6
closed trades
17%
win rate
-41.97
total pnl ($)
1.095
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 01:53:21 (18.2d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
deribit_basis_compression_siblings
n: 67
· wr: 16.4%
· total_bps: -5140.2
· mean_bps: -76.72
· sharpe: -0.52
· max_dd_bps: -5981.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 6 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-15 00:14 | BTC | Buy | 63029.2→65796.7 | +21.59 | take_profit |
| 06-09 00:49 | BTC | Buy | 63950.2→62377.7 | -12.75 | stop_loss |
| 06-05 13:56 | BTC | Buy | 62422.1→60886.5 | -12.75 | stop_loss |
| 05-23 07:46 | BTC | Buy | 76795.8→74909.8 | -12.72 | stop_loss |
| 05-15 13:51 | BTC | Buy | 80758→78775.7 | -12.72 | stop_loss |
| 05-15 13:31 | BTC | Buy | 81724.1→79718.1 | -12.62 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
6
closed
17%
win rate
-41.97
total pnl ($)
-140.6 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 | 6 | 17% | -140.6 | -41.97 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||