deribit_basis_stability_wide_sl

39

closed trades

54%

win rate

+8.59

total pnl ($)

1.329

weight

7d window — n=7 wr=86% pnl=+14.31 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 15:59:01 (19.3d ago) · src: canon

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

n: 71 · wr: 49.3% · total_bps: -1153.9 · mean_bps: -16.25 · sharpe: -0.20 · max_dd_bps: -1154.1

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

time	sym	side	entry→exit	pnl	close
06-22 18:52	BTC	Sell	65135.7→64399.2	+4.18	timeout
06-22 04:29	BTC	Sell	63703.8→63940.2	-1.84	timeout
06-21 13:46	BTC	Sell	64207.8→64030.2	+0.73	timeout
06-19 14:46	BTC	Buy	62625.1→63261.8	+3.73	timeout
06-19 08:49	BTC	Sell	62898.9→62627.1	+1.34	timeout
06-16 14:02	BTC	Sell	66375.7→66122.3	+1.18	timeout
06-16 03:21	BTC	Sell	66503.7→65615.3	+4.98	timeout
06-15 14:10	BTC	Buy	65710.3→66304.7	+3.26	timeout
06-15 03:22	BTC	Sell	64670.8→65669.3	-6.53	timeout
06-12 13:45	BTC	Buy	63031.2→63156.8	+0.42	timeout
06-12 12:14	BTC	Sell	63250.8→63588.2	-2.48	timeout
06-12 03:14	BTC	Sell	63526.8→63505.2	-0.20	timeout
06-11 23:38	BTC	Buy	63191.2→63473.8	+1.40	timeout
06-11 13:09	BTC	Buy	62625.1→62861.9	+1.13	timeout
06-10 15:44	BTC	Buy	61265.1→62372.9	+6.86	timeout
06-09 18:21	BTC	Sell	62711.9→61763.1	+5.71	timeout
06-08 20:59	BTC	Buy	63938.2→63427.8	-3.56	timeout
06-06 02:45	BTC	Sell	61300.9→60917	+2.15	timeout
06-05 13:57	BTC	Buy	62043.1→60760.6	-8.63	stop_loss
06-05 12:23	BTC	Buy	61399.1→62256.9	+5.22	timeout
06-04 09:52	BTC	Sell	64351.8→62983.1	+8.13	timeout
06-04 01:50	BTC	Buy	63734.2→62421.7	-8.60	stop_loss
06-03 14:09	BTC	Buy	67099.4→66829.7	-1.98	timeout
06-02 21:08	BTC	Buy	68076.4→67600.6	-3.16	timeout
06-02 09:39	BTC	Sell	70946.5→69460.5	+8.05	timeout
06-02 07:39	BTC	Buy	70824.5→70166.5	-4.11	timeout
05-31 20:26	BTC	Sell	73538.3→73673.7	-1.10	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 15:31	BTC	Buy	77919.9→76314	-8.60	stop_loss
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 22:58	BTC	Buy	75438.8→76554.2	+5.54	timeout
05-23 14:13	BTC	Buy	74543.7→75187.2	+3.09	timeout
05-23 01:12	BTC	Sell	76240.2→75419.8	+3.96	timeout
05-19 15:36	BTC	Buy	76790.8→76514.2	-1.82	timeout
05-15 21:02	BTC	Buy	79146→79088	-0.64	timeout
05-15 13:42	BTC	Buy	80677→79019.5	-8.57	stop_loss
05-12 04:43	BTC	Buy	81724.1→81715.9	-0.41	timeout

Paper (trades.jsonl)

39

closed

54%

win rate

+8.59

total pnl ($)

+5.5 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%	+5.5	+8.59

time	sym	side	reason
06-22 13:21	BTC	Sell	stale_intent
06-21 22:45	BTC	Sell	stale_intent

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 2)

Postmortem feed (last 10)