medium_cross_asset_basis_rank_looser_dev

not live
367
closed trades
40%
win rate
-768.35
total pnl ($)
0.322
weight
7d window — n=82 wr=45% pnl=-151.68  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-22 09:16:50 (35.8d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: aub
n: 239  ·  wr: 45.2%  ·  total_bps: -246.4  ·  mean_bps: -1.03  ·  sharpe: -0.01  ·  max_dd_bps: -2505.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 22:56ETHBuy1556.26→1577.94+9.76timeout
06-26 22:21BTCBuy59982→59897-1.76timeout
06-26 22:21DOGEBuy0.0744966→0.0754541+8.89timeout
06-26 19:31SOLBuy71.3017→73.573+23.17take_profit
06-26 11:27BTCBuy59033→59443+4.51timeout
06-26 09:51ADABuy0.146677→0.143892-14.90stop_loss
06-26 07:14ETHBuy1528.05→1576.64+23.13take_profit
06-26 02:13SOLBuy67.5471→66.2729-14.83stop_loss
06-26 02:12ADABuy0.143516→0.140774-14.94stop_loss
06-25 22:07ADABuy0.141905→0.143714+8.83timeout
06-25 13:44DOGEBuy0.076093→0.074639-14.99stop_loss
06-25 13:42ETHBuy1628.96→1598.44-14.72stop_loss
06-25 13:26ETHBuy1646.06→1633.54-6.35timeout
06-25 12:50SOLBuy68.1002→68.4107+2.72timeout
06-25 12:17ADABuy0.149857→0.14698-15.11stop_loss
06-25 11:06BTCBuy60746→61122.9+3.97timeout
06-25 08:39XRPBuy1.07267→1.08223+6.02timeout
06-25 04:50ETHBuy1618.96→1625.94+2.54timeout
06-25 04:46ADABuy0.144746→0.147433+13.36timeout
06-25 04:22BTCBuy60746→60835+0.43timeout
06-25 00:52XRPBuy1.05616→1.07493+12.72timeout
06-24 20:21DOGEBuy0.0730293→0.0753472+23.14take_profit
06-24 16:43BTCBuy61272.1→60132.9-14.59stop_loss
06-24 15:47ETHBuy1648.16→1617.13-14.80stop_loss
06-24 15:42SOLBuy68.9593→67.656-14.85stop_loss
06-24 15:12SOLBuy69.5124→68.2056-14.79stop_loss
06-24 13:48DOGEBuy0.0781015→0.0766065-15.02stop_loss
06-24 13:42BTCBuy62678.1→61512.2-14.63stop_loss
06-24 13:12ADABuy0.148517→0.145621-15.30stop_loss
06-24 12:26XRPBuy1.09727→1.09093-4.97timeout
06-24 10:38ETHBuy1665.57→1665.43-0.74timeout
06-24 10:38DOGEBuy0.0792558→0.0786783-6.12timeout
06-24 06:07BTCBuy62694.1→62788.9+0.43timeout
06-24 05:54ADABuy0.151178→0.151972+3.22timeout
06-23 22:41ETHBuy1662.37→1663.43-0.18timeout
06-23 21:31BTCBuy62168.1→62530.9+3.71timeout
06-23 20:41XRPBuy1.10368→1.10312-1.06timeout
06-23 20:35DOGEBuy0.0794859→0.0785953-8.93timeout
06-23 19:16SOLBuy68.9483→68.8647-1.47timeout
06-23 13:04ADABuy0.152648→0.149738-15.01stop_loss
06-23 08:17ETHBuy1678.17→1646.61-14.78stop_loss
06-23 06:21SOLBuy71.0217→69.6827-14.80stop_loss
06-23 06:18ADABuy0.15913→0.156093-14.96stop_loss
06-23 06:08SOLBuy71.8628→70.5051-14.74stop_loss
06-23 06:08DOGEBuy0.0820355→0.0804756-14.92stop_loss
06-23 05:57XRPBuy1.12978→1.11562-10.01timeout
06-23 03:33ADABuy0.15858→0.15932+2.89timeout
06-22 20:48BTCBuy65093.3→64432.8-8.29timeout
06-22 18:55DOGEBuy0.0843211→0.0827179-14.95stop_loss
06-22 17:29XRPBuy1.15459→1.13265-14.91stop_loss
06-22 16:40ETHBuy1767.98→1734.86-14.72stop_loss
06-22 16:15ADABuy0.16161→0.158461-15.22stop_loss
06-22 13:39ADABuy0.16002→0.162529+11.02timeout
06-22 13:04DOGEBuy0.0831848→0.0845868+11.96timeout
06-22 12:11SOLBuy73.582→74.0369+3.89timeout
06-22 09:54BTCBuy64606.2→64106.8-6.52timeout
06-22 05:14XRPBuy1.13108→1.13662+2.99timeout
06-22 05:02ETHBuy1720.17→1733.43+5.10timeout
06-22 04:24DOGEBuy0.0834028→0.0830902-3.47timeout
06-22 02:08BTCBuy63994.2→64515.8+5.40timeout
06-22 01:26SOLBuy72.6389→74.9508+23.19take_profit
06-21 21:11ETHBuy1727.07→1705.73-9.94timeout
06-21 21:09XRPBuy1.14419→1.12236-15.00stop_loss
06-21 19:35SOLBuy73.36→74.2539+8.39timeout
06-21 13:54DOGEBuy0.0831448→0.0833322+0.97timeout
06-21 13:34BTCBuy64289.2→63998.8-4.03timeout
06-21 12:54ADABuy0.16099→0.16083-1.42timeout
06-21 12:40SOLBuy73.7201→73.128-6.77timeout
06-21 06:25DOGEBuy0.08384→0.0833212-5.31timeout
06-21 00:16ADABuy0.162061→0.163229+4.69timeout
06-20 22:47XRPBuy1.14819→1.15161+1.49timeout
06-20 22:35ETHBuy1713.87→1743.03+12.03timeout
06-20 22:33SOLBuy71.7888→74.0669+23.09take_profit
06-20 22:05DOGEBuy0.0829047→0.0834521+4.23timeout
06-20 16:38XRPBuy1.14539→1.14591-0.40timeout
06-20 15:18ETHBuy1725.17→1734.73+3.43timeout
06-20 14:21BTCBuy63657.2→63258.8-5.40timeout
06-20 13:25SOLBuy72.2998→70.9349-14.88stop_loss
06-20 12:31DOGEBuy0.0833408→0.083924+4.58timeout
06-20 06:19BTCBuy63170.2→63627.8+4.75timeout
06-20 05:48DOGEBuy0.0829297→0.0836621+5.95timeout
06-20 05:06SOLBuy68.9473→71.1473+23.23take_profit
06-20 02:54ADABuy0.16054→0.16177+4.99timeout
06-20 02:21XRPBuy1.13328→1.13612+1.24timeout
06-19 22:07BTCBuy63080.2→63043.8-1.13timeout
06-19 20:51SOLBuy68.1642→69.0786+9.43timeout
06-19 15:45BTCBuy62514.1→63245.8+8.15timeout
06-19 15:40XRPBuy1.12308→1.13412+6.72timeout
06-19 15:19ADABuy0.15992→0.16138+6.22timeout
06-19 13:09SOLBuy68.6633→68.6307-0.99timeout
06-19 11:10ETHBuy1704.17→1689.23-7.26timeout
06-19 04:52DOGEBuy0.0836369→0.0820484-14.94stop_loss
06-19 04:32SOLBuy69.8065→68.4945-14.83stop_loss
06-19 04:17ETHBuy1708.17→1702.03-3.40timeout
06-19 03:18ADABuy0.164301→0.161149-15.07stop_loss
06-18 23:40DOGEBuy0.0822155→0.0834561+10.60timeout
06-18 23:40ADABuy0.16103→0.163219+9.44timeout
06-18 23:40BTCBuy62664.1→62904.9+2.24timeout
06-18 15:37ETHBuy1743.47→1710.87-14.70stop_loss
06-18 13:44ADABuy0.166992→0.163777-15.14stop_loss

Paper vs Live

Paper (trades.jsonl)
367
closed
40%
win rate
-768.35
total pnl ($)
-27.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ADA7442%-29.8-165.05
BTC6244%-26.4-123.45
ETH6038%-29.3-131.89
DOGE6040%-38.9-175.37
SOL5740%-21.2-89.90
XRP5435%-20.6-82.69

Recent bounces (last 20 of 17)

timesymsidereason
06-27 00:16XRPBuystale_intent
06-26 20:32ADABuystale_intent
06-26 20:31ADABuystale_intent
06-26 14:36SOLBuystale_intent
06-26 02:17ETHBuybelow_min_notional_skip
06-25 23:24SOLBuybelow_min_notional_skip
06-25 05:28ETHBuybelow_min_notional_skip
06-24 20:36BTCBuybelow_min_notional_skip
06-24 17:07XRPBuystale_intent
06-24 15:00ETHBuystale_intent
06-24 15:00ETHBuystale_intent
06-24 15:00BTCBuystale_intent
06-24 14:39SOLBuybelow_min_notional_skip
06-24 12:44ADABuytrigger_already_opened
06-24 11:30DOGEBuybelow_min_notional_skip
06-24 08:47BTCBuystale_intent
06-24 08:47SOLBuytrigger_already_opened

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems