5
closed trades
40%
win rate
-11.57
total pnl ($)
1.207
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 01:53:21 (18.8d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
deribit_basis_compression_siblings
n: 45
· wr: 20.0%
· total_bps: -2488.9
· mean_bps: -55.31
· sharpe: -0.49
· max_dd_bps: -2979.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 5 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-13 19:45 | BTC | Buy | 63038.2→64269.8 | +9.32 | timeout |
| 06-09 00:49 | BTC | Buy | 63948.2→62374.7 | -12.75 | stop_loss |
| 06-05 13:56 | BTC | Buy | 62510.1→60972.4 | -12.75 | stop_loss |
| 05-20 21:37 | BTC | Buy | 76746.8→77629.1 | +5.19 | timeout |
| 05-13 10:43 | BTC | Buy | 81724.1→81715.9 | -0.58 | timeout |
Paper vs Live
Paper (trades.jsonl)
5
closed
40%
win rate
-11.57
total pnl ($)
-45.5 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 | 40% | -45.5 | -11.57 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||