cross_asset_basis_rank_eth_only

not live
55
closed trades
24%
win rate
-172.18
total pnl ($)
1.002
weight
7d window — n=8 wr=25% pnl=-39.07  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-21 03:21:02 (38.7d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: aqz
n: 50  ·  wr: 54.0%  ·  total_bps: +55.2  ·  mean_bps: +1.10  ·  sharpe: +0.01  ·  max_dd_bps: -400.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 55 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 04:48ETHBuy1580.96→1575.94-2.01timeout
06-27 22:16ETHBuy1592.36→1562.56-9.79stop_loss
06-25 13:45ETHBuy1617.46→1587.15-9.82stop_loss
06-24 16:46ETHBuy1643.76→1613.03-9.79stop_loss
06-24 10:39ETHBuy1663.07→1665.73+0.34timeout
06-23 07:59ETHBuy1711.67→1679.29-9.90stop_loss
06-22 06:30ETHBuy1709.57→1735.23+7.05timeout
06-21 23:26ETHBuy1730.17→1713.83-5.15timeout
06-21 14:13ETHBuy1733.17→1721.63-3.77timeout
06-20 22:47ETHBuy1732.47→1741.03+1.98timeout
06-19 10:20ETHBuy1707.77→1687.83-6.30timeout
06-18 15:43ETHBuy1730.57→1697.98-9.87stop_loss
06-18 03:31ETHBuy1746.07→1746.03-0.46timeout
06-17 12:24ETHBuy1778.18→1744.85-9.82stop_loss
06-16 14:33ETHBuy1796.08→1762.34-9.85stop_loss
06-16 12:16ETHBuy1762.08→1818.12+15.42take_profit
06-15 22:13ETHBuy1842.08→1807.51-9.85stop_loss
06-15 13:06ETHBuy1725.87→1780.82+15.46take_profit
06-15 10:08ETHBuy1719.77→1720.83-0.15timeout
06-14 21:40ETHBuy1662.67→1715.63+15.46take_profit
06-14 18:28ETHBuy1676.97→1659.43-5.71timeout
06-13 23:42ETHBuy1683.57→1679.33-1.72timeout
06-13 17:06ETHBuy1675.57→1675.63-0.42timeout
06-12 22:00ETHBuy1663.87→1663.83-0.45timeout
06-11 02:29ETHBuy1627.56→1634.14+1.52timeout
06-09 14:29ETHBuy1668.07→1636.72-9.85stop_loss
06-09 04:01ETHBuy1683.87→1666.53-5.50timeout
06-07 12:30ETHBuy1638.36→1607.73-9.78stop_loss
06-06 18:19ETHBuy1553.06→1551.54-0.86timeout
06-06 04:05ETHBuy1582.36→1552.37-9.89stop_loss
06-05 21:05ETHBuy1564.96→1614.74+15.47take_profit
06-05 05:44ETHBuy1728.47→1695.88-9.87stop_loss
06-04 20:32ETHBuy1775.28→1772.62-1.21timeout
06-04 00:28ETHBuy1829.38→1795.12-9.83stop_loss
06-03 19:52ETHBuy1838.08→1803.62-9.82stop_loss
06-02 22:52ETHBuy1900.79→1864.98-9.87stop_loss
06-02 14:22ETHBuy1984.4→1947.03-9.87stop_loss
06-02 02:07ETHBuy2001.8→1967.08-9.13stop_loss
06-01 13:55ETHBuy1988.5→1953.77-9.21stop_loss
06-01 01:50ETHBuy2005.1→2003.1-0.96timeout
05-31 17:01ETHBuy2026.6→2002.9-6.32timeout
05-31 11:59ETHBuy2032.9→2022.8-2.94timeout
05-30 20:45ETHBuy2017→2026.2+1.78timeout
05-29 23:15ETHBuy2022.3→2010.8-3.32timeout
05-28 22:17ETHBuy1994.2→2015.3+4.81timeout
05-28 03:18ETHBuy2019.9→1979.19-10.52stop_loss
05-27 21:47ETHBuy2058.59→2022.81-9.15stop_loss
05-27 21:38ETHBuy2056.69→2050.91-1.88timeout
05-27 15:37ETHBuy2081.49→2076.31-1.70timeout
05-27 09:32ETHBuy2073.19→2080.81+1.39timeout
05-26 23:52ETHBuy2082.29→2073.61-2.54timeout
05-26 17:30ETHBuy2094.79→2058.23-9.15stop_loss
05-26 11:08ETHBuy2087.89→2129.51+9.47timeout
05-26 04:45ETHBuy2111.61→2093.99-4.60timeout
05-25 20:25ETHBuy2116.21→2119.39+0.25timeout

Paper vs Live

Paper (trades.jsonl)
55
closed
24%
win rate
-172.18
total pnl ($)
-62.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH5524%-62.6-172.18

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems