23
closed trades
30%
win rate
-66.56
total pnl ($)
1.187
weight
7d window — n=4 wr=25% pnl=-6.27
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 15:35:13 (23.9d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_deribit_basis_stability_siblings
n: 30
· wr: 56.7%
· total_bps: +176.8
· mean_bps: +5.89
· sharpe: +0.10
· max_dd_bps: -278.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 23 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-26 13:19 | BTC | Sell | 60496→58563.9 | +23.29 | take_profit |
| 06-24 17:44 | BTC | Buy | 60379→59253.4 | -14.64 | stop_loss |
| 06-23 06:20 | BTC | Buy | 63985.2→62793.4 | -14.65 | stop_loss |
| 06-21 14:06 | BTC | Sell | 64122.8→64086.2 | -0.27 | timeout |
| 06-16 14:06 | BTC | Sell | 66314.7→66190.3 | +0.76 | timeout |
| 06-16 13:28 | BTC | Buy | 66338.3→66094.7 | -3.46 | timeout |
| 06-15 00:14 | BTC | Sell | 64652.8→65859.2 | -14.68 | stop_loss |
| 06-12 13:45 | BTC | Buy | 63029.2→63147.8 | +0.71 | timeout |
| 06-12 12:40 | BTC | Sell | 62925.9→63368.2 | -5.92 | timeout |
| 06-09 21:11 | BTC | Sell | 61621.9→62023.1 | -5.58 | timeout |
| 06-08 21:00 | BTC | Buy | 63950.2→63460.8 | -6.43 | timeout |
| 06-05 12:28 | BTC | Buy | 61712.1→62196.9 | +5.20 | timeout |
| 06-04 02:01 | BTC | Buy | 63171.2→61995.9 | -14.63 | stop_loss |
| 06-03 14:10 | BTC | Buy | 67098.4→66850.7 | -3.46 | timeout |
| 06-02 19:33 | BTC | Buy | 67591.4→66329.5 | -14.68 | stop_loss |
| 06-02 12:17 | BTC | Sell | 70348.5→69309.5 | +10.46 | timeout |
| 06-02 09:02 | BTC | Buy | 70934.5→69612.7 | -14.70 | stop_loss |
| 05-31 20:47 | BTC | Sell | 73658.3→73681.7 | -0.92 | timeout |
| 05-27 18:32 | BTC | Sell | 75907.2→74880.7 | +9.50 | timeout |
| 05-23 01:52 | BTC | Sell | 75843.2→75392.8 | +3.80 | timeout |
| 05-19 15:36 | BTC | Buy | 76795.8→76515.2 | -3.45 | timeout |
| 05-15 23:02 | BTC | Buy | 79237→79080 | -2.13 | timeout |
| 05-12 04:43 | BTC | Buy | 81724.1→81715.9 | -0.68 | timeout |
Paper vs Live
Paper (trades.jsonl)
23
closed
30%
win rate
-66.56
total pnl ($)
-38.6 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 | 23 | 30% | -38.6 | -66.56 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||