20
closed trades
35%
win rate
-21.65
total pnl ($)
1.087
weight
7d window — n=3 wr=33% pnl=-1.49
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 01:48:07 (18.3d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
deribit_basis_stability_siblings
n: 30
· wr: 60.0%
· total_bps: +289.2
· mean_bps: +9.64
· sharpe: +0.17
· max_dd_bps: -263.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 20 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-21 14:06 | BTC | Sell | 64122.8→64101.2 | -0.24 | timeout |
| 06-16 14:05 | BTC | Sell | 66339.7→66200.3 | +0.50 | timeout |
| 06-16 13:27 | BTC | Buy | 66321.3→66093.7 | -1.75 | timeout |
| 06-15 00:14 | BTC | Sell | 64652.8→65856.2 | -7.81 | stop_loss |
| 06-12 13:45 | BTC | Buy | 63033.2→63126.8 | +0.22 | timeout |
| 06-12 13:17 | BTC | Sell | 62953.9→63424.2 | -3.33 | timeout |
| 06-09 21:11 | BTC | Sell | 61617.9→62023.1 | -3.00 | timeout |
| 06-08 20:59 | BTC | Buy | 63943.2→63429.8 | -3.58 | timeout |
| 06-05 12:27 | BTC | Buy | 61561.1→62232.9 | +4.00 | timeout |
| 06-04 01:23 | BTC | Buy | 63734.2→62548.6 | -7.80 | stop_loss |
| 06-02 21:22 | BTC | Buy | 67696.4→67702.6 | -0.33 | timeout |
| 06-02 12:18 | BTC | Sell | 70314.5→69247.5 | +5.74 | timeout |
| 06-02 07:03 | BTC | Buy | 70997.5→69671.7 | -7.85 | stop_loss |
| 05-31 20:49 | BTC | Sell | 73646.3→73700.7 | -0.66 | timeout |
| 05-29 13:49 | BTC | Sell | 73370.3→73194.7 | +0.60 | timeout |
| 05-27 18:31 | BTC | Sell | 75899.2→74855.7 | +5.15 | timeout |
| 05-23 01:52 | BTC | Sell | 75775.2→75392.8 | +1.67 | timeout |
| 05-19 15:37 | BTC | Buy | 76767.8→76515.2 | -1.70 | timeout |
| 05-15 23:02 | BTC | Buy | 79237→79083 | -1.12 | timeout |
| 05-12 04:43 | BTC | Buy | 81724.1→81715.9 | -0.36 | timeout |
Paper vs Live
Paper (trades.jsonl)
20
closed
35%
win rate
-21.65
total pnl ($)
-27.1 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 | 20 | 35% | -27.1 | -21.65 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||