deribit_basis_stability_fresh_only

39

closed trades

51%

win rate

-15.69

total pnl ($)

1.121

weight

7d window — n=8 wr=75% pnl=+3.64 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-04 01:48:06 (18.0d ago) · src: canon

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

n: 73 · wr: 52.1% · total_bps: -735.1 · mean_bps: -10.07 · sharpe: -0.16 · max_dd_bps: -735.2

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

time	sym	side	entry→exit	pnl	close
06-22 01:26	BTC	Sell	63555.8→64744.6	-7.83	stop_loss
06-21 13:46	BTC	Sell	64207.8→64030.2	+0.73	timeout
06-19 14:46	BTC	Buy	62625.1→63261.8	+3.73	timeout
06-19 08:49	BTC	Sell	62907.9→62627.1	+1.40	timeout
06-16 14:04	BTC	Sell	66316.7→66197.3	+0.38	timeout
06-16 13:27	BTC	Buy	66321.3→66093.7	-1.75	timeout
06-16 03:21	BTC	Sell	66503.7→65610.3	+5.01	timeout
06-15 12:12	BTC	Buy	65864.3→66248.7	+1.98	timeout
06-15 00:14	BTC	Sell	64657.8→65864.2	-7.83	stop_loss
06-12 13:45	BTC	Buy	63031.2→63156.8	+0.42	timeout
06-12 12:16	BTC	Sell	63166.8→63594.2	-3.05	timeout
06-12 03:15	BTC	Sell	63516.8→63496.2	-0.21	timeout
06-11 23:44	BTC	Buy	63263.2→63606.8	+1.79	timeout
06-10 15:44	BTC	Buy	61266.1→62371.9	+6.85	timeout
06-09 18:21	BTC	Sell	62737.9→61848.1	+5.33	timeout
06-08 21:01	BTC	Buy	64016.2→63490.8	-3.65	timeout
06-06 02:45	BTC	Sell	61296.9→60940	+1.97	timeout
06-05 13:56	BTC	Buy	62041.1→60887.5	-7.80	stop_loss
06-05 12:18	BTC	Buy	61849.1→62256.9	+2.27	timeout
06-04 09:54	BTC	Sell	64362.8→63035.2	+7.87	timeout
06-04 01:50	BTC	Buy	63587.2→62404.7	-7.80	stop_loss
06-03 13:57	BTC	Buy	67218.4→66777.7	-2.99	timeout
06-02 19:31	BTC	Buy	67996.4→66564.4	-8.79	stop_loss
06-02 09:39	BTC	Sell	70948.5→69502.5	+7.82	timeout
06-02 07:41	BTC	Buy	70924.5→70190.5	-4.53	timeout
05-31 20:22	BTC	Sell	73579.3→73729.7	-1.18	timeout
05-29 13:50	BTC	Sell	73366.3→73190.7	+0.60	timeout
05-27 18:32	BTC	Sell	75909.2→74880.7	+5.08	timeout
05-27 00:45	BTC	Sell	75890.2→75973.8	-0.80	timeout
05-26 15:30	BTC	Buy	77930.9→76485.9	-7.78	stop_loss
05-26 07:49	BTC	Sell	76723.2→76624.8	+0.15	timeout
05-25 03:51	BTC	Sell	76133.2→76988.8	-4.85	timeout
05-23 22:58	BTC	Buy	75438.8→76540.2	+5.47	timeout
05-23 14:13	BTC	Buy	74557.7→75188.2	+3.02	timeout
05-23 01:12	BTC	Sell	76223.2→75418.8	+3.88	timeout
05-19 15:37	BTC	Buy	76771.8→76515.2	-1.72	timeout
05-15 21:02	BTC	Buy	79159→79089	-0.70	timeout
05-15 13:39	BTC	Buy	80677→79180.4	-7.77	stop_loss
05-12 04:43	BTC	Buy	81724.1→81715.9	-0.41	timeout

Paper (trades.jsonl)

39

closed

51%

win rate

-15.69

total pnl ($)

-10.0 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	39	51%	-10.0	-15.69

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 39 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)