ond_basis_fear_no_dominance_filter_long

not live
125
closed trades
46%
win rate
-74.07
total pnl ($)
1.139
weight
7d window — n=32 wr=47% pnl=-12.49  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-23 16:11:21 (34.3d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: awn
n: 39  ·  wr: 38.5%  ·  total_bps: -328.4  ·  mean_bps: -8.42  ·  sharpe: -0.11  ·  max_dd_bps: -739.7
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 11:50ETHBuy1571.86→1542.47-9.79stop_loss
06-26 09:27BTCBuy59106→60098+7.94timeout
06-26 06:24APTBuy0.576544→0.594751+15.36take_profit
06-26 02:12ETHBuy1569.76→1540.28-9.83stop_loss
06-25 21:02AVAXBuy6.11123→6.14246+2.14timeout
06-25 11:12ATOMBuy1.65711→1.63199-7.96timeout
06-25 09:30BTCBuy60778→61667.9+6.87timeout
06-25 01:16BTCBuy59603→60735+9.04timeout
06-24 20:50ETHBuy1570.46→1620.64+15.53take_profit
06-24 16:51DOGEBuy0.0751668→0.0737297-10.01stop_loss
06-24 16:46APTBuy0.624756→0.61254-10.22stop_loss
06-24 13:30INJBuy4.34369→4.261-9.95stop_loss
06-24 09:22ATOMBuy1.70103→1.66855-9.97stop_loss
06-24 05:43LTCBuy42.0985→42.0645-0.85timeout
06-24 03:50ADABuy0.151118→0.152232+3.20timeout
06-23 21:44LTCBuy42.1425→41.9585-2.61timeout
06-23 18:51BNBBuy573.573→573.357-0.54timeout
06-23 14:10ARBBuy0.0776994→0.08016+15.37take_profit
06-23 08:24INJBuy4.63116→4.53879-10.37stop_loss
06-23 06:20AVAXBuy6.26377→6.14249-10.12stop_loss
06-23 04:33ADABuy0.15823→0.15882+1.44timeout
06-22 23:45BNBBuy593.808→589.952-3.67timeout
06-22 07:02NEARBuy2.13883→2.15246+2.74timeout
06-22 06:49SUIBuy0.702876→0.704994+1.03timeout
06-22 06:05BTCBuy63440.2→64155.8+5.19timeout
06-21 22:03BTCBuy64199.2→63812.8-3.46timeout
06-21 14:01BTCBuy64185.2→64105.8-1.05timeout
06-21 10:29ETHBuy1739.27→1733.53-2.10timeout
06-21 02:27ETHBuy1729.27→1735.73+1.40timeout
06-20 21:03OPBuy0.101245→0.101775+2.23timeout
06-20 19:02ATOMBuy1.78045→1.79095+2.50timeout
06-20 08:34INJBuy5.09327→5.07803-1.98timeout
06-19 12:46INJBuy5.08007→4.98196-10.10stop_loss
06-18 15:53ATOMBuy1.82076→1.78446-10.33stop_loss
06-18 11:48APTBuy0.657064→0.644416-10.09stop_loss
06-18 11:08SUIBuy0.738325→0.749992+7.41timeout
06-18 10:12BTCBuy63851.2→63997.8+0.67timeout
06-18 04:39NEARBuy2.21465→2.17197-10.09stop_loss
06-18 04:10LINKBuy8.11623→7.96202-9.95stop_loss
06-17 02:17NEARBuy2.33578→2.34511+1.54timeout
06-16 14:31OPBuy0.107677→0.105451-10.74stop_loss
06-16 10:01BTCBuy66146.3→66473.7+2.02timeout
06-16 01:55BTCBuy66626.3→66313.7-2.79timeout
06-14 21:33ADABuy0.166442→0.171747+15.47take_profit
06-14 16:56ARBBuy0.0832608→0.0818495-8.88timeout
06-14 13:17XRPBuy1.14449→1.13792-3.27timeout
06-12 14:23ETHBuy1673.77→1662.73-3.75timeout
06-11 19:54BTCBuy63182.2→63648.8+3.21timeout
06-11 18:01OPBuy0.0935234→0.0965459+15.69take_profit
06-11 03:55LINKBuy7.50808→7.74526+15.37take_profit
06-11 01:30SUIBuy0.716909→0.739515+15.31take_profit
06-10 19:40BTCBuy62174.1→61985.9-1.98timeout
06-09 07:52INJBuy5.52368→5.64489+10.53timeout
06-09 01:55ETHBuy1684.17→1667.53-5.28timeout
06-07 22:14ETHBuy1632.06→1684.03+15.47take_profit
06-07 10:03APTBuy0.672868→0.671932-1.13timeout
06-07 01:29XRPBuy1.07957→1.11372+15.38take_profit
06-06 16:43LTCBuy42.3936→42.0715-4.25timeout
06-06 12:28ATOMBuy1.6173→1.6166-0.59timeout
06-06 08:28SUIBuy0.686702→0.708453+15.37take_profit
06-06 05:22AVAXBuy6.24566→6.44589+15.59take_profit
06-06 02:55INJBuy5.1936→5.09048-10.32stop_loss
06-05 14:06ARBBuy0.0817604→0.0801898-10.04stop_loss
06-05 13:53SOLBuy66.1759→64.9268-9.84stop_loss
06-05 13:52ETHBuy1663.17→1631.82-9.87stop_loss
06-03 19:55ETHBuy1830.98→1796.72-9.80stop_loss
06-03 10:57BTCBuy66415.3→67244.6+5.76timeout
06-03 10:43ETHBuy1841.98→1883.51+10.80timeout
06-03 07:41BTCBuy66598.3→67146.6+3.63timeout
06-03 07:16XRPBuy1.2086→1.24669+15.29take_profit
06-03 05:07XRPBuy1.2069→1.22759+8.14timeout
06-03 03:39ETHBuy1862.19→1827.3-9.81stop_loss
06-03 02:36ATOMBuy1.80845→1.84194+8.85timeout
06-02 22:52APTBuy0.83881→0.822783-10.00stop_loss
06-02 19:33SOLBuy76.1824→74.7444-9.87stop_loss
06-02 14:39INJBuy7.12038→6.97876-10.41stop_loss
06-02 14:27ADABuy0.223186→0.218736-10.41stop_loss
06-02 14:22APTBuy0.904626→0.887334-9.97stop_loss
06-02 13:55ARBBuy0.0985446→0.0979655-3.35timeout
06-02 00:29NEARBuy2.64934→2.60365-9.09stop_loss
06-01 02:57ATOMBuy1.94121→1.96509+5.68timeout
05-31 23:03APTBuy0.91877→0.948737+15.82take_profit
05-29 12:05NEARBuy2.50387→2.46114-8.97stop_loss
05-29 08:48ATOMBuy2.05669→2.02091-9.10stop_loss
05-28 23:27OPBuy0.117561→0.11865+4.21timeout
05-28 16:02BNBBuy633.552→634.128-0.03timeout
05-28 14:51ETHBuy1988.5→1988.2-0.53timeout
05-28 13:25APTBuy0.938565→0.922491-9.01stop_loss
05-28 12:06LINKBuy8.83669→8.86482+1.21timeout
05-28 11:55DOGEBuy0.0975966→0.0980685+1.99timeout
05-28 10:51APTBuy0.910772→0.923731+6.76timeout
05-28 09:48XRPBuy1.28368→1.29292+3.16timeout
05-28 07:08INJBuy5.37026→5.56189+17.46take_profit
05-28 04:02BNBBuy646.358→635.296-8.99stop_loss
05-28 03:18SOLBuy82.3936→80.9526-9.19stop_loss
05-28 03:18ARBBuy0.106463→0.104648-8.95stop_loss
05-28 03:18ETHBuy2026.5→1991.39-9.10stop_loss
05-28 03:18SUIBuy0.957701→0.940705-9.34stop_loss
05-27 16:53AVAXBuy9.14711→9.2147+3.21timeout
05-27 13:35OPBuy0.128458→0.126265-8.99stop_loss

Paper vs Live

Paper (trades.jsonl)
125
closed
46%
win rate
-74.07
total pnl ($)
-12.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH1625%-49.2-39.27
BTC1573%+55.1+41.25
APT1136%-28.6-15.55
XRP862%+71.8+28.80
INJ825%-63.3-25.15
ATOM838%-53.1-20.92
OP757%-5.8-1.98
LTC617%-42.7-12.73
NEAR650%-27.7-8.25
AVAX650%-19.1-5.73
ARB633%-21.6-6.39
SUI667%+69.5+20.75
DOGE560%-30.6-7.55
BNB520%-47.2-11.64
ADA580%+43.5+10.92
SOL425%-136.9-27.27
LINK367%+43.6+6.63

Recent bounces (last 20 of 8)

timesymsidereason
06-26 08:24ETHBuystale_intent
06-26 03:31BTCBuybelow_min_notional_skip
06-26 00:12ETHBuybelow_min_notional_skip
06-25 15:15AVAXBuybelow_min_notional_skip
06-25 05:15ATOMBuybelow_min_notional_skip
06-24 19:22BTCBuybelow_min_notional_skip
06-24 14:34APTBuystale_intent
06-24 12:33INJBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems