deribit_basis_stability_z40_both

not live
4
closed trades
75%
win rate
+26.92
total pnl ($)
1.212
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-04 01:48:07 (19.0d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: deribit_basis_stability_siblings
n: 3  ·  wr: 66.7%  ·  total_bps: +3.0  ·  mean_bps: +1.00  ·  sharpe: +0.01  ·  max_dd_bps: -103.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 4 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-13 07:45BTCBuy63034.2→63811.8+8.55timeout
06-13 07:22BTCSell62974.9→63720.2-9.54timeout
05-28 12:51BTCSell75756.2→73482.7+21.97timeout
05-20 09:36BTCBuy76790.8→77491.1+5.94timeout

Paper vs Live

Paper (trades.jsonl)
4
closed
75%
win rate
+26.92
total pnl ($)
+90.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC475%+90.1+26.92

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems