deribit_basis_premium_fade_short

58

closed trades

47%

win rate

-21.88

total pnl ($)

1.254

weight

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

Backtest evidence run: 2026-05-22 14:06:20 (36.8d ago) · src: canon

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

n: 1079 · wr: 39.5% · total_bps: -9007.1 · mean_bps: -8.35 · sharpe: -0.17 · max_dd_bps: -9023.1

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

time	sym	side	entry→exit	pnl	close
06-01 04:01	BTC	Sell	73806.3→73783.7	-0.29	timeout
06-01 02:52	BTC	Sell	73427.3→73759.7	-2.71	timeout
06-01 00:08	BTC	Sell	73966.3→73740.7	+1.07	timeout
05-31 22:34	BTC	Sell	73623.3→73983.7	-2.90	timeout
05-31 20:31	BTC	Sell	73471.3→73679.7	-1.87	timeout
05-31 18:51	BTC	Sell	73661.3→73565.7	+0.20	timeout
05-31 16:51	BTC	Sell	73628.3→73473.7	+0.60	timeout
05-31 15:23	BTC	Sell	73621.3→73699.7	-0.98	timeout
05-31 10:00	BTC	Sell	73902.3→73815.7	+0.14	timeout
05-31 05:39	BTC	Sell	74181.3→74099.7	+0.10	timeout
05-30 20:16	BTC	Sell	74028.3→73929.7	+0.22	timeout
05-30 18:03	BTC	Sell	73899.3→73989.7	-1.06	timeout
05-30 15:56	BTC	Sell	73888.3→73928.7	-0.72	timeout
05-29 14:08	BTC	Sell	73179.3→72965.6	+1.01	timeout
05-29 13:13	BTC	Sell	73328.3→73063.7	+1.36	timeout
05-29 12:06	BTC	Sell	73627.3→73340.7	+1.50	timeout
05-29 10:53	BTC	Sell	73704.3→73609.7	+0.19	timeout
05-29 09:39	BTC	Sell	73768.3→73810.7	-0.73	timeout
05-29 08:50	BTC	Sell	73366.3→73707.7	-2.78	timeout
05-28 16:22	BTC	Sell	72807.4→73161.7	-2.88	timeout
05-28 15:07	BTC	Sell	72656.4→73125.7	-3.67	timeout
05-28 05:07	BTC	Sell	73120.3→73043.7	+0.08	timeout
05-28 00:23	BTC	Sell	74307.3→74516.7	-1.86	timeout
05-27 23:22	BTC	Sell	74542.3→74291.7	+1.23	timeout
05-27 21:44	BTC	Sell	75132.2→74500	+0.00	stop_loss
05-27 21:22	BTC	Sell	75287.2→75138.8	+0.54	timeout
05-27 20:22	BTC	Sell	74945.3→75299.8	-2.81	timeout
05-27 19:21	BTC	Sell	74762.3→74966.7	-1.81	timeout
05-27 18:20	BTC	Sell	74936.3→74788.7	+0.54	timeout
05-27 17:19	BTC	Sell	75064.2→74935.7	+0.41	timeout
05-27 16:18	BTC	Sell	75157.2→75130.8	-0.27	timeout
05-27 15:16	BTC	Sell	75002.2→75142.8	-1.39	timeout
05-27 14:16	BTC	Sell	75368.2→74978.7	+2.13	timeout
05-27 13:16	BTC	Sell	75551.2→75364.8	+0.78	timeout
05-27 11:00	BTC	Sell	75859.2→75869.8	-0.53	timeout
05-27 00:16	BTC	Sell	75869.2→75857.8	-0.38	timeout
05-26 23:01	BTC	Sell	75877.2→75850.8	-0.27	timeout
05-26 21:29	BTC	Sell	76116.2→76013.8	+0.22	timeout
05-26 20:29	BTC	Sell	75882.2→76123.8	-2.04	timeout
05-26 19:27	BTC	Sell	76117.2→75890.8	+1.04	timeout
05-26 18:27	BTC	Sell	76124.2→76132.8	-0.50	timeout
05-26 17:26	BTC	Sell	76478.2→76056.8	+2.31	timeout
05-26 07:56	BTC	Sell	76869.2→76659.8	+0.91	timeout
05-26 06:55	BTC	Sell	76828.2→76887.8	-0.84	timeout
05-26 05:55	BTC	Sell	76729.2→76826.8	-1.09	timeout
05-26 04:54	BTC	Sell	76621.2→76738.8	-1.22	timeout
05-26 03:54	BTC	Sell	76601.2→76620.8	-0.58	timeout
05-26 02:54	BTC	Sell	76746.2→76607.8	+0.45	timeout
05-26 01:54	BTC	Sell	76533.2→76746.8	-1.85	timeout
05-26 00:52	BTC	Sell	77286.1→76632.1	+0.00	stop_loss
05-25 23:53	BTC	Sell	77160.1→77290.9	-1.29	timeout
05-25 22:48	BTC	Sell	77285.1→77175.9	+0.26	timeout
05-25 21:48	BTC	Sell	77267.1→77287.9	-0.58	timeout
05-25 20:48	BTC	Sell	77370.1→77273.9	+0.18	timeout
05-25 19:48	BTC	Sell	77575.1→77377.9	+0.83	timeout
05-25 18:48	BTC	Sell	77533.1→77582.9	-0.76	timeout
05-25 17:47	BTC	Sell	77668.1→77540.9	+0.38	timeout
05-25 16:28	BTC	Sell	77617.1→77533.9	+0.09	timeout

Paper (trades.jsonl)

58

closed

47%

win rate

-21.88

total pnl ($)

-7.9 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	58	47%	-7.9	-21.88

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 58 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)