deribit_basis_crossover_carry_long_v9

56

closed trades

41%

win rate

-204.70

total pnl ($)

0.758

weight

7d window — n=10 wr=20% pnl=-71.37 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-27 04:14:05 (33.8d ago) · src: canon

verdict: INSUFFICIENT_HISTORY · strict: STRICT-FAIL · batch: x2189875_32676

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
06-28 17:11	BTC	Buy	60245→59627	-5.54	timeout
06-28 15:17	BTC	Buy	60215→60019	-2.13	timeout
06-27 03:56	BTC	Buy	59509→60282	+6.05	timeout
06-27 02:22	BTC	Buy	59388→60241	+6.69	timeout
06-25 13:57	BTC	Buy	59685→58217	-12.68	stop_loss
06-25 13:55	BTC	Buy	59930→58455.8	-12.67	stop_loss
06-24 15:30	BTC	Buy	62274.1→60741.6	-12.67	stop_loss
06-24 14:19	BTC	Buy	62384.1→60848.5	-12.73	stop_loss
06-23 08:17	BTC	Buy	63933.2→62360.7	-12.81	stop_loss
06-23 06:21	BTC	Buy	64154.2→62565.6	-12.88	stop_loss
06-21 19:18	BTC	Buy	63703.2→64155.8	+3.16	timeout
06-21 17:19	BTC	Buy	63734.2→64135.8	+2.81	timeout
06-20 06:51	BTC	Buy	62773.1→63711.8	+7.01	timeout
06-20 05:13	BTC	Buy	62442.1→63801.8	+10.45	timeout
06-18 15:40	BTC	Buy	64250.2→62668.5	-12.53	stop_loss
06-18 15:17	BTC	Buy	64981.2→63367.1	-12.52	stop_loss
06-17 19:29	BTC	Buy	65948.3→64325.6	-12.74	stop_loss
06-17 11:05	BTC	Buy	66124.3→64490.5	-12.92	stop_loss
06-16 14:31	BTC	Buy	67067.4→65418	-12.82	stop_loss
06-15 22:08	BTC	Buy	64508.2→66425.7	+14.34	timeout
06-15 15:54	BTC	Buy	64399.2→67227.6	+21.41	take_profit
06-14 08:28	BTC	Buy	63503.2→64453.8	+6.96	timeout
06-14 03:35	BTC	Buy	64039.2→64507.8	+3.26	timeout
06-12 17:33	BTC	Buy	62644.1→63773.8	+8.54	timeout
06-12 15:03	BTC	Buy	62150.1→64051.8	+14.73	timeout
06-11 04:23	BTC	Buy	61033.1→62580.9	+12.01	timeout
06-11 02:31	BTC	Buy	61509.1→61954.9	+3.09	timeout
06-09 15:55	BTC	Buy	62623.1→61082.4	-12.77	stop_loss
06-09 14:21	BTC	Buy	63141.2→61588.1	-12.75	stop_loss
06-09 00:57	BTC	Buy	61869.1→62513.9	+4.76	timeout
06-08 22:53	BTC	Buy	62378.1→63305.8	+6.94	timeout
06-07 08:46	BTC	Buy	60069→62731.9	+21.75	take_profit
06-07 08:16	BTC	Buy	60755→62289.9	+12.29	timeout
06-06 04:13	BTC	Buy	61599.1→60083.9	-12.75	stop_loss
06-05 18:54	BTC	Buy	60613→59122.5	-12.76	stop_loss
06-05 18:52	BTC	Buy	60907→59409.3	-12.75	stop_loss
06-05 14:26	BTC	Buy	61844.1→60322.8	-12.75	stop_loss
06-05 13:49	BTC	Buy	62729.1→61170.3	-12.88	stop_loss
06-05 06:23	BTC	Buy	62791.1→61247.3	-12.66	stop_loss
06-05 06:23	BTC	Buy	62820.1→61273.3	-12.70	stop_loss
06-04 09:29	BTC	Buy	64332.2→62750.5	-12.74	stop_loss
06-04 00:53	BTC	Buy	64578.2→62990.3	-12.74	stop_loss
06-03 20:55	BTC	Buy	66342.3→64652.4	-13.24	stop_loss
06-03 20:55	BTC	Buy	66391.3→64734.4	-12.97	stop_loss
06-03 03:49	BTC	Buy	67261.4→65599.9	-12.80	stop_loss
06-02 14:26	BTC	Buy	69516.5→67805.7	-12.76	stop_loss
06-02 14:10	BTC	Buy	69983.5→68252.4	-12.83	stop_loss
06-02 02:04	BTC	Buy	72272.6→70492.2	-12.85	stop_loss
06-01 22:26	BTC	Buy	73204.7→71239.8	-13.97	stop_loss
06-01 03:08	BTC	Buy	73857.7→73939.3	-0.02	timeout
05-31 23:12	BTC	Buy	73604.7→73927.3	+1.79	timeout
05-30 06:00	BTC	Buy	73499.7→73577.3	+0.01	timeout
05-30 03:42	BTC	Buy	72937.6→73516.3	+3.45	timeout
05-30 01:23	BTC	Buy	73146.7→73570.3	+2.38	timeout
05-29 23:23	BTC	Buy	73387.7→73290.3	-1.14	timeout
05-29 21:18	BTC	Buy	73333.7→73690.3	+1.91	timeout

Paper (trades.jsonl)

56

closed

41%

win rate

-204.70

total pnl ($)

-72.9 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	56	41%	-72.9	-204.70

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 56 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)