perp_perp_basis_dislocation_fade · strategy

153

closed trades

34%

win rate

-101.57

total pnl ($)

0.704

weight

7d window — n=42 wr=33% pnl=-40.48 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-21 22:07:48 (31.3d ago) · src: canon

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

n: 51 · wr: 25.5% · total_bps: -441.4 · mean_bps: -8.66 · sharpe: -0.31 · max_dd_bps: -532.5

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

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-22 02:21	BTC	Buy	64050.2→64521.8	+3.23	timeout
06-21 21:49	BTC	Buy	63706.2→63868.8	+0.83	timeout
06-21 17:52	BTC	Buy	64158.2→64146.8	-0.54	timeout
06-21 13:44	BTC	Buy	64034.2→64007.8	-0.66	timeout
06-21 09:43	BTC	Buy	63907.2→64088.8	+0.97	timeout
06-21 08:21	BTC	Sell	64208.8→64039.2	+0.87	timeout
06-21 04:14	BTC	Sell	64267.8→64377.2	-1.30	timeout
06-20 23:51	BTC	Sell	64268.8→64265.2	-0.42	timeout
06-20 20:13	BTC	Buy	63870.2→63947.8	+0.16	timeout
06-20 15:58	BTC	Buy	63947.2→64097.8	+0.73	timeout
06-20 14:46	BTC	Sell	63213.8→63821.1	-5.25	stop_loss
06-20 11:02	BTC	Sell	63695.8→63677.2	-0.30	timeout
06-20 06:52	BTC	Sell	63606.8→63728.2	-1.40	timeout
06-20 02:41	BTC	Sell	63539.8→63377.2	+0.83	timeout
06-19 22:24	BTC	Sell	63203.8→63267.2	-0.95	timeout
06-19 17:57	BTC	Sell	62965.9→63189.2	-2.22	timeout
06-19 13:34	BTC	Sell	62445.9→62776.1	-3.10	timeout
06-19 09:02	BTC	Sell	62583.9→62590.1	-0.51	timeout
06-19 06:09	BTC	Sell	62637.9→62802.1	-1.76	timeout
06-19 01:44	BTC	Sell	63023.8→62892.1	+0.59	timeout
06-18 21:37	BTC	Sell	63096.8→62953.1	+0.69	timeout
06-18 18:02	BTC	Sell	62546.9→62615.1	-1.01	timeout
06-18 15:18	BTC	Buy	63762.2→63150.2	-5.24	stop_loss
06-18 11:41	BTC	Buy	64027.2→63906.8	-1.39	timeout
06-18 07:19	BTC	Buy	63845.2→64127.8	+1.76	timeout
06-18 03:09	BTC	Buy	64556.2→64523.8	-0.70	timeout
06-18 00:00	BTC	Sell	64260.8→64482.2	-2.17	timeout
06-17 20:21	BTC	Sell	64747.8→64284.2	+3.13	timeout
06-17 15:50	BTC	Sell	65207.7→65836.2	-5.27	stop_loss
06-17 12:09	BTC	Sell	64663.8→64849.2	-1.88	timeout
06-17 08:18	BTC	Sell	65621.7→65264.3	+2.28	timeout
06-17 04:11	BTC	Sell	65795.7→65865.3	-0.98	timeout
06-17 00:04	BTC	Sell	65775.7→65682.3	+0.26	timeout
06-16 19:54	BTC	Sell	65858.7→65566.3	+1.77	timeout
06-16 19:00	BTC	Buy	65948.3→65782.7	-1.71	timeout
06-16 14:23	BTC	Buy	66115.3→65475	-5.29	stop_loss
06-16 11:16	BTC	Sell	66573.7→66543.3	-0.22	timeout
06-16 07:15	BTC	Sell	66126.7→66322.3	-1.93	timeout
06-16 02:28	BTC	Buy	66354.3→65708.8	-5.31	stop_loss
06-15 21:18	BTC	Sell	66500.7→66488.3	-0.36	timeout
06-15 17:02	BTC	Sell	67140.6→67039.4	+0.31	timeout
06-15 12:50	BTC	Sell	66155.7→66554.3	-3.46	timeout
06-15 08:38	BTC	Sell	65724.7→65707.3	-0.32	timeout
06-15 04:35	BTC	Sell	65705.7→65683.3	-0.28	timeout
06-15 00:36	BTC	Sell	65619.7→65574.3	-0.10	timeout
06-14 20:21	BTC	Sell	63788.8→63884.2	-1.20	timeout
06-14 16:21	BTC	Sell	64013.8→64081.2	-0.97	timeout
06-14 12:13	BTC	Sell	64520.8→64486.2	-0.18	timeout
06-14 08:10	BTC	Sell	64208.8→64443.2	-2.27	timeout
06-14 04:02	BTC	Sell	64467.8→64513.2	-0.80	timeout
06-13 23:54	BTC	Sell	64432.8→64393.2	-0.14	timeout
06-13 19:41	BTC	Sell	64246.8→64268.2	-0.62	timeout
06-13 15:33	BTC	Sell	64136.8→64284.2	-1.60	timeout
06-13 11:28	BTC	Sell	63750.8→63952.2	-2.03	timeout
06-13 07:25	BTC	Sell	63565.8→63711.2	-1.59	timeout
06-13 03:28	BTC	Sell	63699.8→63453.2	+1.49	timeout
06-12 23:19	BTC	Sell	63508.8→63430.2	+0.17	timeout
06-12 19:22	BTC	Sell	63675.8→63675.2	-0.44	timeout
06-12 18:01	BTC	Buy	63965.2→63865.8	-1.23	timeout
06-12 13:50	BTC	Buy	63471.2→63193.8	-2.64	timeout
06-12 09:44	BTC	Buy	63358.2→63855.8	+3.47	timeout
06-12 06:04	BTC	Buy	63623.2→63363.8	-2.49	timeout
06-12 01:58	BTC	Buy	63625.2→63385.8	-2.34	timeout
06-11 21:53	BTC	Buy	63349.2→63521.8	+0.91	timeout
06-11 17:49	BTC	Buy	62614.1→63405.8	+5.87	timeout
06-11 13:44	BTC	Buy	62754.1→62900.9	+0.71	timeout
06-11 09:40	BTC	Buy	62929.1→62891.9	-0.75	timeout
06-11 05:40	BTC	Buy	62641.1→62597.9	-0.80	timeout
06-11 01:26	BTC	Sell	61844.9→62143.1	-2.86	timeout
06-10 21:23	BTC	Sell	61895.9→61612.1	+1.84	timeout
06-10 17:16	BTC	Sell	62388.9→62123.1	+1.68	timeout
06-10 15:22	BTC	Buy	61897.1→62237.9	+2.30	timeout
06-10 12:30	BTC	Sell	61004.9→61592.9	-5.27	stop_loss
06-10 08:50	BTC	Sell	61674.9→61211.1	+3.30	timeout
06-09 20:03	BTC	Sell	61759.9→62023.1	-2.58	timeout
06-09 16:00	BTC	Sell	61462.9→61140.1	+2.18	timeout
06-09 11:56	BTC	Sell	62774.9→62557.1	+1.28	timeout
06-09 07:54	BTC	Sell	63231.8→63178.2	-0.02	timeout
06-09 03:52	BTC	Sell	62653.9→62725.1	-1.02	timeout
06-08 23:48	BTC	Sell	63213.8→62989.1	+1.33	timeout
06-08 19:42	BTC	Sell	63495.8→63473.2	-0.27	timeout
06-08 15:39	BTC	Sell	63875.8→63804.2	+0.11	timeout
06-08 11:30	BTC	Sell	63140.8→63603.2	-4.11	timeout
06-08 07:28	BTC	Sell	63011.8→63221.2	-2.11	timeout
06-08 03:28	BTC	Sell	63109.8→63225.2	-1.36	timeout
06-07 23:23	BTC	Sell	63018.8→62887.1	+0.60	timeout
06-07 19:52	BTC	Sell	62065.9→61344.1	+5.36	timeout
06-07 15:43	BTC	Sell	61928.9→62098.1	-1.81	timeout
06-07 11:26	BTC	Sell	62504.9→62526.1	-0.62	timeout
06-07 06:36	BTC	Sell	61652.9→62247.2	-5.27	stop_loss
06-07 03:08	BTC	Sell	61503.9→61465.1	-0.13	timeout
06-06 23:03	BTC	Sell	60642→60683	-0.79	timeout
06-06 19:03	BTC	Sell	60542→60559	-0.59	timeout
06-06 14:00	BTC	Sell	60964→60772	+1.12	timeout
06-06 09:57	BTC	Sell	61321.9→60976	+2.37	timeout
06-06 05:22	BTC	Sell	60202→60782.4	-5.27	stop_loss
06-06 01:53	BTC	Sell	61220.9→61054.1	+0.91	timeout
06-05 21:52	BTC	Sell	61517.9→61817.1	-2.88	timeout
06-05 17:51	BTC	Sell	61250.9→60748	+3.66	timeout
06-05 13:50	BTC	Sell	61890.9→61254.1	+4.70	timeout

Paper vs Live

Paper (trades.jsonl)

153

closed

34%

win rate

-101.57

total pnl ($)

-13.3 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	153	34%	-13.4	-101.57

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…