perp_perp_basis_divergence_short_v3

42

closed trades

60%

win rate

+181.96

total pnl ($)

1.588

weight

7d window — n=16 wr=56% pnl=+57.53 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 20:39:49 (18.0d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: x3485389_89159

n: 29 · wr: 75.9% · total_bps: +3029.3 · mean_bps: +104.46 · sharpe: +0.65 · max_dd_bps: -675.8

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

time	sym	side	entry→exit	pnl	close
06-21 20:35	ETH	Sell	1725.93→1727.87	-1.01	timeout
06-21 14:29	ETH	Sell	1712.03→1722.07	-3.40	timeout
06-21 08:19	ETH	Sell	1725.43→1729.97	-1.85	timeout
06-20 21:01	ETH	Sell	1707.53→1730.57	-7.16	timeout
06-20 13:14	ETH	Sell	1693.53→1724.67	-9.54	timeout
06-20 07:12	ETH	Sell	1696.53→1724.77	-8.69	timeout
06-20 01:07	ETH	Sell	1717.73→1707.87	+2.47	timeout
06-19 19:06	ETH	Sell	1683.83→1703.37	-6.18	timeout
06-19 07:05	ETH	Sell	1734.93→1697.87	+10.21	timeout
06-18 17:24	ETH	Sell	1749.13→1672.47	+21.45	take_profit
06-18 15:57	ETH	Sell	1757.22→1680.17	+21.47	take_profit
06-18 15:46	ETH	Sell	1770.62→1692.87	+21.50	take_profit
06-18 13:04	ETH	Sell	1757.22→1748.27	+2.14	timeout
06-18 07:04	ETH	Sell	1788.82→1735.27	+14.46	timeout
06-17 18:47	ETH	Sell	1797.22→1778.48	+4.87	timeout
06-17 12:48	ETH	Sell	1817.02→1754.98	+16.60	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
06-10 13:23	ETH	Sell	1667.13→1636.36	+8.73	timeout
06-07 08:46	ETH	Sell	1568.84→1632.88	-20.80	stop_loss
06-06 04:34	ETH	Sell	1583.34→1513.75	+21.51	take_profit
06-06 04:27	ETH	Sell	1601.14→1530.75	+21.44	take_profit
06-05 02:27	ETH	Sell	1769.22→1738.67	+8.03	timeout
06-03 03:38	ETH	Sell	1915.81→1831.78	+21.47	take_profit
06-02 15:31	ETH	Sell	1980.6→1893.79	+21.47	take_profit
06-02 15:26	ETH	Sell	1999.1→1911.49	+21.46	take_profit
06-02 15:26	ETH	Sell	2000.2→1912.49	+21.47	take_profit
06-02 14:03	ETH	Sell	1974.8→1970.3	+0.68	timeout
06-02 06:00	ETH	Sell	1994.1→1984.5	+1.98	timeout
06-01 22:53	ETH	Sell	2012→2003.2	+1.76	timeout
06-01 13:43	ETH	Sell	2021.2→1977.8	+10.44	timeout
06-01 05:47	ETH	Sell	2029→1996.5	+7.71	timeout
05-31 23:50	ETH	Sell	2021.2→2006.3	+3.31	timeout
05-31 21:14	ETH	Sell	2028.6→2006.4	+5.07	timeout
05-31 09:48	ETH	Sell	2015→2026.8	-3.31	timeout
05-30 23:55	ETH	Sell	2013.6→2021.3	-2.38	timeout
05-30 13:14	ETH	Sell	1993.8→2020.1	-6.95	timeout
05-30 06:44	ETH	Sell	2014.2→2018.5	-1.40	timeout
05-30 01:30	ETH	Sell	2006.6→2019.8	-3.63	timeout
05-29 19:37	ETH	Sell	2019→2017.9	-0.18	timeout
05-29 12:38	ETH	Sell	1989.8→2000	-2.96	timeout
05-29 06:36	ETH	Sell	1973.7→2014	-10.60	timeout

Paper (trades.jsonl)

42

closed

60%

win rate

+181.96

total pnl ($)

+86.2 bps

avg bps net

Live (dry_run=0)

4

closed

100%

win rate

+19.11

total pnl ($)

+193.9 bps

avg bps net

Live: 4 trades (insufficient sample, <5)

symbol	n	wr	net bps	total pnl ($)
ETH	42	60%	+86.2	+181.96

time	sym	side	reason
06-21 16:01	ETH	Sell	below_min_notional_skip
06-21 10:07	ETH	Sell	stale_intent
06-21 03:50	ETH	Sell	stale_intent
06-20 14:43	ETH	Sell	below_min_notional_skip
06-19 07:13	ETH	Sell	below_min_notional_skip
06-19 01:11	ETH	Sell	below_min_notional_skip
06-18 19:09	ETH	Sell	below_min_notional_skip
06-18 13:16	ETH	Sell	below_min_notional_skip

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 42 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 8)

Postmortem feed (last 10)