perp_perp_basis_divergence_sol_btc_fear_short

83

closed trades

53%

win rate

+208.50

total pnl ($)

1.773

weight

7d window — n=20 wr=60% pnl=+92.21 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 22:20:35 (23.6d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: x3485389_15501

n: 23 · wr: 78.3% · total_bps: +3951.1 · mean_bps: +171.79 · sharpe: +0.75 · max_dd_bps: -311.3

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

time	sym	side	entry→exit	pnl	close
06-26 16:00	SOL	Sell	70.4864→73.3647	-20.81	stop_loss
06-26 15:39	SOL	Sell	69.1776→72.0038	-20.86	stop_loss
06-26 07:02	SOL	Sell	67.4479→70.2186	-20.95	stop_loss
06-26 00:48	SOL	Sell	67.6778→67.9212	-2.16	timeout
06-25 23:30	SOL	Sell	66.0051→68.7046	-20.88	stop_loss
06-25 13:59	SOL	Sell	68.1178→64.0496	+29.41	take_profit
06-25 13:51	SOL	Sell	69.3236→65.1688	+29.50	take_profit
06-24 20:49	SOL	Sell	65.2082→67.8721	-20.88	stop_loss
06-24 17:20	SOL	Sell	69.6546→65.4888	+29.45	take_profit
06-24 17:20	SOL	Sell	69.8465→65.6698	+29.44	take_profit
06-24 13:58	SOL	Sell	69.1546→68.9153	+1.32	timeout
06-24 07:44	SOL	Sell	70.0955→69.4934	+3.75	timeout
06-23 08:17	SOL	Sell	72.6861→68.3252	+29.39	take_profit
06-23 06:58	SOL	Sell	73.6919→70.3506	+21.99	timeout
06-23 06:21	SOL	Sell	74.3558→69.8745	+29.52	take_profit
06-23 00:46	SOL	Sell	73.234→71.8208	+8.82	timeout
06-22 18:58	SOL	Sell	74.1259→72.6989	+9.09	timeout
06-22 10:16	SOL	Sell	73.9679→73.8901	+0.19	timeout
06-22 03:35	SOL	Sell	73.604→73.8821	-2.30	timeout
06-21 10:24	SOL	Sell	71.4653→74.3853	-20.78	stop_loss
06-20 05:10	SOL	Sell	69.3126→72.1949	-21.23	stop_loss
06-20 05:10	SOL	Sell	69.3266→72.1949	-21.11	stop_loss
06-20 05:07	SOL	Sell	68.5887→71.4104	-20.98	stop_loss
06-20 02:29	SOL	Sell	69.4836→69.4964	-0.43	timeout
06-19 20:25	SOL	Sell	69.8005→68.8383	+6.37	timeout
06-19 14:33	SOL	Sell	71.0793→69.1584	+12.98	timeout
06-19 07:52	SOL	Sell	71.7682→68.3693	+23.38	timeout
06-19 01:47	SOL	Sell	72.1942→69.7865	+16.38	timeout
06-18 14:50	SOL	Sell	72.4071→71.0877	+8.57	timeout
06-18 08:37	SOL	Sell	72.5031→72.0148	+2.79	timeout
06-17 05:44	SOL	Sell	73.629→73.8611	-2.06	timeout
06-16 23:31	SOL	Sell	73.7389→73.7241	-0.35	timeout
06-16 15:55	SOL	Sell	75.0467→73.392	+10.72	timeout
06-15 13:20	SOL	Sell	71.3043→74.2172	-20.87	stop_loss
06-15 13:18	SOL	Sell	71.0893→74.0231	-21.08	stop_loss
06-15 00:14	SOL	Sell	68.9577→71.7746	-20.89	stop_loss
06-15 00:14	SOL	Sell	68.9127→71.7266	-20.99	stop_loss
06-14 23:47	SOL	Sell	68.1978→70.9861	-20.95	stop_loss
06-14 21:50	SOL	Sell	67.6958→70.4608	-20.93	stop_loss
06-14 19:49	SOL	Sell	68.3158→67.5421	+4.97	timeout
06-14 13:49	SOL	Sell	68.0768→67.6892	+2.25	timeout
06-14 07:48	SOL	Sell	67.2809→68.1432	-6.89	timeout
06-14 01:46	SOL	Sell	67.3519→68.8623	-11.96	timeout
06-13 12:01	SOL	Sell	66.79→67.8492	-8.45	timeout
06-13 05:49	SOL	Sell	66.711→66.66	-0.21	timeout
06-12 22:01	SOL	Sell	66.949→66.548	+2.41	timeout
06-12 13:45	SOL	Sell	65.5872→66.635	-8.29	timeout
06-12 07:42	SOL	Sell	64.8463→66.2749	-11.48	timeout
06-11 15:59	SOL	Sell	65.3902→65.5158	-1.26	timeout
06-11 08:17	SOL	Sell	64.2074→65.1808	-7.88	timeout
06-11 01:41	SOL	Sell	62.4026→64.9512	-20.87	stop_loss
06-10 14:27	SOL	Sell	64.9912→65.1018	-1.29	timeout
06-10 07:43	SOL	Sell	66.848→65.5428	+9.26	timeout
06-09 14:33	SOL	Sell	66.932→64.8377	+15.13	timeout
06-09 08:24	SOL	Sell	65.5952→66.575	-7.96	timeout
06-09 02:19	SOL	Sell	66.1461→65.6378	+3.09	timeout
06-07 22:14	SOL	Sell	64.7913→67.4678	-21.45	stop_loss
06-07 22:14	SOL	Sell	64.3094→66.9435	-21.13	stop_loss
06-07 22:14	SOL	Sell	64.1844→66.8234	-21.06	stop_loss
06-07 22:13	SOL	Sell	63.6944→66.3031	-21.42	stop_loss
06-07 06:28	SOL	Sell	62.2807→64.8251	-21.05	stop_loss
06-07 05:13	SOL	Sell	61.7237→64.2617	-21.09	stop_loss
06-06 18:50	SOL	Sell	63.5465→61.5302	+15.25	timeout
06-06 04:32	SOL	Sell	64.5553→60.6991	+29.01	take_profit
06-05 19:14	SOL	Sell	65.6721→61.7383	+29.48	take_profit
06-05 06:22	SOL	Sell	68.8137→64.6997	+29.33	take_profit
06-05 06:22	SOL	Sell	68.8287→64.7167	+29.08	take_profit
06-05 06:19	SOL	Sell	69.2506→65.0998	+29.31	take_profit
06-05 05:23	SOL	Sell	70.0785→67.7122	+16.06	timeout
06-04 02:04	SOL	Sell	70.9824→66.742	+29.35	take_profit
06-04 01:23	SOL	Sell	73.485→69.0954	+29.11	take_profit
06-04 01:16	SOL	Sell	74.4008→69.9535	+29.26	take_profit
06-03 23:39	SOL	Sell	73.577→71.6537	+12.32	timeout
06-03 15:59	SOL	Sell	76.3216→73.214	+19.72	timeout
06-02 19:33	SOL	Sell	79.5021→74.7262	+29.50	take_profit
06-02 15:30	SOL	Sell	80.8959→76.0114	+29.62	take_profit
06-02 15:26	SOL	Sell	81.1328→76.2824	+29.25	take_profit
06-02 12:41	SOL	Sell	80.9569→79.0319	+11.40	timeout
06-02 04:29	SOL	Sell	81.8547→80.9011	+5.30	timeout
06-01 20:52	SOL	Sell	81.8257→81.1352	+3.69	timeout
06-01 11:14	SOL	Sell	82.7866→81.0672	+10.08	timeout
05-30 14:50	SOL	Sell	80.9419→82.5714	-10.43	timeout
05-30 07:48	SOL	Sell	81.9747→82.2603	-2.10	timeout

Paper (trades.jsonl)

83

closed

53%

win rate

+208.50

total pnl ($)

+51.7 bps

avg bps net

Live (dry_run=0)

2

closed

0%

win rate

-22.00

total pnl ($)

-273.2 bps

avg bps net

Live: 2 trades (insufficient sample, <5)

symbol	n	wr	net bps	total pnl ($)
SOL	83	53%	+51.7	+208.50

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 83 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)