deribit_basis_discount_long

76

closed trades

38%

win rate

-40.75

total pnl ($)

1.121

weight

7d window — n=22 wr=32% pnl=-17.00 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-19 22:53:37 (38.7d ago) · src: canon

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

n: 212 · wr: 36.8% · total_bps: -1992.5 · mean_bps: -9.40 · sharpe: -0.16 · max_dd_bps: -2005.4

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

time	sym	side	entry→exit	pnl	close
06-26 06:48	BTC	Buy	59764→60366	+4.59	timeout
06-26 02:13	BTC	Buy	59289→58717.7	-5.27	stop_loss
06-25 20:23	BTC	Buy	59170→59599	+3.18	timeout
06-25 14:16	BTC	Buy	59436→58863.6	-5.26	stop_loss
06-25 03:41	BTC	Buy	60804→60739	-0.98	timeout
06-24 23:38	BTC	Buy	60848→61029.9	+1.05	timeout
06-24 19:36	BTC	Buy	59592→59837	+1.61	timeout
06-24 15:31	BTC	Buy	61296.1→60707.6	-5.25	stop_loss
06-24 11:29	BTC	Buy	62515.1→62360.9	-1.68	timeout
06-24 07:28	BTC	Buy	62842.1→62695.9	-1.62	timeout
06-23 23:51	BTC	Buy	62539.1→62695.9	+0.80	timeout
06-23 18:11	BTC	Buy	62505.1→62330.9	-1.84	timeout
06-23 13:41	BTC	Buy	62299.1→62240.9	-0.91	timeout
06-23 09:41	BTC	Buy	62337.1→62345.9	-0.37	timeout
06-23 05:41	BTC	Buy	63809.2→63420.8	-3.49	timeout
06-23 01:36	BTC	Buy	63981.2→64012.8	-0.20	timeout
06-22 21:18	BTC	Buy	64475.2→64364.8	-1.31	timeout
06-22 15:13	BTC	Buy	65275.3→65041.7	-2.24	timeout
06-21 19:13	BTC	Buy	63976.2→64178.8	+1.13	timeout
06-21 13:35	BTC	Buy	63954.2→63991.8	-0.15	timeout
06-21 03:11	BTC	Buy	64221.2→64264.8	-0.11	timeout
06-20 22:51	BTC	Buy	64041.2→64269.8	+1.33	timeout
06-20 06:57	BTC	Buy	63657.2→63723.8	+0.07	timeout
06-20 02:57	BTC	Buy	63544.2→63321.8	-2.20	timeout
06-19 20:16	BTC	Buy	63025.2→63036.8	-0.36	timeout
06-19 13:05	BTC	Buy	62632.1→62945.9	+2.06	timeout
06-19 08:40	BTC	Buy	62507.1→62647.9	+0.68	timeout
06-17 19:19	BTC	Buy	65359.3→64730.4	-5.26	stop_loss
06-16 05:40	BTC	Buy	65848.3→66064.7	+1.20	timeout
06-15 13:18	BTC	Buy	66194.3→66756.7	+3.80	timeout
06-15 09:18	BTC	Buy	65692.3→65736.7	-0.11	timeout
06-15 05:12	BTC	Buy	65744.3→65634.7	-1.28	timeout
06-14 23:16	BTC	Buy	65121.3→65595.7	+3.19	timeout
06-14 07:58	BTC	Buy	64272.2→64428.8	+0.77	timeout
06-14 02:04	BTC	Buy	64491.2→64568.8	+0.15	timeout
06-13 21:03	BTC	Buy	64254.2→64286.8	-0.20	timeout
06-13 13:58	BTC	Buy	64147.2→64068.8	-1.06	timeout
06-13 09:54	BTC	Buy	63791.2→63728.8	-0.94	timeout
06-12 08:45	BTC	Buy	63033.2→63338.8	+1.97	timeout
06-11 15:58	BTC	Buy	62840.1→62666.9	-1.83	timeout
06-11 11:49	BTC	Buy	62930.1→63077.8	+0.72	timeout
06-11 07:48	BTC	Buy	62805.1→62701.9	-1.28	timeout
06-10 23:36	BTC	Buy	61342.1→61516.9	+0.98	timeout
06-10 17:20	BTC	Buy	62290.1→62090.9	-2.05	timeout
06-10 13:17	BTC	Buy	61102.1→61456.9	+2.45	timeout
06-10 09:14	BTC	Buy	61602.1→61006.4	-5.28	stop_loss
06-09 08:45	BTC	Buy	63167.2→62962.9	-2.07	timeout
06-08 17:15	BTC	Buy	63835.2→63369.8	-4.10	timeout
06-08 12:04	BTC	Buy	63442.2→62832.4	-5.26	stop_loss
06-08 08:29	BTC	Buy	63161.2→63071.8	-1.16	timeout
06-07 22:14	BTC	Buy	61786.1→62706.9	+7.00	take_profit
06-07 10:41	BTC	Buy	62506.1→62308.9	-2.03	timeout
06-07 06:27	BTC	Buy	61844.1→61820.9	-0.64	timeout
06-07 02:25	BTC	Buy	61522.1→61240.9	-2.74	timeout
06-05 16:11	BTC	Buy	60378→59795.1	-5.28	stop_loss
06-05 12:34	BTC	Buy	62326.1→61710	-5.39	stop_loss
06-05 07:36	BTC	Buy	61671.1→62592.9	+7.02	take_profit
06-05 04:59	BTC	Buy	62731.1→63667.8	+7.02	take_profit
06-04 14:53	BTC	Buy	63769.2→63769.8	-0.44	timeout
06-04 06:47	BTC	Buy	64195.2→64186.8	-0.52	timeout
06-03 22:38	BTC	Buy	65397.3→64988.8	-3.57	timeout
06-03 13:50	BTC	Buy	67001.3→66758.7	-2.26	timeout
06-03 07:56	BTC	Buy	67024.4→67221.6	+1.02	timeout
06-03 03:32	BTC	Buy	66599.3→66057.7	-4.52	timeout
06-02 21:40	BTC	Buy	67202.4→67730.6	+3.48	timeout
06-02 16:42	BTC	Buy	67279.4→67570.6	+1.71	timeout
06-02 10:32	BTC	Buy	69442.5→69631.5	+0.90	timeout
06-02 04:27	BTC	Buy	70939.5→70944.5	-0.42	timeout
06-01 23:30	BTC	Buy	71282.4→71245.6	-0.71	timeout
05-31 08:09	BTC	Buy	73968.3→73857.7	-1.20	timeout
05-30 04:03	BTC	Buy	73718.3→73509.7	-1.87	timeout
05-29 18:08	BTC	Buy	73968.3→73985.7	-0.34	timeout
05-28 21:31	BTC	Buy	73598.3→73683.7	+0.12	timeout
05-28 11:59	BTC	Buy	73371.3→73476.7	+0.27	timeout
05-27 06:51	BTC	Buy	75627.2→75816.8	+0.81	timeout
05-26 14:39	BTC	Buy	77745.1→77074.4	-4.76	stop_loss

Paper (trades.jsonl)

76

closed

38%

win rate

-40.75

total pnl ($)

-10.7 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	76	38%	-10.7	-40.75

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 76 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)