basis_zscore_cross_symbol_dispersion_fade

not live
127
closed trades
35%
win rate
-93.13
total pnl ($)
1.147
weight
7d window — n=16 wr=31% pnl=-13.11  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 04:14:00 (38.4d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: qa
n: 62  ·  wr: 38.7%  ·  total_bps: -940.8  ·  mean_bps: -15.17  ·  sharpe: -0.18  ·  max_dd_bps: -1393.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 19:40SOLSell72.9401→73.948-8.07stop_loss
06-25 14:33XRPBuy1.02116→1.04324+11.40take_profit
06-25 13:48BTCSell60885→59546+11.60take_profit
06-25 13:40ETHBuy1628.96→1606.64-8.03stop_loss
06-24 16:51ETHSell1643.64→1607.76+11.49take_profit
06-24 16:47SOLBuy67.7692→66.8265-8.15stop_loss
06-23 17:36BTCSell62324.9→62628.1-3.17timeout
06-23 10:18BTCSell62982.9→62417.1+4.41timeout
06-23 08:15SOLBuy69.7575→68.7953-8.05stop_loss
06-22 18:31XRPSell1.14471→1.14119+1.19timeout
06-21 20:51SOLBuy74.3261→73.414-7.27timeout
06-21 15:16ETHSell1728.73→1728.47-0.42timeout
06-21 15:06XRPSell1.14651→1.14949-1.92timeout
06-20 20:03SOLSell71.7892→71.9108-1.40timeout
06-20 19:18XRPBuy1.15159→1.14041-5.86timeout
06-20 18:47BTCBuy63843.2→63799.8-0.87timeout
06-19 11:40XRPBuy1.12308→1.12642+1.15timeout
06-18 15:45XRPSell1.16241→1.13738+11.33take_profit
06-17 14:47ETHBuy1770.88→1746.55-8.05stop_loss
06-15 17:03SOLBuy75.9604→74.9103-8.10stop_loss
06-15 15:46ETHSell1812.32→1837.3-8.08stop_loss
06-15 12:38XRPSell1.22289→1.24013-8.24stop_loss
06-14 23:48XRPSell1.16791→1.18439-8.26stop_loss
06-14 23:27SOLBuy69.3334→70.8864+11.83take_profit
06-14 13:31ETHBuy1673.27→1665.63-3.01timeout
06-14 01:43ETHSell1687.93→1684.77+0.55timeout
06-13 20:47ETHSell1677.23→1674.97+0.24timeout
06-13 18:15SOLBuy68.3503→68.1938-1.73timeout
06-13 17:23XRPBuy1.15299→1.14571-3.95timeout
06-12 15:11XRPBuy1.12918→1.15351+11.35take_profit
06-09 00:01ETHBuy1682.87→1687.93+1.22timeout
06-07 22:13XRPBuy1.12438→1.14881+11.47take_profit
06-07 09:47XRPBuy1.16319→1.14674-8.26stop_loss
06-07 08:46ETHBuy1599.06→1633.94+11.49take_profit
06-05 16:15ETHBuy1561.46→1595.54+11.51take_profit
06-04 02:04XRPSell1.17001→1.14479+11.36take_profit
06-02 23:33BTCBuy66689.3→66434.7-2.60timeout
06-02 02:06SOLBuy80.7381→79.6232-8.08stop_loss
06-02 01:50ETHSell1996.8→1984+3.04timeout
06-01 17:37XRPSell1.29538→1.30303-3.73timeout
06-01 12:51SOLBuy80.8341→80.8999-0.07timeout
06-01 11:49XRPSell1.30437→1.30353-0.14timeout
06-01 01:34BTCBuy73608.7→73585.3-0.68timeout
05-31 15:38BTCBuy73924.7→73689.3-2.26timeout
05-31 15:19XRPSell1.33727→1.33163+1.80timeout
05-31 05:07SOLSell82.9516→83.1135-1.55timeout
05-30 19:20ETHSell2029.2→2026.8+0.18timeout
05-30 18:49XRPSell1.34136→1.35124-4.54timeout
05-29 19:41BTCSell74104.3→73685.7+2.62timeout
05-29 13:11BTCBuy73802.7→73132.3-5.50timeout
05-28 22:49SOLSell82.7546→82.0623+4.12timeout
05-28 07:43BTCSell73352.3→73440.7-1.15timeout
05-28 07:35ETHSell1967.3→1994.3-8.07stop_loss
05-28 02:05SOLBuy82.9004→82.1717-5.32timeout
05-28 01:45BTCSell74483.3→74224.7+1.42timeout
05-28 01:41ETHSell2039.8→2014.6+6.28timeout
05-27 21:15SOLSell83.3085→83.6355-2.63timeout
05-27 17:47BTCSell74875.3→74897.7-0.65timeout
05-27 17:09ETHBuy2074.01→2060.39-4.13timeout
05-27 13:28XRPSell1.32737→1.32573+0.19timeout
05-27 09:03SOLSell83.6315→83.7316-1.13timeout
05-27 08:44BTCBuy75283.8→75911.2+4.12timeout
05-27 08:31XRPSell1.32157→1.33573-6.39timeout
05-26 15:27XRPBuy1.35124→1.34816-1.77timeout
05-26 14:28ETHSell2117.79→2139.71-6.17timeout
05-26 14:23BTCSell76724.2→77765.7-7.96stop_loss
05-26 11:33BTCBuy76574.8→77260.1+4.42timeout
05-26 07:29BTCBuy76467.8→76637.2+0.72timeout
05-26 07:06XRPSell1.33597→1.34644-4.82timeout
05-26 05:41SOLBuy83.8456→84.7133+5.24timeout
05-26 05:13ETHSell2098.99→2095.21+0.48timeout
05-26 01:13ETHBuy2110.51→2098.69-3.55timeout
05-26 00:52XRPBuy1.35494→1.3361-8.15stop_loss
05-25 12:35XRPBuy1.36414→1.35766-3.13timeout
05-25 08:10XRPSell1.34666→1.36024-6.04timeout
05-25 01:40ETHBuy2069.71→2101.29+7.88timeout
05-24 23:24XRPSell1.34756→1.34864-0.95timeout
05-24 22:10SOLSell83.9304→85.0773-8.01stop_loss
05-24 20:18SOLBuy85.8159→84.9483-6.06timeout
05-24 18:13ETHSell2095.49→2102.71-2.37timeout
05-24 14:16SOLSell86.702→84.7987+11.59take_profit
05-24 14:16BTCBuy77125.9→76046.2-8.20stop_loss
05-24 13:06XRPBuy1.36144→1.36136-0.53timeout
05-24 10:39BTCSell76719.2→77134.9-3.45timeout
05-24 00:39BTCSell76738.2→76762.8-0.65timeout
05-23 20:41XRPSell1.34716→1.36572-8.07stop_loss
05-23 20:41ETHBuy2080.61→2126.29+11.58take_profit
05-23 17:15ETHBuy2040.1→2061.69+5.30timeout
05-23 11:50BTCSell74457.3→74762.7-2.75timeout
05-23 07:50ETHSell2054.99→2009.8+11.60take_profit
05-22 23:51SOLBuy84.5737→84.2634-2.53timeout
05-22 23:42ETHBuy2061.81→2073.09+2.50timeout
05-22 22:46XRPBuy1.33863→1.33797-0.78timeout
05-22 17:42BTCSell77217.1→76965.8+1.32timeout
05-22 14:35XRPBuy1.36004→1.35486-2.59timeout
05-22 13:43SOLSell87.2759→87.1681+0.21timeout
05-22 12:34ETHSell2128.49→2130.81-1.07timeout
05-22 04:00SOLBuy87.3621→87.0209-2.67timeout
05-21 22:52BTCBuy77558.9→77569.1-0.44timeout
05-21 21:24XRPBuy1.37884→1.37726-1.15timeout

Paper vs Live

Paper (trades.jsonl)
127
closed
35%
win rate
-93.13
total pnl ($)
-13.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
XRP3636%-6.7-13.27
ETH3546%-4.8-9.26
BTC3030%-17.2-28.24
SOL2623%-29.7-42.36

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-08 22:18ETHBuy+0.46The market was in a mild short-term uptrend with ETH up 0.48% on the hour, but the broader 24h and 7d trends remained negative. The thesis failed because the trade was closed due to a timeout, indicating the expected move did not materialize within the allo…
05-02 21:38ETHSell-7.98# Trade Analysis: ETH Basis Fade (Stop Loss Hit) Ethereum was consolidating with modest intraday gains (+0.61% 1h, +1.32% 24h) while funding rates remained compressed at 0.016% annually, indicating balanced long/short positioning without exuberance. The tr…