12
closed trades
33%
win rate
-1.28
total pnl ($)
1.291
weight
7d window — n=3 wr=67% pnl=+7.84
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 15:59:01 (24.3d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
strategies_batch_deribit_basis_stability_siblings
n: 12
· wr: 50.0%
· total_bps: +256.7
· mean_bps: +21.40
· sharpe: +0.28
· max_dd_bps: -122.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 12 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-26 10:49 | BTC | Sell | 60477→59359 | +7.04 | timeout |
| 06-22 16:35 | BTC | Sell | 65120.7→64646.2 | +2.55 | timeout |
| 06-21 11:06 | BTC | Sell | 64122.8→64347.2 | -1.76 | timeout |
| 06-16 11:07 | BTC | Sell | 66326.7→66468.3 | -1.21 | timeout |
| 06-14 21:50 | BTC | Sell | 64677.8→65563 | -5.83 | stop_loss |
| 06-12 09:32 | BTC | Sell | 63047.8→63911.1 | -5.83 | stop_loss |
| 06-09 18:11 | BTC | Sell | 61621.9→61660.1 | -0.60 | timeout |
| 06-02 09:18 | BTC | Sell | 70314.5→69477.5 | +4.42 | timeout |
| 05-31 17:49 | BTC | Sell | 73646.3→73677.7 | -0.52 | timeout |
| 05-29 10:49 | BTC | Sell | 73370.3→73608.7 | -1.66 | timeout |
| 05-27 15:32 | BTC | Sell | 75909.2→75431.8 | +2.15 | timeout |
| 05-22 22:52 | BTC | Sell | 75775.2→75714.8 | -0.03 | timeout |
Paper vs Live
Paper (trades.jsonl)
12
closed
33%
win rate
-1.28
total pnl ($)
-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 | 12 | 33% | -2.8 | -1.28 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||