render_deribit_basis_z_fade

70

closed trades

49%

win rate

+36.67

total pnl ($)

1.074

weight

7d window — n=14 wr=29% pnl=-24.77 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-04 08:19:18 (22.9d ago) · src: canon

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

n: 335 · wr: 46.3% · total_bps: +103.6 · mean_bps: +0.31 · sharpe: +0.00 · max_dd_bps: -2226.6

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

time	sym	side	entry→exit	pnl	close
06-27 03:54	BTC	Sell	59824→60262	-4.11	timeout
06-26 21:55	BTC	Sell	59943→59923	-0.26	timeout
06-26 13:19	BTC	Sell	60651→58702.9	+15.62	take_profit
06-26 07:05	BTC	Sell	59886→60302	-3.92	timeout
06-26 00:49	BTC	Sell	59254→59757	-4.69	timeout
06-22 13:36	BTC	Sell	64098.8→65302.9	-9.82	stop_loss
06-22 11:44	BTC	Sell	64133.8→64602.2	-4.05	timeout
06-22 05:40	BTC	Sell	63871.8→64262.2	-3.50	timeout
06-21 23:39	BTC	Sell	64193.8→63333.2	+6.25	timeout
06-21 17:38	BTC	Sell	64152.8→64051.2	+0.32	timeout
06-21 11:35	BTC	Sell	64298.8→64238.2	+0.01	timeout
06-21 04:49	BTC	Sell	63867.8→64437.2	-4.91	timeout
06-20 22:29	BTC	Sell	63346.8→64283.2	-7.84	timeout
06-20 06:24	BTC	Sell	63257.8→63688.2	-3.85	timeout
06-19 23:37	BTC	Sell	63140.8→63333.2	-1.96	timeout
06-19 10:40	BTC	Sell	62893.9→62419.1	+3.29	timeout
06-19 04:22	BTC	Sell	63107.8→62719.1	+2.61	timeout
06-18 18:06	BTC	Sell	64088.8→62668.1	+10.55	timeout
06-18 11:21	BTC	Sell	64438.8→63928.2	+3.53	timeout
06-18 02:59	BTC	Sell	65393.7→64668.2	+5.11	timeout
06-17 16:27	BTC	Sell	64976.8→66186.4	-9.76	stop_loss
06-17 14:38	BTC	Sell	65646.7→65118.3	+3.58	timeout
06-17 04:37	BTC	Sell	65771.7→65864.3	-1.14	timeout
06-16 22:34	BTC	Sell	65374.7→65689.3	-2.83	timeout
06-16 16:32	BTC	Sell	66575.7→65720.3	+6.01	timeout
06-16 08:54	BTC	Sell	65750.7→66974.8	-9.77	stop_loss
06-16 03:15	BTC	Sell	66836.7→65759.3	+7.61	timeout
06-15 21:05	BTC	Sell	66523.7→66476.3	-0.07	timeout
06-15 10:08	BTC	Sell	65576.7→65661.3	-1.10	timeout
06-14 21:25	BTC	Sell	63759.8→64946.7	-9.75	stop_loss
06-14 20:44	BTC	Sell	64330.8→64030.2	+1.90	timeout
06-14 05:43	BTC	Sell	64586.8→64384.2	+1.11	timeout
06-13 05:42	BTC	Sell	63521.8→63562.2	-0.77	timeout
06-12 14:36	BTC	Sell	62902.9→63661.2	-6.45	timeout
06-12 08:35	BTC	Sell	63622.8→63422.2	+1.15	timeout
06-12 02:30	BTC	Sell	63362.8→63535.2	-1.77	timeout
06-11 19:30	BTC	Sell	62715.9→63888.1	-9.76	stop_loss
06-11 03:33	BTC	Sell	61258.9→62403.3	-9.77	stop_loss
06-10 22:33	BTC	Sell	61924.9→61377.1	+3.97	timeout
06-10 03:34	BTC	Sell	61924.9→62023.1	-1.27	timeout
06-09 21:27	BTC	Sell	62312.9→62023.1	+1.85	timeout
06-09 15:27	BTC	Sell	63115.8→61393.1	+13.20	timeout
06-09 09:24	BTC	Sell	62756.9→62863.1	-1.30	timeout
06-09 03:24	BTC	Sell	63416.8→62780.1	+4.56	timeout
06-08 09:50	BTC	Sell	62985.9→63443.2	-4.08	timeout
06-06 15:53	BTC	Sell	60996.9→60732	+1.72	timeout
06-06 09:53	BTC	Sell	61072.9→60890	+1.07	timeout
06-05 20:45	BTC	Sell	60206→61326.7	-9.76	stop_loss
06-05 06:22	BTC	Sell	63448.8→61424.1	+15.49	take_profit
06-04 23:50	BTC	Sell	63771.8→63810.2	-0.76	timeout
06-04 10:49	BTC	Sell	64383.8→62329.1	+15.48	take_profit
06-04 00:53	BTC	Sell	65110.7→63033.2	+15.50	take_profit
06-02 14:27	BTC	Sell	69947.5→67708.4	+15.57	take_profit
06-02 11:06	BTC	Sell	70995.5→69573.5	+9.61	timeout
05-31 20:59	BTC	Sell	73880.3→73722.7	+0.62	timeout
05-31 12:39	BTC	Sell	74175.3→73913.7	+1.36	timeout
05-30 22:55	BTC	Sell	73889.3→73836.7	-0.06	timeout
05-30 12:56	BTC	Sell	73328.3→73645.7	-2.62	timeout
05-29 15:49	BTC	Sell	73370.3→73826.7	-3.54	timeout
05-28 22:08	BTC	Sell	72784.4→73704.7	-6.72	timeout
05-28 12:07	BTC	Sell	73104.3→73472.7	-2.95	timeout
05-28 06:03	BTC	Sell	74641.3→72973.6	+10.73	timeout
05-28 00:02	BTC	Sell	75339.2→74486.7	+5.24	timeout
05-27 18:01	BTC	Sell	75855.2→74843.7	+6.24	timeout
05-27 06:51	BTC	Sell	75653.2→75816.8	-1.57	timeout
05-27 00:16	BTC	Sell	76348.2→75865.8	+2.70	timeout
05-26 14:26	BTC	Sell	76668.2→78099.9	-9.78	stop_loss
05-26 11:28	BTC	Sell	76462.2→77208.9	-5.33	timeout
05-26 05:28	BTC	Sell	77299.1→76828.8	+2.59	timeout
05-25 23:27	BTC	Sell	77634.1→77241.9	+2.10	timeout

Paper (trades.jsonl)

70

closed

49%

win rate

+36.67

total pnl ($)

+10.4 bps

avg bps net

Live (dry_run=0)

1

closed

100%

win rate

+13.30

total pnl ($)

+337.5 bps

avg bps net

Live: 1 trades (insufficient sample, <5)

symbol	n	wr	net bps	total pnl ($)
BTC	70	49%	+10.4	+36.67

time	sym	side	reason
06-27 03:07	BTC	Sell	stale_intent
06-26 20:10	BTC	Sell	stale_intent
06-26 14:11	BTC	Sell	stale_intent
06-25 16:53	BTC	Sell	below_min_notional_skip

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 70 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 4)

Postmortem feed (last 10)