orderbook_basis_compression_fear_eth_long

not live
3
closed trades
33%
win rate
-8.63
total pnl ($)
1.101
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 01:52:19 (33.3d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: alt
n: 62  ·  wr: 30.6%  ·  total_bps: -6925.6  ·  mean_bps: -111.70  ·  sharpe: -0.42  ·  max_dd_bps: -7947.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 3 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-15 07:45ETHBuy1659.67→1717.63+16.78timeout
06-09 02:38ETHBuy1696.17→1654.21-12.63stop_loss
06-05 13:56ETHBuy1662.27→1621.23-12.77stop_loss

Paper vs Live

Paper (trades.jsonl)
3
closed
33%
win rate
-8.63
total pnl ($)
-57.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH333%-57.3-8.63

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems