basis_roll_drop_long

not live
29
closed trades
45%
win rate
-12.29
total pnl ($)
1.222
weight
7d window — n=1 wr=100% pnl=+21.40  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 17:51:55 (26.3d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: x2189872_28309
n: 17  ·  wr: 23.5%  ·  total_bps: -2179.8  ·  mean_bps: -128.22  ·  sharpe: -1.09  ·  max_dd_bps: -2199.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 29 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 23:28SOLBuy65.4738→68.3367+21.40take_profit
06-16 14:32SOLBuy74.2791→72.4329-12.90stop_loss
06-16 02:28SOLBuy74.6762→72.8166-12.90stop_loss
06-15 15:47SOLBuy71.7978→74.9358+21.41take_profit
06-15 15:40SOLBuy71.3767→74.4988+21.40take_profit
06-15 15:40SOLBuy71.3717→74.4908+21.39take_profit
06-15 15:38SOLBuy71.1747→74.2859+21.46take_profit
06-14 23:51SOLBuy68.1512→71.1293+21.29take_profit
06-14 14:35SOLBuy68.8903→67.1793-12.77stop_loss
06-14 14:34SOLBuy68.9653→67.2483-12.79stop_loss
06-14 13:45SOLBuy68.1002→67.7468-2.90timeout
06-14 02:24SOLBuy67.1681→68.9587+13.17timeout
06-13 15:43SOLBuy67.7072→68.4927+5.41timeout
06-13 09:55SOLBuy67.2271→67.3159+0.30timeout
06-13 08:53SOLBuy66.874→67.3579+3.19timeout
06-13 07:48SOLBuy66.1889→67.2809+7.92timeout
06-12 17:49SOLBuy66.713→67.4219+5.05timeout
06-12 15:00SOLBuy65.2238→68.0028+20.70timeout
06-10 17:42SOLBuy65.1698→63.5527-12.85stop_loss
06-09 14:15SOLBuy66.866→65.1936-12.94stop_loss
06-09 00:31SOLBuy67.3901→65.7193-12.72stop_loss
06-06 04:19SOLBuy62.7114→61.1232-12.95stop_loss
06-05 23:33SOLBuy64.3286→62.6822-13.24stop_loss
06-05 18:52SOLBuy64.5577→62.9461-12.93stop_loss
06-05 15:47SOLBuy65.4478→63.8185-12.89stop_loss
06-05 14:04SOLBuy65.7499→64.1153-12.83stop_loss
06-04 08:15SOLBuy70.0465→68.3016-12.85stop_loss
06-04 02:03SOLBuy69.5754→67.8119-13.12stop_loss
06-04 01:14SOLBuy71.8458→70.0644-12.83stop_loss

Paper vs Live

Paper (trades.jsonl)
29
closed
45%
win rate
-12.29
total pnl ($)
-9.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
SOL2945%-9.4-12.29

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems