cross_perp_basis_compression_mean_reversion

not live
3
closed trades
100%
win rate
+24.26
total pnl ($)
1.234
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 04:53:21 (34.2d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: ss
n: 5  ·  wr: 60.0%  ·  total_bps: +49.5  ·  mean_bps: +9.90  ·  sharpe: +0.46  ·  max_dd_bps: -23.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 3 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-06 06:38BTCBuy79702→81436.9+10.37take_profit
05-05 15:12ETHBuy2349.13→2384.16+6.95take_profit
05-05 14:54ETHBuy2343.93→2378.86+6.95take_profit

Paper vs Live

Paper (trades.jsonl)
3
closed
100%
win rate
+24.26
total pnl ($)
+162.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH2100%+140.1+13.89
BTC1100%+208.7+10.37

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-05 14:54ETHBuy+6.95The market was in a neutral consolidation phase with flat funding rates and low volatility as ETH traded near $2,326. The thesis succeeded because the price reached the predefined take-profit target, locking in a $6.95 gain before any adverse regime shift c…