perp_perp_basis_convergence_dvol_gate

not live
3
closed trades
0%
win rate
-30.01
total pnl ($)
1.211
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-04 09:36:54 (18.7d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: x3485389_76009
n: 15  ·  wr: 26.7%  ·  total_bps: -2058.0  ·  mean_bps: -137.20  ·  sharpe: -0.96  ·  max_dd_bps: -2058.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 3 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-02 15:20ETHBuy1998.8→1917.45-20.81stop_loss
06-02 10:03ETHBuy1986.3→1973.8-3.63timeout
06-02 02:26ETHBuy2004.3→1983.9-5.56timeout

Paper vs Live

Paper (trades.jsonl)
3
closed
0%
win rate
-30.01
total pnl ($)
-199.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH30%-199.6-30.01

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems