kraken_basis_z_extreme_long · strategy

173

closed trades

40%

win rate

-571.27

total pnl ($)

0.313

weight

7d window — n=35 wr=37% pnl=-161.83 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 16:39:40 (26.3d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: strategies_batch_akl

n: 167 · wr: 38.9% · total_bps: -3819.9 · mean_bps: -22.87 · sharpe: -0.23 · max_dd_bps: -5384.4

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 14:02	BTC	Buy	59463→59389	-1.69	timeout
06-29 10:21	BTC	Buy	59226→60264	+12.36	timeout
06-29 05:03	BTC	Buy	59675→59713	-0.20	timeout
06-28 22:53	BTC	Buy	60369→58871.6	-19.29	stop_loss
06-28 19:44	BTC	Buy	60183→59410	-10.29	timeout
06-28 17:15	BTC	Buy	59982→59639	-4.94	timeout
06-28 12:21	BTC	Buy	60141→60200	+0.02	timeout
06-28 09:13	BTC	Buy	60368→60331	-1.13	timeout
06-28 05:15	BTC	Buy	60476→59975	-6.89	timeout
06-27 14:27	BTC	Buy	60326→60609	+2.84	timeout
06-27 02:45	BTC	Buy	59555→60259	+8.18	timeout
06-27 00:44	BTC	Buy	59148→59929	+9.21	timeout
06-26 14:33	BTC	Buy	58796.9→59869	+12.96	timeout
06-26 06:18	BTC	Buy	59571→59732	+1.35	timeout
06-26 02:24	BTC	Buy	59781→58310.9	-19.11	stop_loss
06-26 02:21	BTC	Buy	59847→58370.9	-19.15	stop_loss
06-25 13:46	BTC	Buy	61164.1→59659.2	-19.12	stop_loss
06-25 13:45	BTC	Buy	61314.1→59806.1	-19.08	stop_loss
06-25 11:03	BTC	Buy	60848→61209.9	+3.77	timeout
06-25 07:24	BTC	Buy	59663→61800.9	+26.22	timeout
06-25 04:56	BTC	Buy	59813→61285.9	+17.80	timeout
06-24 15:56	BTC	Buy	61780.1→60260.8	-19.10	stop_loss
06-24 13:45	BTC	Buy	62901.1→61332.3	-19.38	stop_loss
06-24 13:44	BTC	Buy	62939.1→61391.2	-19.12	stop_loss
06-24 10:39	BTC	Buy	62557.1→62548.9	-0.81	timeout
06-24 06:10	BTC	Buy	62316.1→62818.9	+5.33	timeout
06-24 00:41	BTC	Buy	62299.1→62969.9	+7.41	timeout
06-23 22:01	BTC	Buy	62385.1→62570.9	+1.57	timeout
06-23 19:55	BTC	Buy	62900.1→62327.9	-7.51	timeout
06-23 17:39	BTC	Buy	63371.2→62569.9	-10.16	timeout
06-23 08:17	BTC	Buy	63983.2→62409.7	-19.14	stop_loss
06-23 06:21	BTC	Buy	64164.2→62565.6	-19.37	stop_loss
06-23 06:21	BTC	Buy	64189.2→62604.6	-19.21	stop_loss
06-23 02:55	BTC	Buy	64837.2→64194.8	-8.10	timeout
06-22 23:34	BTC	Buy	64595.2→63959.8	-8.06	timeout
06-22 20:48	BTC	Buy	64129.2→64432.8	+2.86	timeout
06-22 13:54	BTC	Buy	64609.2→65451.7	+8.99	timeout
06-22 11:40	BTC	Buy	63348.2→64614.8	+14.21	timeout
06-22 09:02	BTC	Buy	63790.2→64149.8	+3.49	timeout
06-22 06:08	BTC	Buy	63991.2→64142.8	+1.09	timeout
06-22 00:41	BTC	Buy	63979.2→63969.8	-0.82	timeout
06-21 22:39	BTC	Buy	64335.2→63597.8	-9.26	timeout
06-21 17:33	BTC	Buy	64276.2→64048.8	-3.27	timeout
06-21 15:22	BTC	Buy	64343.2→64157.8	-2.79	timeout
06-21 10:45	BTC	Buy	64262.2→64314.8	-0.10	timeout
06-21 02:47	BTC	Buy	63875.2→64209.8	+3.24	timeout
06-20 19:48	BTC	Buy	63718.2→63893.8	+1.41	timeout
06-20 15:59	BTC	Buy	63415.2→64096.8	+7.29	timeout
06-20 10:19	BTC	Buy	63140.2→63673.8	+5.61	timeout
06-20 07:53	BTC	Buy	63053.2→63680.8	+6.79	timeout
06-20 03:43	BTC	Buy	63240.2→63441.8	+1.73	timeout
06-20 01:35	BTC	Buy	62808.1→63541.8	+8.08	timeout
06-19 22:09	BTC	Buy	62522.1→63028.8	+5.37	timeout
06-19 19:46	BTC	Buy	62508.1→62980.9	+4.97	timeout
06-19 12:19	BTC	Buy	62865.1→62478.9	-5.22	timeout
06-19 06:52	BTC	Buy	62776.1→62766.9	-0.76	timeout
06-19 04:00	BTC	Buy	62449.1→62739.9	+2.86	timeout
06-18 15:53	BTC	Buy	64059.2→62482.6	-19.15	stop_loss
06-18 15:27	BTC	Buy	64306.2→63301.8	-12.37	timeout
06-18 10:14	BTC	Buy	64073.2→63957.8	-2.10	timeout
06-18 07:19	BTC	Buy	64881.2→64123.8	-9.43	timeout
06-18 01:59	BTC	Buy	65240.3→64506.8	-9.16	timeout
06-17 23:05	BTC	Buy	64589.2→64302.8	-4.00	timeout
06-17 19:35	BTC	Buy	65527.3→64453.8	-12.99	timeout
06-17 17:04	BTC	Buy	65891.3→65878.7	-0.85	timeout
06-17 12:18	BTC	Buy	65732.3→64819.8	-11.15	timeout
06-17 02:20	BTC	Buy	65734.3→65902.7	+1.22	timeout
06-17 00:12	BTC	Buy	66501.3→65737.7	-9.33	timeout
06-16 20:32	BTC	Buy	66582.3→65729.7	-10.35	timeout
06-16 17:03	BTC	Buy	65964.3→65735.7	-3.35	timeout
06-16 14:12	BTC	Buy	66069.3→66055.7	-0.89	timeout
06-16 05:35	BTC	Buy	66734.3→66012.7	-8.75	timeout
06-16 03:19	BTC	Buy	66632.3→65718.7	-10.96	timeout
06-16 01:13	BTC	Buy	66642.3→66257.7	-4.99	timeout
06-15 23:06	BTC	Buy	65949.3→66237.7	+2.57	timeout
06-15 08:21	BTC	Buy	63865.2→65625.7	+20.01	timeout
06-15 05:34	BTC	Buy	63931.2→65744.7	+20.59	timeout
06-15 03:21	BTC	Buy	64036.2→65695.7	+18.74	timeout
06-14 22:51	BTC	Buy	64518.2→65452.7	+10.15	timeout
06-14 19:46	BTC	Buy	64358.2→63725.8	-8.08	timeout
06-14 16:49	BTC	Buy	64354.2→64053.8	-4.21	timeout
06-14 11:54	BTC	Buy	64378.2→64595.8	+1.87	timeout
06-14 09:14	BTC	Buy	64227.2→64401.8	+1.32	timeout
06-14 06:55	BTC	Buy	64091.2→64246.8	+1.15	timeout
06-14 04:08	BTC	Buy	64027.2→64497.8	+4.87	timeout
06-13 19:38	BTC	Buy	63799.2→64228.8	+4.38	timeout
06-13 02:53	BTC	Buy	63856.2→63550.8	-4.26	timeout
06-12 22:36	BTC	Buy	63726.2→63500.8	-3.37	timeout
06-12 16:21	BTC	Buy	63640.2→63743.8	+0.52	timeout
06-12 14:09	BTC	Buy	63554.2→63402.8	-2.51	timeout
06-12 05:32	BTC	Buy	63205.2→63467.8	+2.40	timeout
06-12 02:53	BTC	Buy	62953.1→63572.8	+6.64	timeout
06-12 00:12	BTC	Buy	63166.2→63677.8	+5.31	timeout
06-11 21:18	BTC	Buy	62804.1→63492.8	+7.44	timeout
06-11 13:31	BTC	Buy	62096.1→62678.9	+6.28	timeout
06-11 09:53	BTC	Buy	61268.1→62926.9	+19.53	timeout
06-11 05:33	BTC	Buy	61762.1→62626.9	+9.71	timeout
06-11 02:21	BTC	Buy	61859.1→62146.9	+2.78	timeout
06-10 21:57	BTC	Buy	61358.1→61255.9	-1.94	timeout
06-10 04:26	BTC	Buy	60991→62016.9	+11.99	timeout

Paper vs Live

Paper (trades.jsonl)

173

closed

40%

win rate

-571.27

total pnl ($)

-43.8 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	173	40%	-43.8	-571.27

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…