12
closed trades
33%
win rate
-29.90
total pnl ($)
1.056
weight
7d window — n=3 wr=33% pnl=-3.56
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 01:48:07 (18.1d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
deribit_basis_stability_siblings
n: 14
· wr: 57.1%
· total_bps: -179.3
· mean_bps: -12.80
· sharpe: -0.18
· max_dd_bps: -288.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 12 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-21 20:06 | BTC | Sell | 64140.8→64213.2 | -0.82 | timeout |
| 06-16 20:03 | BTC | Sell | 66320.7→65620.3 | +3.90 | timeout |
| 06-15 09:22 | BTC | Sell | 64681.8→65697.3 | -6.65 | timeout |
| 06-12 19:45 | BTC | Buy | 63030.2→63632.8 | +3.46 | timeout |
| 06-12 19:22 | BTC | Sell | 62980.9→63669.2 | -4.73 | timeout |
| 06-12 05:41 | BTC | Buy | 63342.2→63351.8 | -0.32 | timeout |
| 06-09 00:49 | BTC | Buy | 63980.2→62399.7 | -10.24 | stop_loss |
| 06-04 01:55 | BTC | Buy | 63700.2→62133.8 | -10.20 | stop_loss |
| 06-02 12:06 | BTC | Buy | 70995.5→69246.9 | -10.25 | stop_loss |
| 05-29 19:50 | BTC | Sell | 73366.3→73605.7 | -1.64 | timeout |
| 05-28 00:42 | BTC | Sell | 75870.2→74516.7 | +6.78 | timeout |
| 05-19 21:37 | BTC | Buy | 76746.8→76981.2 | +0.80 | timeout |
Paper vs Live
Paper (trades.jsonl)
12
closed
33%
win rate
-29.90
total pnl ($)
-62.1 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 | 12 | 33% | -62.1 | -29.90 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||