6
closed trades
33%
win rate
-7.49
total pnl ($)
1.101
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 02:00:42 (18.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
deribit_basis_compression_siblings
n: 81
· wr: 25.9%
· total_bps: -3549.3
· mean_bps: -43.82
· sharpe: -0.26
· max_dd_bps: -4555.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 6 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-14 23:56 | BTC | Buy | 63008.2→65775.7 | +10.75 | take_profit |
| 06-09 00:49 | BTC | Buy | 63975.2→62397.7 | -6.40 | stop_loss |
| 06-05 13:56 | BTC | Buy | 62422.1→60886.5 | -6.38 | stop_loss |
| 05-22 09:37 | BTC | Buy | 76767.8→77190.1 | +0.97 | timeout |
| 05-15 13:51 | BTC | Buy | 80758→78775.7 | -6.36 | stop_loss |
| 05-14 22:43 | BTC | Buy | 81724.1→81715.9 | -0.07 | timeout |
Paper vs Live
Paper (trades.jsonl)
6
closed
33%
win rate
-7.49
total pnl ($)
-49.8 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 | 6 | 33% | -49.8 | -7.49 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||