deribit_basis_threshold_p70_long

87

closed trades

43%

win rate

-321.29

total pnl ($)

0.846

weight

7d window — n=18 wr=44% pnl=-68.15 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-26 17:44:26 (33.6d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x1534175_14642

n: 12 · wr: 8.3% · total_bps: -1053.3 · mean_bps: -87.78 · sharpe: -0.92 · max_dd_bps: -1053.3

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

time	sym	side	entry→exit	pnl	close
06-29 05:42	BTC	Buy	59892→59728	-1.84	timeout
06-29 04:36	BTC	Buy	60096→59858	-2.43	timeout
06-28 16:13	BTC	Buy	60736→59821	-7.98	timeout
06-27 20:17	BTC	Buy	59731→60236	+3.83	timeout
06-27 19:12	BTC	Buy	59969→60569	+4.58	timeout
06-27 15:41	BTC	Buy	60363→60782	+3.04	timeout
06-26 12:43	BTC	Buy	60483→58991.5	-12.79	stop_loss
06-24 13:57	BTC	Buy	62772.1→61219.3	-12.82	stop_loss
06-24 13:45	BTC	Buy	62876.1→61330.3	-12.74	stop_loss
06-24 10:17	BTC	Buy	62390.1→62575.9	+0.98	timeout
06-24 09:12	BTC	Buy	62420.1→62690.9	+1.66	timeout
06-24 07:11	BTC	Buy	62995.1→62738.9	-2.54	timeout
06-23 06:20	BTC	Buy	64378.2→62795.4	-12.76	stop_loss
06-23 06:08	BTC	Buy	64700.2→63077.3	-13.01	stop_loss
06-23 06:08	BTC	Buy	64674.2→63077.3	-12.81	stop_loss
06-22 19:04	BTC	Buy	64196.2→64306.8	+0.35	timeout
06-22 18:03	BTC	Buy	63987.2→64656.8	+4.74	timeout
06-22 16:58	BTC	Buy	64118.2→64740.8	+4.40	timeout
06-21 19:01	BTC	Buy	63801.2→64199.8	+2.72	timeout
06-21 17:58	BTC	Buy	63827.2→64135.8	+2.05	timeout
06-21 16:52	BTC	Buy	64009.2→64164.8	+0.81	timeout
06-20 18:48	BTC	Buy	63031.2→63787.8	+5.56	timeout
06-20 17:42	BTC	Buy	63052.2→63850.8	+5.87	timeout
06-20 16:41	BTC	Buy	63229.2→63969.8	+5.34	timeout
06-19 18:43	BTC	Buy	62700.1→63029.8	+2.16	timeout
06-19 17:39	BTC	Buy	62540.1→63014.8	+3.34	timeout
06-19 16:37	BTC	Buy	62612.1→63283.8	+4.93	timeout
06-18 15:57	BTC	Buy	63893.2→62293.7	-12.88	stop_loss
06-18 15:53	BTC	Buy	64025.2→62450.6	-12.68	stop_loss
06-18 15:38	BTC	Buy	64404.2→62811.4	-12.80	stop_loss
06-18 10:47	BTC	Buy	64905.2→64007.8	-7.47	timeout
06-18 09:40	BTC	Buy	64952.2→64251.8	-5.90	timeout
06-18 08:45	BTC	Buy	64888.2→64466.8	-3.72	timeout
06-17 08:38	BTC	Buy	66654.3→65015.2	-12.76	stop_loss
06-17 08:37	BTC	Buy	66697.3→65052.2	-12.80	stop_loss
06-17 08:04	BTC	Buy	66323.3→65434.7	-7.13	timeout
06-15 21:23	BTC	Buy	64643.2→66506.7	+13.90	timeout
06-13 21:38	BTC	Buy	63550.2→64291.8	+5.36	timeout
06-12 23:03	BTC	Buy	63387.2→63439.8	-0.08	timeout
06-12 21:59	BTC	Buy	63455.2→63477.8	-0.32	timeout
06-12 20:56	BTC	Buy	63366.2→63403.8	-0.19	timeout
06-11 19:42	BTC	Buy	61980.1→63757.8	+13.76	timeout
06-11 17:33	BTC	Buy	61821.1→63278.8	+11.25	timeout
06-11 14:47	BTC	Buy	61979.1→62853.9	+6.51	timeout
06-10 18:55	BTC	Buy	61674.1→61790.9	+0.45	timeout
06-10 15:27	BTC	Buy	61358.1→62239.9	+6.68	timeout
06-10 14:31	BTC	Buy	61475.1→61999.9	+3.79	timeout
06-09 16:39	BTC	Buy	62305.1→60759.6	-12.87	stop_loss
06-09 14:47	BTC	Buy	62724.1→61180.3	-12.76	stop_loss
06-07 05:32	BTC	Buy	60623→61647.9	+8.04	timeout
06-07 04:28	BTC	Buy	59996→61491.9	+12.02	timeout
06-06 20:11	BTC	Buy	60697→60518	-1.86	timeout
06-06 04:27	BTC	Buy	61311.1→59801.1	-12.77	stop_loss
06-06 04:11	BTC	Buy	61767.1→60247.8	-12.75	stop_loss
06-05 06:20	BTC	Buy	63262.2→61705	-12.72	stop_loss
06-05 05:59	BTC	Buy	63777.2→62208.8	-12.71	stop_loss
06-05 02:31	BTC	Buy	63095.2→62725.9	-3.36	timeout
06-04 10:30	BTC	Buy	63965.2→62389.7	-12.74	stop_loss
06-04 09:29	BTC	Buy	64350.2→62765.5	-12.76	stop_loss
06-04 00:29	BTC	Buy	65130.3→63528	-12.75	stop_loss
06-03 20:55	BTC	Buy	66428.3→64782.4	-12.88	stop_loss
06-03 20:45	BTC	Buy	66708.3→65062.2	-12.84	stop_loss
06-03 16:27	BTC	Buy	67166.4→65513.9	-12.78	stop_loss
06-03 03:43	BTC	Buy	67413.4→65734.8	-12.91	stop_loss
06-03 03:28	BTC	Buy	67710.4→66045.7	-12.75	stop_loss
06-02 19:33	BTC	Buy	68193.4→66494.4	-12.91	stop_loss
06-02 13:00	BTC	Buy	70666.5→68928.1	-12.81	stop_loss
06-02 12:31	BTC	Buy	70886.5→69142	-12.82	stop_loss
06-02 12:06	BTC	Buy	70970.5→69223.9	-12.81	stop_loss
06-01 15:32	BTC	Buy	73962.7→71299.8	-18.56	stop_loss
06-01 15:32	BTC	Buy	73510.7→71299.8	-15.61	stop_loss
06-01 15:32	BTC	Buy	73522.7→71299.8	-15.71	stop_loss
05-31 16:53	BTC	Buy	73895.7→73473.3	-3.37	timeout
05-31 15:04	BTC	Buy	73861.7→73594.3	-2.27	timeout
05-31 13:21	BTC	Buy	73799.7→73973.3	+0.62	timeout
05-31 11:26	BTC	Buy	73559.7→73891.3	+1.66	timeout
05-31 09:42	BTC	Buy	73529.7→73985.3	+2.50	timeout
05-30 12:11	BTC	Buy	73339.7→73564.3	+1.02	timeout
05-30 11:05	BTC	Buy	73616.7→73610.3	-0.55	timeout
05-30 08:41	BTC	Buy	73781.7→73497.3	-2.42	timeout
05-30 07:50	BTC	Buy	73372.7→73502.3	+0.39	timeout
05-30 06:35	BTC	Buy	73678.7→73654.3	-0.65	timeout
05-29 10:50	BTC	Buy	73444.7→73603.3	+0.59	timeout
05-29 09:45	BTC	Buy	73463.7→73797.3	+1.75	timeout
05-29 08:39	BTC	Buy	73272.7→73767.3	+2.92	timeout
05-29 07:34	BTC	Buy	73300.7→73530.3	+1.05	timeout
05-29 06:33	BTC	Buy	72833.6→73387.3	+3.23	timeout

Paper (trades.jsonl)

87

closed

43%

win rate

-321.29

total pnl ($)

-73.3 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	87	43%	-73.3	-321.29

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 87 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)