basis_z_extreme_fear_greed_buy

84

closed trades

43%

win rate

-25.00

total pnl ($)

1.101

weight

7d window — n=21 wr=48% pnl=-20.30 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-22 11:29:21 (36.2d ago) · src: canon

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

n: 157 · wr: 49.7% · total_bps: -552.9 · mean_bps: -3.52 · sharpe: -0.06 · max_dd_bps: -610.1

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

time	sym	side	entry→exit	pnl	close
06-26 07:51	BTC	Buy	60246→60526	+1.88	timeout
06-26 02:13	BTC	Buy	59266→58686.7	-5.34	stop_loss
06-25 20:18	BTC	Buy	59192→59543	+2.51	timeout
06-25 13:58	BTC	Buy	58759.9→58196	-5.25	stop_loss
06-25 09:14	BTC	Buy	61758.1→61724.9	-0.72	timeout
06-25 00:50	BTC	Buy	60965→60801	-1.80	timeout
06-24 19:23	BTC	Buy	59732→59636	-1.25	timeout
06-24 13:44	BTC	Buy	62000.1→61405.2	-5.25	stop_loss
06-24 09:42	BTC	Buy	62700.1→62622.9	-1.07	timeout
06-24 04:16	BTC	Buy	62533.1→62672.9	+0.66	timeout
06-23 21:49	BTC	Buy	62412.1→62603.9	+1.09	timeout
06-23 16:10	BTC	Buy	62337.1→62687.9	+2.36	timeout
06-23 10:52	BTC	Buy	62376.1→62254.9	-1.41	timeout
06-23 06:18	BTC	Buy	63605.2→63060.8	-4.73	timeout
06-23 01:19	BTC	Buy	63889.2→64176.8	+1.80	timeout
06-22 20:16	BTC	Buy	64363.2→64491.8	+0.55	timeout
06-22 14:30	BTC	Buy	65493.3→64864.3	-5.25	stop_loss
06-21 13:38	BTC	Buy	63939.2→64007.8	+0.09	timeout
06-21 03:58	BTC	Buy	64237.2→64403.8	+0.85	timeout
06-20 22:54	BTC	Buy	64002.2→64275.8	+1.69	timeout
06-20 17:36	BTC	Buy	63895.2→63732.8	-1.72	timeout
06-20 12:23	BTC	Buy	63706.2→63710.8	-0.42	timeout
06-20 06:51	BTC	Buy	63575.2→63712.8	+0.63	timeout
06-20 01:49	BTC	Buy	63557.2→63531.8	-0.65	timeout
06-19 18:16	BTC	Buy	62970.1→63127.8	+0.80	timeout
06-19 08:41	BTC	Buy	62500.1→62610.9	+0.44	timeout
06-19 02:33	BTC	Buy	62876.1→62937.9	+0.04	timeout
06-17 19:19	BTC	Buy	65424.3→64796.3	-5.25	stop_loss
06-16 06:32	BTC	Buy	66022.3→66292.7	+1.60	timeout
06-16 00:31	BTC	Buy	66204.3→66238.7	-0.19	timeout
06-15 16:22	BTC	Buy	66628.3→67158.6	+3.53	timeout
06-15 10:05	BTC	Buy	65669.3→65645.7	-0.63	timeout
06-15 04:50	BTC	Buy	65918.3→65645.7	-2.52	timeout
06-14 23:18	BTC	Buy	65076.3→65574.7	+3.38	timeout
06-14 17:39	BTC	Buy	64133.2→63731.8	-3.58	timeout
06-14 11:44	BTC	Buy	64593.2→64586.8	-0.50	timeout
06-14 05:46	BTC	Buy	64330.2→64328.8	-0.46	timeout
06-14 00:34	BTC	Buy	64430.2→64516.8	+0.22	timeout
06-13 19:26	BTC	Buy	64135.2→64156.8	-0.28	timeout
06-13 13:48	BTC	Buy	64045.2→64063.8	-0.31	timeout
06-13 08:47	BTC	Buy	63862.2→63849.8	-0.55	timeout
06-13 02:54	BTC	Buy	63807.2→63559.8	-2.39	timeout
06-12 08:45	BTC	Buy	63029.2→63342.8	+2.03	timeout
06-11 18:34	BTC	Buy	63199.2→63430.8	+1.38	timeout
06-11 12:30	BTC	Buy	63067.2→62457.6	-5.28	stop_loss
06-11 07:37	BTC	Buy	62957.1→62688.9	-2.59	timeout
06-11 01:07	BTC	Buy	61651.1→61905.9	+1.62	timeout
06-10 19:37	BTC	Buy	61802.1→61948.9	+0.73	timeout
06-10 14:34	BTC	Buy	61765.1→62005.9	+1.50	timeout
06-10 09:14	BTC	Buy	61586.1→61053.9	-4.77	timeout
06-09 08:46	BTC	Buy	63152.2→62967.9	-1.91	timeout
06-08 18:25	BTC	Buy	63555.2→63525.8	-0.68	timeout
06-08 12:57	BTC	Buy	62855.1→63792.8	+7.01	take_profit
06-08 08:20	BTC	Buy	63096.2→63087.8	-0.52	timeout
06-07 22:14	BTC	Buy	61805.1→62726.9	+7.01	take_profit
06-07 17:09	BTC	Buy	61998.1→62264.9	+1.70	timeout
06-07 09:04	BTC	Buy	62354.1→62815.9	+3.25	timeout
06-07 04:03	BTC	Buy	61415.1→61558.9	+0.72	timeout
06-06 22:59	BTC	Buy	60717→60574	-1.63	timeout
06-06 17:24	BTC	Buy	60661→60577	-1.14	timeout
06-05 23:17	BTC	Buy	61498.1→61185.9	-2.99	timeout
06-05 17:17	BTC	Buy	61383.1→60793.5	-5.25	stop_loss
06-05 12:34	BTC	Buy	62321.1→61722	-5.26	stop_loss
06-05 07:35	BTC	Buy	61588.1→62506.9	+7.01	take_profit
06-05 03:30	BTC	Buy	62603.1→62634.9	-0.19	timeout
06-04 21:05	BTC	Buy	63372.2→63734.8	+2.41	timeout
06-04 14:44	BTC	Buy	63763.2→63966.8	+1.15	timeout
06-04 06:14	BTC	Buy	63787.2→64208.8	+2.85	timeout
06-03 22:39	BTC	Buy	65465.3→64961.8	-4.30	timeout
06-03 19:48	BTC	Buy	66069.3→65744.7	-2.91	timeout
06-03 13:05	BTC	Buy	67067.4→67023.6	-0.77	timeout
06-03 05:31	BTC	Buy	66340.3→66858.7	+3.46	timeout
06-03 00:00	BTC	Buy	66286.3→66774.7	+3.23	timeout
06-02 17:38	BTC	Buy	67590.4→67639.6	-0.09	timeout
06-02 10:30	BTC	Buy	69392.5→69625.5	+1.22	timeout
06-02 01:23	BTC	Buy	71197.4→71256.6	-0.04	timeout
05-31 08:09	BTC	Buy	73968.3→73857.7	-1.20	timeout
05-31 01:06	BTC	Buy	73833.3→74091.7	+1.30	timeout
05-30 11:03	BTC	Buy	73563.3→73617.7	-0.08	timeout
05-28 22:39	BTC	Buy	73758.3→73539.7	-1.94	timeout
05-28 17:56	BTC	Buy	73413.3→73479.7	-0.00	timeout
05-28 09:12	BTC	Buy	73383.3→73267.7	-1.24	timeout
05-27 09:00	BTC	Buy	75912.2→75826.8	-1.01	timeout
05-27 04:01	BTC	Buy	75797.2→75649.8	-1.42	timeout

Paper (trades.jsonl)

84

closed

43%

win rate

-25.00

total pnl ($)

-5.9 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	84	43%	-5.9	-25.00

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 84 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)