deribit_basis_high_band_long

70

closed trades

41%

win rate

-266.97

total pnl ($)

0.462

weight

7d window — n=15 wr=20% pnl=-132.20 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-26 16:16:50 (33.8d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x1112797_11410

n: 9 · wr: 44.4% · total_bps: -219.1 · mean_bps: -24.35 · sharpe: -0.23 · max_dd_bps: -562.1

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

time	sym	side	entry→exit	pnl	close
06-28 14:54	BTC	Buy	60325→59983	-3.33	timeout
06-28 11:44	BTC	Buy	60059→60253	+1.09	timeout
06-28 09:25	BTC	Buy	59758→60308	+4.13	timeout
06-28 07:13	BTC	Buy	59988→60116	+0.64	timeout
06-28 03:41	BTC	Buy	60396→60176	-2.27	timeout
06-26 12:43	BTC	Buy	60502→58946.6	-13.31	stop_loss
06-24 15:37	BTC	Buy	62213.1→60620.6	-13.06	stop_loss
06-24 14:20	BTC	Buy	62420.1→60822.5	-13.17	stop_loss
06-24 14:19	BTC	Buy	62546.1→60936.5	-13.25	stop_loss
06-24 14:13	BTC	Buy	62678.1→61073.4	-13.20	stop_loss
06-24 13:46	BTC	Buy	62929.1→61317.3	-13.22	stop_loss
06-23 08:24	BTC	Buy	63822.2→62165.8	-13.42	stop_loss
06-23 08:17	BTC	Buy	63970.2→62332.7	-13.27	stop_loss
06-23 06:21	BTC	Buy	64195.2→62552.6	-13.25	stop_loss
06-23 06:20	BTC	Buy	64478.2→62821.4	-13.31	stop_loss
06-22 08:39	BTC	Buy	63848.2→64062.8	+1.11	timeout
06-22 02:09	BTC	Buy	63213.2→64498.8	+9.58	timeout
06-22 00:06	BTC	Buy	63707.2→63453.8	-2.51	timeout
06-21 19:59	BTC	Buy	63623.2→64174.8	+3.88	timeout
06-21 17:57	BTC	Buy	63641.2→64144.8	+3.60	timeout
06-20 19:40	BTC	Buy	62501.1→63876.8	+10.60	timeout
06-20 13:34	BTC	Buy	62834.1→63335.8	+3.47	timeout
06-20 11:26	BTC	Buy	62800.1→63679.8	+6.49	timeout
06-20 05:58	BTC	Buy	62550.1→63649.8	+8.34	timeout
06-20 03:47	BTC	Buy	62707.1→63433.8	+5.37	timeout
06-18 15:40	BTC	Buy	64317.2→62658.5	-13.31	stop_loss
06-18 15:40	BTC	Buy	64417.2→62768.5	-13.22	stop_loss
06-18 15:37	BTC	Buy	64588.2→62935.4	-13.21	stop_loss
06-18 15:18	BTC	Buy	64821.2→63162.2	-13.22	stop_loss
06-18 15:16	BTC	Buy	65137.3→63470.1	-13.23	stop_loss
06-17 19:41	BTC	Buy	65838.3→64153.7	-13.28	stop_loss
06-17 19:29	BTC	Buy	66052.3→64344.6	-13.42	stop_loss
06-17 11:05	BTC	Buy	66332.3→64634.4	-13.35	stop_loss
06-17 09:56	BTC	Buy	66481.3→64780.4	-13.31	stop_loss
06-17 08:45	BTC	Buy	66549.3→64846.3	-13.25	stop_loss
06-13 17:40	BTC	Buy	63357.2→64080.8	+5.23	timeout
06-13 15:29	BTC	Buy	63422.2→64267.8	+6.17	timeout
06-13 12:59	BTC	Buy	63626.2→64115.8	+3.28	timeout
06-13 10:55	BTC	Buy	63522.2→63799.8	+1.59	timeout
06-13 08:57	BTC	Buy	63371.2→63786.8	+2.72	timeout
06-12 05:37	BTC	Buy	61794.1→63399.8	+12.45	timeout
06-12 02:47	BTC	Buy	61979.1→63584.8	+12.35	timeout
06-11 06:55	BTC	Buy	61674.1→62748.9	+8.04	timeout
06-11 04:33	BTC	Buy	61158.1→62573.9	+10.90	timeout
06-11 02:17	BTC	Buy	61871.1→62194.9	+2.09	timeout
06-09 14:47	BTC	Buy	62755.1→61146.4	-13.27	stop_loss
06-07 22:14	BTC	Buy	60523→63241.8	+22.03	take_profit
06-07 20:57	BTC	Buy	61327.1→61891.9	+4.19	timeout
06-07 18:57	BTC	Buy	60782→62080.9	+10.31	timeout
06-07 08:46	BTC	Buy	60057→62756.9	+22.05	take_profit
06-07 08:11	BTC	Buy	60689→62302.9	+12.99	timeout
06-06 04:33	BTC	Buy	61201.1→59630.2	-13.28	stop_loss
06-06 04:31	BTC	Buy	61318.1→59749.1	-13.25	stop_loss
06-05 06:17	BTC	Buy	63466.2→61838	-13.20	stop_loss
06-05 06:01	BTC	Buy	63755.2→62123.8	-13.21	stop_loss
06-04 09:31	BTC	Buy	64308.2→62662.5	-13.24	stop_loss
06-04 00:29	BTC	Buy	65130.3→63463.1	-13.25	stop_loss
06-03 20:55	BTC	Buy	66428.3→64652.4	-13.86	stop_loss
06-03 20:46	BTC	Buy	66754.3→65031.2	-13.41	stop_loss
06-03 19:55	BTC	Buy	66886.3→65167.1	-13.38	stop_loss
06-03 03:49	BTC	Buy	67389.4→65664.9	-13.25	stop_loss
06-03 03:44	BTC	Buy	67418.4→65688.9	-13.28	stop_loss
06-02 22:59	BTC	Buy	67957.4→66218.6	-13.25	stop_loss
06-02 12:31	BTC	Buy	70955.5→69138	-13.31	stop_loss
05-31 20:02	BTC	Buy	73512.7→73610.3	+0.20	timeout
05-30 10:05	BTC	Buy	73756.7→73571.3	-1.76	timeout
05-30 08:30	BTC	Buy	73645.7→73517.3	-1.38	timeout
05-30 00:35	BTC	Buy	73448.7→73387.3	-0.93	timeout
05-29 22:56	BTC	Buy	73417.7→73437.3	-0.36	timeout
05-29 20:40	BTC	Buy	73235.7→73653.3	+2.35	timeout

Paper (trades.jsonl)

70

closed

41%

win rate

-266.97

total pnl ($)

-75.9 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	70	41%	-75.9	-266.97

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 70 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)