basis_convergence_longer_horizon · strategy

394

closed trades

37%

win rate

-757.66

total pnl ($)

0.250

weight

7d window — n=101 wr=38% pnl=-234.66 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 13:36:51 (23.6d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: strategies_batch_aqt

n: 183 · wr: 66.1% · total_bps: +700.8 · mean_bps: +3.83 · sharpe: +0.04 · max_dd_bps: -1166.6

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 22:03	LTC	Buy	41.1433→41.7456	+6.86	timeout
06-26 21:57	ETH	Buy	1558.96→1575.14	+4.73	timeout
06-26 21:45	SUI	Buy	0.682641→0.698455	+11.09	timeout
06-26 21:45	XRP	Buy	1.03616→1.04584	+4.20	timeout
06-26 21:45	OP	Buy	0.105436→0.106183	+3.05	timeout
06-26 13:43	NEAR	Sell	1.75186→1.78584	-10.15	stop_loss
06-26 12:54	INJ	Buy	4.44901→4.51707	+7.28	timeout
06-26 10:45	LINK	Buy	7.17559→7.17421	-0.59	timeout
06-26 10:45	BTC	Buy	59667→59531	-1.61	timeout
06-26 06:44	ADA	Buy	0.140405→0.144834	+15.33	take_profit
06-26 06:22	OP	Buy	0.102206→0.105534	+15.82	take_profit
06-26 03:45	SUI	Sell	0.660665→0.673295	-10.01	stop_loss
06-26 03:12	APT	Sell	0.569258→0.580435	-10.28	stop_loss
06-26 02:12	INJ	Buy	4.31278→4.22813	-10.24	stop_loss
06-26 01:36	NEAR	Buy	1.83726→1.80225	-9.99	stop_loss
06-26 01:19	ETH	Buy	1573.56→1563.84	-3.52	timeout
06-26 01:18	BTC	Buy	59571→59538	-0.73	timeout
06-26 01:18	XRP	Buy	1.03986→1.03584	-2.36	timeout
06-25 23:30	SOL	Buy	66.41→68.5177	+15.41	take_profit
06-25 20:55	XRP	Buy	1.02236→1.03094	+3.82	timeout
06-25 16:46	INJ	Buy	4.21485→4.1283	-10.72	stop_loss
06-25 13:45	SUI	Buy	0.692343→0.6792	-9.94	stop_loss
06-25 13:45	INJ	Buy	4.29417→4.20814	-10.46	stop_loss
06-25 13:43	NEAR	Buy	1.93648→1.89917	-10.08	stop_loss
06-25 13:43	AVAX	Buy	6.36159→6.23852	-10.12	stop_loss
06-25 11:56	ETH	Buy	1632.16→1630.74	-0.88	timeout
06-25 11:10	INJ	Buy	4.19545→4.18765	-1.40	timeout
06-25 10:59	ATOM	Buy	1.64231→1.63139	-3.68	timeout
06-25 05:47	APT	Sell	0.631442→0.629857	+0.82	timeout
06-25 05:19	AVAX	Buy	6.4204→6.62824	+15.75	take_profit
06-25 03:34	INJ	Buy	4.23756→4.15668	-10.02	stop_loss
06-25 01:32	XRP	Buy	1.06627→1.07513	+3.74	timeout
06-24 20:50	ARB	Buy	0.0739385→0.0762709	+15.35	take_profit
06-24 20:31	DOGE	Sell	0.0741015→0.0755166	-10.00	stop_loss
06-24 20:06	ADA	Sell	0.140595→0.143498	-10.78	stop_loss
06-24 20:06	SOL	Buy	65.0858→67.2279	+16.02	take_profit
06-24 18:15	APT	Sell	0.589353→0.60065	-10.06	stop_loss
06-24 17:41	LTC	Buy	40.4271→39.6433	-10.14	stop_loss
06-24 17:20	INJ	Buy	4.24696→4.16497	-10.10	stop_loss
06-24 16:51	ATOM	Buy	1.63841→1.604	-10.93	stop_loss
06-24 16:47	INJ	Buy	4.30598→4.22223	-10.17	stop_loss
06-24 16:46	ETH	Buy	1643.76→1613.03	-9.79	stop_loss
06-24 16:09	ADA	Buy	0.146107→0.143332	-9.98	stop_loss
06-24 15:45	SOL	Buy	68.8623→67.5641	-9.88	stop_loss
06-24 14:37	AVAX	Sell	6.3943→6.34639	+3.32	timeout
06-24 13:48	APT	Buy	0.631458→0.619035	-10.28	stop_loss
06-24 11:15	APT	Buy	0.645661→0.633125	-10.16	stop_loss
06-24 09:40	ADA	Buy	0.152768→0.149868	-9.93	stop_loss
06-24 06:52	APT	Buy	0.646562→0.648938	+1.35	timeout
06-24 05:39	OP	Buy	0.099855→0.100865	+4.79	timeout
06-24 04:23	AVAX	Buy	6.49472→6.37092	-10.02	stop_loss
06-24 04:11	ATOM	Buy	1.72133→1.68823	-10.04	stop_loss
06-24 02:16	INJ	Buy	4.54544→4.52897	-2.19	timeout
06-24 01:10	SOL	Buy	68.7333→69.7365	+6.95	timeout
06-23 23:27	NEAR	Sell	1.9882→1.97869	+1.95	timeout
06-23 20:31	BTC	Buy	62146.1→62449.9	+1.99	timeout
06-23 19:42	APT	Buy	0.629657→0.634941	+3.77	timeout
06-23 15:28	XRP	Sell	1.09713→1.09297	+1.41	timeout
06-23 15:23	ATOM	Buy	1.75734→1.72371	-10.00	stop_loss
06-23 15:18	SOL	Buy	68.6793→68.6367	-0.69	timeout
06-23 11:45	SUI	Buy	0.684991→0.707113	+15.71	take_profit
06-23 11:21	APT	Sell	0.620045→0.631874	-9.99	stop_loss
06-23 09:11	AVAX	Sell	6.03889→6.15461	-10.03	stop_loss
06-23 08:24	ADA	Buy	0.154459→0.151506	-9.97	stop_loss
06-23 08:17	NEAR	Buy	2.02151→1.98061	-10.58	stop_loss
06-23 08:17	ARB	Buy	0.07985→0.0783312	-9.97	stop_loss
06-23 08:17	OP	Buy	0.0985746→0.0966375	-10.29	stop_loss
06-23 06:21	XRP	Buy	1.12948→1.10797	-9.94	stop_loss
06-23 06:20	INJ	Buy	4.66197→4.57287	-9.98	stop_loss
06-23 06:20	ADA	Buy	0.15865→0.155613	-9.99	stop_loss
06-23 05:32	SOL	Buy	71.8418→71.0003	-6.23	timeout
06-23 05:32	DOGE	Buy	0.0820265→0.0814866	-3.73	timeout
06-23 02:56	ATOM	Buy	1.78775→1.79005	+0.25	timeout
06-22 22:38	INJ	Buy	4.85991→4.76263	-10.44	stop_loss
06-22 22:28	OP	Buy	0.101755→0.0998051	-10.04	stop_loss
06-22 18:55	NEAR	Buy	2.14654→2.10572	-9.97	stop_loss
06-22 15:49	ADA	Buy	0.16173→0.158651	-9.91	stop_loss
06-22 15:48	INJ	Buy	4.89652→4.82939	-7.27	timeout
06-22 14:55	NEAR	Buy	2.16024→2.11891	-10.01	stop_loss
06-22 13:30	ATOM	Buy	1.80375→1.82774	+6.21	timeout
06-22 10:46	APT	Buy	0.657764→0.665434	+5.42	timeout
06-22 08:28	INJ	Sell	4.99155→4.90253	+8.51	timeout
06-22 01:31	ATOM	Buy	1.76884→1.78175	+3.20	timeout
06-22 01:26	INJ	Buy	4.84301→5.00315	+16.06	take_profit
06-21 21:09	APT	Buy	0.657364→0.644716	-10.08	stop_loss
06-21 21:09	AVAX	Buy	6.26737→6.14679	-10.06	stop_loss
06-21 21:09	ARB	Buy	0.084001→0.0823982	-10.00	stop_loss
06-21 18:48	APT	Buy	0.653063→0.656536	+2.16	timeout
06-21 15:41	ATOM	Buy	1.77524→1.76966	-2.00	timeout
06-21 12:23	NEAR	Sell	2.25594→2.18475	+15.35	take_profit
06-21 08:21	INJ	Buy	5.08117→4.98466	-9.91	stop_loss
06-21 07:40	ATOM	Buy	1.79865→1.77726	-6.36	timeout
06-21 00:22	NEAR	Buy	2.14944→2.21735	+15.32	take_profit
06-20 22:18	BTC	Buy	63941.2→64068.8	+0.55	timeout
06-20 22:18	ETH	Buy	1734.47→1736.63	+0.14	timeout
06-20 22:17	SOL	Buy	71.9418→73.073	+7.37	timeout
06-20 19:28	ATOM	Buy	1.78675→1.79525	+1.91	timeout
06-20 15:18	NEAR	Sell	2.13187→2.17263	-10.01	stop_loss
06-20 11:42	OP	Buy	0.102656→0.102304	-2.08	timeout
06-20 08:00	INJ	Buy	5.10778→5.08303	-2.87	timeout

Paper vs Live

Paper (trades.jsonl)

394

closed

37%

win rate

-757.66

total pnl ($)

-38.6 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
NEAR	55	27%	-73.2	-201.39
INJ	54	33%	-32.0	-85.90
ATOM	43	42%	-40.8	-87.20
APT	39	36%	-62.6	-122.21
OP	27	44%	+0.7	+1.35
ADA	25	32%	-49.1	-61.27
ARB	24	25%	-75.4	-90.40
SOL	23	35%	-16.4	-18.49
SUI	19	42%	-4.1	-3.93
ETH	16	50%	-37.0	-29.60
AVAX	16	38%	-37.1	-29.56
XRP	15	47%	-25.1	-18.67
LINK	10	30%	-39.5	-19.65
DOGE	10	50%	+7.9	+3.94
LTC	7	57%	+50.9	+17.84
BTC	6	50%	+4.5	+1.34
BNB	5	40%	-54.9	-13.86

Recent bounces (last 20 of 30)

time	sym	side	reason
06-26 15:18	LTC	Buy	stale_intent
06-26 15:00	OP	Buy	stale_intent
06-26 15:00	XRP	Buy	stale_intent
06-26 03:50	LINK	Buy	below_min_notional_skip
06-26 03:50	BTC	Buy	below_min_notional_skip
06-26 03:41	ADA	Buy	below_min_notional_skip
06-26 02:49	OP	Buy	stale_intent
06-26 00:12	INJ	Buy	below_min_notional_skip
06-25 23:44	NEAR	Buy	below_min_notional_skip
06-25 14:02	XRP	Buy	below_min_notional_skip
06-25 13:19	NEAR	Buy	below_min_notional_skip
06-25 13:09	SUI	Buy	below_min_notional_skip
06-25 13:09	AVAX	Buy	below_min_notional_skip
06-25 13:00	INJ	Buy	below_min_notional_skip
06-25 05:00	ETH	Buy	below_min_notional_skip
06-25 04:10	INJ	Buy	below_min_notional_skip
06-24 23:18	INJ	Buy	below_min_notional_skip
06-24 23:18	AVAX	Buy	below_min_notional_skip
06-24 18:36	XRP	Buy	below_min_notional_skip
06-24 17:24	ARB	Buy	below_min_notional_skip

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…