21
closed trades
62%
win rate
+30.15
total pnl ($)
1.278
weight
7d window — n=5 wr=60% pnl=+8.92
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 15:59:01 (23.9d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
strategies_batch_deribit_basis_stability_siblings
n: 32
· wr: 59.4%
· total_bps: +300.4
· mean_bps: +9.39
· sharpe: +0.19
· max_dd_bps: -200.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 21 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-27 01:42 | BTC | Sell | 59907→59958 | -0.70 | timeout |
| 06-26 13:19 | BTC | Sell | 60516→58575.9 | +12.47 | take_profit |
| 06-22 18:53 | BTC | Sell | 65129.7→64393.2 | +4.18 | timeout |
| 06-22 01:26 | BTC | Sell | 63564.8→64749.6 | -7.81 | stop_loss |
| 06-21 13:46 | BTC | Sell | 64211.8→64027.2 | +0.78 | timeout |
| 06-19 08:49 | BTC | Sell | 62893.9→62627.1 | +1.31 | timeout |
| 06-16 14:03 | BTC | Sell | 66325.7→66162.3 | +0.64 | timeout |
| 06-16 03:21 | BTC | Sell | 66502.7→65644.3 | +4.80 | timeout |
| 06-15 00:14 | BTC | Sell | 64687.8→65892.2 | -7.81 | stop_loss |
| 06-12 12:14 | BTC | Sell | 63253.8→63602.2 | -2.55 | timeout |
| 06-12 02:56 | BTC | Sell | 63359.8→63569.2 | -1.66 | timeout |
| 06-09 18:21 | BTC | Sell | 62717.9→61800.1 | +5.51 | timeout |
| 06-06 02:45 | BTC | Sell | 61256.9→60905 | +1.94 | timeout |
| 06-04 09:53 | BTC | Sell | 64338.8→62915.1 | +8.47 | timeout |
| 06-02 09:43 | BTC | Sell | 70950.5→69498.5 | +7.86 | timeout |
| 05-31 20:25 | BTC | Sell | 73558.3→73670.7 | -0.97 | timeout |
| 05-27 18:31 | BTC | Sell | 75899.2→74855.7 | +5.15 | timeout |
| 05-27 00:46 | BTC | Sell | 75889.2→75952.8 | -0.70 | timeout |
| 05-26 07:48 | BTC | Sell | 76700.2→76607.8 | +0.12 | timeout |
| 05-25 03:51 | BTC | Sell | 76134.2→76987.8 | -4.84 | timeout |
| 05-23 01:12 | BTC | Sell | 76240.2→75419.8 | +3.96 | timeout |
Paper vs Live
Paper (trades.jsonl)
21
closed
62%
win rate
+30.15
total pnl ($)
+35.8 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 | 21 | 62% | +35.8 | +30.15 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||