basis_zscore_extreme_short

not live
97
closed trades
47%
win rate
+325.91
total pnl ($)
1.635
weight
7d window — n=29 wr=41% pnl=+68.74  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 17:51:55 (23.6d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: x2189872_28309
n: 48  ·  wr: 56.2%  ·  total_bps: +3772.5  ·  mean_bps: +78.59  ·  sharpe: +0.45  ·  max_dd_bps: -839.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 97 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 05:52BTCSell59457→60237-7.01timeout
06-27 04:27BTCSell59713→60385-6.09timeout
06-26 07:40BTCSell59299→60759.4-12.81stop_loss
06-26 07:31BTCSell59236→60694.4-12.80stop_loss
06-25 13:59BTCSell60754→58085.9+21.44take_profit
06-25 13:57BTCSell61068.9→58363.9+21.64take_profit
06-25 13:57BTCSell61058.9→58363.9+21.53take_profit
06-25 13:54BTCSell61293.9→58575.9+21.64take_profit
06-25 13:51BTCSell61855.9→59140+21.48take_profit
06-25 07:16BTCSell60378→61867-12.80stop_loss
06-24 22:00BTCSell59747→61231.7-12.91stop_loss
06-24 20:31BTCSell59370→60831.4-12.78stop_loss
06-24 16:51BTCSell62363.9→59619+21.52take_profit
06-24 14:19BTCSell63814.8→61003.1+21.55take_profit
06-24 14:13BTCSell63968.8→61160.1+21.48take_profit
06-24 13:47BTCSell64132.8→61314.1+21.52take_profit
06-24 13:38BTCSell63993.8→61827.1+16.47timeout
06-24 12:35BTCSell63980.8→62820.1+8.62timeout
06-22 22:38BTCSell64304.8→63867.2+2.96timeout
06-22 21:33BTCSell64058.8→64275.2-2.13timeout
06-22 19:24BTCSell64189.8→64382.2-1.88timeout
06-22 13:50BTCSell64010.8→65589.1-12.59stop_loss
06-22 13:49BTCSell63954.8→65530-12.72stop_loss
06-22 05:50BTCSell63817.8→64168.2-3.17timeout
06-20 15:18BTCSell62638.9→64191.3-12.74stop_loss
06-20 14:48BTCSell62908.9→63886.2-8.12timeout
06-20 14:46BTCSell62560.9→64101.2-12.67stop_loss
06-20 13:44BTCSell62874.9→63428.2-4.77timeout
06-20 12:39BTCSell62975.9→63571.2-5.11timeout
06-18 22:18BTCSell64923.8→62805.1+15.74timeout
06-18 12:45BTCSell65802.7→64244.2+11.38timeout
06-18 11:47BTCSell65650.7→63955.2+12.54timeout
06-18 09:39BTCSell65618.7→64258.2+10.09timeout
06-18 07:32BTCSell65706.7→64249.2+10.66timeout
06-17 09:25BTCSell66519.7→64964.2+11.36timeout
06-17 00:01BTCSell66169.7→65691.3+3.27timeout
06-16 22:58BTCSell65849.7→65750.3+0.43timeout
06-16 20:10BTCSell65703.7→65641.3+0.17timeout
06-16 17:52BTCSell65755.7→65998.3-2.19timeout
06-15 16:10BTCSell65685.7→67303-12.74stop_loss
06-15 11:19BTCSell64688.8→66284.4-12.79stop_loss
06-14 21:50BTCSell63954.8→65556-12.91stop_loss
06-14 21:08BTCSell63795.8→64000.2-2.01timeout
06-14 20:07BTCSell63755.8→63795.2-0.69timeout
06-14 16:40BTCSell63576.8→64135.2-4.77timeout
06-14 10:23BTCSell63595.8→64582.2-8.15timeout
06-13 16:30BTCSell63756.8→63991.2-2.33timeout
06-13 08:57BTCSell63362.8→63794.2-3.74timeout
06-13 05:38BTCSell63139.8→63524.2-3.50timeout
06-13 01:56BTCSell63069.8→63784.2-6.02timeout
06-12 15:00BTCSell62626.9→64173.3-12.69stop_loss
06-12 04:10BTCSell62418.9→63455.2-8.63timeout
06-11 03:27BTCSell61351.9→62067.1-6.15timeout
06-11 01:24BTCSell62289.9→62159.1+0.62timeout
06-11 00:23BTCSell62658.9→61812.1+6.32timeout
06-10 19:47BTCSell63154.8→61943.1+9.25timeout
06-10 15:46BTCSell61015.9→62521.4-12.73stop_loss
06-09 16:05BTCSell63803.8→61002+21.62take_profit
06-09 14:41BTCSell63047.8→61477.1+12.03timeout
06-09 11:27BTCSell63235.8→62555.1+4.86timeout
06-09 10:25BTCSell62961.9→62719.1+1.42timeout
06-08 21:01BTCSell62762.9→63465.2-5.98timeout
06-08 15:12BTCSell62620.9→64162.3-12.74stop_loss
06-07 22:15BTCSell62398.9→63935.1-12.77stop_loss
06-07 22:14BTCSell62059.9→63588-12.77stop_loss
06-07 22:14BTCSell61646.9→63164.7-12.77stop_loss
06-07 22:14BTCSell61581.9→63098.7-12.77stop_loss
06-07 09:12BTCSell61785.9→62725.1-8.11timeout
06-07 06:36BTCSell60697→62196.2-12.87stop_loss
06-07 06:05BTCSell60736→61619.1-7.79timeout
06-07 04:49BTCSell60981→61778.1-7.01timeout
06-07 02:56BTCSell60749→61504.1-6.56timeout
06-05 20:50BTCSell60236→61718.9-12.76stop_loss
06-05 18:44BTCSell62424.9→59684+21.53take_profit
06-05 15:39BTCSell62879.9→60104+21.61take_profit
06-05 15:39BTCSell62887.9→60104+21.67take_profit
06-05 14:04BTCSell63420.8→60636+21.51take_profit
06-05 13:57BTCSell63662.8→60864+21.54take_profit
06-05 06:24BTCSell63993.8→61184.1+21.43take_profit
06-05 06:23BTCSell64089.8→61275.1+21.44take_profit
06-05 06:20BTCSell64489.8→61650.1+21.49take_profit
06-04 03:31BTCSell62741.9→64286.3-12.75stop_loss
06-04 01:55BTCSell65038.7→62183.1+21.50take_profit
06-04 00:29BTCSell66416.7→63500.2+21.49take_profit
06-04 00:24BTCSell66916.7→63978.2+21.48take_profit
06-03 23:24BTCSell67309.6→64354.2+21.50take_profit
06-03 23:07BTCSell67427.6→64461.2+21.57take_profit
06-03 19:55BTCSell68198.6→65203.3+21.59take_profit
06-02 22:59BTCSell69494.5→66265.3+22.79take_profit
06-02 15:30BTCSell70296.5→67203.4+21.56take_profit
06-02 14:27BTCSell70891.5→67778.4+21.53take_profit
06-02 14:26BTCSell70982.5→67865.4+21.53take_profit
05-31 00:19BTCSell73346.3→73863.7-3.89timeout
05-30 23:10BTCSell73592.3→73895.7-2.34timeout
05-30 21:54BTCSell73697.3→73928.7-1.85timeout
05-30 20:41BTCSell73773.3→73898.7-1.13timeout
05-30 19:52BTCSell73390.3→74004.7-4.47timeout

Paper vs Live

Paper (trades.jsonl)
97
closed
47%
win rate
+325.91
total pnl ($)
+66.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC9747%+66.7+325.91

Recent bounces (last 20 of 11)

timesymsidereason
06-26 19:44BTCSelltrigger_already_opened
06-25 17:57BTCSelltrigger_already_opened
06-25 15:21BTCSelltrigger_already_opened
06-25 15:20BTCSelltrigger_already_opened
06-24 18:05BTCSelltrigger_already_opened
06-24 17:13BTCSellstale_intent
06-24 16:10BTCSellstale_intent
06-24 15:16BTCSellstale_intent
06-24 14:34BTCSellstale_intent
06-24 14:34BTCSellstale_intent
06-24 13:20BTCSellstale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems