bitcoin_perp_spot_basis_convergence_btconly

not live
8
closed trades
62%
win rate
+17.99
total pnl ($)
1.266
weight
7d window — n=4 wr=75% pnl=+9.18  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 13:51:00 (23.4d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_asj
n: 1  ·  wr: 100.0%  ·  total_bps: +52.4  ·  mean_bps: +52.42  ·  sharpe: +0.00  ·  max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 8 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 07:45BTCBuy59499→60564+8.50timeout
06-25 18:15BTCBuy59329→59407+0.21timeout
06-23 17:31BTCBuy61953.1→62521.9+4.14timeout
06-20 09:10BTCBuy63857.2→63447.8-3.68timeout
06-12 18:52BTCBuy63546.2→63797.8+1.53timeout
06-11 22:03BTCBuy63612.2→63547.8-0.98timeout
06-08 16:01BTCSell63442.8→63673.2-2.24timeout
06-07 22:15BTCBuy62499.1→63867.8+10.50take_profit

Paper vs Live

Paper (trades.jsonl)
8
closed
62%
win rate
+17.99
total pnl ($)
+45.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC862%+45.0+17.99

Recent bounces (last 20 of 1)

timesymsidereason
06-25 14:28BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems