deribit_basis_stability_horizon_3h

47

closed trades

47%

win rate

-0.53

total pnl ($)

1.198

weight

7d window — n=10 wr=30% pnl=-2.45 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 15:35:12 (23.5d ago) · src: canon

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

n: 71 · wr: 50.7% · total_bps: -539.8 · mean_bps: -7.60 · sharpe: -0.14 · max_dd_bps: -625.5

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

time	sym	side	entry→exit	pnl	close
06-26 22:43	BTC	Sell	59915→59919	-0.38	timeout
06-26 10:44	BTC	Sell	60617→59532	+6.81	timeout
06-26 10:04	BTC	Buy	60271→59690	-4.22	timeout
06-25 14:10	BTC	Buy	58358.9→59637	+8.40	take_profit
06-24 16:51	BTC	Buy	60646→59820.1	-5.80	stop_loss
06-23 09:25	BTC	Buy	62603.1→62446.9	-1.34	timeout
06-23 03:31	BTC	Buy	63983.2→63996.8	-0.27	timeout
06-22 15:52	BTC	Sell	65137.7→64860.2	+1.34	timeout
06-22 01:23	BTC	Sell	63566.8→64432.4	-5.80	stop_loss
06-21 10:46	BTC	Sell	64208.8→64341.2	-1.18	timeout
06-19 11:47	BTC	Buy	62622.1→62625.9	-0.33	timeout
06-19 05:47	BTC	Sell	62903.9→62678.1	+1.07	timeout
06-16 11:05	BTC	Sell	66339.7→66541.3	-1.57	timeout
06-16 10:27	BTC	Buy	66321.3→66608.7	+1.37	timeout
06-15 11:11	BTC	Buy	65689.3→65983.7	+1.43	timeout
06-14 21:50	BTC	Sell	64652.8→65544	-5.87	stop_loss
06-12 10:45	BTC	Buy	63033.2→63642.8	+3.50	timeout
06-12 09:13	BTC	Sell	63262.8→63502.2	-1.87	timeout
06-12 01:03	BTC	Sell	63555.8→63506.2	-0.03	timeout
06-11 20:38	BTC	Buy	63178.2→63307.8	+0.45	timeout
06-11 10:05	BTC	Buy	62633.1→62825.9	+0.86	timeout
06-10 12:44	BTC	Buy	61283.1→61620.9	+1.85	timeout
06-09 14:39	BTC	Sell	62733.9→61352.1	+8.45	take_profit
06-08 17:59	BTC	Buy	63943.2→63533.8	-2.93	timeout
06-05 23:45	BTC	Sell	61292.9→60729	+3.32	timeout
06-05 13:49	BTC	Buy	62038.1→61194.3	-5.80	stop_loss
06-05 07:36	BTC	Buy	61241.1→62592.9	+8.47	take_profit
06-04 06:56	BTC	Sell	64317.8→63963.2	+1.85	timeout
06-04 01:22	BTC	Buy	63573.2→62708.5	-5.80	stop_loss
06-03 10:56	BTC	Buy	67238.4→67285.6	-0.09	timeout
06-02 17:42	BTC	Buy	67902.4→67518.6	-2.62	timeout
06-02 06:40	BTC	Sell	70944.5→70303.5	+3.27	timeout
06-02 04:42	BTC	Buy	70920.5→71015.4	+0.16	timeout
05-31 17:23	BTC	Sell	73621.3→73545.7	+0.06	timeout
05-29 10:49	BTC	Sell	73374.3→73601.7	-1.59	timeout
05-27 15:32	BTC	Sell	75907.2→75423.8	+2.19	timeout
05-26 21:46	BTC	Sell	75872.2→75986.8	-0.96	timeout
05-26 14:39	BTC	Buy	77949.9→76890.7	-5.80	stop_loss
05-26 04:49	BTC	Sell	76724.2→76728.8	-0.38	timeout
05-24 23:42	BTC	Sell	76133.2→77165.4	-5.78	stop_loss
05-23 19:59	BTC	Buy	75409.8→75885.2	+2.16	timeout
05-23 11:13	BTC	Buy	74529.7→74762.3	+0.89	timeout
05-22 22:12	BTC	Sell	76240.2→75828.8	+1.81	timeout
05-19 12:36	BTC	Buy	76795.8→76853.2	-0.07	timeout
05-15 18:02	BTC	Buy	79140→79464	+1.28	timeout
05-15 11:02	BTC	Buy	80677→80627	-0.61	timeout
05-12 01:43	BTC	Buy	81724.1→81715.9	-0.40	timeout

Paper (trades.jsonl)

47

closed

47%

win rate

-0.53

total pnl ($)

-0.3 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	47	47%	-0.3	-0.53

time	sym	side	reason
06-25 14:12	BTC	Buy	below_min_notional_skip
06-24 15:54	BTC	Buy	below_min_notional_skip

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 47 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 2)

Postmortem feed (last 10)