kraken_cross_asset_basis_rank_wider_rr

not live
262
closed trades
37%
win rate
-764.36
total pnl ($)
0.250
weight
7d window — n=50 wr=34% pnl=-173.56  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-22 09:16:50 (38.7d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: aub
n: 190  ·  wr: 48.4%  ·  total_bps: +31.5  ·  mean_bps: +0.17  ·  sharpe: +0.00  ·  max_dd_bps: -1713.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 14:14SOLBuy73.8951→72.4998-14.85stop_loss
06-29 06:54ADABuy0.141475→0.145194+19.09timeout
06-29 06:54BTCBuy58955.9→60087+13.67timeout
06-29 06:02XRPBuy1.04736→1.04894+0.44timeout
06-29 06:02DOGEBuy0.0732403→0.0730547-2.64timeout
06-28 12:20SOLBuy70.7086→71.6503+9.24timeout
06-28 12:13ADABuy0.144996→0.144814-1.58timeout
06-28 06:17XRPBuy1.04606→1.04134-3.95timeout
06-28 06:16DOGEBuy0.0742115→0.0732187-10.70timeout
06-27 22:16SOLBuy71.5047→70.1564-14.82stop_loss
06-27 19:25ADABuy0.148397→0.145531-15.09stop_loss
06-27 16:32DOGEBuy0.0755819→0.076051+3.90timeout
06-27 13:30ADABuy0.147407→0.147513-0.07timeout
06-27 12:26XRPBuy1.06357→1.05754-4.90timeout
06-27 05:35ADABuy0.147507→0.147563-0.42timeout
06-26 22:22XRPBuy1.04196→1.04234-0.42timeout
06-26 12:28ADABuy0.142256→0.144024+8.62timeout
06-26 07:02SOLBuy67.6601→70.0885+26.21take_profit
06-26 02:13ADABuy0.142706→0.139945-15.12stop_loss
06-25 22:07ETHBuy1560.36→1576.94+7.28timeout
06-25 22:07SOLBuy65.4998→67.1799+18.59timeout
06-25 21:55XRPBuy1.02236→1.03944+11.94timeout
06-25 13:42ADABuy0.148087→0.145231-15.15stop_loss
06-25 12:56DOGEBuy0.0766372→0.075884-8.01timeout
06-25 12:56BTCBuy61314.1→61153.9-2.63timeout
06-25 12:56XRPBuy1.08047→1.07283-5.97timeout
06-25 10:15ADABuy0.147497→0.148763+5.76timeout
06-25 00:52XRPBuy1.05646→1.07503+12.58timeout
06-24 16:51ADABuy0.143866→0.141134-14.92stop_loss
06-24 16:46ETHBuy1643.76→1613.03-14.69stop_loss
06-24 15:45SOLBuy68.6733→67.3732-14.88stop_loss
06-24 15:43BTCBuy61686.1→60538.7-14.61stop_loss
06-24 14:01DOGEBuy0.0779635→0.0764826-14.92stop_loss
06-24 13:22BTCBuy63055.2→61879.9-14.66stop_loss
06-24 10:39DOGEBuy0.0791298→0.0786883-4.84timeout
06-24 10:39ETHBuy1663.07→1665.73+0.52timeout
06-24 10:10ADABuy0.150618→0.147739-14.99stop_loss
06-24 07:34XRPBuy1.10818→1.09913-6.79timeout
06-24 02:10SOLBuy68.7333→69.8535+11.72timeout
06-23 23:24ADABuy0.150458→0.151052+2.29timeout
06-23 21:32DOGEBuy0.0796379→0.0785554-10.74timeout
06-23 16:18ETHBuy1652.97→1664.03+4.33timeout
06-23 14:18XRPBuy1.11428→1.10722-5.37timeout
06-23 08:24ADABuy0.154008→0.151057-15.05stop_loss
06-23 08:24BTCBuy63450.2→62265.7-14.67stop_loss
06-23 08:17SOLBuy69.7425→68.4295-14.76stop_loss
06-23 06:32XRPBuy1.12318→1.11072-8.93timeout
06-23 06:08ADABuy0.15938→0.156343-14.93stop_loss
06-23 06:08DOGEBuy0.0820265→0.0803187-16.28stop_loss
06-23 03:27ADABuy0.15834→0.15901+2.60timeout
06-22 19:34XRPBuy1.14629→1.13322-9.17timeout
06-22 17:27DOGEBuy0.0835839→0.0831172-4.87timeout
06-22 16:03ADABuy0.16163→0.158551-14.83stop_loss
06-22 13:16ADABuy0.15977→0.16146+7.21timeout
06-22 05:14ETHBuy1708.77→1736.53+11.50timeout
06-22 05:14XRPBuy1.13108→1.13662+2.99timeout
06-22 05:14DOGEBuy0.0825766→0.0833911+6.73timeout
06-22 00:42BTCBuy64065.2→63911.8-2.49timeout
06-21 20:30DOGEBuy0.0830117→0.0833692+2.59timeout
06-21 19:29SOLBuy73.526→74.2639+6.78timeout
06-21 14:14ETHBuy1734.47→1722.13-6.00timeout
06-21 12:40SOLBuy73.7231→73.127-6.81timeout
06-21 11:55ADABuy0.162381→0.16095-7.30timeout
06-21 11:22BTCBuy64343.2→64267.8-1.55timeout
06-21 06:04XRPBuy1.14809→1.14321-3.83timeout
06-21 00:08ADABuy0.16198→0.163109+4.55timeout
06-20 23:18DOGEBuy0.083995→0.083857-1.94timeout
06-20 22:46XRPBuy1.15089→1.15211+0.05timeout
06-20 17:16BTCBuy63506.2→63861.8+3.51timeout
06-20 15:32XRPBuy1.14859→1.14871-0.65timeout
06-20 14:08DOGEBuy0.0842231→0.082619-14.98stop_loss
06-20 13:47SOLBuy71.6557→71.1653-5.86timeout
06-20 09:05XRPBuy1.13748→1.14681+5.48timeout
06-20 06:40BTCBuy63268.2→63677.8+4.18timeout
06-20 03:54SOLBuy69.0664→69.9975+9.39timeout
06-19 15:46BTCBuy62508.1→63245.8+8.22timeout
06-19 13:09DOGEBuy0.0826877→0.0826163-1.28timeout
06-19 13:08ETHBuy1694.97→1696.83+0.14timeout
06-19 12:07ADABuy0.16135→0.15982-7.63timeout
06-19 04:52XRPBuy1.14739→1.12556-14.93stop_loss
06-19 01:27ETHBuy1672.97→1712.53+17.01timeout
06-18 15:26SOLBuy71.2037→69.8656-14.77stop_loss
06-18 13:44ADABuy0.166992→0.163777-15.14stop_loss
06-17 19:44ADABuy0.167902→0.164606-15.45stop_loss
06-17 19:40BTCBuy65397.3→64175.7-14.69stop_loss
06-17 18:42BTCBuy64900.2→65616.7+7.56timeout
06-17 16:32ETHBuy1770.08→1776.92+2.19timeout
06-17 14:33DOGEBuy0.0868527→0.0862614-5.78timeout
06-17 12:30SOLBuy72.9119→71.5385-14.77stop_loss
06-17 09:21BTCBuy65595.3→64959.8-7.96timeout
06-17 08:15ADABuy0.173143→0.169813-15.15stop_loss
06-17 05:13DOGEBuy0.0876999→0.0873572-3.62timeout
06-17 04:18XRPBuy1.22161→1.2151-4.67timeout
06-16 16:32ETHBuy1783.18→1775.72-3.87timeout
06-16 16:05BTCBuy66346.3→65866.7-6.09timeout
06-16 14:23DOGEBuy0.0883871→0.0866899-15.07stop_loss
06-16 13:37SOLBuy75.2403→73.824-14.80stop_loss
06-16 11:51ADABuy0.177074→0.178335+4.67timeout
06-16 06:47DOGEBuy0.087969→0.0875631-4.10timeout
06-15 22:24SOLBuy75.3243→73.9019-14.87stop_loss

Paper vs Live

Paper (trades.jsonl)
262
closed
37%
win rate
-764.36
total pnl ($)
-38.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ADA6434%-65.1-311.41
BTC4443%-29.6-98.32
XRP4236%-32.9-102.89
DOGE4132%-22.8-70.40
SOL4139%-21.5-65.82
ETH3037%-51.3-115.53

Recent bounces (last 20 of 1)

timesymsidereason
06-30 02:12ADABuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems