perp_perp_basis_dvol_regime_short

44

closed trades

45%

win rate

+66.99

total pnl ($)

1.275

weight

7d window — n=8 wr=50% pnl=+23.12 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-27 11:24:26 (33.9d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485389_76765

n: 18 · wr: 38.9% · total_bps: +433.4 · mean_bps: +24.08 · sharpe: +0.12 · max_dd_bps: -511.8

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

time	sym	side	entry→exit	pnl	close
06-29 17:18	ETH	Sell	1566.54→1630.38	-20.81	stop_loss
06-29 17:18	ETH	Sell	1566.24→1630.38	-20.82	stop_loss
06-28 19:11	ETH	Sell	1594.24→1569.16	+7.30	timeout
06-26 15:08	ETH	Sell	1561.84→1564.16	-1.15	timeout
06-25 13:55	ETH	Sell	1621.04→1549.65	+21.52	take_profit
06-24 17:20	ETH	Sell	1645.34→1572.66	+21.62	take_profit
06-24 16:51	ETH	Sell	1663.93→1590.86	+21.44	take_profit
06-24 09:42	ETH	Sell	1647.14→1665.47	-5.97	timeout
06-23 08:17	ETH	Sell	1733.13→1657.17	+21.40	take_profit
06-22 08:34	ETH	Sell	1727.33→1746.67	-5.90	timeout
06-21 17:46	ETH	Sell	1724.73→1727.07	-1.05	timeout
06-20 08:28	ETH	Sell	1695.83→1723.77	-8.54	timeout
06-19 19:41	ETH	Sell	1697.63→1699.57	-0.98	timeout
06-19 08:03	ETH	Sell	1746.53→1694.77	+14.34	timeout
06-18 19:57	ETH	Sell	1731.53→1704.97	+7.28	timeout
06-18 07:40	ETH	Sell	1785.72→1748.47	+10.13	timeout
06-17 19:29	ETH	Sell	1796.12→1746.17	+13.46	timeout
06-17 07:32	ETH	Sell	1772.42→1786.18	-4.39	timeout
06-15 15:47	ETH	Sell	1770.32→1842.71	-20.89	stop_loss
06-15 13:13	ETH	Sell	1727.63→1798.48	-20.91	stop_loss
06-15 10:54	ETH	Sell	1673.13→1741.84	-20.93	stop_loss
06-14 23:10	ETH	Sell	1680.43→1721.77	-12.66	timeout
06-14 11:07	ETH	Sell	1674.43→1673.27	-0.09	timeout
06-13 22:19	ETH	Sell	1663.53→1682.87	-6.27	timeout
06-13 05:51	ETH	Sell	1662.33→1663.07	-0.68	timeout
06-12 17:38	ETH	Sell	1672.63→1669.67	+0.38	timeout
06-10 08:16	ETH	Sell	1674.03→1637.56	+10.54	timeout
06-09 20:14	ETH	Sell	1681.33→1655.97	+7.18	timeout
06-09 07:58	ETH	Sell	1671.73→1679.47	-2.70	timeout
06-07 22:14	ETH	Sell	1610.04→1676.21	-21.09	stop_loss
06-07 22:14	ETH	Sell	1607.14→1672.7	-20.87	stop_loss
06-07 06:29	ETH	Sell	1557.84→1621.77	-21.03	stop_loss
06-07 06:07	ETH	Sell	1566.64→1599.36	-11.03	timeout
06-05 14:01	ETH	Sell	1683.73→1609.86	+21.47	take_profit
06-05 05:57	ETH	Sell	1758.02→1680.17	+21.62	take_profit
06-05 05:47	ETH	Sell	1765.72→1688.17	+21.48	take_profit
06-03 21:49	ETH	Sell	1776.62→1849.11	-20.85	stop_loss
06-03 20:48	ETH	Sell	1865.91→1784.08	+21.45	take_profit
06-03 19:55	ETH	Sell	1879.11→1795.48	+21.79	take_profit
06-02 15:31	ETH	Sell	1980.7→1893.39	+21.60	take_profit
06-02 15:26	ETH	Sell	1998.1→1910.49	+21.48	take_profit
06-02 06:52	ETH	Sell	1987.3→1985.7	-0.02	timeout
06-01 14:34	ETH	Sell	2010.9→1965.7	+10.94	timeout
05-30 08:03	ETH	Sell	2008.6→2014.4	-1.78	timeout

Paper (trades.jsonl)

44

closed

45%

win rate

+66.99

total pnl ($)

+30.2 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	44	45%	+30.2	+66.99

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 44 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)