5
closed trades
20%
win rate
-28.16
total pnl ($)
1.207
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 01:53:21 (18.6d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
deribit_basis_compression_siblings
n: 52
· wr: 15.4%
· total_bps: -8526.5
· mean_bps: -163.97
· sharpe: -0.60
· max_dd_bps: -9938.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 5 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-15 11:19 | BTC | Buy | 63038.2→66199.7 | +24.65 | take_profit |
| 06-09 13:19 | BTC | Buy | 63948.2→62309.7 | -13.25 | stop_loss |
| 06-05 13:56 | BTC | Buy | 62510.1→60910.5 | -13.25 | stop_loss |
| 05-23 07:50 | BTC | Buy | 76747.8→74787.8 | -13.20 | stop_loss |
| 05-15 13:31 | BTC | Buy | 81724.1→79636.2 | -13.11 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
5
closed
20%
win rate
-28.16
total pnl ($)
-113.3 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% | -113.3 | -28.16 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||