22
closed trades
64%
win rate
+30.80
total pnl ($)
1.279
weight
7d window — n=5 wr=60% pnl=+9.21
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 15:35:12 (23.8d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_deribit_basis_stability_siblings
n: 32
· wr: 53.1%
· total_bps: -149.6
· mean_bps: -4.68
· sharpe: -0.09
· max_dd_bps: -272.8
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 |
|---|---|---|---|---|---|
| 06-27 01:40 | BTC | Sell | 59933→59932 | -0.35 | timeout |
| 06-26 13:19 | BTC | Sell | 60512→58575.9 | +12.45 | take_profit |
| 06-22 18:53 | BTC | Sell | 65159.7→64390.2 | +4.37 | timeout |
| 06-22 01:26 | BTC | Sell | 63609.8→64798.6 | -7.83 | stop_loss |
| 06-21 13:48 | BTC | Sell | 64187.8→64037.2 | +0.56 | timeout |
| 06-19 08:51 | BTC | Sell | 62917.9→62642.1 | +1.37 | timeout |
| 06-16 14:07 | BTC | Sell | 66332.7→66144.3 | +0.79 | timeout |
| 06-16 03:24 | BTC | Sell | 66503.7→65756.3 | +4.13 | timeout |
| 06-15 00:14 | BTC | Sell | 64673.8→65880.2 | -7.82 | stop_loss |
| 06-12 12:24 | BTC | Sell | 63165.8→63534.2 | -2.68 | timeout |
| 06-12 03:15 | BTC | Sell | 63517.8→63490.2 | -0.17 | timeout |
| 06-09 18:21 | BTC | Sell | 62716.9→61793.1 | +5.55 | timeout |
| 06-06 02:45 | BTC | Sell | 61262.9→60896 | +2.04 | timeout |
| 06-04 09:56 | BTC | Sell | 64317.8→63124.2 | +7.04 | timeout |
| 06-02 09:40 | BTC | Sell | 70944.5→69458.5 | +8.05 | timeout |
| 05-31 20:23 | BTC | Sell | 73621.3→73712.7 | -0.86 | timeout |
| 05-29 13:49 | BTC | Sell | 73370.3→73196.7 | +0.59 | timeout |
| 05-27 18:32 | BTC | Sell | 75909.2→74880.7 | +5.08 | timeout |
| 05-27 00:45 | BTC | Sell | 75880.2→75949.8 | -0.73 | timeout |
| 05-26 07:48 | BTC | Sell | 76700.2→76608.8 | +0.11 | timeout |
| 05-25 03:50 | BTC | Sell | 76133.2→76980.8 | -4.80 | timeout |
| 05-23 01:11 | BTC | Sell | 76260.2→75450.8 | +3.90 | timeout |
Paper vs Live
Paper (trades.jsonl)
22
closed
64%
win rate
+30.80
total pnl ($)
+34.9 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 | 64% | +34.9 | +30.80 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||