deribit_basis_high_short

42

closed trades

40%

win rate

-22.93

total pnl ($)

1.211

weight

7d window — n=0 wr=0% pnl=+0.00 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-19 00:45:31 (35.0d ago) · src: canon

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

n: 259 · wr: 39.0% · total_bps: -3542.5 · mean_bps: -13.68 · sharpe: -0.24 · max_dd_bps: -3749.8

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

time	sym	side	entry→exit	pnl	close
06-01 03:05	BTC	Sell	73383.3→73936.7	-4.22	timeout
06-01 00:24	BTC	Sell	73785.3→73799.7	-0.55	timeout
05-31 19:13	BTC	Sell	73651.3→73579.7	+0.04	timeout
05-31 16:52	BTC	Sell	73627.3→73474.7	+0.59	timeout
05-31 15:24	BTC	Sell	73587.3→73725.7	-1.39	timeout
05-29 12:22	BTC	Sell	73650.3→73329.7	+1.73	timeout
05-29 10:54	BTC	Sell	73696.3→73610.7	+0.13	timeout
05-29 09:41	BTC	Sell	73774.3→73814.7	-0.72	timeout
05-29 08:52	BTC	Sell	73389.3→73677.7	-2.41	timeout
05-27 20:16	BTC	Sell	75005.2→75285.8	-2.32	timeout
05-27 18:47	BTC	Sell	74916.3→74922.7	-0.49	timeout
05-27 17:20	BTC	Sell	75098.2→74944.7	+0.57	timeout
05-27 16:19	BTC	Sell	75189.2→75064.8	+0.38	timeout
05-27 15:18	BTC	Sell	75009.2→75164.8	-1.49	timeout
05-27 14:17	BTC	Sell	75344.2→74999.7	+1.83	timeout
05-27 13:16	BTC	Sell	75563.2→75315.8	+1.18	timeout
05-26 20:37	BTC	Sell	75880.2→75971.8	-1.05	timeout
05-26 19:36	BTC	Sell	76095.2→75885.8	+0.93	timeout
05-26 18:35	BTC	Sell	75896.2→76090.8	-1.73	timeout
05-26 16:50	BTC	Sell	76418.2→76422.8	-0.48	timeout
05-26 08:14	BTC	Sell	76628.2→76740.8	-1.19	timeout
05-26 06:04	BTC	Sell	76707.2→76830.8	-1.26	timeout
05-26 04:19	BTC	Sell	76523.2→76586.8	-0.87	timeout
05-26 02:48	BTC	Sell	76706.2→76575.8	+0.40	timeout
05-25 19:07	BTC	Sell	77592.1→77447.9	+0.49	timeout
05-25 04:11	BTC	Sell	77049.1→76990.8	-0.07	timeout
05-25 03:12	BTC	Sell	77336.1→77056.9	+1.36	timeout
05-24 23:45	BTC	Sell	76783.2→77093.9	-2.47	timeout
05-24 22:41	BTC	Sell	76243.2→76640.8	-3.06	timeout
05-24 21:00	BTC	Sell	76735.2→76605.8	+0.39	timeout
05-24 19:06	BTC	Sell	76605.2→76652.8	-0.76	timeout
05-24 17:40	BTC	Sell	76474.2→76662.8	-1.68	timeout
05-24 16:40	BTC	Sell	76403.2→76476.8	-0.93	timeout
05-24 15:15	BTC	Sell	76456.2→76463.8	-0.50	timeout
05-24 13:15	BTC	Sell	77153.1→77023.9	+0.39	timeout
05-22 22:26	BTC	Sell	75976.2→75758.8	+0.98	timeout
05-22 20:52	BTC	Sell	75775.2→76015.8	-2.03	timeout
05-22 19:52	BTC	Sell	76435.2→75782.8	+3.82	timeout
05-22 12:41	BTC	Sell	77301.1→77425.9	-1.25	timeout
05-22 07:16	BTC	Sell	77446.1→77368.9	+0.05	timeout
05-22 02:34	BTC	Sell	77387.1→77593.9	-1.78	timeout
05-21 15:48	BTC	Sell	76874.2→77343.9	-3.50	timeout

Paper (trades.jsonl)

42

closed

40%

win rate

-22.93

total pnl ($)

-10.9 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	42	40%	-10.9	-22.93

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 42 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)