multi_asset_basis_cluster_fear_regime_mean_reversion · strategy

286

closed trades

44%

win rate

-69.00

total pnl ($)

1.461

weight

7d window — n=96 wr=54% pnl=+32.28 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-20 03:42:45 (38.9d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: lr

n: 0 · wr: 0.0% · total_bps: +0.0 · mean_bps: +0.00 · sharpe: +0.00 · max_dd_bps: +0.0

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 23:13	BTCUSDT	Sell	60790.8→60095	+5.26	timeout
06-27 22:37	BTCUSDT	Sell	60511.3→60213.5	+1.99	timeout
06-27 16:11	BTCUSDT	Sell	60446.8→60731.4	-2.83	timeout
06-27 15:36	BTCUSDT	Sell	60384.9→60758.1	-3.54	timeout
06-27 11:36	BTCUSDT	Sell	60310.6→60256.7	+0.01	timeout
06-27 11:02	BTCUSDT	Buy	60355.1→60388.9	-0.19	timeout
06-27 08:31	BTCUSDT	Sell	59931→60435.8	-4.66	timeout
06-27 04:36	BTCUSDT	Sell	59605.3→60381.1	-6.96	timeout
06-27 03:42	BTCUSDT	Buy	59933→60273.3	+2.39	timeout
06-26 23:52	BTCUSDT	Sell	60136.7→60049.5	+0.33	timeout
06-26 21:35	BTCUSDT	Buy	59062.5→59844.9	+6.15	timeout
06-26 19:23	BTCUSDT	Buy	59477.1→59858.4	+2.72	timeout
06-26 18:39	BTCUSDT	Sell	59565.3→59762.2	-2.07	timeout
06-26 17:48	BTCUSDT	Sell	59830.1→60047.8	-2.24	timeout
06-26 15:38	BTCUSDT	Sell	59303.6→60432.1	-9.96	stop_loss
06-26 13:19	BTCUSDT	Sell	60499.8→58589.7	+15.35	take_profit
06-26 13:19	BTCUSDT	Buy	59831.5→58678.6	-10.10	stop_loss
06-26 09:33	BTCUSDT	Buy	59233.7→60038.5	+6.34	timeout
06-26 09:03	BTCUSDT	Sell	59674.8→60160.1	-4.54	timeout
06-26 07:28	BTCUSDT	Buy	58728.4→60581.9	+15.33	take_profit
06-26 07:15	BTCUSDT	Buy	58677.1→60524.8	+15.30	take_profit
06-26 04:17	BTCUSDT	Sell	59044.1→60172.2	-10.01	stop_loss
06-26 00:07	BTCUSDT	Buy	59606.3→59775.4	+0.95	timeout
06-25 23:36	BTCUSDT	Sell	59359.2→60094	-6.63	timeout
06-25 23:04	BTCUSDT	Buy	59218.9→59862.4	+4.97	timeout
06-25 22:38	BTCUSDT	Sell	59572.6→59792.6	-2.28	timeout
06-25 21:54	BTCUSDT	Buy	58867→60003	+9.19	timeout
06-25 15:03	BTCUSDT	Buy	60180.7→59034	-9.97	stop_loss
06-25 14:10	BTCUSDT	Sell	58539→59657.6	-10.00	stop_loss
06-25 13:51	BTCUSDT	Sell	61171.1→59227.8	+15.43	take_profit
06-25 13:45	BTCUSDT	Sell	61851.6→59895	+15.35	take_profit
06-25 13:44	BTCUSDT	Buy	61247.1→60069.1	-10.06	stop_loss
06-25 13:44	BTCUSDT	Buy	61302.8→60135.5	-9.97	stop_loss
06-25 13:40	BTCUSDT	Buy	61703.6→60530.4	-9.94	stop_loss
06-25 13:02	BTCUSDT	Buy	61531.9→61214.7	-3.02	timeout
06-25 10:19	BTCUSDT	Buy	60884.2→61611	+5.52	timeout
06-25 10:05	BTCUSDT	Sell	60836.6→61714.4	-7.66	timeout
06-25 07:38	BTCUSDT	Sell	60764.9→61922.4	-9.98	stop_loss
06-25 04:13	BTCUSDT	Buy	60664→60804.6	+0.71	timeout
06-25 01:29	BTCUSDT	Buy	59706.5→60811.2	+8.80	timeout
06-25 00:57	BTCUSDT	Buy	59780.2→60758	+7.73	timeout
06-25 00:06	BTCUSDT	Sell	60206.1→61124.7	-8.05	timeout
06-24 23:33	BTCUSDT	Sell	60650.9→61005.7	-3.40	timeout
06-24 20:06	BTCUSDT	Sell	59367.8→60502.8	-10.03	stop_loss
06-24 17:21	BTCUSDT	Sell	61282.3→59348.4	+15.31	take_profit
06-24 16:51	BTCUSDT	Sell	61739→59763.9	+15.51	take_profit
06-24 16:47	BTCUSDT	Buy	61081.4→59916.6	-9.96	stop_loss
06-24 15:31	BTCUSDT	Sell	62659.4→60744.6	+14.80	timeout
06-24 15:30	BTCUSDT	Sell	62736.1→60758.1	+15.31	take_profit
06-24 14:04	BTCUSDT	Sell	62728.8→61326.9	+10.72	timeout
06-24 13:57	BTCUSDT	Buy	62383.4→61194.5	-9.98	stop_loss
06-24 12:52	BTCUSDT	Sell	62708.6→62651.9	+0.00	timeout
06-24 11:10	BTCUSDT	Buy	62617.5→62301.7	-2.98	timeout
06-24 11:05	BTCUSDT	Sell	62592.3→62417.7	+0.96	timeout
06-24 07:15	BTCUSDT	Buy	62560.7→62754.2	+1.08	timeout
06-24 05:43	BTCUSDT	Sell	62585.2→62945	-3.30	timeout
06-24 02:52	BTCUSDT	Buy	62204.7→62687.8	+3.42	timeout
06-24 01:21	BTCUSDT	Buy	62571.5→62793	+1.32	timeout
06-24 00:07	BTCUSDT	Buy	62693.7→62777.2	+0.21	timeout
06-23 22:41	BTCUSDT	Buy	62496.1→62537.1	-0.11	timeout
06-23 21:32	BTCUSDT	Buy	62388.3→62512.3	+0.55	timeout
06-23 16:28	BTCUSDT	Buy	62046.1→62552.7	+3.64	timeout
06-23 16:26	BTCUSDT	Sell	62173.2→62579.9	-3.73	timeout
06-23 15:56	BTCUSDT	Buy	62927.8→62324.7	-5.29	timeout
06-23 14:31	BTCUSDT	Buy	62758.4→62455.8	-2.83	timeout
06-23 13:01	BTCUSDT	Sell	63634.8→62230.2	+10.54	timeout
06-23 08:24	BTCUSDT	Buy	63451→62188.2	-10.40	stop_loss
06-23 08:00	BTCUSDT	Sell	63962.1→62865.7	+8.13	timeout
06-23 07:17	BTCUSDT	Sell	63882→63000.8	+6.46	timeout
06-23 06:21	BTCUSDT	Buy	63912→62696	-9.97	stop_loss
06-23 05:16	BTCUSDT	Sell	64306.9→63653	+4.64	timeout
06-23 03:49	BTCUSDT	Buy	64351.3→63969.1	-3.42	timeout
06-22 22:43	BTCUSDT	Buy	64932.9→63858.5	-8.72	timeout
06-22 22:15	BTCUSDT	Sell	65253.5→64293.1	+6.91	timeout
06-22 21:00	BTCUSDT	Sell	65074.5→64417.5	+4.61	timeout
06-22 20:01	BTCUSDT	Sell	64756.4→64499	+1.55	timeout
06-22 19:48	BTCUSDT	Buy	64641.5→64281.9	-3.25	timeout
06-22 13:44	BTCUSDT	Sell	64201.6→65443	-10.07	stop_loss
06-22 13:44	BTCUSDT	Sell	64167.9→65405.8	-10.07	stop_loss
06-22 10:20	BTCUSDT	Sell	64545.6→64155.4	+2.60	timeout
06-22 09:28	BTCUSDT	Sell	64566.7→64087.3	+3.29	timeout
06-22 06:03	BTCUSDT	Buy	63774.7→64151.8	+2.50	timeout
06-22 04:51	BTCUSDT	Buy	63745.3→64010	+1.62	timeout
06-22 04:18	BTCUSDT	Sell	64056→63970.2	+0.23	timeout
06-22 02:08	BTCUSDT	Buy	64001.1→64497.4	+3.40	timeout
06-22 00:04	BTCUSDT	Sell	64180→63377.2	+5.78	timeout
06-21 21:40	BTCUSDT	Buy	64024.1→63881	-1.57	timeout
06-21 20:40	BTCUSDT	Buy	63975.5→63958.5	-0.58	timeout
06-21 19:15	BTCUSDT	Sell	64323.4→64205.9	+0.45	timeout
06-21 16:35	BTCUSDT	Sell	63883.1→64061.1	-1.85	timeout
06-21 13:24	BTCUSDT	Sell	64246.5→64143.5	+0.33	timeout
06-21 09:47	BTCUSDT	Buy	64302.9→64077.7	-2.24	timeout
06-21 07:32	BTCUSDT	Sell	64255.5→64181.7	+0.12	timeout
06-21 06:14	BTCUSDT	Buy	64120.2→64167	-0.09	timeout
06-21 04:54	BTCUSDT	Buy	63906.2→64281.8	+2.49	timeout
06-21 03:20	BTCUSDT	Buy	63881.7→64261.4	+2.52	timeout
06-21 00:20	BTCUSDT	Sell	63981.7→64223.7	-2.33	timeout
06-20 23:10	BTCUSDT	Sell	63830.6→64267.6	-3.87	timeout
06-20 21:54	BTCUSDT	Sell	63355.1→64021.7	-5.71	timeout
06-20 19:04	BTCUSDT	Sell	63617→63848	-2.27	timeout

Paper vs Live

Paper (trades.jsonl)

286

closed

44%

win rate

-69.00

total pnl ($)

-4.8 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTCUSDT	286	44%	-4.8	-69.00

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 23:36	BTCUSDT	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…