deribit_basis_stability_z15_short_fresh

45

closed trades

51%

win rate

+12.68

total pnl ($)

1.188

weight

7d window — n=7 wr=57% pnl=+9.85 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-04 01:48:07 (26.3d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: deribit_basis_stability_siblings

n: 58 · wr: 63.8% · total_bps: +560.4 · mean_bps: +9.66 · sharpe: +0.17 · max_dd_bps: -336.2

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

time	sym	side	entry→exit	pnl	close
06-30 01:09	BTC	Sell	60188→59779	+2.35	timeout
06-29 18:08	BTC	Sell	60535→60472	+0.09	timeout
06-29 05:54	BTC	Sell	59628→59970	-2.65	timeout
06-28 11:34	BTC	Sell	59873→60295	-3.17	timeout
06-27 01:13	BTC	Sell	59982→59953	-0.16	timeout
06-26 13:19	BTC	Sell	60528→58592.9	+12.44	take_profit
06-26 03:57	BTC	Sell	60107→59906	+0.96	timeout
06-22 13:36	BTC	Sell	64100.8→65297.9	-7.82	stop_loss
06-22 09:31	BTC	Sell	64386.8→64083.2	+1.54	timeout
06-22 01:26	BTC	Sell	63608.8→64810.6	-7.91	stop_loss
06-21 13:26	BTC	Sell	64161.8→64120.2	-0.11	timeout
06-21 03:27	BTC	Sell	63932.8→64401.2	-3.29	timeout
06-20 20:47	BTC	Sell	63841.8→63876.2	-0.58	timeout
06-19 08:15	BTC	Sell	63029.8→62623.1	+2.19	timeout
06-16 20:01	BTC	Sell	66098.7→65630.3	+2.49	timeout
06-16 14:03	BTC	Sell	66320.7→66162.3	+0.61	timeout
06-16 06:44	BTC	Sell	66387.7→66382.3	-0.34	timeout
06-16 00:03	BTC	Sell	66796.7→66248.3	+2.92	timeout
06-15 00:14	BTC	Sell	64681.8→65886.2	-7.81	stop_loss
06-14 20:54	BTC	Sell	63942.8→64029.2	-0.89	timeout
06-12 12:38	BTC	Sell	62797.9→63439.2	-4.43	timeout
06-12 06:32	BTC	Sell	63603.8→63044.2	+3.17	timeout
06-12 00:33	BTC	Sell	63431.8→63648.2	-1.70	timeout
06-09 17:12	BTC	Sell	62579.9→61524.1	+6.40	timeout
06-08 12:11	BTC	Sell	62927.9→63009.2	-0.87	timeout
06-06 08:13	BTC	Sell	60859→61135.1	-2.16	timeout
06-05 20:50	BTC	Sell	60691→61822	-7.81	stop_loss
06-04 09:43	BTC	Sell	64383.8→62882.1	+8.96	timeout
06-02 09:39	BTC	Sell	70948.5→69502.5	+7.82	timeout
06-01 05:28	BTC	Sell	73805.3→73349.7	+2.12	timeout
05-31 20:22	BTC	Sell	73579.3→73729.7	-1.18	timeout
05-29 13:50	BTC	Sell	73366.3→73190.7	+0.60	timeout
05-28 01:17	BTC	Sell	74989.3→74226.7	+3.71	timeout
05-27 18:17	BTC	Sell	75571.2→74700.7	+4.26	timeout
05-26 21:51	BTC	Sell	76405.2→75952.8	+2.02	timeout
05-26 07:49	BTC	Sell	76723.2→76624.8	+0.15	timeout
05-26 00:07	BTC	Sell	77592.1→77234.9	+1.47	timeout
05-25 08:11	BTC	Sell	77327.1→77319.9	-0.29	timeout
05-25 00:25	BTC	Sell	76655.2→77202.9	-3.21	timeout
05-24 18:16	BTC	Sell	77148.1→76706.8	+1.94	timeout
05-23 00:51	BTC	Sell	76403.2→75353.8	+5.15	timeout
05-22 17:41	BTC	Sell	77301.1→76980.8	+1.32	timeout
05-22 07:34	BTC	Sell	77387.1→77438.9	-0.62	timeout
05-21 20:48	BTC	Sell	76919.2→77743.9	-4.62	timeout
05-12 04:43	BTC	Sell	81715.9→81724.1	-0.38	timeout

Paper (trades.jsonl)

45

closed

51%

win rate

+12.68

total pnl ($)

+6.9 bps

avg bps net

Live (dry_run=0)

2

closed

50%

win rate

+8.81

total pnl ($)

+76.5 bps

avg bps net

Live: 2 trades (insufficient sample, <5)

symbol	n	wr	net bps	total pnl ($)
BTC	45	51%	+6.9	+12.68

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 45 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)