11
closed trades
45%
win rate
+1.21
total pnl ($)
1.108
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 15:35:13 (18.8d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_deribit_basis_stability_siblings
n: 18
· wr: 44.4%
· total_bps: +39.6
· mean_bps: +2.20
· sharpe: +0.04
· max_dd_bps: -369.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 11 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-12 10:46 | BTC | Buy | 63025.2→63652.8 | +3.62 | timeout |
| 06-11 18:01 | BTC | Buy | 62566.1→63641.8 | +6.51 | timeout |
| 06-08 17:59 | BTC | Buy | 63938.2→63499.8 | -3.11 | timeout |
| 06-05 07:41 | BTC | Buy | 61499.1→62845.9 | +8.40 | take_profit |
| 06-04 01:16 | BTC | Buy | 63721.2→62854.4 | -5.80 | stop_loss |
| 06-03 11:11 | BTC | Buy | 67101.4→67195.6 | +0.19 | timeout |
| 06-02 18:24 | BTC | Buy | 67640.4→67401.6 | -1.77 | timeout |
| 06-02 06:47 | BTC | Buy | 70938.5→69972.5 | -5.82 | stop_loss |
| 05-19 12:37 | BTC | Buy | 76771.8→76862.2 | +0.11 | timeout |
| 05-15 20:02 | BTC | Buy | 79224→79152 | -0.72 | timeout |
| 05-12 01:43 | BTC | Buy | 81724.1→81715.9 | -0.38 | timeout |
Paper vs Live
Paper (trades.jsonl)
11
closed
45%
win rate
+1.21
total pnl ($)
+2.8 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 | 11 | 45% | +2.8 | +1.21 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||