perp_perp_basis_convergence_fear_volume_gate_v2

77

closed trades

32%

win rate

-428.31

total pnl ($)

0.262

weight

7d window — n=19 wr=26% pnl=-150.36 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-02 00:22:13 (26.0d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485389_11027

n: 15 · wr: 33.3% · total_bps: -1576.4 · mean_bps: -105.09 · sharpe: -0.60 · max_dd_bps: -1576.4

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

time	sym	side	entry→exit	pnl	close
06-27 19:41	ETH	Buy	1578.86→1576.54	-1.16	timeout
06-27 00:51	ETH	Buy	1565.76→1575.64	+2.80	timeout
06-26 18:47	ETH	Buy	1561.86→1573.94	+3.31	timeout
06-26 13:19	ETH	Buy	1578.46→1521.99	-18.32	stop_loss
06-25 18:19	ETH	Buy	1573.06→1573.34	-0.36	timeout
06-25 13:52	ETH	Buy	1620.86→1562.96	-18.25	stop_loss
06-25 13:48	ETH	Buy	1635.46→1577.05	-18.30	stop_loss
06-25 13:43	ETH	Buy	1652.37→1593.34	-18.28	stop_loss
06-24 15:47	ETH	Buy	1677.87→1617.93	-18.31	stop_loss
06-24 14:21	ETH	Buy	1663.77→1642.84	-6.75	timeout
06-24 08:11	ETH	Buy	1681.67→1669.83	-4.04	timeout
06-23 08:15	ETH	Buy	1726.57→1664.7	-18.32	stop_loss
06-23 06:29	ETH	Buy	1736.07→1686.33	-14.69	timeout
06-23 06:18	ETH	Buy	1763.58→1700.58	-18.26	stop_loss
06-22 22:34	ETH	Buy	1713.37→1723.23	+2.45	timeout
06-22 08:29	ETH	Buy	1728.97→1746.13	+4.36	timeout
06-21 21:26	ETH	Buy	1734.07→1712.23	-6.73	timeout
06-21 14:51	ETH	Buy	1735.17→1723.73	-3.73	timeout
06-21 05:24	ETH	Buy	1724.47→1733.83	+2.23	timeout
06-20 12:47	ETH	Buy	1679.37→1725.13	+13.06	timeout
06-20 06:43	ETH	Buy	1699.37→1726.23	+7.38	timeout
06-20 01:35	ETH	Buy	1707.37→1710.23	+0.33	timeout
06-19 19:18	ETH	Buy	1686.07→1701.03	+3.93	timeout
06-18 17:27	ETH	Buy	1732.67→1670.8	-18.24	stop_loss
06-18 17:23	ETH	Buy	1739.47→1677.29	-18.31	stop_loss
06-18 15:53	ETH	Buy	1749.17→1686.69	-18.29	stop_loss
06-18 15:44	ETH	Buy	1758.98→1696.18	-18.25	stop_loss
06-18 13:48	ETH	Buy	1767.78→1734.43	-9.88	timeout
06-18 07:53	ETH	Buy	1782.78→1749.83	-9.84	timeout
06-17 19:50	ETH	Buy	1793.18→1729.06	-18.33	stop_loss
06-17 19:37	ETH	Buy	1798.38→1744.13	-15.54	timeout
06-17 12:24	ETH	Buy	1807.88→1743.35	-18.30	stop_loss
06-17 07:14	ETH	Buy	1769.98→1791.32	+5.69	timeout
06-17 00:42	ETH	Buy	1800.18→1796.82	-1.52	timeout
06-16 03:20	ETH	Buy	1829.98→1764.34	-18.37	stop_loss
06-15 13:24	ETH	Buy	1719.07→1822.02	+29.48	take_profit
06-15 12:22	ETH	Buy	1673.57→1760.02	+25.32	timeout
06-15 06:09	ETH	Buy	1680.77→1721.73	+11.70	timeout
06-14 23:28	ETH	Buy	1680.07→1724.83	+12.88	timeout
06-14 17:13	ETH	Buy	1674.57→1664.03	-3.72	timeout
06-14 11:08	ETH	Buy	1674.87→1672.93	-1.06	timeout
06-14 04:49	ETH	Buy	1667.07→1677.03	+2.51	timeout
06-13 22:24	ETH	Buy	1665.17→1682.33	+4.70	timeout
06-13 09:50	ETH	Buy	1683.27→1672.73	-3.73	timeout
06-13 03:40	ETH	Buy	1670.97→1664.43	-2.43	timeout
06-12 20:19	ETH	Buy	1678.77→1664.33	-4.71	timeout
06-12 13:57	ETH	Buy	1653.37→1655.53	+0.18	timeout
06-11 14:51	ETH	Buy	1644.36→1653.03	+2.12	timeout
06-10 19:46	ETH	Buy	1649.96→1628.34	-6.90	timeout
06-09 16:39	ETH	Buy	1671.87→1611.13	-18.59	stop_loss
06-09 16:20	ETH	Buy	1680.17→1620.13	-18.27	stop_loss
06-09 16:09	ETH	Buy	1683.77→1623.63	-18.22	stop_loss
06-09 12:25	ETH	Buy	1676.57→1677.03	-0.22	timeout
06-09 05:35	ETH	Buy	1650.16→1692.63	+12.51	timeout
06-08 22:55	ETH	Buy	1675.97→1699.53	+6.73	timeout
06-07 22:14	ETH	Buy	1603.16→1699.83	+29.81	take_profit
06-07 16:22	ETH	Buy	1555.06→1628.24	+23.24	timeout
06-07 09:15	ETH	Buy	1553.06→1646.04	+29.52	take_profit
06-06 04:33	ETH	Buy	1576.26→1519.99	-18.28	stop_loss
06-06 04:09	ETH	Buy	1600.26→1543.07	-18.25	stop_loss
06-05 15:01	ETH	Buy	1646.96→1588.15	-18.27	stop_loss
06-05 13:57	ETH	Buy	1675.17→1615.13	-18.37	stop_loss
06-05 05:47	ETH	Buy	1749.67→1686.99	-18.29	stop_loss
06-05 05:37	ETH	Buy	1774.28→1710.97	-18.25	stop_loss
06-04 21:00	ETH	Buy	1776.98→1773.72	-1.38	timeout
06-04 10:48	ETH	Buy	1803.58→1739.16	-18.29	stop_loss
06-03 20:55	ETH	Buy	1839.28→1773.64	-18.27	stop_loss
06-03 20:45	ETH	Buy	1854.49→1788.23	-18.29	stop_loss
06-03 19:55	ETH	Buy	1861.89→1794.22	-18.61	stop_loss
06-02 23:25	ETH	Buy	1911.29→1842.29	-18.50	stop_loss
06-02 15:26	ETH	Buy	1976.1→1905.56	-18.30	stop_loss
06-02 15:20	ETH	Buy	1984.1→1912.75	-18.44	stop_loss
06-01 16:08	ETH	Buy	2010.3→1964.7	-11.90	timeout
06-01 07:51	ETH	Buy	2024→1978	-11.96	timeout
05-30 14:51	ETH	Buy	1999.1→2025.2	+5.96	timeout
05-30 07:48	ETH	Buy	2004.6→2013.3	+1.60	timeout
05-29 14:38	ETH	Buy	1987.3→1988.8	-0.22	timeout

Paper (trades.jsonl)

77

closed

32%

win rate

-428.31

total pnl ($)

-111.2 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
ETH	77	32%	-111.2	-428.31

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 77 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)