cross_asset_basis_divergence_short_horizon

not live
11
closed trades
36%
win rate
-19.85
total pnl ($)
1.224
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-16 23:12:35 (41.6d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: bq
n: 0  ·  wr: 0.0%  ·  total_bps: +0.0  ·  mean_bps: +0.00  ·  sharpe: +0.00  ·  max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 11 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-18 07:29ETHBuy2110.01→2118.69+1.60timeout
05-18 04:28BTCBuy77923.9→76771.2-7.87timeout
05-17 23:41BTCBuy78206.9→76756.8-9.72stop_loss
05-17 22:27ETHBuy2185.52→2178.98-1.95timeout
05-17 19:27ETHBuy2190.22→2188.78-0.79timeout
05-17 16:27ETHBuy2195.72→2185.08-2.91timeout
05-17 13:23ETHBuy2182.22→2188.08+0.87timeout
05-17 10:23ETHBuy2183.72→2192.98+1.66timeout
05-17 07:22ETHBuy2179.22→2181.68+0.09timeout
05-17 04:22ETHBuy2181.32→2182.18-0.27timeout
05-17 01:23ETHBuy2179.22→2178.78-0.57timeout

Paper vs Live

Paper (trades.jsonl)
11
closed
36%
win rate
-19.85
total pnl ($)
-35.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH944%-4.7-2.26
BTC20%-175.7-17.59

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems