borrow_basis_fear_looser_fear

not live
98
closed trades
45%
win rate
-141.33
total pnl ($)
0.835
weight
7d window — n=24 wr=42% pnl=-45.71  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-23 16:11:21 (30.4d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: awn
n: 46  ·  wr: 32.6%  ·  total_bps: -1022.1  ·  mean_bps: -22.22  ·  sharpe: -0.24  ·  max_dd_bps: -1386.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 98 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 23:57BNBBuy595.489→590.362-4.72timeout
06-22 06:58NEARBuy2.13073→2.15046+4.18timeout
06-22 06:45SUIBuy0.703356→0.705044+0.72timeout
06-22 06:09BTCBuy63478.2→64187.8+5.14timeout
06-21 22:03BTCBuy64200.2→63812.8-3.47timeout
06-21 14:00BTCBuy64164.2→64106.8-0.88timeout
06-21 10:39ETHBuy1738.07→1732.93-1.93timeout
06-21 02:38ETHBuy1726.77→1736.43+2.33timeout
06-20 21:12OPBuy0.100775→0.102144+6.39timeout
06-20 19:09ATOMBuy1.78034→1.79535+3.75timeout
06-20 17:35INJBuy5.05736→4.95808-10.26stop_loss
06-20 08:33INJBuy5.08957→5.08183-1.25timeout
06-19 18:05INJBuy5.05966→5.08133+1.67timeout
06-18 15:53ATOMBuy1.82196→1.78446-10.77stop_loss
06-18 13:36APTBuy0.656264→0.643717-10.01stop_loss
06-18 11:10SUIBuy0.741175→0.749083+4.85timeout
06-18 10:15BTCBuy63945.2→63960.8-0.35timeout
06-18 04:43NEARBuy2.20915→2.16707-9.97stop_loss
06-18 04:11LINKBuy8.11283→7.95853-9.95stop_loss
06-16 14:31OPBuy0.107507→0.105451-10.00stop_loss
06-16 11:34ADABuy0.176794→0.178265+3.71timeout
06-16 11:33BTCBuy65994.3→66395.7+2.57timeout
06-16 03:44BTCBuy66384.3→66090.7-2.65timeout
06-16 03:44BNBBuy619.625→614.176-4.82timeout
06-14 21:34ADABuy0.166862→0.172127+15.31take_profit
06-14 16:56ARBBuy0.0832008→0.0818495-8.52timeout
06-14 13:47XRPBuy1.14549→1.13542-4.79timeout
06-11 21:16BTCBuy62735.1→63516.8+5.74timeout
06-07 11:25BNBBuy586.227→593.112+5.38timeout
06-07 10:03APTBuy0.672968→0.671932-1.21timeout
06-07 03:47XRPBuy1.08947→1.11762+12.48timeout
06-06 16:42LTCBuy42.2806→42.0695-2.95timeout
06-06 12:31ATOMBuy1.62→1.6153-1.83timeout
06-06 06:33SUIBuy0.684391→0.705993+15.34take_profit
06-06 05:22AVAXBuy6.24936→6.44629+15.32take_profit
06-06 02:55INJBuy5.1925→5.09048-10.22stop_loss
06-05 14:06ARBBuy0.0818305→0.0801898-10.46stop_loss
06-05 13:55SOLBuy66.0619→64.8198-9.81stop_loss
06-05 13:52ETHBuy1662.27→1631.12-9.81stop_loss
06-03 19:55ETHBuy1827.88→1793.72-9.79stop_loss
06-03 11:24BTCBuy67003.4→67317.6+1.86timeout
06-03 11:17ETHBuy1869.29→1886.21+4.05timeout
06-03 07:16XRPBuy1.209→1.24739+15.41take_profit
06-03 05:05XRPBuy1.2046→1.22709+8.90timeout
06-03 03:49ETHBuy1852.49→1817.81-9.81stop_loss
06-03 03:44BTCBuy66961.3→65715.8-9.75stop_loss
06-03 03:35SOLBuy74.8592→73.4522-9.83stop_loss
06-03 02:45ATOMBuy1.81145→1.84174+7.95timeout
06-02 19:33SOLBuy76.1744→74.7414-9.82stop_loss
06-02 14:39INJBuy7.13878→6.99905-10.25stop_loss
06-02 14:27ADABuy0.223246→0.218696-10.63stop_loss
06-02 14:22APTBuy0.904626→0.886934-10.20stop_loss
06-02 14:03ARBBuy0.0980745→0.0978755-1.41timeout
06-01 02:55ATOMBuy1.94191→1.96529+5.55timeout
05-30 15:40ATOMBuy2.03649→2.03901+0.17timeout
05-29 12:06NEARBuy2.49058→2.44683-9.23stop_loss
05-29 08:48ATOMBuy2.05509→2.01911-9.15stop_loss
05-28 23:29OPBuy0.117641→0.11896+5.19timeout
05-28 15:56BNBBuy633.702→634.649+0.26timeout
05-28 14:48ETHBuy1989.8→1986.4-1.31timeout
05-28 13:56APTBuy0.937166→0.92119-8.97stop_loss
05-28 12:06LINKBuy8.83829→8.86482+1.12timeout
05-28 11:55DOGEBuy0.0975966→0.0980685+1.99timeout
05-28 10:51APTBuy0.910772→0.923731+6.76timeout
05-28 09:48XRPBuy1.28368→1.29292+3.16timeout
05-28 07:08INJBuy5.37746→5.55339+15.98take_profit
05-28 04:02BNBBuy646.288→635.266-8.96stop_loss
05-28 03:18SOLBuy82.3806→80.9526-9.11stop_loss
05-28 03:18ARBBuy0.106533→0.104648-9.27stop_loss
05-28 03:18ETHBuy2026.5→1991.39-9.10stop_loss
05-28 03:18SUIBuy0.956411→0.940095-8.99stop_loss
05-27 16:53AVAXBuy9.14711→9.2147+3.21timeout
05-27 13:35OPBuy0.128548→0.126265-9.34stop_loss
05-27 11:03LTCBuy52.147→52.3501+1.48timeout
05-27 10:44BTCBuy75270.2→75864.8+3.54timeout
05-27 08:33OPBuy0.127008→0.128572+5.67timeout
05-27 04:30APTBuy0.975456→0.958318-9.22stop_loss
05-27 00:47DOGEBuy0.100765→0.101615+3.79timeout
05-26 23:27ADABuy0.23924→0.24001+1.22timeout
05-26 23:01LTCBuy52.123→52.02-1.40timeout
05-26 22:49AVAXBuy9.24379→9.13318-6.42timeout
05-26 21:58XRPBuy1.34296→1.33103-4.83timeout
05-26 17:30SUIBuy1.02454→1.00695-9.04stop_loss
05-26 16:20DOGEBuy0.101625→0.101725+0.13timeout
05-26 16:08BNBBuy656.376→659.175+1.75timeout
05-26 15:53ETHBuy2119.39→2082.35-9.19stop_loss
05-26 14:07BTCBuy76665.2→77210.9+3.10timeout
05-26 13:36XRPBuy1.33887→1.34894+3.27timeout
05-26 07:43SOLBuy83.8604→84.2286+1.78timeout
05-26 06:59ARBBuy0.107543→0.109617+9.17timeout
05-26 05:45APTBuy0.965958→0.978645+6.16timeout
05-26 05:05ETHBuy2104.39→2092.31-3.30timeout
05-26 03:14XRPBuy1.35594→1.33467-8.29timeout
05-26 01:41AVAXBuy9.34724→9.16902-10.00stop_loss
05-26 00:41OPBuy0.130167→0.127906-9.15stop_loss
05-25 23:15NEARBuy2.71318→2.7993+15.47take_profit
05-25 22:37LTCBuy52.9292→52.4939-4.54timeout
05-25 21:55DOGEBuy0.102926→0.102334-3.36timeout

Paper vs Live

Paper (trades.jsonl)
98
closed
45%
win rate
-141.33
total pnl ($)
-29.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1155%+8.9+4.85
ETH1020%-95.7-47.86
XRP862%+63.0+25.31
APT729%-76.8-26.68
ATOM757%-12.7-4.32
OP650%-37.6-11.24
BNB650%-37.3-11.10
INJ633%-48.0-14.33
ARB520%-82.4-20.50
SOL520%-147.7-36.79
SUI560%+11.8+2.88
DOGE475%+12.3+2.55
LTC425%-37.2-7.41
NEAR450%+2.0+0.45
AVAX450%+10.7+2.10
ADA475%+47.8+9.61
LINK250%-89.1-8.84

Recent bounces (last 20 of 4)

timesymsidereason
06-22 22:53ADABuystale_intent
06-22 22:51ADABuystale_intent
06-22 01:22NEARBuystale_intent
06-22 00:30BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems