link_basis_rank_regime_asymmetric

not live
37
closed trades
24%
win rate
-138.64
total pnl ($)
0.889
weight
7d window — n=9 wr=33% pnl=-56.62  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 16:39:40 (25.0d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_akl
n: 67  ·  wr: 41.8%  ·  total_bps: -1346.9  ·  mean_bps: -20.10  ·  sharpe: -0.24  ·  max_dd_bps: -1829.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 37 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 11:02BTCBuy60149→60168-0.46timeout
06-27 23:29BTCBuy60789→59936-11.18timeout
06-25 22:14BTCBuy59320→59865+6.20timeout
06-24 17:21BTCBuy60464→59336.3-14.65stop_loss
06-24 12:26BTCBuy62565.1→62753.9+1.59timeout
06-23 20:41BTCBuy62299.1→62451.9+1.16timeout
06-23 06:18BTCBuy64225.2→63031.3-14.63stop_loss
06-22 22:36BTCBuy65012.3→64022.8-12.09timeout
06-21 23:46BTCBuy64281.2→63261.8-12.56timeout
06-21 12:54BTCBuy64314.2→64120.8-2.90timeout
06-20 22:46BTCBuy63894.2→64232.8+3.30timeout
06-16 04:00BTCBuy66474.3→66132.7-4.51timeout
06-14 23:56BTCBuy63739.2→65775.7+23.29take_profit
06-14 15:28BTCBuy64351.2→64025.8-4.47timeout
06-14 07:57BTCBuy64429.2→64428.8-0.68timeout
06-12 21:46BTCBuy63112.2→63472.8+3.59timeout
06-12 01:49BTCBuy63573.2→63429.8-2.42timeout
06-10 17:12BTCBuy61123.1→62029.9+10.43timeout
06-09 14:47BTCBuy62297.1→61138.4-14.63stop_loss
06-09 13:16BTCBuy63317.2→62509.9-10.22timeout
06-06 21:22BTCBuy60960→60914-1.21timeout
06-05 16:11BTCBuy60977→59834.1-14.73stop_loss
06-02 15:30BTCBuy68450.4→67175-14.65stop_loss
06-02 05:57BTCBuy70951.5→70316.5-7.46timeout
05-31 23:47BTCBuy73647.3→73597.7-1.17timeout
05-31 14:37BTCBuy74045.3→73719.7-3.98timeout
05-31 09:01BTCBuy74047.3→73914.7-2.09timeout
05-30 20:56BTCBuy73637.3→73925.7+2.21timeout
05-30 11:09BTCBuy73736.3→73605.7-2.03timeout
05-29 23:40BTCBuy74085.3→73342.7-8.20timeout
05-28 11:59BTCBuy73255.3→73476.7+1.56timeout
05-27 20:20BTCBuy75780.2→75368.8-4.78timeout
05-27 14:03BTCBuy75673.2→75192.8-5.41timeout
05-27 07:33BTCBuy75854.2→75821.8-0.93timeout
05-26 20:15BTCBuy77050.1→76078.8-10.17timeout
05-26 03:07BTCBuy77440.9→76536.2-9.44timeout
05-25 19:31BTCBuy77394.9→77442.1-0.29timeout

Paper vs Live

Paper (trades.jsonl)
37
closed
24%
win rate
-138.64
total pnl ($)
-49.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3724%-49.8-138.64

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems