basis_crossover_momentum_long

73

closed trades

45%

win rate

-282.99

total pnl ($)

0.914

weight

7d window — n=16 wr=56% pnl=-53.01 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 17:51:55 (24.9d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x2189872_28309

n: 132 · wr: 41.7% · total_bps: -6743.7 · mean_bps: -51.09 · sharpe: -0.37 · max_dd_bps: -7596.6

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

time	sym	side	entry→exit	pnl	close
06-27 19:21	BTC	Buy	59938→60417	+3.58	timeout
06-27 17:25	BTC	Buy	60076→60542	+3.43	timeout
06-26 18:10	BTC	Buy	59517→60037	+3.80	timeout
06-26 15:58	BTC	Buy	59520→60302	+6.04	timeout
06-25 13:59	BTC	Buy	59556→58088	-12.70	stop_loss
06-25 13:53	BTC	Buy	60227→58743.7	-12.68	stop_loss
06-24 14:13	BTC	Buy	62606.1→61066.4	-12.74	stop_loss
06-24 14:13	BTC	Buy	62667.1→61126.4	-12.74	stop_loss
06-24 11:00	BTC	Buy	62301.1→62411.9	+0.41	timeout
06-24 08:52	BTC	Buy	62386.1→62760.9	+2.49	timeout
06-23 08:17	BTC	Buy	63954.2→62376.7	-12.79	stop_loss
06-23 06:20	BTC	Buy	64439.2→62852.4	-12.77	stop_loss
06-22 23:39	BTC	Buy	63340.2→64005.8	+4.84	timeout
06-22 19:42	BTC	Buy	64187.2→64400.8	+1.17	timeout
06-21 22:57	BTC	Buy	64291.2→63760.8	-4.55	timeout
06-21 19:06	BTC	Buy	63811.2→64145.8	+2.21	timeout
06-20 21:16	BTC	Buy	63232.2→63939.8	+5.15	timeout
06-20 18:24	BTC	Buy	63107.2→63819.8	+5.20	timeout
06-19 20:05	BTC	Buy	63149.2→63011.8	-1.57	timeout
06-19 17:56	BTC	Buy	62567.1→63147.8	+4.19	timeout
06-18 15:40	BTC	Buy	64281.2→62700.5	-12.48	stop_loss
06-18 15:37	BTC	Buy	64443.2→62846.4	-12.61	stop_loss
06-17 22:03	BTC	Buy	65533.3→63921.8	-12.73	stop_loss
06-17 19:41	BTC	Buy	65753.3→64127.7	-12.82	stop_loss
06-17 00:30	BTC	Buy	66214.3→65709.7	-4.30	timeout
06-16 22:21	BTC	Buy	66361.3→65777.7	-4.93	timeout
06-15 23:47	BTC	Buy	65596.3→66232.7	+4.46	timeout
06-15 21:42	BTC	Buy	65189.3→66409.7	+8.86	timeout
06-14 22:38	BTC	Buy	64493.2→65400.7	+6.54	timeout
06-14 20:37	BTC	Buy	64225.2→64009.8	-2.16	timeout
06-13 21:20	BTC	Buy	63586.2→64220.8	+4.52	timeout
06-13 19:18	BTC	Buy	63700.2→64148.8	+3.07	timeout
06-12 19:56	BTC	Buy	63633.2→63587.8	-0.81	timeout
06-12 17:54	BTC	Buy	63446.2→63828.8	+2.56	timeout
06-11 19:29	BTC	Buy	61759.1→63606.8	+14.37	timeout
06-11 17:27	BTC	Buy	62006.1→62342.9	+2.18	timeout
06-10 17:18	BTC	Buy	61771.1→62096.9	+2.13	timeout
06-10 15:18	BTC	Buy	61583.1→61943.9	+2.43	timeout
06-09 14:44	BTC	Buy	62812.1→61266.3	-12.76	stop_loss
06-09 14:17	BTC	Buy	63396.2→61837	-12.75	stop_loss
06-09 08:57	BTC	Buy	63060.2→62806.9	-2.46	timeout
06-09 06:54	BTC	Buy	62988.1→63232.8	+1.44	timeout
06-08 08:26	BTC	Buy	62415.1→63064.8	+4.65	timeout
06-08 06:25	BTC	Buy	61820.1→62974.9	+8.88	timeout
06-07 06:47	BTC	Buy	60873→62086.9	+9.57	timeout
06-07 04:47	BTC	Buy	59879→61721.9	+14.95	timeout
06-06 04:31	BTC	Buy	61213.1→59707.1	-12.75	stop_loss
06-06 04:12	BTC	Buy	61735.1→60210.9	-12.80	stop_loss
06-05 18:54	BTC	Buy	60620→59129.5	-12.75	stop_loss
06-05 18:52	BTC	Buy	60869→59372.3	-12.75	stop_loss
06-05 13:51	BTC	Buy	62627.1→61083.4	-12.78	stop_loss
06-05 13:51	BTC	Buy	62661.1→61119.4	-12.75	stop_loss
06-05 06:24	BTC	Buy	62641.1→61098.4	-12.71	stop_loss
06-05 06:23	BTC	Buy	62734.1→61175.3	-12.86	stop_loss
06-05 02:21	BTC	Buy	62610.1→62889.9	+1.79	timeout
06-04 09:29	BTC	Buy	64354.2→62771.5	-12.74	stop_loss
06-04 01:16	BTC	Buy	64517.2→62929.4	-12.75	stop_loss
06-04 00:29	BTC	Buy	65071.3→63471.1	-12.74	stop_loss
06-03 20:55	BTC	Buy	66451.3→64806.3	-12.87	stop_loss
06-03 16:27	BTC	Buy	67164.4→65512.9	-12.77	stop_loss
06-03 03:49	BTC	Buy	67267.4→65612.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67415.4→65757.8	-12.75	stop_loss
06-02 14:10	BTC	Buy	70042.5→68305.4	-12.87	stop_loss
06-02 12:06	BTC	Buy	70969.5→69222.9	-12.80	stop_loss
06-01 15:32	BTC	Buy	73667.7→71299.8	-16.64	stop_loss
06-01 15:32	BTC	Buy	73631.7→71299.8	-16.42	stop_loss
05-31 16:38	BTC	Buy	73940.7→73504.3	-3.47	timeout
05-31 13:14	BTC	Buy	73740.7→73911.3	+0.60	timeout
05-31 09:42	BTC	Buy	73529.7→73985.3	+2.50	timeout
05-30 11:05	BTC	Buy	73603.7→73610.3	-0.47	timeout
05-29 17:58	BTC	Buy	73539.7→73971.3	+2.45	timeout
05-29 11:20	BTC	Buy	73410.7→73623.3	+0.96	timeout
05-29 09:16	BTC	Buy	73278.7→73813.3	+3.13	timeout

Paper (trades.jsonl)

73

closed

45%

win rate

-282.99

total pnl ($)

-77.2 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	73	45%	-77.2	-282.99

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 73 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)