orderflow_cross_asset_basis_rank_regime_wide

not live
243
closed trades
37%
win rate
-830.07
total pnl ($)
0.250
weight
7d window — n=52 wr=37% pnl=-198.80  ·  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: 147  ·  wr: 36.1%  ·  total_bps: -6703.9  ·  mean_bps: -45.60  ·  sharpe: -0.36  ·  max_dd_bps: -7157.6
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 10:24XRPBuy1.06557→1.05874-5.44timeout
06-27 09:15ADABuy0.149497→0.14664-15.07stop_loss
06-27 06:00SOLBuy71.9768→71.7802-2.66timeout
06-27 04:00ADABuy0.148577→0.148083-3.23timeout
06-26 21:56XRPBuy1.03336→1.04294+6.25timeout
06-26 20:43BTCBuy58956.9→59613+7.62timeout
06-26 15:39ADABuy0.143586→0.148113+22.94take_profit
06-26 10:39ETHBuy1573.46→1543.97-14.72stop_loss
06-26 07:39XRPBuy1.01905→1.05134+23.03take_profit
06-26 03:56SOLBuy66.1009→68.2198+23.36take_profit
06-26 02:12ADABuy0.143306→0.140565-14.97stop_loss
06-25 13:45DOGEBuy0.076022→0.074564-15.05stop_loss
06-25 13:42BTCBuy61368.1→60225.9-14.62stop_loss
06-25 13:41SOLBuy68.2612→66.9704-14.86stop_loss
06-25 13:40ETHBuy1635.16→1604.54-14.71stop_loss
06-25 11:06XRPBuy1.08777→1.067-15.01stop_loss
06-25 10:14ADABuy0.147247→0.148833+7.42timeout
06-25 00:52XRPBuy1.05626→1.07493+12.66timeout
06-24 21:37ADABuy0.141625→0.146123+23.22take_profit
06-24 16:51ETHBuy1633.16→1602.64-14.69stop_loss
06-24 15:45SOLBuy68.8413→67.5461-14.79stop_loss
06-24 15:37BTCBuy61759.1→60608.6-14.64stop_loss
06-24 15:33DOGEBuy0.0768532→0.0753255-15.58stop_loss
06-24 13:48ADABuy0.147307→0.144452-15.20stop_loss
06-24 13:23ETHBuy1673.07→1641.71-14.74stop_loss
06-24 07:16BTCBuy62537.1→62754.9+1.91timeout
06-23 21:31BTCBuy62219.1→62530.9+3.09timeout
06-23 21:31XRPBuy1.10108→1.10472+1.81timeout
06-23 16:22ETHBuy1652.77→1662.13+3.56timeout
06-23 16:13SOLBuy69.0104→69.1816+1.28timeout
06-23 06:18ADABuy0.15913→0.156093-14.97stop_loss
06-23 04:33ADABuy0.15915→0.15893-1.66timeout
06-23 01:50DOGEBuy0.0827937→0.0811091-15.91stop_loss
06-22 19:34XRPBuy1.14539→1.13282-8.85timeout
06-22 17:27DOGEBuy0.0835849→0.0830912-5.11timeout
06-22 15:49ADABuy0.16166→0.158591-14.91stop_loss
06-22 13:16ADABuy0.15976→0.16142+7.07timeout
06-22 06:02DOGEBuy0.0829507→0.0832652+2.15timeout
06-21 21:09XRPBuy1.14499→1.12246-15.44stop_loss
06-21 21:09ETHBuy1735.27→1702.78-14.72stop_loss
06-21 21:09ADABuy0.162281→0.159151-15.14stop_loss
06-21 19:20BTCBuy64200.2→64168.8-1.02timeout
06-21 15:06SOLBuy73.278→74.1439+8.11timeout
06-21 14:13ETHBuy1733.17→1721.63-5.65timeout
06-21 12:53ADABuy0.16094→0.16086-1.04timeout
06-21 08:50BTCBuy64281.2→63898.8-5.20timeout
06-21 06:25SOLBuy73.62→73.155-5.42timeout
06-21 05:15ADABuy0.163021→0.15989-15.07stop_loss
06-20 23:04ETHBuy1735.07→1742.83+2.62timeout
06-20 22:58XRPBuy1.14579→1.15191+3.27timeout
06-20 18:25SOLBuy71.5757→71.7052+0.61timeout
06-20 15:32XRPBuy1.14859→1.14871-0.65timeout
06-20 14:08DOGEBuy0.08422→0.08262-14.95stop_loss
06-20 14:07ADABuy0.163101→0.16-14.92stop_loss
06-20 08:41XRPBuy1.13968→1.14591+3.45timeout
06-20 03:53SOLBuy69.0194→69.9955+9.88timeout
06-19 15:45BTCBuy62508.1→63246.8+8.24timeout
06-19 08:19BTCBuy62865.1→62592.9-3.86timeout
06-19 07:37ADABuy0.162101→0.159021-14.90stop_loss
06-19 06:05SOLBuy69.4224→68.7797-7.67timeout
06-18 23:41BTCBuy62756.1→62899.9+1.08timeout
06-18 15:36SOLBuy70.8956→69.5638-14.80stop_loss
06-18 15:19ADABuy0.165431→0.162238-15.15stop_loss
06-18 15:18XRPBuy1.17029→1.14764-15.18stop_loss
06-18 14:50DOGEBuy0.0845851→0.083974-6.04timeout
06-18 05:38ADABuy0.166872→0.163697-14.81stop_loss
06-18 05:08DOGEBuy0.0854964→0.0838711-14.89stop_loss
06-17 21:46SOLBuy72.6709→71.5323-12.45timeout
06-17 19:50BTCBuy65240.3→64026.8-14.63stop_loss
06-17 18:08ETHBuy1769.08→1761.02-4.15timeout
06-17 16:54XRPBuy1.1966→1.2116+8.75timeout
06-17 09:22ADABuy0.171213→0.168708-11.69timeout
06-17 08:31SOLBuy73.8361→72.4479-14.73stop_loss
06-16 14:32BTCBuy66583.3→65340-14.69stop_loss
06-16 14:23DOGEBuy0.0883871→0.0866899-15.07stop_loss
06-16 14:23ADABuy0.178425→0.175029-14.96stop_loss
06-16 14:16ADABuy0.179705→0.176218-15.23stop_loss
06-16 12:33ETHBuy1782.28→1839.02+23.17take_profit
06-16 11:49SOLBuy73.7701→74.3988+5.70timeout
06-16 06:47DOGEBuy0.087973→0.0875841-3.95timeout
06-16 04:55ETHBuy1790.48→1756.95-14.72stop_loss
06-15 22:31ADABuy0.180255→0.176787-15.10stop_loss
06-15 19:57ADABuy0.184686→0.185934+4.38timeout
06-15 19:19DOGEBuy0.0904496→0.0887294-14.84stop_loss
06-15 16:13SOLBuy73.415→75.7446+23.14take_profit
06-15 13:12ETHBuy1739.37→1794.82+23.22take_profit
06-15 12:36XRPBuy1.1995→1.23729+22.95take_profit
06-15 07:48ADABuy0.181595→0.180425-5.49timeout
06-15 06:02XRPBuy1.16999→1.1835+8.02timeout
06-15 05:33ETHBuy1704.37→1719.43+5.93timeout
06-14 21:48XRPBuy1.13408→1.17001+23.14take_profit
06-14 21:40DOGEBuy0.0859785→0.0886978+23.07take_profit
06-14 21:40SOLBuy67.8932→70.0495+23.16take_profit
06-14 21:24SOLBuy67.0161→69.1506+23.32take_profit
06-14 18:51BTCBuy64517.2→63768.8-9.42timeout
06-14 14:09SOLBuy68.4423→67.6419-9.37timeout
06-14 13:29ADABuy0.170363→0.167105-14.98stop_loss
06-14 10:32ADABuy0.172943→0.170477-11.25timeout
06-14 07:47SOLBuy68.8923→68.1568-8.67timeout
06-14 05:31XRPBuy1.14529→1.14491-0.86timeout

Paper vs Live

Paper (trades.jsonl)
243
closed
37%
win rate
-830.07
total pnl ($)
-45.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ADA5931%-71.5-315.39
XRP3941%-34.6-101.04
SOL3946%-7.7-22.38
BTC3738%-50.8-141.09
ETH3540%-57.2-150.49
DOGE3432%-39.0-99.69

Recent bounces (last 20 of 4)

timesymsidereason
06-27 15:20XRPBuycircuit_breaker
06-27 14:32SOLBuycircuit_breaker
06-27 10:22ADABuystale_intent
06-27 08:51DOGEBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems