deribit_basis_stability_two_hour_data

39

closed trades

54%

win rate

-14.54

total pnl ($)

1.211

weight

7d window — n=7 wr=71% pnl=+0.67 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 15:59:01 (19.1d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: strategies_batch_deribit_basis_stability_siblings

n: 73 · wr: 49.3% · total_bps: -794.2 · mean_bps: -10.88 · sharpe: -0.17 · max_dd_bps: -818.0

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-22 01:26	BTC	Sell	63565.8→64749.6	-7.80	stop_loss
06-21 13:43	BTC	Sell	64178.8→64014.2	+0.65	timeout
06-19 14:46	BTC	Buy	62620.1→63260.8	+3.75	timeout
06-19 08:49	BTC	Sell	62892.9→62627.1	+1.31	timeout
06-16 14:07	BTC	Sell	66312.7→66165.3	+0.55	timeout
06-16 13:27	BTC	Buy	66323.3→66089.7	-1.79	timeout
06-16 03:25	BTC	Sell	66519.7→65793.3	+4.00	timeout
06-15 14:07	BTC	Buy	65708.3→66367.7	+3.66	timeout
06-15 00:14	BTC	Sell	64698.8→65908.2	-7.84	stop_loss
06-12 13:45	BTC	Buy	63029.2→63147.8	+0.38	timeout
06-12 12:14	BTC	Sell	63253.8→63599.2	-2.53	timeout
06-12 04:04	BTC	Sell	63559.8→63483.2	+0.14	timeout
06-11 21:01	BTC	Buy	62566.1→63405.8	+4.98	timeout
06-11 13:04	BTC	Buy	62633.1→62927.9	+1.50	timeout
06-10 15:44	BTC	Buy	61283.1→62371.9	+6.74	timeout
06-09 18:21	BTC	Sell	62736.9→61845.1	+5.34	timeout
06-08 20:59	BTC	Buy	63936.2→63427.8	-3.55	timeout
06-06 02:46	BTC	Sell	61287.9→60946	+1.87	timeout
06-05 13:56	BTC	Buy	62075.1→60920.5	-7.80	stop_loss
06-05 12:22	BTC	Buy	61453.1→62199.9	+4.49	timeout
06-04 01:23	BTC	Buy	63721.2→62536.6	-7.80	stop_loss
06-03 13:57	BTC	Buy	67233.4→66832.7	-2.75	timeout
06-02 19:35	BTC	Buy	68004.4→66555.4	-8.88	stop_loss
06-02 09:42	BTC	Sell	70932.5→69498.5	+7.76	timeout
06-02 07:42	BTC	Buy	70908.5→70202.5	-4.37	timeout
05-31 20:23	BTC	Sell	73595.3→73712.7	-1.00	timeout
05-29 13:51	BTC	Sell	73390.3→73167.7	+0.86	timeout
05-27 18:32	BTC	Sell	75879.2→74864.7	+5.00	timeout
05-27 00:46	BTC	Sell	75888.2→75965.8	-0.77	timeout
05-26 15:30	BTC	Buy	77932.9→76487.9	-7.78	stop_loss
05-26 07:48	BTC	Sell	76700.2→76607.8	+0.12	timeout
05-25 03:51	BTC	Sell	76119.2→76987.8	-4.92	timeout
05-23 22:58	BTC	Buy	75438.8→76554.2	+5.54	timeout
05-23 14:12	BTC	Buy	74602.7→75188.2	+2.78	timeout
05-23 01:12	BTC	Sell	76240.2→75407.8	+4.02	timeout
05-19 15:37	BTC	Buy	76747.8→76514.2	-1.60	timeout
05-15 21:02	BTC	Buy	79141→79087	-0.62	timeout
05-15 13:41	BTC	Buy	80650→79154.4	-7.77	stop_loss
05-12 04:43	BTC	Buy	81724.1→81715.9	-0.41	timeout

Paper (trades.jsonl)

39

closed

54%

win rate

-14.54

total pnl ($)

-9.3 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	39	54%	-9.3	-14.54

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 39 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)