deribit_basis_premium_p85_fade_short

50

closed trades

46%

win rate

+177.50

total pnl ($)

1.434

weight

7d window — n=10 wr=50% pnl=+28.58 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-04 00:27:12 (24.2d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: x2189872_23858

n: 25 · wr: 80.0% · total_bps: +7188.9 · mean_bps: +287.56 · sharpe: +1.38 · max_dd_bps: -546.4

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

time	sym	side	entry→exit	pnl	close
06-24 13:23	BTC	Sell	64533.8→61699.1	+21.51	take_profit
06-24 13:22	BTC	Sell	64640.8→61790.1	+21.59	take_profit
06-24 05:20	BTC	Sell	64192.8→62807.1	+10.52	timeout
06-23 15:58	BTC	Sell	64096.8→62454.1	+12.25	timeout
06-23 08:24	BTC	Sell	65094.7→62234.1	+21.49	take_profit
06-22 13:46	BTC	Sell	63902.8→65476	-12.50	stop_loss
06-22 13:44	BTC	Sell	63839.8→65412	-12.49	stop_loss
06-22 13:44	BTC	Sell	63799.8→65372.9	-12.68	stop_loss
06-21 20:31	BTC	Sell	63096.8→64092.2	-8.33	timeout
06-21 04:28	BTC	Sell	63031.8→64583.5	-12.78	stop_loss
06-20 15:19	BTC	Sell	62782.9→64333.4	-12.68	stop_loss
06-20 15:19	BTC	Sell	62761.9→64307.4	-12.63	stop_loss
06-20 15:18	BTC	Sell	62657.9→64205.3	-12.67	stop_loss
06-18 15:37	BTC	Sell	65783.7→62879.1	+20.92	take_profit
06-18 15:37	BTC	Sell	65829.7→62912.1	+21.07	take_profit
06-18 15:37	BTC	Sell	65824.7→62912.1	+21.00	take_profit
06-18 15:37	BTC	Sell	65836.7→62912.1	+21.02	take_profit
06-18 15:06	BTC	Sell	66460.7→63542.2	+20.72	take_profit
06-14 21:40	BTC	Sell	63675.8→65249.9	-12.70	stop_loss
06-14 21:39	BTC	Sell	63463.8→65028.7	-12.68	stop_loss
06-13 21:41	BTC	Sell	63010.8→64565.5	-12.74	stop_loss
06-11 18:02	BTC	Sell	62253.9→63787.1	-12.55	stop_loss
06-11 17:32	BTC	Sell	61933.9→63459.9	-12.67	stop_loss
06-11 17:32	BTC	Sell	61818.9→63340.8	-12.59	stop_loss
06-11 06:21	BTC	Sell	61454.9→62967.6	-12.51	stop_loss
06-07 22:14	BTC	Sell	61727.9→63247.8	-12.78	stop_loss
06-07 08:47	BTC	Sell	61287.9→62799.5	-12.81	stop_loss
06-07 08:46	BTC	Sell	61222.9→62731.5	-12.80	stop_loss
06-07 08:37	BTC	Sell	61130.9→62637.4	-12.81	stop_loss
06-07 07:59	BTC	Sell	60935→62435.3	-12.85	stop_loss
06-06 08:29	BTC	Sell	59985→61462.8	-12.76	stop_loss
06-05 14:06	BTC	Sell	63231.8→60453	+21.52	take_profit
06-05 13:55	BTC	Sell	63868.8→61060.1	+21.55	take_profit
06-04 03:32	BTC	Sell	62871.9→64422.4	-12.78	stop_loss
06-04 00:25	BTC	Sell	66874.7→63938.2	+21.48	take_profit
06-03 23:07	BTC	Sell	67430.6→64461.2	+21.60	take_profit
06-03 20:55	BTC	Sell	67716.6→64699.2	+21.89	take_profit
06-03 03:34	BTC	Sell	68999.5→65967.3	+21.53	take_profit
06-02 19:33	BTC	Sell	69520.5→66465.3	+21.53	take_profit
06-02 19:31	BTC	Sell	69987.5→66677.3	+23.20	take_profit
06-02 02:06	BTC	Sell	73519.3→70275.5	+21.80	take_profit
06-02 02:06	BTC	Sell	73571.3→70337.5	+21.74	take_profit
06-02 02:04	BTC	Sell	73805.3→70564.5	+21.75	take_profit
06-02 02:01	BTC	Sell	73859.3→70616.5	+21.76	take_profit
06-02 01:59	BTC	Sell	73934.3→70686.5	+21.74	take_profit
05-31 14:59	BTC	Sell	73003.3→73576.7	-4.32	timeout
05-31 12:41	BTC	Sell	73487.3→73924.7	-3.05	timeout
05-31 10:44	BTC	Sell	73470.3→73806.7	-2.35	timeout
05-31 08:38	BTC	Sell	73235.3→73863.7	-4.29	timeout
05-31 06:33	BTC	Sell	72819.4→74070.7	-8.89	timeout

Paper (trades.jsonl)

50

closed

46%

win rate

+177.50

total pnl ($)

+70.6 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	50	46%	+70.6	+177.50

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 50 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)