5
closed trades
20%
win rate
-16.39
total pnl ($)
1.225
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 01:46:26 (23.6d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
deribit_basis_compression_siblings
n: 120
· wr: 40.8%
· total_bps: -2066.7
· mean_bps: -17.22
· sharpe: -0.21
· max_dd_bps: -2382.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 5 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-12 13:45 | BTC | Buy | 63029.2→63147.8 | +0.47 | timeout |
| 06-08 21:00 | BTC | Buy | 63950.2→63460.8 | -4.29 | timeout |
| 06-05 13:49 | BTC | Buy | 62422.1→61260.3 | -9.76 | stop_loss |
| 05-19 15:36 | BTC | Buy | 76795.8→76515.2 | -2.30 | timeout |
| 05-12 04:43 | BTC | Buy | 81724.1→81715.9 | -0.51 | timeout |
Paper vs Live
Paper (trades.jsonl)
5
closed
20%
win rate
-16.39
total pnl ($)
-65.3 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 5 | 20% | -65.3 | -16.39 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||