basis_convergence_btc_only

not live
5
closed trades
40%
win rate
+3.36
total pnl ($)
1.029
weight
7d window — n=2 wr=0% pnl=-5.69  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 13:36:51 (18.5d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_aqt
n: 1  ·  wr: 100.0%  ·  total_bps: +52.4  ·  mean_bps: +52.42  ·  sharpe: +0.00  ·  max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 5 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-20 19:18BTCBuy64108.2→63845.8-2.49timeout
06-15 19:46BTCBuy66984.3→66618.7-3.19timeout
06-12 20:12BTCBuy63755.2→63554.8-2.02timeout
06-11 00:22BTCBuy61757.1→61882.9+0.57timeout
06-07 22:14BTCBuy61405.1→62749.9+10.50take_profit

Paper vs Live

Paper (trades.jsonl)
5
closed
40%
win rate
+3.36
total pnl ($)
+13.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC540%+13.5+3.36

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems