mexc_perp_spot_basis_convergence_3h

not live
445
closed trades
39%
win rate
-390.91
total pnl ($)
0.702
weight
7d window — n=100 wr=41% pnl=-87.68  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-22 12:32:16 (36.1d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: aui
n: 37  ·  wr: 43.2%  ·  total_bps: -106.6  ·  mean_bps: -2.88  ·  sharpe: -0.04  ·  max_dd_bps: -740.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 00:36INJBuy4.91193→4.84087-7.68stop_loss
06-26 23:15AVAXBuy6.42441→6.56256+10.30take_profit
06-26 22:07ETHBuy1574.86→1570.44-1.86timeout
06-26 22:07DOGEBuy0.0752758→0.0752062-0.93timeout
06-26 22:06XRPBuy1.04006→1.03894-0.99timeout
06-26 21:03SOLBuy72.8859→71.8743-7.40stop_loss
06-26 19:16INJSell4.8047→4.87255-7.51stop_loss
06-26 17:28SUIBuy0.683881→0.698595+10.29take_profit
06-26 13:55ADASell0.142644→0.144648-7.47stop_loss
06-26 13:53LINKSell7.11482→7.21491-7.48stop_loss
06-26 13:51ETHSell1528.95→1549.93-7.31stop_loss
06-26 13:43SOLSell68.6057→69.5572-7.38stop_loss
06-26 12:40INJBuy4.54514→4.47914-7.71stop_loss
06-26 10:32SUISell0.673642→0.683212-7.55stop_loss
06-26 04:18LINKBuy7.06557→7.22009+10.48take_profit
06-26 03:56ETHBuy1529.05→1562.54+10.50take_profit
06-26 03:53ARBBuy0.0709377→0.0724919+10.50take_profit
06-26 03:45NEARBuy1.76984→1.80865+10.51take_profit
06-26 03:14INJBuy4.21985→4.31172+10.43take_profit
06-25 21:36AVAXBuy6.09982→6.23314+10.48take_profit
06-25 21:13OPBuy0.100895→0.103064+10.29take_profit
06-25 20:10INJBuy4.15454→4.19995+5.02timeout
06-25 19:13XRPBuy1.04216→1.02743-7.51stop_loss
06-25 18:17BNBBuy548.877→557.641+7.51timeout
06-25 18:14SOLBuy66.923→65.9991-7.35stop_loss
06-25 17:34BTCSell59972→59497+3.51timeout
06-25 16:09ETHBuy1550.15→1584.14+10.51take_profit
06-25 16:06OPBuy0.101225→0.103534+10.95take_profit
06-25 15:03DOGESell0.0743934→0.0727902+10.32take_profit
06-25 13:58NEARSell1.86453→1.82366+10.51take_profit
06-25 13:55APTSell0.59785→0.584846+10.43take_profit
06-25 13:54ARBSell0.0732317→0.0716479+10.36take_profit
06-25 13:43INJBuy4.29517→4.23262-7.72stop_loss
06-25 13:34ATOMBuy1.62611→1.6033-7.43stop_loss
06-25 10:28SOLBuy69.4124→68.4305-7.54stop_loss
06-25 09:15NEARBuy1.96929→1.94174-7.38stop_loss
06-25 00:57INJBuy4.25876→4.19905-7.47stop_loss
06-24 20:01LTCBuy39.4809→40.3689+10.81take_profit
06-24 20:01AVAXBuy6.02841→6.16646+11.00take_profit
06-24 19:53ARBSell0.0735616→0.0742686-5.28timeout
06-24 18:25SOLBuy64.9517→66.37+10.47take_profit
06-24 18:13SUISell0.656286→0.665499-7.48stop_loss
06-24 17:22DOGEBuy0.0742486→0.0732081-7.45stop_loss
06-24 17:22OPBuy0.0963741→0.0949787-7.69stop_loss
06-24 17:20INJBuy4.24046→4.16497-9.35stop_loss
06-24 15:46BNBBuy568.972→560.909-7.53stop_loss
06-24 15:45ETHBuy1644.76→1622.13-7.33stop_loss
06-24 14:18INJBuy4.30438→4.31442+0.74timeout
06-24 13:46DOGEBuy0.0779985→0.0769023-7.48stop_loss
06-24 13:22OPBuy0.101105→0.0994454-8.66stop_loss
06-24 13:22ADABuy0.147407→0.145331-7.49stop_loss
06-24 13:22ARBBuy0.0780495→0.0769223-7.67stop_loss
06-24 10:37AVAXSell6.4016→6.391+0.39timeout
06-24 10:04APTBuy0.646362→0.64114-4.49timeout
06-24 07:25ATOMBuy1.68752→1.69668+2.32timeout
06-24 00:10OPBuy0.099855→0.102044+10.56take_profit
06-23 22:16INJBuy4.54544→4.59445+4.96timeout
06-23 20:56ADABuy0.149907→0.150042+0.01timeout
06-23 16:33SOLBuy69.1954→69.0526-1.45timeout
06-23 16:33APTBuy0.635359→0.636741+0.64timeout
06-23 16:33LINKBuy7.607→7.6108-0.21timeout
06-23 15:47SUIBuy0.709137→0.699135-7.50stop_loss
06-23 15:23DOGEBuy0.0796679→0.0785491-7.47stop_loss
06-23 13:02ATOMBuy1.77044→1.74549-7.50stop_loss
06-23 13:02AVAXBuy6.22456→6.24004+0.80timeout
06-23 11:30ARBBuy0.0774193→0.0785604+6.93timeout
06-23 11:18SOLBuy68.5773→68.8947+1.91timeout
06-23 08:28AVAXBuy6.09632→6.01079-7.45stop_loss
06-23 06:46SUISell0.68077→0.690357-7.49stop_loss
06-23 06:20OPBuy0.100485→0.0990557-7.57stop_loss
06-23 04:47INJBuy4.70538→4.63942-7.46stop_loss
06-23 01:51ATOMBuy1.78635→1.78785-0.01timeout
06-23 01:38ADABuy0.157659→0.1583+1.65timeout
06-23 01:37AVAXBuy6.17934→6.25304+5.55timeout
06-23 01:35NEARBuy2.06182→2.03277-7.50stop_loss
06-23 01:31INJBuy4.7915→4.8047+0.92timeout
06-22 15:50OPBuy0.103436→0.102374-5.59timeout
06-22 15:36ATOMBuy1.82966→1.80345-7.62stop_loss
06-22 14:17NEARBuy2.17204→2.14149-7.48stop_loss
06-22 11:48NEARBuy2.15714→2.16686+1.79timeout
06-22 11:48INJBuy4.89652→4.92167+2.10timeout
06-22 11:36SUISell0.726898→0.737353-7.64stop_loss
06-22 10:20APTBuy0.670868→0.665734-4.26timeout
06-22 03:56INJSell5.01135→4.90333+10.33take_profit
06-21 22:39NEARBuy2.12843→2.09843-7.50stop_loss
06-21 21:09ARBBuy0.0834008→0.0821184-8.15stop_loss
06-21 21:07APTBuy0.662366→0.65291-7.59stop_loss
06-21 17:52INJBuy4.97354→4.93027-4.77timeout
06-21 11:57AVAXBuy6.27817→6.26393-1.57timeout
06-21 11:57INJBuy4.99685→4.97476-2.64timeout
06-21 11:42ATOMBuy1.77584→1.77626-0.32timeout
06-21 09:59ADABuy0.16127→0.16179+1.17timeout
06-21 06:27ATOMBuy1.79015→1.77955-3.40timeout
06-21 04:53INJBuy5.12758→5.05371-7.65stop_loss
06-21 01:24ADABuy0.163021→0.162999-0.52timeout
06-20 22:00INJBuy4.96654→5.01924+4.87timeout
06-20 19:51ATOMBuy1.77864→1.79825+5.05timeout
06-20 18:21SOLSell72.2152→71.7168+3.02timeout
06-20 17:56NEARBuy2.15124→2.14896-0.96timeout
06-20 17:36OPBuy0.101305→0.0998151-7.73stop_loss

Paper vs Live

Paper (trades.jsonl)
445
closed
39%
win rate
-390.91
total pnl ($)
-17.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
INJ6538%-19.3-62.41
NEAR6431%-40.3-128.94
ATOM5233%-32.6-84.25
OP3537%-15.1-26.19
APT3531%-47.4-82.96
ARB3342%-16.2-26.71
ADA2829%-69.0-96.43
SOL2548%+9.3+11.81
AVAX2065%+41.2+41.26
SUI1839%-5.5-4.95
ETH1650%+35.8+28.66
LINK1443%+1.1+0.80
DOGE1338%-11.6-7.54
XRP1242%+8.3+5.03
BNB667%+22.8+6.75
LTC580%+103.7+25.94
BTC450%+46.1+9.22

Recent bounces (last 20 of 3)

timesymsidereason
06-27 12:10ARBBuycircuit_breaker
06-27 11:58ATOMBuycircuit_breaker
06-27 11:10NEARBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems