deribit_basis_cross_momentum_long

82

closed trades

55%

win rate

-86.61

total pnl ($)

1.017

weight

7d window — n=15 wr=53% pnl=-37.99 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-27 08:27:40 (32.2d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: x2189874_20430

n: 54 · wr: 51.9% · total_bps: +1475.1 · mean_bps: +27.32 · sharpe: +0.25 · max_dd_bps: -1066.2

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

time	sym	side	entry→exit	pnl	close
06-28 05:54	BTC	Buy	60591→59916	-6.02	timeout
06-27 17:39	BTC	Buy	60181→60613	+3.14	timeout
06-27 04:16	BTC	Buy	60196→60355	+0.87	timeout
06-26 15:28	BTC	Buy	59092→60123	+8.22	timeout
06-26 02:41	BTC	Buy	59574→58768.1	-7.19	timeout
06-25 13:42	BTC	Buy	61771.1→60251.8	-12.72	stop_loss
06-25 05:03	BTC	Buy	60003→61373.9	+10.98	timeout
06-24 16:51	BTC	Buy	61350.1→59814.1	-12.95	stop_loss
06-24 14:17	BTC	Buy	62601.1→61060.4	-12.75	stop_loss
06-24 09:21	BTC	Buy	62479.1→62689.9	+1.20	timeout
06-23 20:48	BTC	Buy	62301.1→62431.9	+0.60	timeout
06-23 08:20	BTC	Buy	63868.2→62297.7	-12.74	stop_loss
06-22 22:21	BTC	Buy	64133.2→64201.8	+0.08	timeout
06-22 09:22	BTC	Buy	63674.2→64106.8	+2.91	timeout
06-21 20:48	BTC	Buy	63921.2→63771.8	-1.62	timeout
06-21 08:17	BTC	Buy	63940.2→64063.8	+0.46	timeout
06-20 19:40	BTC	Buy	63733.2→63873.8	+0.67	timeout
06-20 06:42	BTC	Buy	63035.2→63689.8	+4.74	timeout
06-19 17:52	BTC	Buy	62704.1→63121.8	+2.88	timeout
06-19 04:25	BTC	Buy	62633.1→62727.9	+0.33	timeout
06-18 15:55	BTC	Buy	63973.2→62396.7	-12.72	stop_loss
06-18 11:33	BTC	Buy	64450.2→64012.8	-3.88	timeout
06-17 22:39	BTC	Buy	64911.2→64311.8	-5.06	timeout
06-17 09:49	BTC	Buy	65752.3→64949.8	-6.59	timeout
06-16 21:13	BTC	Buy	66731.3→65876.7	-6.90	timeout
06-16 08:47	BTC	Buy	66496.3→66565.7	+0.09	timeout
06-15 19:38	BTC	Buy	65723.3→66582.7	+6.05	timeout
06-15 05:48	BTC	Buy	63811.2→65737.7	+14.64	timeout
06-14 17:04	BTC	Buy	64357.2→63966.8	-3.51	timeout
06-14 02:49	BTC	Buy	64193.2→64465.8	+1.68	timeout
06-13 13:36	BTC	Buy	63658.2→64186.8	+3.67	timeout
06-13 00:52	BTC	Buy	63493.2→63548.8	-0.06	timeout
06-12 11:08	BTC	Buy	63344.2→63800.8	+3.12	timeout
06-11 22:24	BTC	Buy	62821.1→63542.8	+5.23	timeout
06-11 09:21	BTC	Buy	61538.1→62776.9	+9.56	timeout
06-10 20:17	BTC	Buy	61657.1→61712.9	-0.03	timeout
06-10 04:23	BTC	Buy	61038.1→62016.9	+7.63	timeout
06-09 15:55	BTC	Buy	62626.1→61086.4	-12.77	stop_loss
06-09 08:53	BTC	Buy	63398.2→62900.9	-4.37	timeout
06-08 19:52	BTC	Buy	63240.2→63385.8	+0.68	timeout
06-08 07:04	BTC	Buy	61831.1→62858.9	+7.85	timeout
06-07 18:31	BTC	Buy	62020.1→62202.9	+1.05	timeout
06-07 04:36	BTC	Buy	60553→61657.9	+8.68	timeout
06-06 16:30	BTC	Buy	59985→60528	+4.09	timeout
06-06 04:12	BTC	Buy	61692.1→60171.9	-12.78	stop_loss
06-05 21:04	BTC	Buy	59357→61962.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60780→59285.4	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60437.7	-12.86	stop_loss
06-05 03:06	BTC	Buy	63921.2→62344.7	-12.75	stop_loss
06-04 14:29	BTC	Buy	62980.1→64107.8	+8.53	timeout
06-04 00:29	BTC	Buy	65080.3→63480.1	-12.74	stop_loss
06-03 20:44	BTC	Buy	66781.3→65139.2	-12.76	stop_loss
06-03 07:45	BTC	Buy	66923.3→67168.6	+1.32	timeout
06-02 14:10	BTC	Buy	69983.5→68262.4	-12.76	stop_loss
06-02 02:25	BTC	Buy	71613.6→70573.5	-7.79	timeout
06-01 05:06	BTC	Buy	73489.7→73471.3	-0.59	timeout
06-01 01:57	BTC	Buy	73831.7→73275.3	-4.26	timeout
05-31 18:52	BTC	Buy	74037.7→73576.3	-3.59	timeout
05-31 17:34	BTC	Buy	74123.7→73622.3	-3.86	timeout
05-31 15:56	BTC	Buy	74138.7→73609.3	-4.05	timeout
05-31 13:43	BTC	Buy	74057.7→73852.3	-1.84	timeout
05-31 11:46	BTC	Buy	73788.7→73909.3	+0.30	timeout
05-31 05:36	BTC	Buy	73850.7→74145.3	+1.51	timeout
05-31 03:39	BTC	Buy	73846.7→74115.3	+1.34	timeout
05-31 01:48	BTC	Buy	73751.7→74089.3	+1.80	timeout
05-30 23:39	BTC	Buy	73593.7→73741.3	+0.50	timeout
05-30 21:44	BTC	Buy	73529.7→73978.3	+2.54	timeout
05-30 12:05	BTC	Buy	73406.7→73563.3	+0.59	timeout
05-30 05:53	BTC	Buy	73986.7→73564.3	-3.33	timeout
05-30 04:10	BTC	Buy	73962.7→73371.3	-4.47	timeout
05-30 02:16	BTC	Buy	72989.6→73648.3	+4.04	timeout
05-30 00:20	BTC	Buy	73337.7→73488.3	+0.56	timeout
05-29 18:36	BTC	Buy	73677.7→73740.3	-0.08	timeout
05-29 15:14	BTC	Buy	73428.7→73670.3	+1.17	timeout
05-29 13:50	BTC	Buy	73450.7→73190.3	-2.23	timeout
05-29 12:37	BTC	Buy	73779.7→73253.3	-4.03	timeout
05-29 11:20	BTC	Buy	73580.7→73640.3	-0.07	timeout
05-29 01:27	BTC	Buy	73164.7→73574.3	+2.27	timeout
05-29 00:28	BTC	Buy	73333.7→73757.3	+2.36	timeout
05-28 23:23	BTC	Buy	73386.7→73542.3	+0.54	timeout
05-28 22:20	BTC	Buy	73444.7→73652.3	+0.89	timeout
05-28 21:14	BTC	Buy	73276.7→73647.3	+2.00	timeout

Paper (trades.jsonl)

82

closed

55%

win rate

-86.61

total pnl ($)

-20.7 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	82	55%	-20.7	-86.61

time	sym	side	reason
06-28 06:13	BTC	Buy	circuit_breaker

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 82 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 1)

Postmortem feed (last 10)