cross_asset_basis_rank_relaxed_deviation

not live
388
closed trades
38%
win rate
-600.96
total pnl ($)
0.250
weight
7d window — n=75 wr=35% pnl=-191.96  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-21 03:21:02 (38.3d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: aqz
n: 245  ·  wr: 44.9%  ·  total_bps: -1007.0  ·  mean_bps: -4.11  ·  sharpe: -0.04  ·  max_dd_bps: -3209.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 05:44SOLBuy71.0167→70.3614-5.04timeout
06-28 05:44ETHBuy1577.86→1568.04-3.53timeout
06-28 04:38ADABuy0.145546→0.144844-2.81timeout
06-27 23:32BTCBuy60771→59977-6.96timeout
06-27 22:15ETHBuy1598.16→1568.16-9.82stop_loss
06-27 20:35SOLBuy71.8348→71.2253-4.69timeout
06-27 19:30ADABuy0.147907→0.145041-10.02stop_loss
06-27 16:32DOGEBuy0.0755819→0.076051+2.60timeout
06-27 13:27SOLBuy71.9298→72.3032+2.16timeout
06-27 12:05BTCBuy60399→60304-1.25timeout
06-27 10:15XRPBuy1.05636→1.05794+0.31timeout
06-27 09:02ADABuy0.147867→0.147123-2.90timeout
06-27 06:07SOLBuy71.5917→71.7622+0.75timeout
06-27 00:13ADABuy0.148497→0.148583-0.15timeout
06-26 21:55DOGEBuy0.0743566→0.0755641+7.62timeout
06-26 20:16XRPBuy1.02636→1.04754+9.85timeout
06-26 19:31SOLBuy71.3117→73.573+15.37take_profit
06-26 15:25ETHBuy1532.65→1581.44+15.45take_profit
06-26 13:19BTCBuy59591→58478.8-9.79stop_loss
06-26 11:53SOLBuy69.6815→68.3595-9.97stop_loss
06-26 11:10BTCBuy58874.9→59440+4.33timeout
06-26 09:52ADABuy0.146337→0.143552-9.96stop_loss
06-26 02:12ADABuy0.143316→0.140565-9.98stop_loss
06-26 02:12DOGEBuy0.0745996→0.0731821-9.95stop_loss
06-26 02:12ETHBuy1574.16→1544.67-9.77stop_loss
06-26 02:09SOLBuy68.3493→67.0594-9.89stop_loss
06-26 00:39XRPBuy1.02956→1.04214+5.67timeout
06-25 13:42DOGEBuy0.0764591→0.0749917-10.03stop_loss
06-25 13:42ADABuy0.148357→0.145511-10.04stop_loss
06-25 12:59SOLBuy68.4253→68.2398-1.78timeout
06-25 12:59BTCBuy61342.1→61203.9-1.54timeout
06-25 12:33ADABuy0.146987→0.147743+2.13timeout
06-25 08:45XRPBuy1.07367→1.08323+3.99timeout
06-25 05:24ADABuy0.145936→0.150532+15.37take_profit
06-25 01:24BTCBuy59530→60890+10.98timeout
06-25 00:52XRPBuy1.05566→1.07493+8.71timeout
06-24 17:21DOGEBuy0.0747737→0.073339-10.04stop_loss
06-24 17:20SOLBuy66.617→65.3645-9.85stop_loss
06-24 16:51ADABuy0.143726→0.140974-10.03stop_loss
06-24 15:33SOLBuy69.3844→68.0787-9.85stop_loss
06-24 13:48BTCBuy62410.1→61249.3-9.74stop_loss
06-24 13:22ETHBuy1678.47→1647.01-9.83stop_loss
06-24 13:22XRPBuy1.09647→1.07529-10.10stop_loss
06-24 10:10ADABuy0.150738→0.147869-9.95stop_loss
06-24 07:34XRPBuy1.10778→1.09933-4.27timeout
06-24 06:42SOLBuy69.4684→69.8045+2.00timeout
06-24 05:49ETHBuy1666.47→1674.13+1.84timeout
06-24 03:18DOGEBuy0.0784626→0.0788243+1.85timeout
06-24 01:42ADABuy0.150468→0.153782+10.51timeout
06-23 19:25ETHBuy1659.97→1656.83-1.39timeout
06-23 18:33BTCBuy62301.1→62277.9-0.64timeout
06-23 18:07SOLBuy69.0114→68.6577-2.94timeout
06-23 16:24XRPBuy1.10168→1.09733-2.43timeout
06-23 12:58ADABuy0.153008→0.150057-10.10stop_loss
06-23 08:17XRPBuy1.12788→1.10647-9.93stop_loss
06-23 06:21DOGEBuy0.0814684→0.079898-10.08stop_loss
06-23 06:20ADABuy0.157819→0.154784-10.05stop_loss
06-23 06:20SOLBuy71.4297→70.0844-9.85stop_loss
06-23 05:43ADABuy0.15848→0.157431-3.64timeout
06-23 02:06ETHBuy1745.47→1730.23-4.82timeout
06-23 01:10BTCBuy64633.2→64208.8-3.73timeout
06-22 22:27SOLBuy73.451→72.0581-9.83stop_loss
06-22 21:39DOGEBuy0.083946→0.0823382-10.05stop_loss
06-22 17:32ADABuy0.16125→0.158181-9.93stop_loss
06-22 14:31SOLBuy73.614→73.589-0.64timeout
06-22 11:06DOGEBuy0.0831478→0.08392+4.19timeout
06-22 11:00XRPBuy1.13498→1.13622+0.09timeout
06-22 11:00ETHBuy1735.97→1748.53+3.12timeout
06-22 10:13ADABuy0.1605→0.16057-0.27timeout
06-21 21:09ETHBuy1735.27→1702.78-9.81stop_loss
06-21 20:38DOGEBuy0.0830458→0.0833752+1.54timeout
06-21 20:28ADABuy0.16059→0.16129+1.75timeout
06-21 20:23SOLBuy72.9499→74.0609+7.12timeout
06-21 20:18ETHBuy1717.87→1729.93+3.09timeout
06-21 13:18DOGEBuy0.0833698→0.0833242-0.73timeout
06-21 09:33BTCBuy64196.2→64054.8-1.53timeout
06-21 06:12XRPBuy1.14859→1.14351-2.71timeout
06-21 05:52DOGEBuy0.0834369→0.0831422-2.21timeout
06-21 05:14ADABuy0.163371→0.16023-10.03stop_loss
06-20 23:15ADABuy0.162081→0.163269+3.19timeout
06-20 21:25DOGEBuy0.0832818→0.0834241+0.38timeout
06-20 20:51XRPBuy1.14579→1.14431-1.13timeout
06-20 16:09ADABuy0.162411→0.1619-2.05timeout
06-20 15:48BTCBuy63709.2→64158.8+3.08timeout
06-20 13:10XRPBuy1.14699→1.14581-1.00timeout
06-20 08:41ETHBuy1710.17→1723.33+3.35timeout
06-20 08:24BTCBuy63450.2→63482.8-0.22timeout
06-20 06:00XRPBuy1.13128→1.14691+6.50timeout
06-20 01:05DOGEBuy0.0828387→0.0833422+2.62timeout
06-20 00:57ADABuy0.16076→0.162449+4.75timeout
06-19 22:12SOLBuy68.9123→69.0056+0.25timeout
06-19 20:33ETHBuy1684.27→1701.03+4.53timeout
06-19 16:40ADABuy0.16056→0.16151+2.50timeout
06-19 15:50BTCBuy62512.1→63182.8+4.92timeout
06-19 13:50XRPBuy1.13088→1.13932+3.29timeout
06-19 13:08ETHBuy1695.07→1695.83-0.22timeout
06-19 08:19BTCBuy62865.1→62591.9-2.58timeout
06-19 04:55SOLBuy69.5024→68.1966-9.87stop_loss
06-19 04:52DOGEBuy0.0836369→0.0820484-9.96stop_loss
06-19 02:27ADABuy0.162161→0.164019+5.26timeout

Paper vs Live

Paper (trades.jsonl)
388
closed
38%
win rate
-600.96
total pnl ($)
-31.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ADA8238%-29.1-118.99
XRP7246%-5.8-20.53
SOL6338%-24.7-77.09
BTC6037%-32.4-97.73
ETH5833%-41.1-119.40
DOGE5332%-63.0-167.22

Recent bounces (last 20 of 6)

timesymsidereason
06-28 07:03SOLBuycircuit_breaker
06-28 06:37XRPBuycircuit_breaker
06-28 03:41ADABuycircuit_breaker
06-28 02:26DOGEBuycircuit_breaker
06-27 21:46SOLBuycircuit_breaker
06-27 21:46ETHBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems