deribit_basis_threshold_low_long · strategy

167

closed trades

54%

win rate

-164.28

total pnl ($)

0.614

weight

7d window — n=39 wr=56% pnl=-77.25 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-04 08:53:16 (26.0d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x2189877_30534

n: 360 · wr: 46.4% · total_bps: -5758.5 · mean_bps: -16.00 · sharpe: -0.14 · max_dd_bps: -8746.2

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

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 23:41	BTC	Buy	59834→60232	+2.89	timeout
06-29 19:05	BTC	Buy	59977→60156	+0.97	timeout
06-28 13:55	BTC	Buy	60188→60044	-1.66	timeout
06-28 09:44	BTC	Buy	60238→60361	+0.56	timeout
06-28 08:42	BTC	Buy	60253→60396	+0.74	timeout
06-28 07:41	BTC	Buy	60145→60189	-0.16	timeout
06-28 06:37	BTC	Buy	60531→59935	-5.37	timeout
06-27 13:09	BTC	Buy	59940→60388	+3.27	timeout
06-27 11:30	BTC	Buy	59952→60225	+1.80	timeout
06-27 09:55	BTC	Buy	59943→60377	+3.15	timeout
06-27 03:20	BTC	Buy	59924→60238	+2.16	timeout
06-27 02:20	BTC	Buy	60003→60209	+1.25	timeout
06-26 17:42	BTC	Buy	59882→59960	+0.15	timeout
06-26 15:33	BTC	Buy	59225→60113	+7.02	timeout
06-26 14:28	BTC	Buy	58673.9→60091	+11.60	timeout
06-26 13:19	BTC	Buy	59945→58467.8	-12.79	stop_loss
06-26 13:18	BTC	Buy	60322→58834.6	-12.79	stop_loss
06-26 06:03	BTC	Buy	59611→59765	+0.85	timeout
06-26 05:02	BTC	Buy	59247→59903	+5.10	timeout
06-26 03:58	BTC	Buy	59536→59899	+2.64	timeout
06-26 02:56	BTC	Buy	59503→58423.1	-9.50	timeout
06-26 02:06	BTC	Buy	58998.9→59328	+2.34	timeout
06-25 13:48	BTC	Buy	60855→59337.3	-12.90	stop_loss
06-25 13:44	BTC	Buy	61581.1→60066.9	-12.73	stop_loss
06-25 13:43	BTC	Buy	61696.1→60175.9	-12.76	stop_loss
06-25 13:42	BTC	Buy	61710.1→60192.9	-12.73	stop_loss
06-25 13:41	BTC	Buy	61870.1→60344.8	-12.77	stop_loss
06-25 08:12	BTC	Buy	60702→61758.9	+8.26	timeout
06-25 07:09	BTC	Buy	59680→61631.9	+15.92	timeout
06-25 06:06	BTC	Buy	59539→61600.9	+16.88	timeout
06-25 05:06	BTC	Buy	59831→61474.9	+13.29	timeout
06-25 04:06	BTC	Buy	60194→60829	+4.83	timeout
06-24 17:20	BTC	Buy	60934→59434.3	-12.74	stop_loss
06-24 16:51	BTC	Buy	61395.1→59870.1	-12.85	stop_loss
06-24 14:19	BTC	Buy	62458.1→60894.5	-12.97	stop_loss
06-24 14:17	BTC	Buy	62596.1→61052.4	-12.78	stop_loss
06-24 13:48	BTC	Buy	62794.1→61248.3	-12.76	stop_loss
06-24 13:45	BTC	Buy	62883.1→61334.2	-12.77	stop_loss
06-23 20:23	BTC	Buy	62381.1→62449.9	+0.10	timeout
06-18 04:11	BTC	Buy	65358.3→63742.9	-12.82	stop_loss
06-16 19:25	BTC	Buy	66353.3→65676.7	-5.59	timeout
06-16 17:20	BTC	Buy	66034.3→65750.7	-2.64	timeout
06-16 14:17	BTC	Buy	66106.3→65869.7	-2.28	timeout
06-16 12:07	BTC	Buy	66340.3→66490.7	+0.64	timeout
06-16 09:04	BTC	Buy	66480.3→66802.7	+1.99	timeout
06-16 07:00	BTC	Buy	66723.3→66412.7	-2.74	timeout
06-16 04:53	BTC	Buy	67087.4→65819.7	-9.87	timeout
06-16 01:45	BTC	Buy	66512.3→66333.7	-1.79	timeout
06-15 23:38	BTC	Buy	66196.3→66186.7	-0.55	timeout
06-15 20:30	BTC	Buy	65642.3→66576.7	+6.63	timeout
06-15 18:19	BTC	Buy	65857.3→66796.7	+6.62	timeout
06-15 16:10	BTC	Buy	65767.3→67173.6	+10.24	timeout
06-15 12:51	BTC	Buy	65520.3→66529.7	+7.26	timeout
06-15 10:46	BTC	Buy	65404.3→65731.7	+2.05	timeout
06-15 07:33	BTC	Buy	63791.2→65756.7	+14.95	timeout
06-15 05:25	BTC	Buy	63891.2→65796.7	+14.45	timeout
06-15 03:20	BTC	Buy	64006.2→65696.7	+12.74	timeout
06-15 00:11	BTC	Buy	64448.2→65710.7	+9.34	timeout
06-14 22:02	BTC	Buy	64578.2→65415.7	+6.01	timeout
06-14 18:55	BTC	Buy	64253.2→63772.8	-4.23	timeout
06-14 16:47	BTC	Buy	64345.2→64104.8	-2.34	timeout
06-14 14:36	BTC	Buy	64520.2→63919.8	-5.10	timeout
06-14 11:24	BTC	Buy	64505.2→64524.8	-0.30	timeout
06-14 09:18	BTC	Buy	64240.2→64329.8	+0.22	timeout
06-14 06:09	BTC	Buy	64054.2→64450.8	+2.65	timeout
06-14 04:05	BTC	Buy	64012.2→64498.8	+3.37	timeout
06-14 02:00	BTC	Buy	64084.2→64551.8	+3.21	timeout
06-13 22:49	BTC	Buy	63863.2→64478.8	+4.36	timeout
06-13 20:46	BTC	Buy	63857.2→64221.8	+2.40	timeout
06-13 17:34	BTC	Buy	63551.2→64092.8	+3.81	timeout
06-13 15:26	BTC	Buy	63549.2→64254.8	+5.09	timeout
06-13 13:25	BTC	Buy	63612.2→64191.8	+4.07	timeout
06-13 09:52	BTC	Buy	63469.2→63726.8	+1.54	timeout
06-13 08:36	BTC	Buy	63520.2→63874.8	+2.29	timeout
06-13 05:19	BTC	Buy	63827.2→63533.8	-2.74	timeout
06-13 03:14	BTC	Buy	64339.2→63656.8	-5.76	timeout
06-13 01:07	BTC	Buy	63403.2→63623.8	+1.24	timeout
06-12 20:49	BTC	Buy	63406.2→63422.8	-0.33	timeout
06-12 19:42	BTC	Buy	63053.2→63695.8	+4.64	timeout
06-12 16:34	BTC	Buy	63712.2→63864.8	+0.72	timeout
06-12 14:18	BTC	Buy	63578.2→63428.8	-1.66	timeout
06-12 12:28	BTC	Buy	63590.2→63449.8	-1.59	timeout
06-12 02:35	BTC	Buy	62892.1→63487.8	+4.23	timeout
06-12 01:30	BTC	Buy	62743.1→63342.8	+4.27	timeout
06-12 00:23	BTC	Buy	62716.1→63579.8	+6.39	timeout
06-11 23:11	BTC	Buy	63169.2→63347.8	+0.90	timeout
06-11 22:06	BTC	Buy	62849.1→63560.8	+5.14	timeout
06-11 13:34	BTC	Buy	62134.1→62713.9	+4.16	timeout
06-11 12:24	BTC	Buy	61829.1→62684.9	+6.41	timeout
06-11 11:22	BTC	Buy	61466.1→63129.8	+13.02	timeout
06-11 10:19	BTC	Buy	61130.1→62803.9	+13.17	timeout
06-11 09:12	BTC	Buy	61512.1→62815.9	+10.09	timeout
06-11 00:25	BTC	Buy	61055.1→61815.9	+5.78	timeout
06-10 23:23	BTC	Buy	61164.1→61466.9	+2.03	timeout
06-10 22:21	BTC	Buy	61183.1→61233.9	-0.04	timeout
06-10 21:18	BTC	Buy	61110.1→61560.9	+3.23	timeout
06-10 20:17	BTC	Buy	61659.1→61744.9	+0.22	timeout
06-10 04:41	BTC	Buy	61027.1→62016.9	+7.72	timeout
06-09 14:36	BTC	Buy	62904.1→61352.2	-12.79	stop_loss
06-09 14:20	BTC	Buy	63257.2→61701	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

167

closed

54%

win rate

-164.28

total pnl ($)

-19.5 bps

avg bps net

Live (dry_run=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	167	54%	-19.5	-164.28

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…