basis_convergence_loose_z

not live
582
closed trades
43%
win rate
-275.23
total pnl ($)
1.492
weight
7d window — n=113 wr=49% pnl=+38.50  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 13:36:51 (25.1d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_aqt
n: 257  ·  wr: 59.5%  ·  total_bps: -2499.9  ·  mean_bps: -9.73  ·  sharpe: -0.10  ·  max_dd_bps: -3347.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 11:37ARBBuy0.0734684→0.0741115+3.92timeout
06-28 11:00APTBuy0.579945→0.582154+1.50timeout
06-28 11:00ATOMBuy1.55839→1.56441+1.50timeout
06-28 03:45ATOMBuy1.56789→1.56841-0.28timeout
06-28 00:46ARBBuy0.0738185→0.0736216-1.77timeout
06-28 00:09OPBuy0.099885→0.100715+3.80timeout
06-28 00:00SUIBuy0.685201→0.684019-1.28timeout
06-27 18:22ATOMBuy1.5997→1.57712-7.50stop_loss
06-27 16:01ARBBuy0.0744086→0.0756311+7.79timeout
06-27 15:54ATOMBuy1.5978→1.6104+3.47timeout
06-27 14:52ADABuy0.147127→0.148543+4.38timeout
06-27 14:13INJBuy4.86712→4.97486+10.62take_profit
06-27 13:53LTCSell42.6633→42.9917-4.31timeout
06-27 09:27SOLSell71.9082→71.8028+0.27timeout
06-27 09:17ATOMBuy1.5991→1.57652-7.46stop_loss
06-27 09:15ARBBuy0.0752788→0.0742043-7.57stop_loss
06-27 08:05INJBuy4.95114→5.05804+10.35take_profit
06-27 06:13NEARBuy1.82096→1.79515-7.54stop_loss
06-27 05:02ADABuy0.147867→0.148273+0.91timeout
06-27 03:07INJBuy4.94674→4.87734-7.46stop_loss
06-27 02:50AVAXBuy6.52823→6.64174+8.22timeout
06-27 00:50ARBBuy0.0739485→0.0744514+2.93timeout
06-26 23:20INJBuy4.75899→4.86168+10.33take_profit
06-26 23:13NEARSell1.78805→1.81346-7.55stop_loss
06-26 18:45AVAXBuy6.49742→6.40619-7.48stop_loss
06-26 16:34INJSell4.72032→4.78849-7.67stop_loss
06-26 15:40DOGEBuy0.0736604→0.0752482+10.31take_profit
06-26 13:55SUIBuy0.673438→0.687948+10.31take_profit
06-26 13:19XRPBuy1.02636→1.01184-7.52stop_loss
06-26 13:19ADABuy0.143586→0.141534-7.60stop_loss
06-26 13:18ETHBuy1544.65→1523.49-7.30stop_loss
06-26 09:12ADABuy0.146337→0.144272-7.50stop_loss
06-26 03:47BTCBuy58508.9→59791+10.51take_profit
06-26 02:13ETHBuy1554.96→1533.58-7.32stop_loss
06-26 02:12ADABuy0.142206→0.140215-7.44stop_loss
06-26 02:12NEARBuy1.81595→1.79016-7.56stop_loss
06-26 01:33BTCBuy59827→59205-5.64timeout
06-25 23:28SOLBuy66.867→68.3367+10.54take_profit
06-25 22:05INJBuy4.18705→4.27893+10.52take_profit
06-25 21:20BTCBuy59375→59547+0.99timeout
06-25 21:20ETHBuy1565.86→1562.84-1.42timeout
06-25 19:19AVAXBuy6.16014→6.07144-7.63stop_loss
06-25 19:13SOLBuy66.63→65.7103-7.35stop_loss
06-25 17:26XRPSell1.02904→1.04398-7.72stop_loss
06-25 15:16INJSell4.25184→4.15954+10.41take_profit
06-25 13:53ETHSell1592.84→1557.96+10.50take_profit
06-25 13:51SOLSell66.616→65.1688+10.41take_profit
06-25 13:42ADABuy0.147547→0.145451-7.55stop_loss
06-25 13:40ARBBuy0.076119→0.0750337-7.56stop_loss
06-25 12:53INJBuy4.16774→4.25903+10.51take_profit
06-25 09:19ATOMBuy1.66031→1.64849-3.95timeout
06-25 07:00OPBuy0.106597→0.108943+10.54take_profit
06-25 04:16ADABuy0.148237→0.147053-4.41timeout
06-25 03:04ATOMBuy1.64811→1.64199-2.26timeout
06-24 22:32XRPBuy1.06607→1.07413+3.37timeout
06-24 20:47LINKBuy7.23851→7.39555+10.39take_profit
06-24 20:47SOLBuy66.2029→67.6449+10.45take_profit
06-24 20:17ETHBuy1578.86→1613.44+10.50take_profit
06-24 18:25NEARBuy1.87357→1.91452+10.48take_profit
06-24 16:51DOGEBuy0.0747257→0.0736467-7.67stop_loss
06-24 16:51LTCBuy40.8702→40.2908-7.53stop_loss
06-24 16:51ATOMBuy1.64491→1.62028-7.92stop_loss
06-24 16:47SUIBuy0.68023→0.670637-7.46stop_loss
06-24 15:46OPBuy0.099965→0.0984961-7.79stop_loss
06-24 13:48ADASell0.147933→0.144716+10.39take_profit
06-24 13:23APTBuy0.631458→0.622033-7.91stop_loss
06-24 13:02OPBuy0.100605→0.102884+10.87take_profit
06-24 11:14INJSell4.43559→4.32538+11.97take_profit
06-24 10:53ARBBuy0.0786397→0.0778805-5.27timeout
06-24 08:50APTBuy0.642761→0.646738+2.64timeout
06-24 07:42INJBuy4.52113→4.52297-0.23timeout
06-24 05:45OPBuy0.100095→0.102344+10.81take_profit
06-24 04:35ADABuy0.152418→0.151282-4.17timeout
06-24 02:39ARBBuy0.0791998→0.0780914-7.44stop_loss
06-24 01:04APTBuy0.649162→0.649638-0.09timeout
06-24 00:08AVAXBuy6.42901→6.52127+6.72timeout
06-23 23:05INJBuy4.58925→4.5244-7.50stop_loss
06-23 22:54NEARBuy1.97759→1.982+0.68timeout
06-23 22:00ADABuy0.150038→0.151332+3.87timeout
06-23 17:55ATOMBuy1.74144→1.71671-7.54stop_loss
06-23 16:30SOLBuy69.1384→69.0026-1.40timeout
06-23 16:29LINKBuy7.605→7.6061-0.37timeout
06-23 15:47OPBuy0.100865→0.0991056-9.16stop_loss
06-23 14:15ATOMBuy1.75734→1.75546-0.98timeout
06-23 14:02AVAXBuy6.23846→6.29093+3.76timeout
06-23 12:18SOLBuy68.6453→69.0666+2.67timeout
06-23 08:24DOGESell0.0803559→0.0786106+10.38take_profit
06-23 08:17ADASell0.155491→0.152008+10.73take_profit
06-23 08:15ETHSell1701.13→1663.27+10.66take_profit
06-23 06:21ATOMBuy1.77584→1.74899-8.01stop_loss
06-23 04:41INJBuy4.77429→4.70557-7.60stop_loss
06-23 01:59OPBuy0.100775→0.101355+2.40timeout
06-23 01:46APTBuy0.661565→0.65231-7.45stop_loss
06-22 23:55ATOMBuy1.78585→1.79335+1.67timeout
06-22 23:55ADABuy0.1587→0.15844-1.20timeout
06-22 22:38INJBuy4.83381→4.76263-7.80stop_loss
06-22 15:56NEARBuy2.14444→2.11431-7.48stop_loss
06-22 15:49ARBBuy0.0859615→0.0847564-7.48stop_loss
06-22 15:25INJBuy4.91573→4.87098-4.95timeout
06-22 15:25OPBuy0.102636→0.103104+1.86timeout

Paper vs Live

Paper (trades.jsonl)
582
closed
43%
win rate
-275.23
total pnl ($)
-9.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
INJ8347%+9.2+38.53
ATOM8336%-26.1-107.57
NEAR8137%-19.9-80.89
APT5646%-15.5-43.46
ARB5237%-29.6-77.03
OP4945%-8.1-19.70
ADA3834%-49.0-93.05
SOL2654%+21.7+28.58
AVAX2544%+0.2+0.31
ETH2250%+15.4+16.90
SUI1429%-45.1-31.48
XRP1127%-28.9-15.82
DOGE1173%+84.9+46.59
BTC1050%+10.0+5.00
LINK956%+68.4+30.79
LTC771%+72.6+25.41
BNB560%+6.8+1.64

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems