deribit_basis_stability_horizon_12h

49

closed trades

39%

win rate

-72.35

total pnl ($)

1.087

weight

7d window — n=10 wr=30% pnl=-25.01 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 15:35:12 (24.4d ago) · src: canon

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

n: 71 · wr: 57.7% · total_bps: -727.6 · mean_bps: -10.25 · sharpe: -0.14 · max_dd_bps: -903.0

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

time	sym	side	entry→exit	pnl	close
06-27 07:43	BTC	Sell	59897→60431	-3.93	timeout
06-26 19:45	BTC	Sell	60528→59881	+3.97	timeout
06-26 13:18	BTC	Buy	60277→58792.6	-10.22	stop_loss
06-26 01:58	BTC	Buy	58232.9→59345	+7.28	timeout
06-24 17:47	BTC	Buy	60641→59145.5	-10.21	stop_loss
06-23 19:34	BTC	Buy	62921.1→62390.9	-3.74	timeout
06-23 08:17	BTC	Buy	63953.2→62378.7	-10.22	stop_loss
06-23 00:53	BTC	Sell	65156.7→64094.2	+6.15	timeout
06-22 10:30	BTC	Sell	63548.8→64134.2	-4.01	timeout
06-21 19:46	BTC	Sell	64208.8→64163.2	-0.08	timeout
06-19 20:46	BTC	Buy	62627.1→63140.8	+2.90	timeout
06-19 14:49	BTC	Sell	62908.9→63289.2	-2.82	timeout
06-16 20:03	BTC	Sell	66320.7→65620.3	+3.90	timeout
06-16 19:26	BTC	Buy	66324.3→65661.7	-4.39	timeout
06-16 09:21	BTC	Sell	66503.7→66621.3	-1.07	timeout
06-15 20:11	BTC	Buy	65700.3→66535.7	+4.70	timeout
06-15 09:22	BTC	Sell	64681.8→65697.3	-6.65	timeout
06-12 19:45	BTC	Buy	63030.2→63632.8	+3.46	timeout
06-12 18:24	BTC	Sell	63153.8→63688.2	-3.74	timeout
06-12 08:55	BTC	Sell	63356.8→63446.2	-0.89	timeout
06-12 05:41	BTC	Buy	63342.2→63351.8	-0.32	timeout
06-11 19:04	BTC	Buy	62651.1→63489.8	+4.94	timeout
06-10 21:44	BTC	Buy	61265.1→61627.9	+2.00	timeout
06-10 00:19	BTC	Sell	62765.9→62023.1	+4.35	timeout
06-09 00:49	BTC	Buy	63980.2→62399.7	-10.24	stop_loss
06-06 08:46	BTC	Sell	61270.9→61313.1	-0.60	timeout
06-05 14:26	BTC	Buy	61849.1→60327.8	-10.20	stop_loss
06-05 14:01	BTC	Buy	62176.1→60646.6	-10.20	stop_loss
06-04 15:54	BTC	Sell	64362.8→63736.2	+3.58	timeout
06-04 02:01	BTC	Buy	63587.2→62022.9	-10.20	stop_loss
06-03 16:26	BTC	Buy	67218.4→65563.9	-10.23	stop_loss
06-02 19:33	BTC	Buy	67996.4→66320.5	-10.22	stop_loss
06-02 14:27	BTC	Sell	70948.5→67833.4	+17.22	take_profit
06-02 12:19	BTC	Buy	70924.5→69179.9	-10.25	stop_loss
06-02 01:33	BTC	Sell	71955.4→71053.6	+4.71	timeout
06-01 02:22	BTC	Sell	73579.3→73494.7	+0.14	timeout
05-29 19:51	BTC	Sell	73390.3→73599.7	-1.48	timeout
05-28 00:32	BTC	Sell	75904.2→74465.7	+7.23	timeout
05-27 06:46	BTC	Sell	75889.2→75823.8	-0.07	timeout
05-26 17:26	BTC	Buy	77941.9→76009.2	-10.28	stop_loss
05-26 13:48	BTC	Sell	76700.2→77174.9	-2.83	timeout
05-25 09:52	BTC	Sell	76133.2→77617.9	-8.10	timeout
05-24 04:59	BTC	Buy	75409.8→76748.2	+6.70	timeout
05-23 20:13	BTC	Buy	74537.7→76025.2	+7.60	timeout
05-23 07:12	BTC	Sell	76247.2→75302.8	+4.59	timeout
05-19 21:36	BTC	Buy	76791.8→77001.1	+0.67	timeout
05-16 03:02	BTC	Buy	79154→79089	-0.68	timeout
05-15 13:51	BTC	Buy	80677→78696.7	-10.17	stop_loss
05-12 10:43	BTC	Buy	81724.1→81715.9	-0.42	timeout

Paper (trades.jsonl)

49

closed

39%

win rate

-72.35

total pnl ($)

-36.9 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	49	39%	-36.9	-72.35

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 49 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)