deribit_basis_stability_horizon_24h

48

closed trades

48%

win rate

+20.36

total pnl ($)

1.105

weight

7d window — n=10 wr=20% pnl=-22.21 · 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: 42.3% · total_bps: -289.6 · mean_bps: -4.08 · sharpe: -0.04 · max_dd_bps: -1011.8

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

time	sym	side	entry→exit	pnl	close
06-27 19:41	BTC	Sell	59897→60145	-2.05	timeout
06-27 07:48	BTC	Sell	60494→60475	-0.23	timeout
06-26 14:18	BTC	Buy	58935.9→59880	+6.01	timeout
06-26 12:43	BTC	Buy	60495→59007.5	-10.21	stop_loss
06-24 17:47	BTC	Buy	60594→59103.5	-10.19	stop_loss
06-24 07:34	BTC	Buy	62922.1→62690.9	-1.87	timeout
06-23 08:24	BTC	Sell	65115.7→62256.1	+17.19	take_profit
06-23 08:17	BTC	Buy	63981.2→62403.7	-10.23	stop_loss
06-22 12:40	BTC	Sell	63574.8→65142.8	-10.15	stop_loss
06-22 07:45	BTC	Sell	64215.8→64237.2	-0.47	timeout
06-20 08:46	BTC	Buy	62627.1→63413.8	+4.57	timeout
06-20 02:48	BTC	Sell	62892.9→63402.2	-3.60	timeout
06-17 08:02	BTC	Sell	66389.7→65497.3	+4.98	timeout
06-16 21:20	BTC	Sell	66496.7→65747.3	+4.22	timeout
06-16 08:11	BTC	Buy	65706.3→66421.7	+4.03	timeout
06-15 11:19	BTC	Sell	64670.8→66267.4	-10.23	stop_loss
06-13 07:45	BTC	Buy	63034.2→63811.8	+4.56	timeout
06-13 06:26	BTC	Sell	63147.8→63583.2	-3.11	timeout
06-12 22:01	BTC	Sell	63531.8→63512.2	-0.20	timeout
06-12 15:01	BTC	Buy	62591.1→64135.8	+9.45	timeout
06-12 07:08	BTC	Buy	62619.1→63048.8	+2.35	timeout
06-11 09:44	BTC	Buy	61233.1→62876.9	+10.27	timeout
06-10 12:21	BTC	Sell	62710.9→61104.1	+9.85	timeout
06-09 00:49	BTC	Buy	63938.2→62365.7	-10.20	stop_loss
06-06 20:45	BTC	Sell	61295.9→60717	+3.36	timeout
06-05 16:11	BTC	Buy	61377.1→59867.1	-10.19	stop_loss
06-05 14:00	BTC	Buy	62177.1→60647.6	-10.20	stop_loss
06-05 03:53	BTC	Sell	64338.8→62693.1	+9.82	timeout
06-04 02:01	BTC	Buy	63571.2→62007.9	-10.20	stop_loss
06-03 19:53	BTC	Buy	67098.4→65442	-10.26	stop_loss
06-02 22:58	BTC	Buy	67942.4→66271.5	-10.20	stop_loss
06-02 14:27	BTC	Sell	70950.5→67832.4	+17.24	take_profit
06-02 13:31	BTC	Sell	71717.4→69039.5	+14.59	timeout
06-02 12:31	BTC	Buy	70886.5→69142	-10.26	stop_loss
06-02 02:07	BTC	Sell	73460.3→70226.5	+17.37	take_profit
05-30 07:49	BTC	Sell	73370.3→73510.7	-1.09	timeout
05-28 12:31	BTC	Sell	75899.2→73467.7	+12.52	timeout
05-27 18:46	BTC	Sell	75873.2→74936.7	+4.64	timeout
05-27 01:48	BTC	Sell	76711.2→75935.8	+3.64	timeout
05-26 17:26	BTC	Buy	77930.9→76009.2	-10.23	stop_loss
05-25 21:51	BTC	Sell	76133.2→77282.9	-6.32	timeout
05-24 16:58	BTC	Buy	75437.8→76631.2	+5.99	timeout
05-24 08:13	BTC	Buy	74555.7→76702.2	+11.04	timeout
05-23 19:12	BTC	Sell	76241.2→75758.8	+2.22	timeout
05-20 09:37	BTC	Buy	76767.8→77484.1	+3.25	timeout
05-16 15:02	BTC	Buy	79148→79144	-0.46	timeout
05-15 13:51	BTC	Buy	80677→78696.7	-10.17	stop_loss
05-12 22:43	BTC	Buy	81724.1→81715.9	-0.44	timeout

Paper (trades.jsonl)

48

closed

48%

win rate

+20.36

total pnl ($)

+10.8 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	48	48%	+10.8	+20.36

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 48 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)