perp_perp_basis_divergence_btc_eth_short

47

closed trades

53%

win rate

+305.03

total pnl ($)

1.534

weight

7d window — n=12 wr=25% pnl=+44.29 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 19:59:56 (24.4d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: x3485389_93645

n: 24 · wr: 75.0% · total_bps: +2189.5 · mean_bps: +91.23 · sharpe: +0.57 · max_dd_bps: -710.1

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

time	sym	side	entry→exit	pnl	close
06-27 19:39	ETH	Sell	1577.54→1576.36	-0.09	timeout
06-27 07:50	ETH	Sell	1579.64→1583.86	-1.88	timeout
06-23 08:17	ETH	Sell	1723.33→1646.86	+21.67	take_profit
06-23 08:15	ETH	Sell	1743.43→1666.97	+21.37	take_profit
06-23 08:15	ETH	Sell	1749.03→1672.37	+21.31	take_profit
06-23 04:09	ETH	Sell	1731.73→1730.27	-0.01	timeout
06-22 22:11	ETH	Sell	1713.23→1733.97	-6.53	timeout
06-22 16:07	ETH	Sell	1727.93→1736.57	-3.03	timeout
06-22 09:46	ETH	Sell	1730.53→1746.17	-4.82	timeout
06-22 03:35	ETH	Sell	1737.03→1737.37	-0.49	timeout
06-21 20:42	ETH	Sell	1727.93→1726.47	-0.04	timeout
06-21 14:30	ETH	Sell	1712.33→1721.57	-3.17	timeout
06-20 21:51	ETH	Sell	1703.33→1737.47	-10.40	timeout
06-20 12:55	ETH	Sell	1690.93→1725.47	-10.55	timeout
06-20 06:44	ETH	Sell	1699.13→1726.67	-8.48	timeout
06-20 00:36	ETH	Sell	1715.33→1715.57	-0.43	timeout
06-19 18:36	ETH	Sell	1682.33→1702.87	-6.47	timeout
06-19 06:35	ETH	Sell	1732.03→1699.37	+8.96	timeout
06-18 17:24	ETH	Sell	1749.13→1672.47	+21.45	take_profit
06-18 17:23	ETH	Sell	1755.32→1678.27	+21.44	take_profit
06-18 15:53	ETH	Sell	1765.12→1687.67	+21.48	take_profit
06-18 12:33	ETH	Sell	1748.73→1750.07	-0.75	timeout
06-18 06:33	ETH	Sell	1788.42→1731.27	+15.46	timeout
06-17 22:32	ETH	Sell	1793.52→1743.17	+13.59	timeout
06-17 16:31	ETH	Sell	1775.02→1777.38	-0.98	timeout
06-17 10:32	ETH	Sell	1797.42→1772.58	+6.41	timeout
06-15 11:24	ETH	Sell	1689.43→1758.35	-20.81	stop_loss
06-13 05:22	ETH	Sell	1669.13→1663.87	+1.11	timeout
06-12 22:01	ETH	Sell	1677.53→1664.27	+3.46	timeout
06-11 14:52	ETH	Sell	1642.24→1653.67	-3.86	timeout
06-10 13:23	ETH	Sell	1667.13→1636.36	+8.73	timeout
06-06 04:38	ETH	Sell	1582.54→1513.15	+21.45	take_profit
06-06 04:27	ETH	Sell	1601.44→1530.35	+21.66	take_profit
06-05 05:47	ETH	Sell	1765.92→1688.47	+21.43	take_profit
06-05 04:04	ETH	Sell	1797.12→1718.37	+21.38	take_profit
06-04 02:02	ETH	Sell	1829.82→1749.37	+21.55	take_profit
06-03 03:43	ETH	Sell	1909.81→1825.38	+21.64	take_profit
06-02 15:31	ETH	Sell	1980.9→1893.39	+21.64	take_profit
06-02 15:20	ETH	Sell	2001.7→1913.89	+21.49	take_profit
06-02 15:20	ETH	Sell	2001.2→1913.49	+21.48	take_profit
06-02 12:17	ETH	Sell	1977.1→1977.1	-0.36	timeout
06-02 04:13	ETH	Sell	2002.2→1999.1	+0.35	timeout
06-01 20:25	ETH	Sell	2002.6→2004.5	-0.90	timeout
06-01 11:13	ETH	Sell	2020.5→1983.4	+8.88	timeout
05-31 15:24	ETH	Sell	2025→2013.9	+2.30	timeout
05-30 07:48	ETH	Sell	2004.7→2013.5	-2.53	timeout
05-29 14:41	ETH	Sell	1988.2→1987.3	-0.11	timeout

Paper (trades.jsonl)

47

closed

53%

win rate

+305.03

total pnl ($)

+129.6 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	47	53%	+129.6	+305.03

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 47 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)