dot_perp_spot_basis_3h_horizon

not live
427
closed trades
41%
win rate
-213.67
total pnl ($)
1.410
weight
7d window — n=98 wr=46% pnl=+33.81  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-28 21:56 (28.9d ago) · src: backtest-gate-results.jsonl
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_asz
n: 32  ·  wr: 46.9%  ·  total_bps: +22.5  ·  mean_bps: +0.70  ·  sharpe: +0.01  ·  max_dd_bps: -731.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=229.895

Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 16:34INJSell4.72032→4.78849-7.67stop_loss
06-26 16:01SUIBuy0.682641→0.697406+10.36take_profit
06-26 15:16DOGEBuy0.0736604→0.0740205+1.98timeout
06-26 13:19XRPBuy1.02636→1.01184-7.52stop_loss
06-26 13:18ETHBuy1544.65→1523.49-7.30stop_loss
06-26 13:18NEARBuy1.79605→1.77087-7.47stop_loss
06-26 13:01SUIBuy0.673438→0.674661+0.44timeout
06-26 02:16XRPBuy1.02866→1.01424-7.46stop_loss
06-26 02:13SOLSell67.6309→66.1539+10.47take_profit
06-26 02:13LINKBuy7.16119→7.0587-7.61stop_loss
06-26 02:13ETHBuy1554.96→1533.58-7.32stop_loss
06-26 02:12ADABuy0.142206→0.140215-7.44stop_loss
06-25 21:18SOLBuy66.463→66.36-1.22timeout
06-25 20:20BTCBuy59375→59564+1.14timeout
06-25 20:20ETHBuy1565.86→1567.44+0.05timeout
06-25 18:34DOGEBuy0.0745656→0.0735018-7.59stop_loss
06-25 17:26XRPSell1.02904→1.04398-7.72stop_loss
06-25 16:39INJBuy4.22606→4.16677-7.47stop_loss
06-25 13:55ETHSell1584.94→1550.36+10.46take_profit
06-25 13:55LINKSell7.23219→7.07417+10.47take_profit
06-25 13:53SUISell0.67983→0.664856+10.56take_profit
06-25 13:53AVAXSell6.20465→6.06822+10.54take_profit
06-25 13:51SOLSell66.616→65.1688+10.41take_profit
06-25 03:16ADABuy0.148237→0.147283-3.64timeout
06-25 00:21OPBuy0.103976→0.106223+10.35take_profit
06-24 21:32XRPBuy1.06607→1.07033+1.57timeout
06-24 20:47SOLBuy66.2029→67.6449+10.45take_profit
06-24 20:47ADABuy0.141705→0.144754+10.34take_profit
06-24 20:17ETHBuy1578.86→1613.44+10.50take_profit
06-24 18:25NEARBuy1.87357→1.91452+10.48take_profit
06-24 16:51DOGEBuy0.0747257→0.0736467-7.67stop_loss
06-24 16:47SUIBuy0.68023→0.670637-7.46stop_loss
06-24 15:46LINKBuy7.47527→7.37047-7.46stop_loss
06-24 15:45SOLBuy68.4663→67.5181-7.37stop_loss
06-24 15:45ETHBuy1643.86→1621.33-7.30stop_loss
06-24 13:11ADASell0.147933→0.146097+5.76timeout
06-24 11:14INJSell4.43559→4.32538+11.97take_profit
06-24 02:39ARBBuy0.0791998→0.0780914-7.44stop_loss
06-24 00:04ARBBuy0.0791898→0.0791302-0.79timeout
06-23 23:08AVAXBuy6.42901→6.44629+0.90timeout
06-23 23:05INJBuy4.58925→4.5244-7.50stop_loss
06-23 21:54NEARBuy1.97759→1.9907+2.87timeout
06-23 21:00ADABuy0.150038→0.149923-0.83timeout
06-23 17:55ATOMBuy1.74144→1.71671-7.54stop_loss
06-23 16:06ADABuy0.150428→0.150962+1.33timeout
06-23 15:47LTCSell42.9573→42.0305+10.33take_profit
06-23 15:30SOLBuy69.1384→68.5437-4.72timeout
06-23 15:29LINKBuy7.605→7.56151-3.31timeout
06-23 13:15ATOMBuy1.75734→1.74446-4.10timeout
06-23 13:02AVAXBuy6.23846→6.23504-0.72timeout
06-23 11:18SOLBuy68.6453→68.8907+1.38timeout
06-23 08:24DOGESell0.0803559→0.0786106+10.38take_profit
06-23 08:17ADASell0.155491→0.152008+10.73take_profit
06-23 08:17LINKSell7.71607→7.54899+10.36take_profit
06-23 08:15ETHSell1701.13→1663.27+10.66take_profit
06-23 05:06NEARBuy2.03861→2.03249-1.97timeout
06-23 01:49ATOMBuy1.78485→1.79105+1.29timeout
06-22 22:55ADABuy0.1587→0.157851-3.05timeout
06-22 18:32XRPBuy1.14489→1.14041-2.39timeout
06-22 18:32DOGEBuy0.083919→0.0831182-5.23timeout
06-22 16:07SOLBuy73.7321→72.7107-7.38stop_loss
06-22 15:56NEARBuy2.14444→2.11431-7.48stop_loss
06-22 13:48AVAXBuy6.30628→6.44419+10.48take_profit
06-22 12:43ADABuy0.16004→0.16186+5.23timeout
06-22 10:51OPBuy0.102866→0.102024-4.56timeout
06-22 09:36ARBBuy0.084021→0.0852987+7.17timeout
06-22 09:30ATOMBuy1.80375→1.79745-2.20timeout
06-22 08:19NEARBuy2.18105→2.14789-8.05stop_loss
06-22 01:09ATOMBuy1.75944→1.76876+2.19timeout
06-22 00:27OPBuy0.100365→0.100075-1.90timeout
06-22 00:19INJBuy4.84041→4.83349-1.16timeout
06-21 23:33ADABuy0.15912→0.156872-7.52stop_loss
06-21 17:25AVAXSell6.34081→6.26517+5.51timeout
06-21 16:37INJBuy4.97894→4.90772-7.59stop_loss
06-21 14:39OPBuy0.102686→0.102894+0.60timeout
06-21 12:06NEARSell2.26783→2.21805+10.51take_profit
06-21 11:58AVAXBuy6.27777→6.26273-1.63timeout
06-21 11:58INJBuy5.00115→4.97476-3.06timeout
06-21 11:44ATOMBuy1.77664→1.77346-1.34timeout
06-21 05:45INJBuy5.09467→5.01204-8.55stop_loss
06-21 01:13SOLBuy73.024→73.205+0.78timeout
06-21 01:12ADABuy0.162491→0.162809+0.53timeout
06-21 01:12XRPBuy1.14859→1.14691-1.17timeout
06-21 00:20NEARBuy2.16574→2.21255+10.36take_profit
06-20 22:00INJBuy4.96094→5.01994+5.50timeout
06-20 19:51ATOMBuy1.77984→1.79825+4.70timeout
06-20 18:21SOLSell72.2212→71.7208+3.03timeout
06-20 17:36OPBuy0.101245→0.0997951-7.59stop_loss
06-20 17:36ARBBuy0.0836309→0.0824581-7.47stop_loss
06-20 14:46NEARBuy2.10773→2.15336+10.37take_profit
06-20 13:13ATOMBuy1.79635→1.77636-5.99timeout
06-20 08:10SOLBuy71.9678→71.4363-4.16timeout
06-20 08:10ETHBuy1726.47→1723.53-1.32timeout
06-20 08:10DOGEBuy0.083961→0.083916-0.72timeout
06-20 08:10XRPBuy1.14699→1.14471-1.44timeout
06-20 08:09BTCBuy63677.2→63517.8-1.71timeout
06-20 03:06INJSell5.11722→5.06247+4.89timeout
06-19 19:54AVAXBuy5.75324→5.89193+11.60take_profit
06-19 13:45SUIBuy0.704466→0.71976+10.41take_profit
06-19 13:17ATOMBuy1.80215→1.82244+5.18timeout

Paper vs Live

Paper (trades.jsonl)
427
closed
41%
win rate
-213.67
total pnl ($)
-10.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
NEAR5932%-39.1-115.49
INJ5137%-14.9-37.74
ATOM4151%-3.3-6.41
ADA3348%+3.8+6.50
OP3142%-11.7-18.24
APT3030%-36.0-54.14
SOL3040%-12.7-18.93
ARB2532%-25.7-32.15
ETH2236%-16.5-18.21
SUI2255%+23.0+25.32
XRP1833%-20.9-18.76
DOGE1839%-3.1-2.82
AVAX1650%+34.9+27.89
LINK1450%+26.9+18.85
LTC771%+114.8+40.15
BTC633%-24.2-7.29
BNB450%-10.7-2.20

Recent bounces (last 20 of 14)

timesymsidereason
06-26 16:28INJSellstale_intent
06-26 12:30ETHBuystale_intent
06-26 01:36LINKBuybelow_min_notional_skip
06-26 01:36ADABuybelow_min_notional_skip
06-26 01:36XRPBuybelow_min_notional_skip
06-26 01:36ETHBuybelow_min_notional_skip
06-25 00:22ADABuybelow_min_notional_skip
06-24 23:19OPBuystale_intent
06-24 18:35XRPBuybelow_min_notional_skip
06-24 18:35SOLBuybelow_min_notional_skip
06-24 18:35ETHBuybelow_min_notional_skip
06-24 16:06DOGEBuybelow_min_notional_skip
06-24 14:35SUIBuybelow_min_notional_skip
06-24 11:27INJSellstale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems