eth_basis_compression_fear_capitulation_long

not live
12
closed trades
50%
win rate
-24.73
total pnl ($)
1.187
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 06:26:24 (35.4d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: aae
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 12 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-12 19:40ETHBuy1663.57→1667.53+0.90timeout
06-12 12:17ETHBuy1658.97→1670.03+3.45timeout
06-12 04:01ETHBuy1677.97→1671.23-2.95timeout
06-11 23:31ETHBuy1658.17→1670.13+3.77timeout
06-11 16:47ETHBuy1657.47→1639.94-6.89timeout
06-11 07:32ETHBuy1640.76→1654.03+4.27timeout
06-11 02:22ETHBuy1632.76→1634.74+0.14timeout
06-10 15:57ETHBuy1623.76→1657.13+11.78timeout
06-09 16:39ETHBuy1644.26→1610.73-12.76stop_loss
06-09 14:21ETHBuy1669.77→1638.52-11.77stop_loss
06-09 00:31ETHBuy1698.27→1666.5-11.69stop_loss
06-08 22:15ETHBuy1697.47→1690.43-2.98timeout

Paper vs Live

Paper (trades.jsonl)
12
closed
50%
win rate
-24.73
total pnl ($)
-34.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH1250%-34.4-24.73

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems