deribit_basis_stability_notional_05

80

closed trades

44%

win rate

-18.92

total pnl ($)

1.300

weight

7d window — n=16 wr=56% pnl=+7.76 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 15:35:13 (24.4d ago) · src: canon

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

n: 127 · wr: 52.0% · total_bps: -583.0 · mean_bps: -4.59 · sharpe: -0.07 · max_dd_bps: -811.8

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

time	sym	side	entry→exit	pnl	close
06-26 21:38	BTC	Sell	60400→59875	+1.96	timeout
06-26 13:19	BTC	Sell	60485→58554.9	+7.76	take_profit
06-26 08:35	BTC	Buy	58913.9→60137	+4.97	timeout
06-26 04:00	BTC	Sell	60137→59913	+0.70	timeout
06-25 20:00	BTC	Buy	58621.9→59338	+2.83	timeout
06-24 23:59	BTC	Buy	59352→61037.9	+6.88	timeout
06-24 13:41	BTC	Buy	62778.1→61609.1	-4.88	stop_loss
06-24 12:05	BTC	Buy	62765.1→62879.9	+0.23	timeout
06-23 14:18	BTC	Buy	62433.1→62741.9	+1.02	timeout
06-23 06:18	BTC	Buy	64170.2→62975.3	-4.88	stop_loss
06-23 02:41	BTC	Buy	64478.2→64172.8	-1.41	timeout
06-22 18:44	BTC	Sell	65030.7→64501.2	+1.82	timeout
06-22 12:42	BTC	Sell	64025.8→65080.3	-4.32	timeout
06-22 03:26	BTC	Sell	63674.8→64282.2	-2.60	timeout
06-21 13:26	BTC	Sell	64162.8→64120.2	-0.07	timeout
06-21 03:22	BTC	Sell	63910.8→64426.2	-2.24	timeout
06-20 20:47	BTC	Sell	63840.8→63873.2	-0.35	timeout
06-20 08:08	BTC	Buy	63489.2→63527.8	-0.08	timeout
06-19 13:45	BTC	Buy	62513.1→63355.8	+3.16	timeout
06-19 08:15	BTC	Sell	62999.8→62623.1	+1.25	timeout
06-16 20:35	BTC	Sell	65543.7→65737.3	-0.95	timeout
06-16 14:06	BTC	Sell	66313.7→66190.3	+0.25	timeout
06-16 13:02	BTC	Buy	66378.3→66367.7	-0.27	timeout
06-16 06:42	BTC	Sell	66401.7→66419.3	-0.30	timeout
06-16 00:02	BTC	Sell	66820.7→66253.3	+1.89	timeout
06-15 18:01	BTC	Buy	66182.3→66816.7	+2.16	timeout
06-15 11:52	BTC	Buy	65762.3→66211.7	+1.48	timeout
06-15 00:14	BTC	Sell	64685.8→65893.2	-4.89	stop_loss
06-14 21:16	BTC	Sell	64090.8→64352.2	-1.24	timeout
06-14 03:42	BTC	Sell	64659.8→64470.2	+0.50	timeout
06-12 13:45	BTC	Buy	63038.2→63112.8	+0.06	timeout
06-12 11:18	BTC	Sell	63484.8→63734.2	-1.20	timeout
06-12 03:00	BTC	Sell	63371.8→63604.2	-1.13	timeout
06-11 19:56	BTC	Buy	63022.2→63626.8	+2.16	timeout
06-11 13:05	BTC	Buy	62646.1→62888.9	+0.73	timeout
06-10 21:50	BTC	Buy	62340.1→61166.3	-4.93	stop_loss
06-10 14:14	BTC	Buy	61586.1→61976.9	+1.36	timeout
06-09 17:08	BTC	Sell	62625.9→61440.1	+4.52	timeout
06-09 13:46	BTC	Buy	63166.2→62356.9	-3.43	timeout
06-08 20:59	BTC	Buy	63948.2→63427.8	-2.26	timeout
06-08 05:03	BTC	Buy	62974.1→62792.9	-0.95	timeout
06-07 09:29	BTC	Buy	61628.1→62659.9	+3.96	timeout
06-06 08:13	BTC	Sell	60889→61115.1	-1.14	timeout
06-05 20:50	BTC	Sell	60697→61828	-4.88	stop_loss
06-05 13:57	BTC	Buy	61919.1→60766.6	-4.88	stop_loss
06-05 05:59	BTC	Buy	63396.2→62216.8	-4.87	stop_loss
06-04 09:43	BTC	Sell	64383.8→62882.1	+5.60	timeout
06-04 00:38	BTC	Buy	64352.2→63155.2	-4.87	stop_loss
06-03 13:36	BTC	Buy	67202.4→66990.7	-1.02	timeout
06-03 00:41	BTC	Buy	67193.4→67010.6	-0.91	timeout
06-02 14:21	BTC	Buy	69464.5→68172.5	-4.88	stop_loss
06-02 09:39	BTC	Sell	70948.5→69502.5	+4.89	timeout
06-02 06:32	BTC	Buy	71263.6→70407.5	-3.25	timeout
06-01 23:18	BTC	Buy	71471.6→71466.4	-0.26	timeout
06-01 05:28	BTC	Sell	73805.3→73349.7	+1.32	timeout
05-31 20:22	BTC	Sell	73579.3→73729.7	-0.74	timeout
05-29 23:17	BTC	Buy	74237.7→73375.3	-3.13	timeout
05-29 13:51	BTC	Sell	73390.3→73167.7	+0.54	timeout
05-28 01:17	BTC	Sell	74999.2→74303.7	+2.10	timeout
05-27 18:16	BTC	Sell	75563.2→74715.7	+2.59	timeout
05-26 21:51	BTC	Sell	76405.2→75939.8	+1.30	timeout
05-26 15:30	BTC	Buy	77932.9→76487.9	-4.86	stop_loss
05-26 07:48	BTC	Sell	76700.2→76607.8	+0.07	timeout
05-26 00:07	BTC	Sell	77592.1→77237.9	+0.91	timeout
05-25 08:11	BTC	Sell	77336.1→77317.9	-0.15	timeout
05-25 00:25	BTC	Sell	76652.2→77202.9	-2.01	timeout
05-24 18:15	BTC	Sell	77153.1→76702.8	+1.24	timeout
05-23 21:53	BTC	Buy	75445.8→76684.2	+3.87	timeout
05-23 13:38	BTC	Buy	75273.8→74907.3	-1.44	timeout
05-23 06:12	BTC	Buy	75545.8→75441.2	-0.57	timeout
05-23 00:51	BTC	Sell	76403.2→75353.8	+3.22	timeout
05-22 17:41	BTC	Sell	77301.1→76980.8	+0.83	timeout
05-22 07:35	BTC	Sell	77329.1→77434.9	-0.56	timeout
05-21 20:48	BTC	Sell	76919.2→77744.9	-2.89	timeout
05-19 15:37	BTC	Buy	76747.8→76514.2	-1.00	timeout
05-18 19:36	BTC	Buy	77111.9→76684.2	-1.62	timeout
05-16 05:03	BTC	Buy	79091→78911.1	-0.79	timeout
05-15 22:02	BTC	Buy	79169→78978.1	-0.82	timeout
05-15 13:46	BTC	Buy	80443→78951.6	-4.86	stop_loss
05-12 04:43	BTC	Sell	81715.9→81724.1	-0.24	timeout

Paper (trades.jsonl)

80

closed

44%

win rate

-18.92

total pnl ($)

-9.5 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	80	44%	-9.5	-18.92

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 80 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)