basis_reversion_zscore_long

not live
74
closed trades
50%
win rate
-169.36
total pnl ($)
0.742
weight
7d window — n=23 wr=48% pnl=-81.13  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-23 22:31 (34.6d ago) · src: backtest-gate-results.jsonl
verdict: ERROR  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_axb
n: 0  ·  wr: 0.0%  ·  total_bps: +0.0  ·  mean_bps: +0.00  ·  sharpe: +0.00  ·  max_dd_bps: +0.0
gate: min_trades=5 min_wr=0.45 min_total_bps=— min_sharpe=— effective_days=231.926

Cumulative P&L (last 74 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 05:52BTCBuy59825→60224+2.89timeout
06-27 01:47BTCBuy59268→59947+5.27timeout
06-26 19:24BTCBuy59186→59859+5.12timeout
06-26 13:58BTCBuy58232.9→60024+14.88timeout
06-25 13:58BTCBuy59624→58156-12.70stop_loss
06-25 13:48BTCBuy60886→59388.3-12.73stop_loss
06-25 13:48BTCBuy60902→59394.3-12.80stop_loss
06-24 16:51BTCBuy61205.1→59698.1-12.74stop_loss
06-24 14:19BTCBuy62535.1→60966.5-12.98stop_loss
06-24 14:17BTCBuy62570.1→61027.4-12.76stop_loss
06-24 14:13BTCBuy62616.1→61070.4-12.79stop_loss
06-24 12:35BTCBuy62347.1→62772.9+2.96timeout
06-24 08:28BTCBuy62082.1→62657.9+4.10timeout
06-23 08:17BTCBuy63907.2→62332.7-12.78stop_loss
06-23 08:17BTCBuy63953.2→62378.7-12.78stop_loss
06-23 06:20BTCBuy64454.2→62864.4-12.80stop_loss
06-23 04:56BTCBuy65199.3→63595-12.76stop_loss
06-22 18:14BTCBuy63980.2→64660.8+4.80timeout
06-22 12:38BTCBuy63921.2→65050.7+8.24timeout
06-22 02:12BTCBuy64221.2→64521.8+1.81timeout
06-21 21:52BTCBuy63994.2→63812.8-1.87timeout
06-21 01:57BTCBuy63543.2→64239.8+4.98timeout
06-20 19:17BTCBuy63031.2→63880.8+6.30timeout
06-20 12:05BTCBuy62632.1→63699.8+8.04timeout
06-20 07:40BTCBuy62498.1→63725.8+9.37timeout
06-18 05:03BTCBuy65323.3→63716.9-12.75stop_loss
06-17 04:39BTCBuy65832.3→65887.7-0.08timeout
06-16 12:04BTCBuy66131.3→66402.7+1.51timeout
06-16 08:03BTCBuy65750.3→66320.7+3.93timeout
06-16 04:03BTCBuy65829.3→66174.7+2.21timeout
06-15 22:27BTCBuy65112.3→66073.7+6.89timeout
06-15 06:58BTCBuy64272.2→65835.7+11.70timeout
06-14 20:04BTCBuy64252.2→63802.8-3.99timeout
06-14 12:58BTCBuy64142.2→64296.8+0.75timeout
06-14 08:54BTCBuy63792.2→64433.8+4.54timeout
06-14 04:51BTCBuy63609.2→64330.8+5.27timeout
06-13 07:45BTCBuy63030.2→63812.8+5.74timeout
06-12 14:59BTCBuy62725.1→63928.8+9.06timeout
06-12 10:49BTCBuy62930.1→63687.8+5.49timeout
06-11 22:37BTCBuy61284.1→63535.8+17.79timeout
06-11 16:20BTCBuy62290.1→62775.9+3.33timeout
06-11 12:17BTCBuy61102.1→63116.8+15.92timeout
06-11 08:15BTCBuy61602.1→62790.9+9.07timeout
06-09 14:21BTCBuy63152.2→61595.1-12.78stop_loss
06-09 13:19BTCBuy63857.2→62281.7-12.76stop_loss
06-09 12:02BTCBuy63202.2→62710.9-4.28timeout
06-09 07:31BTCBuy63230.2→63078.8-1.70timeout
06-08 21:31BTCBuy61805.1→63632.8+14.30timeout
06-08 09:38BTCBuy62515.1→63274.8+5.61timeout
06-08 05:27BTCBuy61844.1→62585.9+5.55timeout
06-07 22:15BTCBuy61522.1→64222.8+21.51take_profit
06-06 16:02BTCBuy60205→60800+4.55timeout
06-05 15:39BTCBuy61672.1→60154.9-12.74stop_loss
06-05 13:59BTCBuy62254.1→60721.6-12.76stop_loss
06-05 06:23BTCBuy62731.1→61185.3-12.76stop_loss
06-05 06:00BTCBuy63750.2→62179.8-12.72stop_loss
06-04 10:48BTCBuy63878.2→62307.7-12.71stop_loss
06-04 00:25BTCBuy65465.3→63854.9-12.75stop_loss
06-03 20:48BTCBuy66661.3→65022.2-12.79stop_loss
06-03 19:54BTCBuy66967.3→65319.1-12.83stop_loss
06-03 19:54BTCBuy67001.3→65354-12.76stop_loss
06-03 19:54BTCBuy67024.4→65372-12.82stop_loss
06-03 03:50BTCBuy67118.4→65466-12.77stop_loss
06-02 14:27BTCBuy69392.5→67685.8-12.76stop_loss
06-02 12:30BTCBuy70899.5→69238.1-12.22stop_loss
06-02 09:02BTCBuy71318.4→69648.3-12.22stop_loss
06-02 07:02BTCBuy71521.4→69838.4-12.30stop_loss
05-31 10:18BTCBuy73622.3→73789.7+0.55timeout
05-31 03:09BTCBuy73736.3→74050.7+1.62timeout
05-30 17:06BTCBuy73947.3→73875.7-1.05timeout
05-29 20:27BTCBuy73576.3→73692.7+0.29timeout
05-29 11:00BTCBuy73365.3→73587.7+1.02timeout
05-28 03:18BTCBuy75632.2→73859.6-12.17stop_loss
05-26 17:26BTCBuy77934.1→76078.8-12.36stop_loss

Paper vs Live

Paper (trades.jsonl)
74
closed
50%
win rate
-169.36
total pnl ($)
-45.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7450%-45.2-169.36

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems