deribit_basis_stability_hourly_data

46

closed trades

52%

win rate

+2.79

total pnl ($)

1.173

weight

7d window — n=10 wr=40% pnl=-8.63 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 15:35:12 (24.0d ago) · src: canon

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

n: 71 · wr: 49.3% · total_bps: -745.2 · mean_bps: -10.50 · sharpe: -0.16 · max_dd_bps: -745.3

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

time	sym	side	entry→exit	pnl	close
06-27 01:41	BTC	Sell	59897→59942	-0.66	timeout
06-26 13:19	BTC	Sell	60602→58667.9	+12.41	take_profit
06-26 10:58	BTC	Buy	60303→59181.4	-7.81	stop_loss
06-25 20:18	BTC	Buy	58935.9→59565	+3.91	timeout
06-24 17:19	BTC	Buy	60636→59505.3	-7.81	stop_loss
06-23 13:34	BTC	Buy	62922.1→62355.9	-3.94	timeout
06-23 06:21	BTC	Buy	63958.2→62768.5	-7.81	stop_loss
06-22 18:52	BTC	Sell	65135.7→64399.2	+4.18	timeout
06-22 04:29	BTC	Sell	63703.8→63940.2	-1.84	timeout
06-21 13:46	BTC	Sell	64207.8→64030.2	+0.73	timeout
06-19 14:46	BTC	Buy	62625.1→63261.8	+3.73	timeout
06-19 08:49	BTC	Sell	62898.9→62627.1	+1.34	timeout
06-16 14:02	BTC	Sell	66375.7→66122.3	+1.18	timeout
06-16 03:21	BTC	Sell	66503.7→65615.3	+4.98	timeout
06-15 14:10	BTC	Buy	65710.3→66304.7	+3.26	timeout
06-15 00:14	BTC	Sell	64670.8→65878.2	-7.83	stop_loss
06-12 13:45	BTC	Buy	63031.2→63156.8	+0.42	timeout
06-12 12:14	BTC	Sell	63250.8→63588.2	-2.48	timeout
06-12 03:14	BTC	Sell	63526.8→63505.2	-0.20	timeout
06-11 23:38	BTC	Buy	63191.2→63473.8	+1.40	timeout
06-11 13:09	BTC	Buy	62625.1→62861.9	+1.13	timeout
06-10 15:44	BTC	Buy	61265.1→62372.9	+6.86	timeout
06-09 18:21	BTC	Sell	62711.9→61763.1	+5.71	timeout
06-08 20:59	BTC	Buy	63938.2→63427.8	-3.56	timeout
06-06 02:45	BTC	Sell	61300.9→60917	+2.15	timeout
06-05 13:56	BTC	Buy	62043.1→60889.5	-7.80	stop_loss
06-05 12:22	BTC	Buy	61377.1→62228.9	+5.18	timeout
06-04 09:53	BTC	Sell	64338.8→62915.1	+8.47	timeout
06-04 01:50	BTC	Buy	63571.2→62388.7	-7.80	stop_loss
06-03 14:10	BTC	Buy	67098.4→66850.7	-1.85	timeout
06-02 19:31	BTC	Buy	67942.4→66672.3	-7.84	stop_loss
06-02 09:43	BTC	Sell	70950.5→69498.5	+7.86	timeout
06-02 07:43	BTC	Buy	70886.5→70203.5	-4.24	timeout
05-31 20:25	BTC	Sell	73558.3→73670.7	-0.97	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 15:31	BTC	Buy	77881.9→76413	-7.91	stop_loss
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 22:58	BTC	Buy	75434.8→76554.2	+5.56	timeout
05-23 14:13	BTC	Buy	74563.7→75187.2	+2.98	timeout
05-23 01:11	BTC	Sell	76260.2→75450.8	+3.90	timeout
05-19 15:37	BTC	Buy	76771.8→76519.2	-1.70	timeout
05-15 21:02	BTC	Buy	79095→79091	-0.37	timeout
05-12 04:43	BTC	Buy	81724.1→81715.9	-0.41	timeout

Paper (trades.jsonl)

46

closed

52%

win rate

+2.79

total pnl ($)

+1.5 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	46	52%	+1.5	+2.79

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 46 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)