13
closed trades
23%
win rate
-60.63
total pnl ($)
1.101
weight
7d window — n=2 wr=0% pnl=-20.79
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 01:48:06 (23.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
deribit_basis_stability_siblings
n: 18
· wr: 66.7%
· total_bps: -4.7
· mean_bps: -0.26
· sharpe: -0.00
· max_dd_bps: -419.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 13 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-25 13:53 | BTC | Buy | 60328→58784.7 | -10.55 | stop_loss |
| 06-23 08:17 | BTC | Buy | 63981.2→62403.7 | -10.23 | stop_loss |
| 06-14 07:45 | BTC | Buy | 63034.2→64310.8 | +7.73 | timeout |
| 06-13 15:01 | BTC | Buy | 62591.1→64192.8 | +9.81 | timeout |
| 06-09 00:49 | BTC | Buy | 63938.2→62365.7 | -10.20 | stop_loss |
| 06-05 15:39 | BTC | Buy | 61712.1→60191.9 | -10.20 | stop_loss |
| 06-04 02:03 | BTC | Buy | 63171.2→61617.1 | -10.20 | stop_loss |
| 06-03 19:53 | BTC | Buy | 67098.4→65442 | -10.26 | stop_loss |
| 06-03 03:34 | BTC | Buy | 67591.4→65928.7 | -10.20 | stop_loss |
| 06-02 12:18 | BTC | Buy | 70934.5→69187.9 | -10.25 | stop_loss |
| 05-21 09:37 | BTC | Buy | 76771.8→77757.1 | +4.56 | timeout |
| 05-17 17:02 | BTC | Buy | 79224→79220 | -0.54 | timeout |
| 05-13 22:43 | BTC | Buy | 81724.1→81715.9 | -0.08 | timeout |
Paper vs Live
Paper (trades.jsonl)
13
closed
23%
win rate
-60.63
total pnl ($)
-116.3 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 | 13 | 23% | -116.3 | -60.63 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||