26
closed trades
38%
win rate
-41.49
total pnl ($)
1.086
weight
7d window — n=4 wr=25% pnl=-7.16
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 15:35:12 (26.8d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_deribit_basis_stability_siblings
n: 39
· wr: 41.0%
· total_bps: -1045.6
· mean_bps: -26.81
· sharpe: -0.38
· max_dd_bps: -1155.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 26 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-26 10:58 | BTC | Buy | 60342→59217.4 | -7.82 | stop_loss |
| 06-25 14:33 | BTC | Buy | 58576.9→60449 | +12.43 | take_profit |
| 06-24 17:20 | BTC | Buy | 60593→59461.3 | -7.82 | stop_loss |
| 06-23 13:34 | BTC | Buy | 62922.1→62355.9 | -3.94 | timeout |
| 06-23 06:21 | BTC | Buy | 63955.2→62765.5 | -7.81 | stop_loss |
| 06-19 14:46 | BTC | Buy | 62620.1→63262.8 | +3.77 | timeout |
| 06-16 13:27 | BTC | Buy | 66321.3→66093.7 | -1.75 | timeout |
| 06-15 14:11 | BTC | Buy | 65685.3→66328.7 | +3.56 | timeout |
| 06-12 13:45 | BTC | Buy | 63030.2→63177.8 | +0.56 | timeout |
| 06-11 23:40 | BTC | Buy | 63210.2→63587.8 | +2.00 | timeout |
| 06-11 13:06 | BTC | Buy | 62630.1→62869.9 | +1.15 | timeout |
| 06-10 15:45 | BTC | Buy | 61240.1→62362.9 | +6.96 | timeout |
| 06-08 20:59 | BTC | Buy | 63963.2→63431.8 | -3.69 | timeout |
| 06-05 13:56 | BTC | Buy | 62041.1→60887.5 | -7.80 | stop_loss |
| 06-05 12:18 | BTC | Buy | 61849.1→62256.9 | +2.27 | timeout |
| 06-04 01:50 | BTC | Buy | 63587.2→62404.7 | -7.80 | stop_loss |
| 06-03 13:57 | BTC | Buy | 67218.4→66777.7 | -2.99 | timeout |
| 06-02 19:31 | BTC | Buy | 67996.4→66564.4 | -8.79 | stop_loss |
| 06-02 07:41 | BTC | Buy | 70924.5→70190.5 | -4.53 | timeout |
| 05-26 15:23 | BTC | Buy | 77949.9→76502.9 | -7.79 | stop_loss |
| 05-23 22:58 | BTC | Buy | 75438.8→76540.2 | +5.47 | timeout |
| 05-23 14:13 | BTC | Buy | 74543.7→75186.2 | +3.09 | timeout |
| 05-19 15:37 | BTC | Buy | 76746.8→76518.2 | -1.57 | timeout |
| 05-15 21:02 | BTC | Buy | 79114→79089 | -0.47 | timeout |
| 05-15 13:39 | BTC | Buy | 80677→79180.4 | -7.77 | stop_loss |
| 05-12 04:43 | BTC | Buy | 81724.1→81715.9 | -0.41 | timeout |
Paper vs Live
Paper (trades.jsonl)
26
closed
38%
win rate
-41.49
total pnl ($)
-39.8 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 | 26 | 38% | -39.8 | -41.49 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||