month_cross_asset_basis_rank_long_horizon

not live
126
closed trades
29%
win rate
-841.79
total pnl ($)
0.250
weight
7d window — n=28 wr=36% pnl=-183.54  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 13:31:29 (24.1d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_apu
n: 62  ·  wr: 21.0%  ·  total_bps: -5467.0  ·  mean_bps: -88.18  ·  sharpe: -0.62  ·  max_dd_bps: -5696.6
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 15:51ETHBuy1573.36→1603.84+13.93timeout
06-27 15:51SOLBuy71.7348→72.8361+10.87timeout
06-27 15:00XRPBuy1.03706→1.06843+22.16timeout
06-27 14:29BTCBuy60127→60590+5.09timeout
06-26 02:13ADABuy0.143266→0.139625-19.69stop_loss
06-25 13:59BTCBuy59516→58052.1-19.03stop_loss
06-25 13:53DOGEBuy0.0750378→0.0731471-19.57stop_loss
06-25 13:51XRPBuy1.05566→1.02923-19.36stop_loss
06-24 22:00ADABuy0.141565→0.147723+32.02take_profit
06-24 17:47SOLBuy66.473→64.8178-19.35stop_loss
06-24 16:51ETHBuy1627.46→1587.15-19.25stop_loss
06-24 15:31DOGEBuy0.0779315→0.075963-19.61stop_loss
06-24 13:32BTCBuy62245.1→61788.9-6.18timeout
06-24 10:15ADABuy0.150578→0.14679-19.27stop_loss
06-24 08:22ETHBuy1653.67→1669.33+6.30timeout
06-24 08:14SOLBuy68.9733→69.2626+2.56timeout
06-23 08:24XRPBuy1.12788→1.09937-19.59stop_loss
06-23 06:20DOGEBuy0.0822636→0.0802008-19.47stop_loss
06-23 05:22BTCBuy65050.3→63450.1-19.15stop_loss
06-22 19:08ADABuy0.16163→0.157522-19.65stop_loss
06-22 16:45DOGEBuy0.0833078→0.0831802-1.86timeout
06-22 07:07SOLBuy73.317→73.8799+5.01timeout
06-22 06:14ETHBuy1733.07→1737.83+1.34timeout
06-22 03:30BTCBuy64362.2→64299.8-1.53timeout
06-21 23:33ADABuy0.16097→0.156842-19.88stop_loss
06-21 09:20ADABuy0.163101→0.16085-10.72timeout
06-21 05:10SOLBuy71.9528→73.259+12.84timeout
06-21 05:10ETHBuy1725.47→1731.03+1.68timeout
06-21 05:09DOGEBuy0.0836579→0.0833012-3.80timeout
06-21 00:41XRPBuy1.13968→1.14761+4.41timeout
06-20 07:45BTCBuy62508.1→63707.8+13.72timeout
06-19 22:05SOLBuy69.4184→68.9926-5.10timeout
06-19 18:12XRPBuy1.14189→1.13262-6.65timeout
06-19 04:33ADABuy0.164081→0.15992-19.70stop_loss
06-18 15:37ADABuy0.165801→0.161629-19.51stop_loss
06-18 14:01ETHBuy1759.98→1736.23-10.80timeout
06-18 13:31BTCBuy64921.2→64297.8-7.87timeout
06-17 22:03SOLBuy72.8679→71.0528-19.40stop_loss
06-17 19:29DOGEBuy0.0875389→0.085345-19.68stop_loss
06-17 11:05XRPBuy1.22161→1.19091-19.45stop_loss
06-17 08:52ETHBuy1796.28→1762.22-14.75timeout
06-17 08:37ADABuy0.173503→0.169063-19.99stop_loss
06-16 15:19BTCBuy66680.3→65772.7-11.00timeout
06-16 14:33SOLBuy74.1901→72.3489-19.39stop_loss
06-15 22:26DOGEBuy0.0904016→0.0881419-19.37stop_loss
06-15 21:32XRPBuy1.27932→1.24736-19.43stop_loss
06-15 20:36ADABuy0.188287→0.183552-19.52stop_loss
06-15 13:08ETHBuy1714.57→1789.72+32.15take_profit
06-14 23:47XRPBuy1.13298→1.1823+31.98take_profit
06-14 21:50ADABuy0.167582→0.174926+32.12take_profit
06-14 21:39SOLBuy66.987→69.9195+32.25take_profit
06-14 16:28ETHBuy1673.97→1666.53-3.98timeout
06-14 16:08BTCBuy64032.2→64033.8-0.78timeout
06-14 11:06ADABuy0.173613→0.169243-19.19stop_loss
06-14 09:06XRPBuy1.14409→1.14351-0.62timeout
06-14 08:35DOGEBuy0.0871578→0.0873382+0.65timeout
06-13 15:08ETHBuy1684.07→1678.83-3.15timeout
06-13 13:30BTCBuy63312.2→64209.8+9.86timeout
06-13 10:31ADABuy0.171633→0.172457+2.89timeout
06-13 07:38SOLBuy66.2349→67.1839+10.27timeout
06-12 17:45XRPBuy1.13388→1.13032-2.76timeout
06-12 14:32DOGEBuy0.0860055→0.0897686+32.04take_profit
06-12 11:00BTCBuy63057.2→63669.8+6.50timeout
06-11 18:30ETHBuy1634.96→1679.73+19.69timeout
06-11 03:56ADABuy0.15949→0.166458+32.05take_profit
06-10 18:35SOLBuy65.1338→63.5087-19.35stop_loss
06-10 16:39DOGEBuy0.0832248→0.0844689+10.56timeout
06-09 15:33ADABuy0.167382→0.163158-19.63stop_loss
06-09 14:47BTCBuy62675.1→61130.4-19.17stop_loss
06-09 14:29XRPBuy1.16919→1.13994-19.42stop_loss
06-09 14:18ETHBuy1684.67→1643.01-19.21stop_loss
06-08 22:35BTCBuy63092.2→63319.8+1.98timeout
06-08 06:28DOGEBuy0.0846041→0.0852587+5.16timeout
06-08 05:06ADABuy0.164841→0.160659-19.73stop_loss
06-07 22:15SOLBuy64.7097→67.6279+33.70take_profit
06-07 10:41XRPBuy1.16229→1.13325-19.39stop_loss
06-07 08:48BTCBuy60287→62946.9+32.44take_profit
06-07 08:47ADABuy0.15806→0.164949+32.24take_profit
06-07 04:28ETHBuy1533.35→1586.64+25.59timeout
06-06 04:19SOLBuy62.6934→61.1173-19.28stop_loss
06-05 16:12DOGEBuy0.0822155→0.0801578-19.43stop_loss
06-05 13:52BTCBuy62585.1→61046.4-19.12stop_loss
06-05 06:03XRPBuy1.14429→1.11566-19.40stop_loss
06-05 05:47ETHBuy1732.87→1690.09-19.19stop_loss
06-04 21:40ADABuy0.184126→0.179525-19.41stop_loss
06-04 01:15XRPBuy1.2142→1.18381-19.20stop_loss
06-04 00:29ETHBuy1829.38→1784.03-19.29stop_loss
06-04 00:29BTCBuy64995.2→63397.1-19.11stop_loss
06-04 00:29DOGEBuy0.0925071→0.0901683-19.58stop_loss
06-04 00:27ADABuy0.203401→0.198281-19.52stop_loss
06-03 19:26ADABuy0.211093→0.205756-19.80stop_loss
06-03 16:25ETHBuy1860.69→1814.71-19.19stop_loss
06-03 16:21SOLBuy74.3552→72.5108-19.25stop_loss
06-02 15:31DOGEBuy0.095832→0.0934299-19.46stop_loss
06-02 14:23XRPBuy1.26938→1.23993-17.98stop_loss
06-02 14:22ETHBuy1997.2→1950.47-18.23stop_loss
06-02 14:10ADABuy0.226493→0.221266-17.86stop_loss
06-02 14:09BTCBuy70120.5→68478.6-18.26stop_loss
06-02 07:02SOLBuy81.2128→79.3255-18.07stop_loss
06-01 13:55ADABuy0.233602→0.228041-18.23stop_loss

Paper vs Live

Paper (trades.jsonl)
126
closed
29%
win rate
-841.79
total pnl ($)
-89.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ADA2623%-123.3-238.81
XRP2119%-111.0-173.76
BTC2129%-66.6-105.70
SOL2045%-56.5-84.03
ETH2040%-41.3-62.42
DOGE1822%-130.6-177.06

Recent bounces (last 20 of 1)

timesymsidereason
06-27 15:20XRPBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems