deribit_basis_moderate_carry_long · strategy

closed trades

50%

win rate

-252.23

total pnl ($)

0.710

weight

7d window — n=38 wr=55% pnl=-76.96 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-27 08:11:21 (33.9d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: x2189872_19633

n: 5 · wr: 80.0% · total_bps: +163.4 · mean_bps: +32.67 · sharpe: +1.08 · max_dd_bps: -15.8

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

Cumulative P&L (last 98 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 22:51	BTC	Buy	60093→60356	+1.78	timeout
06-29 21:37	BTC	Buy	59886→60385	+3.64	timeout
06-29 20:27	BTC	Buy	59809→60367	+4.14	timeout
06-29 19:08	BTC	Buy	60025→60178	+0.75	timeout
06-29 09:10	BTC	Buy	59669→59841	+0.96	timeout
06-29 08:04	BTC	Buy	59494→59967	+3.52	timeout
06-29 06:55	BTC	Buy	59511→60088	+4.39	timeout
06-28 15:43	BTC	Buy	60155→59936	-2.28	timeout
06-28 11:21	BTC	Buy	59942→60193	+1.62	timeout
06-28 10:21	BTC	Buy	59999→60140	+0.71	timeout
06-28 05:58	BTC	Buy	60538→59955	-5.26	timeout
06-28 04:53	BTC	Buy	60786→60141	-5.76	timeout
06-28 02:55	BTC	Buy	60589→60137	-4.18	timeout
06-27 18:25	BTC	Buy	60182→60453	+1.81	timeout
06-27 17:19	BTC	Buy	60235→60569	+2.32	timeout
06-27 16:09	BTC	Buy	60396→60774	+2.71	timeout
06-27 06:51	BTC	Buy	59645→60349	+5.44	timeout
06-27 05:43	BTC	Buy	60026→60185	+0.87	timeout
06-27 04:41	BTC	Buy	60141→60357	+1.35	timeout
06-27 03:36	BTC	Buy	60311→60329	-0.30	timeout
06-27 02:36	BTC	Buy	59753→60228	+3.53	timeout
06-26 13:19	BTC	Buy	60117→58638.7	-12.75	stop_loss
06-26 12:43	BTC	Buy	60493→59001.5	-12.79	stop_loss
06-24 15:45	BTC	Buy	61981.1→60456.7	-12.72	stop_loss
06-24 15:08	BTC	Buy	62331.1→60796.5	-12.75	stop_loss
06-24 14:17	BTC	Buy	62598.1→61057.4	-12.75	stop_loss
06-24 14:17	BTC	Buy	62602.1→61059.4	-12.76	stop_loss
06-24 14:02	BTC	Buy	62728.1→61182.3	-12.76	stop_loss
06-24 11:00	BTC	Buy	62545.1→62404.9	-1.58	timeout
06-24 09:51	BTC	Buy	62622.1→62648.9	-0.26	timeout
06-24 08:46	BTC	Buy	62447.1→62771.9	+2.11	timeout
06-24 07:42	BTC	Buy	62306.1→62645.9	+2.25	timeout
06-24 06:47	BTC	Buy	62103.1→62754.9	+4.78	timeout
06-23 21:33	BTC	Buy	62445.1→62530.9	+0.25	timeout
06-23 20:33	BTC	Buy	62195.1→62432.9	+1.47	timeout
06-23 19:40	BTC	Buy	62965.1→62328.9	-5.51	timeout
06-23 18:58	BTC	Buy	62908.1→62229.9	-5.85	timeout
06-23 17:39	BTC	Buy	63416.2→62572.9	-7.10	timeout
06-20 20:04	BTC	Buy	63626.2→63901.8	+1.73	timeout
06-20 17:53	BTC	Buy	63613.2→63792.8	+0.96	timeout
06-19 20:44	BTC	Buy	62623.1→63062.8	+3.04	timeout
06-18 09:15	BTC	Buy	64298.2→64350.8	-0.06	timeout
06-17 13:49	BTC	Buy	65803.3→65258.7	-4.60	timeout
06-16 23:03	BTC	Buy	66615.3→65775.7	-6.80	timeout
06-16 21:05	BTC	Buy	66821.3→65831.7	-7.90	timeout
06-13 15:36	BTC	Buy	63469.2→64284.8	+5.96	timeout
06-13 11:49	BTC	Buy	63521.2→63873.8	+2.28	timeout
06-13 10:17	BTC	Buy	63498.2→63725.8	+1.30	timeout
06-13 09:11	BTC	Buy	63552.2→63769.8	+1.22	timeout
06-13 04:05	BTC	Buy	63651.2→63498.8	-1.64	timeout
06-13 01:26	BTC	Buy	63377.2→63612.8	+1.37	timeout
06-12 13:20	BTC	Buy	63392.2→63464.8	+0.08	timeout
06-12 10:37	BTC	Buy	63538.2→63685.8	+0.67	timeout
06-12 09:09	BTC	Buy	63457.2→63463.8	-0.43	timeout
06-12 08:06	BTC	Buy	63587.2→63197.8	-3.51	timeout
06-12 06:36	BTC	Buy	63428.2→62902.9	-4.62	timeout
06-12 00:34	BTC	Buy	62624.1→63643.8	+7.63	timeout
06-11 09:45	BTC	Buy	61651.1→62880.9	+9.45	timeout
06-11 08:30	BTC	Buy	61875.1→62912.9	+7.86	timeout
06-11 07:18	BTC	Buy	61730.1→62668.9	+7.08	timeout
06-11 05:15	BTC	Buy	62087.1→62590.9	+3.53	timeout
06-11 02:28	BTC	Buy	62106.1→62039.9	-1.01	timeout
06-10 20:50	BTC	Buy	61211.1→61738.9	+3.84	timeout
06-10 07:36	BTC	Buy	61942.1→62016.9	+0.22	timeout
06-10 06:31	BTC	Buy	61750.1→62016.9	+1.78	timeout
06-10 05:30	BTC	Buy	61753.1→62016.9	+1.76	timeout
06-09 15:55	BTC	Buy	62632.1→61087.4	-12.78	stop_loss
06-09 15:55	BTC	Buy	62631.1→61087.4	-12.78	stop_loss
06-09 14:46	BTC	Buy	62787.1→61243.3	-12.75	stop_loss
06-08 18:09	BTC	Buy	62928.1→63576.8	+4.66	timeout
06-08 17:06	BTC	Buy	62649.1→63511.8	+6.39	timeout
06-08 14:41	BTC	Buy	62993.1→63884.8	+6.61	timeout
06-07 00:15	BTC	Buy	61049.1→60797	-2.54	timeout
06-06 23:15	BTC	Buy	60599→60685	+0.29	timeout
06-06 21:15	BTC	Buy	61179.1→60858	-3.04	timeout
06-06 18:18	BTC	Buy	60986→60431	-4.97	timeout
06-06 17:06	BTC	Buy	59973→60701	+5.64	timeout
06-06 08:01	BTC	Buy	60393→60947	+4.12	timeout
06-06 04:12	BTC	Buy	61674.1→60153.9	-12.78	stop_loss
06-05 06:20	BTC	Buy	63235.2→61679.1	-12.74	stop_loss
06-05 06:20	BTC	Buy	63275.2→61716	-12.75	stop_loss
06-05 05:40	BTC	Buy	62979.1→63178.8	+1.16	timeout
06-05 04:26	BTC	Buy	63650.2→63190.8	-4.03	timeout
06-05 03:11	BTC	Buy	63852.2→62281.7	-12.72	stop_loss
06-04 23:16	BTC	Buy	62354.1→63559.8	+9.24	timeout
06-04 10:48	BTC	Buy	63898.2→62326.7	-12.71	stop_loss
06-04 09:30	BTC	Buy	64293.2→62707.5	-12.78	stop_loss
06-04 09:29	BTC	Buy	64354.2→62771.5	-12.74	stop_loss
06-04 00:26	BTC	Buy	65202.3→63599	-12.74	stop_loss
06-04 00:26	BTC	Buy	65411.3→63802.9	-12.74	stop_loss
06-03 16:34	BTC	Buy	66421.3→65781.7	-5.30	timeout
06-03 16:24	BTC	Buy	67305.4→65649.9	-12.78	stop_loss
06-03 11:07	BTC	Buy	66488.3→67204.6	+4.87	timeout
06-03 03:50	BTC	Buy	67033.4→65385	-12.75	stop_loss
06-03 03:49	BTC	Buy	67312.4→65656.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67479.4→65819.8	-12.75	stop_loss
06-03 03:28	BTC	Buy	67759.4→66092.6	-12.75	stop_loss
06-02 12:06	BTC	Buy	70987.5→69241.9	-12.80	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

50%

win rate

-252.23

total pnl ($)

-51.3 bps

avg bps net

Live (dry_run=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	98	50%	-51.3	-252.23

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…