss
06-01 22:26	BTC	Buy	73832.7→71239.8	-18.21	stop_loss
06-01 22:26	BTC	Buy	73791.7→71239.8	-18.03	stop_loss
05-31 11:52	BTC	Buy	73405.7→73891.3	+2.59	timeout
05-30 23:45	BTC	Buy	73558.7→73773.3	+0.79	timeout
05-30 11:24	BTC	Buy	73391.7→73559.3	+0.59	timeout

Paper (trades.jsonl)

47

closed

43%

win rate

-144.15

total pnl ($)

-60.6 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	47	43%	-60.6	-144.15

time	sym	side	reason
06-28 02:31	BTC	Buy	circuit_breaker

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 47 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 1)

Postmortem feed (last 10)