16
closed trades
44%
win rate
-58.72
total pnl ($)
1.228
weight
7d window — n=5 wr=40% pnl=+0.57
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 15:35:13 (23.9d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_deribit_basis_stability_siblings
n: 14
· wr: 35.7%
· total_bps: -359.1
· mean_bps: -25.65
· sharpe: -0.44
· max_dd_bps: -359.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 16 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-26 13:19 | BTC | Sell | 60498→58565.9 | +31.06 | take_profit |
| 06-24 17:21 | BTC | Buy | 60483→59358.3 | -19.48 | stop_loss |
| 06-23 06:21 | BTC | Buy | 63955.2→62765.5 | -19.52 | stop_loss |
| 06-22 19:34 | BTC | Sell | 65045.7→64403.2 | +9.00 | timeout |
| 06-21 14:06 | BTC | Sell | 64129.8→64101.2 | -0.49 | timeout |
| 06-16 14:03 | BTC | Sell | 66325.7→66162.3 | +1.60 | timeout |
| 06-15 00:14 | BTC | Sell | 64687.8→65892.2 | -19.53 | stop_loss |
| 06-12 13:45 | BTC | Buy | 63030.2→63177.8 | +1.41 | timeout |
| 06-12 13:22 | BTC | Sell | 62980.9→63437.2 | -8.11 | timeout |
| 06-11 23:40 | BTC | Buy | 63210.2→63587.8 | +5.01 | timeout |
| 06-08 20:59 | BTC | Buy | 63963.2→63431.8 | -9.23 | timeout |
| 06-04 01:23 | BTC | Buy | 63721.2→62536.6 | -19.49 | stop_loss |
| 06-02 09:02 | BTC | Buy | 70938.5→69618.7 | -19.57 | stop_loss |
| 05-29 13:51 | BTC | Sell | 73390.3→73175.7 | +2.04 | timeout |
| 05-27 18:42 | BTC | Sell | 75870.2→74952.7 | +11.23 | timeout |
| 05-19 15:36 | BTC | Buy | 76791.8→76507.2 | -4.66 | timeout |
Paper vs Live
Paper (trades.jsonl)
16
closed
44%
win rate
-58.72
total pnl ($)
-36.6 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 | 16 | 44% | -36.6 | -58.72 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||