35
closed trades
57%
win rate
+9.74
total pnl ($)
1.191
weight
7d window — n=6 wr=50% pnl=-5.81
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 15:59:01 (24.2d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_deribit_basis_stability_siblings
n: 46
· wr: 52.2%
· total_bps: -425.8
· mean_bps: -9.26
· sharpe: -0.15
· max_dd_bps: -425.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 35 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-26 13:19 | BTC | Sell | 60566→58592.9 | +12.68 | take_profit |
| 06-26 12:40 | BTC | Buy | 60269→59144.5 | -7.83 | stop_loss |
| 06-24 17:20 | BTC | Buy | 60596→59467.3 | -7.80 | stop_loss |
| 06-23 06:21 | BTC | Buy | 63967.2→62777.5 | -7.76 | stop_loss |
| 06-22 18:55 | BTC | Sell | 65056.7→64354.2 | +3.96 | timeout |
| 06-21 13:45 | BTC | Sell | 64219.8→64011.2 | +0.94 | timeout |
| 06-19 14:46 | BTC | Buy | 62631.1→63260.8 | +3.68 | timeout |
| 06-19 08:48 | BTC | Sell | 62904.9→62643.1 | +1.28 | timeout |
| 06-16 14:06 | BTC | Sell | 66312.7→66197.3 | +0.35 | timeout |
| 06-16 12:58 | BTC | Buy | 66412.3→66412.7 | -0.37 | timeout |
| 06-15 11:50 | BTC | Buy | 65753.3→66154.7 | +2.08 | timeout |
| 06-15 03:19 | BTC | Sell | 64748.8→65685.3 | -6.14 | timeout |
| 06-12 04:03 | BTC | Sell | 63550.8→63495.2 | +0.01 | timeout |
| 06-11 23:38 | BTC | Buy | 63188.2→63459.8 | +1.33 | timeout |
| 06-10 15:44 | BTC | Buy | 61233.1→62376.9 | +7.10 | timeout |
| 06-09 18:19 | BTC | Sell | 62748.9→61909.1 | +5.01 | timeout |
| 06-08 20:59 | BTC | Buy | 63936.2→63427.8 | -3.55 | timeout |
| 06-06 02:45 | BTC | Sell | 61261.9→60896 | +2.03 | timeout |
| 06-05 12:21 | BTC | Buy | 61529.1→62208.9 | +4.05 | timeout |
| 06-04 09:53 | BTC | Sell | 64340.8→62912.1 | +8.50 | timeout |
| 06-04 01:49 | BTC | Buy | 63700.2→62515.6 | -7.80 | stop_loss |
| 06-03 02:17 | BTC | Buy | 67238.4→66859.7 | -2.62 | timeout |
| 06-02 09:42 | BTC | Sell | 70926.5→69465.5 | +7.91 | timeout |
| 06-02 07:40 | BTC | Buy | 70838.5→70165.5 | -4.19 | timeout |
| 05-31 20:24 | BTC | Sell | 73587.3→73673.7 | -0.83 | timeout |
| 05-29 13:50 | BTC | Sell | 73366.3→73177.7 | +0.67 | timeout |
| 05-27 18:32 | BTC | Sell | 75904.2→74880.7 | +5.05 | timeout |
| 05-26 15:23 | BTC | Buy | 77949.9→76502.9 | -7.79 | stop_loss |
| 05-26 07:49 | BTC | Sell | 76711.2→76624.8 | +0.09 | timeout |
| 05-25 03:51 | BTC | Sell | 76133.2→77001.8 | -4.91 | timeout |
| 05-23 14:13 | BTC | Buy | 74543.7→75186.2 | +3.09 | timeout |
| 05-23 01:12 | BTC | Sell | 76241.2→75418.8 | +3.97 | timeout |
| 05-19 15:37 | BTC | Buy | 76746.8→76518.2 | -1.57 | timeout |
| 05-15 21:02 | BTC | Buy | 79114→79089 | -0.47 | timeout |
| 05-12 04:43 | BTC | Buy | 81724.1→81715.9 | -0.41 | timeout |
Paper vs Live
Paper (trades.jsonl)
35
closed
57%
win rate
+9.74
total pnl ($)
+6.9 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 | 35 | 57% | +6.9 | +9.74 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||