basis_convergence_eth_only

not live
21
closed trades
43%
win rate
-33.97
total pnl ($)
1.162
weight
7d window — n=7 wr=43% pnl=-10.57  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-23 22:18:47 (34.6d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: axa
n: 1  ·  wr: 100.0%  ·  total_bps: +51.0  ·  mean_bps: +50.99  ·  sharpe: +0.00  ·  max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 21 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 07:02ETHBuy1583.06→1580.94-1.11timeout
06-26 13:57ETHBuy1536.35→1569.84+10.45take_profit
06-26 02:12ETHBuy1555.16→1533.68-7.35stop_loss
06-25 13:53ETHBuy1582.56→1560.86-7.30stop_loss
06-24 17:47ETHBuy1574.86→1553.07-7.36stop_loss
06-23 17:31ETHBuy1654.37→1658.03+0.66timeout
06-23 02:28ETHBuy1723.97→1730.53+1.45timeout
06-17 23:31ETHBuy1744.07→1749.63+1.14timeout
06-17 15:49ETHSell1749.83→1773.86-7.32stop_loss
06-12 20:13ETHBuy1665.67→1664.93-0.67timeout
06-10 21:50ETHBuy1634.96→1612.33-7.35stop_loss
06-10 17:29ETHBuy1647.86→1625.22-7.33stop_loss
06-09 22:22ETHBuy1649.46→1655.63+1.43timeout
06-08 16:01ETHSell1686.53→1687.57-0.77timeout
06-08 03:20ETHBuy1675.87→1682.73+1.63timeout
06-07 20:21ETHSell1608.34→1630.48-7.34stop_loss
06-05 20:09ETHBuy1550.46→1584.34+10.48take_profit
06-05 15:01ETHBuy1612.06→1589.95-7.31stop_loss
06-05 11:27ETHBuy1659.67→1675.53+4.34timeout
06-03 03:25ETHSell1851.11→1849.08+0.09timeout
05-28 08:03ETHSell1973.9→1989.5-4.43timeout

Paper vs Live

Paper (trades.jsonl)
21
closed
43%
win rate
-33.97
total pnl ($)
-32.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH2143%-32.4-33.97

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems