10
closed trades
30%
win rate
-21.81
total pnl ($)
1.139
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 02:00:42 (26.4d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
deribit_basis_compression_siblings
n: 61
· wr: 21.3%
· total_bps: -4641.9
· mean_bps: -76.10
· sharpe: -0.60
· max_dd_bps: -4739.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 10 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-17 10:55 | BTC | Buy | 66394.3→64761.4 | -12.85 | stop_loss |
| 06-16 20:11 | BTC | Buy | 65689.3→65689.7 | -0.59 | timeout |
| 06-15 10:24 | BTC | Buy | 64427.2→65716.7 | +9.57 | timeout |
| 06-13 19:45 | BTC | Buy | 63033.2→64269.8 | +9.36 | timeout |
| 06-09 00:49 | BTC | Buy | 63943.2→62368.7 | -12.77 | stop_loss |
| 06-05 13:56 | BTC | Buy | 62422.1→60886.5 | -12.75 | stop_loss |
| 05-20 10:36 | BTC | Buy | 77132.9→77620.1 | +2.52 | timeout |
| 05-20 01:36 | BTC | Buy | 76935.8→76565.2 | -3.08 | timeout |
| 05-17 17:29 | BTC | Buy | 78984.9→78981 | -0.62 | timeout |
| 05-13 10:43 | BTC | Buy | 81724.1→81715.9 | -0.58 | timeout |
Paper vs Live
Paper (trades.jsonl)
10
closed
30%
win rate
-21.81
total pnl ($)
-41.8 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 | 10 | 30% | -41.8 | -21.81 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||