medium_basis_rank_short_horizon

not live
246
closed trades
39%
win rate
-343.80
total pnl ($)
0.442
weight
7d window — n=57 wr=37% pnl=-93.47  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 01:10:13 (34.0d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: akw
n: 179  ·  wr: 41.9%  ·  total_bps: -590.1  ·  mean_bps: -3.30  ·  sharpe: -0.04  ·  max_dd_bps: -1157.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-23 01:34ADABuy0.15864→0.15941+3.11timeout
06-22 22:28SOLBuy72.3979→71.0538-14.59stop_loss
06-22 16:45BTCBuy65049.3→64522.8-6.75timeout
06-22 15:49ADABuy0.16126→0.158651-12.76stop_loss
06-22 15:34XRPBuy1.14629→1.14641-0.57timeout
06-22 13:27DOGEBuy0.0835839→0.0844619+7.20timeout
06-22 09:16ADABuy0.15977→0.16059+3.17timeout
06-22 06:00DOGEBuy0.0837259→0.0832882-4.61timeout
06-22 03:05ADABuy0.15857→0.15942+3.32timeout
06-22 01:41XRPBuy1.13518→1.14531+6.01timeout
06-21 21:56DOGEBuy0.0833708→0.0827953-5.85timeout
06-21 20:41BTCBuy64026.2→63938.8-1.70timeout
06-21 19:26ETHBuy1730.17→1734.13+1.04timeout
06-21 17:30ADABuy0.16172→0.1618-0.27timeout
06-21 15:28SOLBuy73.496→74.1069+5.52timeout
06-21 14:39BTCBuy64335.2→64003.8-4.52timeout
06-21 09:24ADABuy0.16042→0.16084+1.35timeout
06-21 08:53DOGEBuy0.0833238→0.0830592-3.07timeout
06-21 08:39SOLBuy73.6891→72.8771-8.98timeout
06-21 07:22BTCBuy64343.2→64204.8-2.29timeout
06-21 02:25SOLBuy73.649→73.172-5.56timeout
06-21 02:25ADABuy0.162991→0.162419-3.33timeout
06-20 20:08ADABuy0.16198→0.16125-4.09timeout
06-20 13:20ADABuy0.163101→0.1619-6.18timeout
06-20 11:32XRPBuy1.14859→1.14771-1.23timeout
06-20 10:50DOGEBuy0.0842231→0.08391-3.45timeout
06-20 09:47SOLBuy71.6557→71.5043-2.29timeout
06-20 05:05XRPBuy1.13748→1.14301+3.00timeout
06-19 23:54SOLBuy69.0664→69.4816+3.85timeout
06-19 11:46BTCBuy62508.1→62631.9+0.83timeout
06-19 09:09DOGEBuy0.0826547→0.0823514-3.40timeout
06-19 09:08ETHBuy1695.07→1695.33-0.56timeout
06-19 04:33ADABuy0.162101→0.15944-12.99stop_loss
06-19 04:19BTCBuy62865.1→62783.9-1.63timeout
06-19 02:06SOLBuy69.5024→70.0155+4.82timeout
06-18 21:27ETHBuy1673.57→1704.53+13.18timeout
06-18 19:40DOGEBuy0.0822155→0.0826203+3.01timeout
06-18 19:40ADABuy0.16103→0.162529+6.27timeout
06-18 19:40BTCBuy62664.1→62862.9+1.75timeout
06-18 15:29SOLBuy70.9126→69.7896-12.54stop_loss
06-18 12:51ADABuy0.166992→0.165639-6.78timeout
06-18 03:28ADABuy0.166872→0.166758-1.20timeout
06-18 01:48DOGEBuy0.0854964→0.0861585+5.12timeout
06-17 19:29ETHBuy1769.68→1741.65-12.56stop_loss
06-17 16:28SOLBuy72.3428→74.4938+21.59take_profit
06-17 15:05BTCBuy64589.2→65145.7+5.79timeout
06-17 12:56ETHBuy1764.98→1758.32-3.50timeout
06-17 12:50DOGEBuy0.0859255→0.0860305+0.25timeout
06-17 06:04XRPBuy1.2202→1.2178-2.16timeout
06-17 01:27DOGEBuy0.0874949→0.0870792-4.28timeout
06-16 23:18ADABuy0.174894→0.172011-13.06stop_loss
06-16 14:23BTCBuy66583.3→65543.9-12.39stop_loss
06-16 13:34XRPBuy1.24831→1.22828-12.71stop_loss
06-16 13:34ADABuy0.179685→0.176777-12.81stop_loss
06-16 12:45DOGEBuy0.0883871→0.0884149-0.42timeout
06-16 12:32ETHBuy1783.08→1830.52+19.24timeout
06-16 10:54ADABuy0.178425→0.179545+4.04timeout
06-16 02:48DOGEBuy0.087973→0.0870242-8.76timeout
06-15 22:29ADABuy0.180255→0.177327-12.86stop_loss
06-15 16:09SOLBuy73.365→75.5507+21.66take_profit
06-15 15:23XRPBuy1.2193→1.25559+21.65take_profit
06-15 15:06BTCBuy65949.3→66623.7+7.00timeout
06-15 14:42DOGEBuy0.0904096→0.0889562-12.75stop_loss
06-15 11:07ADABuy0.180915→0.182754+6.96timeout
06-15 03:48ADABuy0.182136→0.181895-1.69timeout
06-15 02:02XRPBuy1.16899→1.1814+7.27timeout
06-15 01:32ETHBuy1702.27→1712.23+3.71timeout
06-15 01:15BTCBuy64349.2→65449.7+12.15timeout
06-14 21:39SOLBuy67.8932→69.9095+21.61take_profit
06-14 21:16ADABuy0.167152→0.168288+4.40timeout
06-14 19:27DOGEBuy0.0859995→0.0864964+3.68timeout
06-14 19:27XRPBuy1.13428→1.13292-1.51timeout
06-14 18:42SOLBuy66.993→67.3579+3.46timeout
06-14 14:51BTCBuy64518.2→63885.8-8.03timeout
06-14 13:23ADABuy0.170363→0.167848-11.71timeout
06-14 10:10SOLBuy68.4673→68.3367-2.10timeout
06-14 06:32ADABuy0.172943→0.171767-5.77timeout
06-14 03:54BTCBuy64378.2→64492.8+0.67timeout
06-14 03:48SOLBuy68.8453→68.7727-1.40timeout
06-14 01:31XRPBuy1.14619→1.15251+3.52timeout
06-13 20:27ETHBuy1673.87→1675.73+0.18timeout
06-13 20:08BTCBuy64027.2→64216.8+1.55timeout
06-13 18:45DOGEBuy0.0882601→0.0878-4.60timeout
06-13 16:53ADABuy0.173613→0.172977-3.34timeout
06-13 13:06XRPBuy1.14409→1.15331+5.34timeout
06-13 13:06ETHBuy1675.57→1679.03+0.85timeout
06-13 12:35DOGEBuy0.0872218→0.087936+5.44timeout
06-13 11:38BTCBuy63799.2→63856.8-0.02timeout
06-13 04:51ADABuy0.170113→0.170547+1.25timeout
06-13 01:44XRPBuy1.13268→1.13782+2.76timeout
06-12 19:00BTCBuy64049.2→63661.8-5.21timeout
06-12 15:57SOLBuy68.3142→67.2343-12.52stop_loss
06-12 13:55ADABuy0.170373→0.167644-12.69stop_loss
06-12 13:30XRPBuy1.14899→1.13025-12.90stop_loss
06-12 11:37SOLBuy66.2379→66.809+5.76timeout
06-12 08:21BTCBuy63640.2→63435.8-3.11timeout
06-12 06:33ADABuy0.171193→0.168374-13.03stop_loss
06-12 06:10XRPBuy1.14779→1.13762-7.32timeout
06-11 22:03BTCBuy63552.2→63553.8-0.69timeout
06-11 18:01ADABuy0.166352→0.171267+21.46take_profit

Paper vs Live

Paper (trades.jsonl)
246
closed
39%
win rate
-343.80
total pnl ($)
-18.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ADA5939%-19.2-84.44
BTC4233%-13.0-41.09
DOGE3933%-33.0-96.52
XRP3839%-32.4-92.09
SOL3540%+0.4+1.15
ETH3348%-12.4-30.81

Recent bounces (last 20 of 8)

timesymsidereason
06-22 22:51XRPBuystale_intent
06-22 22:51DOGEBuystale_intent
06-22 21:55SOLBuystale_intent
06-22 21:49ADABuystale_intent
06-22 13:00BTCBuystale_intent
06-22 11:51XRPBuystale_intent
06-22 02:17DOGEBuystale_intent
06-21 22:07XRPBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems