deribit_basis_stability_z15_both

77

closed trades

42%

win rate

-36.40

total pnl ($)

1.293

weight

7d window — n=17 wr=47% pnl=+11.47 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 15:59:01 (23.9d ago) · src: canon

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

n: 127 · wr: 52.0% · total_bps: -583.0 · mean_bps: -4.59 · sharpe: -0.07 · max_dd_bps: -811.8

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

time	sym	side	entry→exit	pnl	close
06-26 21:41	BTC	Sell	60388→59914	+2.79	timeout
06-26 13:19	BTC	Sell	60566→58592.9	+12.68	take_profit
06-26 08:35	BTC	Buy	58976.9→60140	+7.52	timeout
06-26 03:58	BTC	Sell	60152→59883	+1.43	timeout
06-25 14:33	BTC	Buy	58147.9→60003	+12.40	take_profit
06-24 23:06	BTC	Buy	59863→60871	+6.37	timeout
06-24 13:41	BTC	Buy	62763.1→61585.1	-7.86	stop_loss
06-24 12:04	BTC	Buy	62740.1→62935.9	+0.90	timeout
06-23 15:28	BTC	Buy	62473.1→62216.9	-2.00	timeout
06-23 06:20	BTC	Buy	63980.2→62785.5	-7.81	stop_loss
06-23 02:42	BTC	Buy	64478.2→64178.8	-2.22	timeout
06-22 18:45	BTC	Sell	65056.7→64502.2	+3.05	timeout
06-22 12:40	BTC	Sell	63982.8→65178.8	-7.81	stop_loss
06-22 03:27	BTC	Sell	63673.8→64263.2	-4.06	timeout
06-21 13:26	BTC	Sell	64162.8→64120.2	-0.10	timeout
06-21 03:26	BTC	Sell	63946.8→64400.2	-3.20	timeout
06-20 20:47	BTC	Sell	63845.8→63884.2	-0.60	timeout
06-20 08:08	BTC	Buy	63488.2→63527.8	-0.13	timeout
06-19 13:45	BTC	Buy	62510.1→63069.8	+3.24	timeout
06-19 08:15	BTC	Sell	63033.8→62622.1	+2.23	timeout
06-16 20:35	BTC	Sell	65536.7→65755.3	-1.67	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
06-16 06:44	BTC	Sell	66382.7→66375.3	-0.33	timeout
06-16 00:03	BTC	Sell	66807.7→66248.3	+2.98	timeout
06-15 19:35	BTC	Buy	66833.3→66641.7	-1.52	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
06-14 21:16	BTC	Sell	64091.8→64431.2	-2.47	timeout
06-12 13:45	BTC	Buy	63031.2→63156.8	+0.42	timeout
06-12 11:18	BTC	Sell	63485.8→63739.2	-1.94	timeout
06-12 03:00	BTC	Sell	63372.8→63598.2	-1.76	timeout
06-11 19:59	BTC	Buy	63041.2→63566.8	+2.95	timeout
06-11 13:05	BTC	Buy	62642.1→62896.9	+1.24	timeout
06-10 21:13	BTC	Buy	62605.1→61440.2	-7.81	stop_loss
06-10 14:14	BTC	Buy	61586.1→61976.9	+2.17	timeout
06-09 17:12	BTC	Sell	62584.9→61502.1	+6.57	timeout
06-09 13:44	BTC	Buy	63181.2→62338.9	-5.69	timeout
06-08 20:59	BTC	Buy	63936.2→63427.8	-3.55	timeout
06-08 05:03	BTC	Buy	62939.1→62748.9	-1.57	timeout
06-07 09:29	BTC	Buy	61638.1→62666.9	+6.32	timeout
06-06 08:13	BTC	Sell	60860→61136.1	-2.16	timeout
06-05 20:50	BTC	Sell	60695→61825	-7.81	stop_loss
06-05 14:06	BTC	Buy	61591.1→60437.7	-7.85	stop_loss
06-05 06:00	BTC	Buy	63337.2→62158.8	-7.80	stop_loss
06-04 09:45	BTC	Sell	64365.8→62921.1	+8.61	timeout
06-04 00:39	BTC	Buy	64243.2→63048.3	-7.80	stop_loss
06-03 13:36	BTC	Buy	67195.4→66989.7	-1.59	timeout
06-03 00:48	BTC	Buy	67276.4→66990.7	-2.06	timeout
06-02 14:21	BTC	Buy	69472.5→68180.5	-7.80	stop_loss
06-02 09:42	BTC	Sell	70932.5→69498.5	+7.76	timeout
06-02 03:16	BTC	Buy	71193.6→70912.5	-1.97	timeout
05-31 20:23	BTC	Sell	73595.3→73712.7	-1.00	timeout
05-29 23:15	BTC	Buy	74232.7→73402.3	-4.84	timeout
05-29 13:51	BTC	Sell	73390.3→73175.7	+0.81	timeout
05-28 01:17	BTC	Sell	74996.2→74304.7	+3.33	timeout
05-27 18:16	BTC	Sell	75562.2→74705.7	+4.19	timeout
05-26 21:49	BTC	Sell	76431.2→75989.8	+1.96	timeout
05-26 15:23	BTC	Buy	77941.9→76491.9	-7.80	stop_loss
05-26 07:48	BTC	Sell	76700.2→76607.8	+0.12	timeout
05-26 00:08	BTC	Sell	77600.1→77236.9	+1.51	timeout
05-25 08:12	BTC	Sell	77336.1→77264.9	+0.04	timeout
05-25 00:26	BTC	Sell	76648.2→77164.9	-3.05	timeout
05-24 18:15	BTC	Sell	77154.1→76702.8	+1.99	timeout
05-23 21:53	BTC	Buy	75452.8→76678.2	+6.13	timeout
05-23 13:37	BTC	Buy	75307.8→74883.3	-2.61	timeout
05-23 06:13	BTC	Buy	75427.8→75440.2	-0.29	timeout
05-23 00:52	BTC	Sell	76421.2→75360.8	+5.21	timeout
05-22 17:41	BTC	Sell	77302.1→76999.8	+1.23	timeout
05-22 07:35	BTC	Sell	77329.1→77434.9	-0.90	timeout
05-21 20:48	BTC	Sell	76877.2→77763.9	-4.95	timeout
05-19 15:36	BTC	Buy	76791.8→76507.2	-1.86	timeout
05-18 19:36	BTC	Buy	76941.8→76731.2	-1.47	timeout
05-16 05:02	BTC	Buy	79088→78911.1	-1.25	timeout
05-15 22:02	BTC	Buy	79170→78974.1	-1.34	timeout
05-15 13:46	BTC	Buy	80444→78952.6	-7.77	stop_loss
05-12 04:43	BTC	Sell	81715.9→81724.1	-0.38	timeout

Paper (trades.jsonl)

77

closed

42%

win rate

-36.40

total pnl ($)

-11.9 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	77	42%	-11.9	-36.40

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 77 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)