basis_compression_fear_regime_revert

not live
64
closed trades
45%
win rate
-41.21
total pnl ($)
0.509
weight
7d window — n=41 wr=34% pnl=-81.33  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 06:26:13 (35.4d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: aac
n: 0  ·  wr: 0.0%  ·  total_bps: +0.0  ·  mean_bps: +0.00  ·  sharpe: +0.00  ·  max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 64 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 14:33ETHBuy1746.47→1753.82+1.21timeout
06-22 14:33BTCBuy64209.2→64879.8+3.55timeout
06-22 03:01BTCBuy63806.2→63921.8+0.33timeout
06-22 03:01ETHBuy1720.27→1729.03+1.54timeout
06-21 22:44ETHBuy1724.47→1714.13-2.57timeout
06-21 22:44BTCBuy64072.2→63638.8-2.87timeout
06-21 14:44ETHBuy1727.27→1724.13-1.02timeout
06-21 14:44BTCBuy63922.2→64008.8+0.18timeout
06-21 06:50BTCBuy64282.2→64263.8-0.45timeout
06-21 06:49ETHBuy1737.07→1735.13-0.76timeout
06-20 20:58ETHBuy1733.17→1730.13-1.00timeout
06-20 20:58BTCBuy63910.2→63892.8-0.44timeout
06-20 13:48BTCBuy63687.2→63440.8-1.80timeout
06-20 13:47ETHBuy1727.17→1718.33-2.28timeout
06-20 06:24BTCBuy63493.2→63682.8+0.78timeout
06-20 06:24ETHBuy1709.57→1728.23+3.74timeout
06-19 13:45ETHBuy1692.87→1700.53+1.36timeout
06-19 13:44BTCBuy62476.1→63067.8+3.23timeout
06-19 07:54ETHBuy1711.97→1693.23-4.44timeout
06-19 07:53BTCBuy62945.1→62583.9-2.48timeout
06-19 00:56BTCBuy62667.1→62954.9+1.40timeout
06-19 00:56ETHBuy1684.57→1713.33+6.05timeout
06-18 15:40BTCBuy63932.2→62737.5-7.34stop_loss
06-18 15:40ETHBuy1738.37→1705.48-7.43stop_loss
06-18 10:06ETHBuy1738.97→1744.43+0.81timeout
06-18 10:06BTCBuy64224.2→64097.8-1.09timeout
06-17 19:45BTCBuy65286.3→64224.8-6.44timeout
06-17 19:29ETHBuy1768.58→1735.46-7.37stop_loss
06-17 18:05BTCBuy66045.3→64813.3-7.33stop_loss
06-17 18:04ETHBuy1789.08→1755.55-7.37stop_loss
06-17 13:35BTCBuy65537.3→65011.7-3.35timeout
06-17 12:20ETHBuy1786.98→1753.15-7.43stop_loss
06-16 23:34BTCBuy65790.3→65729.7-0.70timeout
06-16 23:34ETHBuy1784.98→1795.52+1.85timeout
06-16 18:12BTCBuy66496.3→66080.7-2.70timeout
06-16 14:23ETHBuy1806.18→1772.34-7.37stop_loss
06-16 04:35BTCBuy66265.3→65815.7-2.87timeout
06-16 04:31ETHBuy1796.18→1762.54-7.36stop_loss
06-15 22:34BTCBuy67214.4→66220.7-5.89timeout
06-15 19:20ETHBuy1845.28→1810.61-7.38stop_loss
06-15 18:10BTCBuy66268.3→66712.7+2.16timeout
06-15 13:24ETHBuy1763.48→1819.62+11.60take_profit
06-15 02:21BTCBuy63862.2→65665.7+10.25timeout
06-14 21:40ETHBuy1664.47→1717.43+11.59take_profit
06-14 21:27ETHBuy1662.87→1706.33+9.45timeout
06-14 21:27BTCBuy64001.2→64866.8+4.73timeout
06-14 03:14ETHBuy1674.87→1681.53+1.15timeout
06-14 03:14BTCBuy64231.2→64469.8+1.06timeout
06-13 21:18ETHBuy1681.97→1675.93-1.67timeout
06-13 21:17BTCBuy64294.2→64232.8-0.70timeout
06-12 16:58ETHBuy1674.27→1670.03-1.28timeout
06-12 16:58BTCBuy63676.2→63913.8+1.06timeout
06-12 10:16ETHBuy1673.17→1678.13+0.77timeout
06-12 10:16BTCBuy63654.2→63717.8+0.02timeout
06-11 18:51ETHBuy1650.97→1683.33+6.99timeout
06-11 18:51BTCBuy62922.1→63468.8+2.90timeout
06-10 21:50BTCBuy62389.1→61201.3-7.48stop_loss
06-10 21:09ETHBuy1651.37→1620.13-7.41stop_loss
06-10 15:57ETHBuy1624.06→1656.73+7.20timeout
06-10 15:56BTCBuy61354.1→62633.9+7.47timeout
06-09 21:33BTCBuy61222.1→62016.9+4.54timeout
06-09 16:39ETHBuy1639.96→1609.03-7.40stop_loss
06-09 14:30BTCBuy62595.1→61425.2-7.35stop_loss
06-09 14:21ETHBuy1669.77→1638.52-7.36stop_loss

Paper vs Live

Paper (trades.jsonl)
64
closed
45%
win rate
-41.21
total pnl ($)
-17.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH3244%-19.5-23.59
BTC3247%-14.6-17.62

Recent bounces (last 20 of 5)

timesymsidereason
06-22 13:01ETHBuystale_intent
06-21 21:17ETHBuystale_intent
06-21 21:17BTCBuystale_intent
06-21 21:17ETHBuystale_intent
06-21 21:17BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems