22
closed trades
41%
win rate
-28.67
total pnl ($)
1.142
weight
7d window — n=3 wr=67% pnl=+5.62
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 15:35:12 (18.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_deribit_basis_stability_siblings
n: 39
· wr: 48.7%
· total_bps: -690.1
· mean_bps: -17.70
· sharpe: -0.31
· max_dd_bps: -830.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 22 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-19 14:46 | BTC | Buy | 62620.1→63260.8 | +3.75 | timeout |
| 06-16 13:27 | BTC | Buy | 66323.3→66089.7 | -1.79 | timeout |
| 06-15 14:07 | BTC | Buy | 65708.3→66367.7 | +3.66 | timeout |
| 06-12 13:45 | BTC | Buy | 63029.2→63147.8 | +0.38 | timeout |
| 06-11 21:01 | BTC | Buy | 62566.1→63405.8 | +4.98 | timeout |
| 06-11 13:04 | BTC | Buy | 62633.1→62927.9 | +1.50 | timeout |
| 06-10 15:44 | BTC | Buy | 61283.1→62371.9 | +6.74 | timeout |
| 06-08 20:59 | BTC | Buy | 63936.2→63427.8 | -3.55 | timeout |
| 06-05 13:56 | BTC | Buy | 62075.1→60920.5 | -7.80 | stop_loss |
| 06-05 12:21 | BTC | Buy | 61529.1→62208.9 | +4.05 | timeout |
| 06-04 01:49 | BTC | Buy | 63700.2→62515.6 | -7.80 | stop_loss |
| 06-03 13:56 | BTC | Buy | 67238.4→66876.7 | -2.52 | timeout |
| 06-02 22:59 | BTC | Buy | 67479.4→66218.6 | -7.83 | stop_loss |
| 06-02 19:31 | BTC | Buy | 67910.4→66553.4 | -8.36 | stop_loss |
| 06-02 07:40 | BTC | Buy | 70838.5→70165.5 | -4.19 | timeout |
| 05-26 15:30 | BTC | Buy | 77930.9→76485.9 | -7.78 | stop_loss |
| 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 |
| 05-19 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 vs Live
Paper (trades.jsonl)
22
closed
41%
win rate
-28.67
total pnl ($)
-32.4 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 | 22 | 41% | -32.4 | -28.67 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||