basis_convergence_extended_hold

not live
340
closed trades
41%
win rate
-335.41
total pnl ($)
0.734
weight
7d window — n=70 wr=43% pnl=-81.05  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-23 22:18:47 (34.7d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: axa
n: 17  ·  wr: 64.7%  ·  total_bps: +220.5  ·  mean_bps: +12.97  ·  sharpe: +0.14  ·  max_dd_bps: -404.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 14:44ARBBuy0.0752088→0.0752012-0.55timeout
06-27 11:06NEARBuy1.81855→1.81345-1.85timeout
06-27 11:05OPBuy0.105396→0.103292-10.34stop_loss
06-27 00:01SOLSell72.9401→71.9128+6.55timeout
06-26 22:21XRPBuy1.04066→1.04214+0.25timeout
06-26 22:21ADABuy0.145296→0.146833+4.83timeout
06-26 22:21DOGEBuy0.0744966→0.0754541+5.93timeout
06-26 22:21ETHBuy1567.36→1573.94+1.64timeout
06-26 13:47NEARSell1.75316→1.78704-10.11stop_loss
06-26 12:34INJSell4.47188→4.56052-10.39stop_loss
06-26 11:27BTCBuy59033→59443+3.00timeout
06-26 07:31ETHBuy1532.35→1581.34+15.53take_profit
06-26 06:22OPBuy0.102296→0.105534+15.36take_profit
06-26 03:45ATOMBuy1.5906→1.64089+15.35take_profit
06-26 03:16INJSell4.28513→4.36988-10.36stop_loss
06-25 22:38NEARSell1.85894→1.80005+15.41take_profit
06-25 14:43ADABuy0.145326→0.142553-9.99stop_loss
06-25 14:33SOLBuy64.7817→66.853+15.54take_profit
06-25 13:46XRPBuy1.06797→1.04761-9.97stop_loss
06-25 13:45BTCBuy61075.1→59930-9.82stop_loss
06-25 13:42ETHBuy1626.56→1596.14-9.80stop_loss
06-25 12:50SOLBuy68.1002→68.4107+1.82timeout
06-25 12:17ADABuy0.149857→0.14698-10.07stop_loss
06-25 10:49APTBuy0.625056→0.628543+2.33timeout
06-25 10:30NEARBuy1.96979→1.93225-9.87stop_loss
06-25 05:19AVAXBuy6.4183→6.62314+15.52take_profit
06-25 03:34INJBuy4.23756→4.15668-10.02stop_loss
06-24 17:22APTBuy0.59945→0.587759-10.20stop_loss
06-24 15:46ETHBuy1649.76→1618.73-9.86stop_loss
06-24 15:42SOLBuy69.0914→67.7469-10.18stop_loss
06-24 15:42INJSell4.3966→4.25596+15.53take_profit
06-24 15:31DOGEBuy0.0775994→0.0761249-9.94stop_loss
06-24 15:28XRPBuy1.08577→1.0651-9.96stop_loss
06-24 13:13OPBuy0.102166→0.100225-9.95stop_loss
06-24 11:14APTBuy0.646362→0.633625-10.31stop_loss
06-24 06:07AVAXBuy6.45591→6.43609-2.02timeout
06-24 04:11ATOMBuy1.72133→1.68823-10.04stop_loss
06-24 01:57ADABuy0.149937→0.152842+9.19timeout
06-23 22:56LTCSell42.7013→42.0135+7.58timeout
06-23 16:51OPBuy0.100865→0.0988958-10.15stop_loss
06-23 16:29LINKBuy7.50678→7.6061+6.14timeout
06-23 16:29ADABuy0.151488→0.150842-2.63timeout
06-23 16:19SOLBuy68.5443→69.0876+3.58timeout
06-23 14:36APTSell0.631742→0.643883-10.06stop_loss
06-23 14:13AVAXBuy6.23906→6.43639+15.38take_profit
06-23 08:17OPBuy0.0982045→0.0962777-10.27stop_loss
06-23 08:17XRPBuy1.12758→1.10537-10.27stop_loss
06-23 06:20ARBBuy0.0815804→0.07994-10.50stop_loss
06-23 06:08SOLBuy71.8628→70.5051-9.82stop_loss
06-23 05:57APTBuy0.659965→0.651737-6.69timeout
06-23 05:57ADABuy0.15897→0.157581-4.77timeout
06-23 03:56ATOMBuy1.78775→1.78465-1.30timeout
06-22 22:28OPBuy0.101565→0.0995953-10.16stop_loss
06-22 19:04SUISell0.736366→0.713128+15.29take_profit
06-22 15:20APTBuy0.670868→0.675531+3.00timeout
06-22 02:31ATOMBuy1.76884→1.77926+2.48timeout
06-22 01:26INJBuy4.84041→4.99375+15.38take_profit
06-21 21:09APTBuy0.656464→0.643917-10.04stop_loss
06-21 21:09AVAXSell6.33462→6.13413+15.36take_profit
06-21 21:09ARBBuy0.083971→0.0822683-10.60stop_loss
06-21 20:29INJBuy4.97174→4.93946-3.67timeout
06-21 16:45ATOMBuy1.77664→1.76436-3.92timeout
06-21 11:17ADABuy0.162151→0.16106-3.82timeout
06-21 08:40ATOMBuy1.79865→1.77406-7.22timeout
06-21 08:19INJBuy5.08797→4.99045-9.98stop_loss
06-21 03:00INJBuy4.96654→5.01944+4.94timeout
06-20 23:18XRPBuy1.15159→1.15291+0.08timeout
06-20 23:18BTCBuy64108.2→64261.8+0.74timeout
06-20 23:17ETHBuy1735.47→1741.73+1.31timeout
06-20 22:34SOLBuy71.9418→74.2309+15.41take_profit
06-20 15:18NEARSell2.13127→2.17263-10.16stop_loss
06-20 13:28INJBuy5.08457→4.98746-10.00stop_loss
06-20 12:02OPBuy0.102656→0.100475-10.96stop_loss
06-20 08:00ARBBuy0.084051→0.084139+0.25timeout
06-20 08:00SUIBuy0.716119→0.717341+0.40timeout
06-20 08:00ADABuy0.16203→0.162889+2.15timeout
06-20 07:15AVAXBuy5.91118→6.09847+15.43take_profit
06-19 20:52SOLBuy68.4413→69.0856+4.29timeout
06-19 20:52ETHBuy1690.57→1706.23+4.18timeout
06-19 20:51XRPBuy1.12888→1.13202+0.93timeout
06-19 20:51LINKBuy7.82836→7.89992+4.11timeout
06-19 20:51DOGEBuy0.0822105→0.0829902+4.27timeout
06-19 12:34BNBSell572.027→573.013-1.30timeout
06-19 03:42ATOMBuy1.78465→1.80205+4.51timeout
06-19 03:16ADABuy0.164511→0.161349-10.06stop_loss
06-19 03:16NEARBuy2.13493→2.09243-10.40stop_loss
06-19 03:15AVAXBuy6.30878→6.17796-10.81stop_loss
06-18 23:41AVAXBuy6.30628→6.29753-1.13timeout
06-18 23:40ADABuy0.16103→0.163219+6.30timeout
06-18 23:40DOGEBuy0.0822155→0.0834561+7.07timeout
06-18 23:40BTCBuy62664.1→62904.9+1.50timeout
06-18 15:59SUIBuy0.722231→0.708448-9.99stop_loss
06-18 12:06AVAXBuy6.68467→6.60825-6.14timeout
06-18 10:06ATOMBuy1.85936→1.82373-10.03stop_loss
06-18 08:38OPBuy0.104086→0.107373+15.32take_profit
06-18 07:13NEARSell2.20655→2.19965+1.10timeout
06-18 04:58ETHBuy1746.57→1731.43-4.78timeout
06-18 04:11DOGEBuy0.0862115→0.0845146-10.30stop_loss
06-18 03:33AVAXBuy6.76619→6.72222-3.66timeout
06-17 22:03SOLBuy72.1568→70.76-10.13stop_loss

Paper vs Live

Paper (trades.jsonl)
340
closed
41%
win rate
-335.41
total pnl ($)
-19.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
NEAR4129%-65.7-134.40
INJ3735%-24.3-44.73
ATOM3135%-22.9-35.35
ADA2931%-59.2-86.13
OP2646%-31.0-40.07
APT2642%-37.0-48.11
ARB2045%+10.4+10.40
SOL2040%-13.3-13.25
ETH2040%-41.8-41.98
AVAX1741%+29.9+25.56
XRP1650%-35.5-28.46
SUI1443%+12.8+8.90
DOGE1464%+50.6+35.27
LINK850%+39.8+16.05
BTC862%-7.1-2.91
BNB757%+0.9+0.13
LTC667%+145.2+43.67

Recent bounces (last 20 of 4)

timesymsidereason
06-27 14:56OPBuycircuit_breaker
06-27 09:42ATOMBuystale_intent
06-27 09:41ATOMBuystale_intent
06-27 09:30SUISellstale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems