asia_kimchi_premium_zscore_arb_fade

not live
21
closed trades
24%
win rate
-6.17
total pnl ($)
1.240
weight
7d window — n=6 wr=33% pnl=-1.59  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-19 19:13:50 (39.3d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: agg__restored_9f121688
n: 47  ·  wr: 40.4%  ·  total_bps: -748.7  ·  mean_bps: -15.93  ·  sharpe: -0.19  ·  max_dd_bps: -1357.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 21 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-24 13:44BTCBuy62584.1→61420.2-0.78stop_loss
06-24 10:06BTCBuy62653.1→62577.9-0.09timeout
06-23 06:18BTCBuy64235.2→63039.3-0.78stop_loss
06-22 19:26BTCBuy65031.3→64309.8-0.48timeout
06-22 13:23BTCBuy64253.2→65038.7+0.45timeout
06-22 07:22BTCBuy64068.2→64264.8+0.09timeout
06-19 07:17BTCBuy63052.2→62764.9-0.22timeout
06-18 14:39BTCBuy64549.2→63951.8-0.41timeout
06-08 05:54BTCBuy63160.2→62606.9-0.39timeout
06-02 13:09BTCBuy69997.5→68984.6-0.62timeout
06-02 08:56BTCBuy70958.5→69633.7-0.79stop_loss
06-02 02:06BTCBuy71609.6→70276.3-0.78stop_loss
06-01 19:40BTCBuy71853.6→71578.4-0.19timeout
06-01 04:36BTCBuy73975.7→73419.3-0.34timeout
05-28 04:02BTCBuy74260.7→72878.9-0.78stop_loss
05-20 06:16BTCBuy76561.8→77236.1+0.31timeout
05-19 20:23BTCBuy76374.8→76891.2+0.23timeout
05-19 14:22BTCBuy77062.9→76334.2-0.42timeout
05-19 08:23BTCBuy76800.8→77055.1+0.09timeout
05-18 16:36BTCBuy76766.8→76425.2-0.21timeout
05-18 06:52BTCBuy76953.8→76865.2-0.08timeout

Paper vs Live

Paper (trades.jsonl)
21
closed
24%
win rate
-6.17
total pnl ($)
-73.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2124%-73.1-6.17

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems