3
closed trades
33%
win rate
+7.71
total pnl ($)
1.223
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 02:00:42 (23.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
deribit_basis_compression_siblings
n: 55
· wr: 10.9%
· total_bps: -5235.8
· mean_bps: -95.20
· sharpe: -0.77
· max_dd_bps: -5808.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 3 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-15 00:14 | BTC | Buy | 63030.2→65798.7 | +21.59 | take_profit |
| 05-22 21:37 | BTC | Buy | 76771.8→76040.2 | -5.50 | timeout |
| 05-15 10:43 | BTC | Buy | 81724.1→80430 | -8.39 | timeout |
Paper vs Live
Paper (trades.jsonl)
3
closed
33%
win rate
+7.71
total pnl ($)
+52.9 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 | 3 | 33% | +52.9 | +7.71 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||