deribit_basis_stability_far_expiry

40

closed trades

50%

win rate

+18.46

total pnl ($)

1.196

weight

7d window — n=8 wr=50% pnl=-1.22 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-04 01:48:06 (18.7d ago) · src: canon

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

n: 73 · wr: 56.2% · total_bps: -894.0 · mean_bps: -12.25 · sharpe: -0.15 · max_dd_bps: -997.3

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

time	sym	side	entry→exit	pnl	close
06-22 12:40	BTC	Sell	63570.8→65135.8	-10.14	stop_loss
06-22 07:46	BTC	Sell	64207.8→64237.2	-0.48	timeout
06-20 08:47	BTC	Buy	62626.1→63413.8	+4.59	timeout
06-20 02:49	BTC	Sell	62908.9→63403.2	-3.51	timeout
06-17 08:06	BTC	Sell	66314.7→65415.3	+5.02	timeout
06-17 07:28	BTC	Buy	66338.3→65517.7	-5.33	timeout
06-16 21:24	BTC	Sell	66518.7→65732.3	+4.44	timeout
06-16 08:11	BTC	Buy	65688.3→66425.7	+4.18	timeout
06-15 11:19	BTC	Sell	64652.8→66252.4	-10.26	stop_loss
06-13 07:45	BTC	Buy	63029.2→63812.8	+4.60	timeout
06-13 06:26	BTC	Sell	63145.8→63587.2	-3.15	timeout
06-12 20:56	BTC	Sell	63359.8→63410.2	-0.66	timeout
06-12 17:43	BTC	Buy	63321.2→63813.8	+2.74	timeout
06-11 09:44	BTC	Buy	61283.1→62875.9	+9.93	timeout
06-10 12:21	BTC	Sell	62711.9→61104.1	+9.86	timeout
06-09 00:49	BTC	Buy	63950.2→62377.7	-10.20	stop_loss
06-06 20:46	BTC	Sell	61287.9→60690	+3.49	timeout
06-05 16:12	BTC	Buy	61241.1→59734.1	-10.18	stop_loss
06-05 14:00	BTC	Buy	62177.1→60647.6	-10.20	stop_loss
06-05 03:56	BTC	Sell	64317.8→62762.1	+9.27	timeout
06-04 02:01	BTC	Buy	63573.2→62009.9	-10.20	stop_loss
06-03 16:25	BTC	Buy	67238.4→65584.9	-10.22	stop_loss
06-02 22:59	BTC	Buy	67902.4→66225.6	-10.24	stop_loss
06-02 14:27	BTC	Sell	70944.5→67829.4	+17.22	take_profit
06-02 13:33	BTC	Sell	71891.4→68920.4	+16.20	timeout
06-02 12:30	BTC	Buy	70920.5→69175.9	-10.25	stop_loss
06-02 02:07	BTC	Sell	73497.3→70263.5	+17.36	take_profit
05-30 07:49	BTC	Sell	73370.3→73510.7	-1.09	timeout
05-28 12:31	BTC	Sell	75899.2→73467.7	+12.52	timeout
05-27 18:46	BTC	Sell	75873.2→74936.7	+4.64	timeout
05-27 01:48	BTC	Sell	76711.2→75935.8	+3.64	timeout
05-26 17:26	BTC	Buy	77930.9→76009.2	-10.23	stop_loss
05-25 21:51	BTC	Sell	76133.2→77282.9	-6.32	timeout
05-24 16:58	BTC	Buy	75437.8→76631.2	+5.99	timeout
05-24 08:13	BTC	Buy	74555.7→76702.2	+11.04	timeout
05-23 19:12	BTC	Sell	76241.2→75758.8	+2.22	timeout
05-20 09:37	BTC	Buy	76767.8→77484.1	+3.25	timeout
05-16 15:02	BTC	Buy	79148→79144	-0.46	timeout
05-15 13:51	BTC	Buy	80677→78696.7	-10.17	stop_loss
05-12 22:43	BTC	Buy	81724.1→81715.9	-0.44	timeout

Paper (trades.jsonl)

40

closed

50%

win rate

+18.46

total pnl ($)

+11.6 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	40	50%	+11.6	+18.46

time	sym	side	reason
06-22 13:21	BTC	Sell	stale_intent
06-21 22:45	BTC	Sell	trigger_already_opened

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 40 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 2)

Postmortem feed (last 10)