perp_perp_basis_spread_convergence_fear_gate · strategy

closed trades

37%

win rate

-349.33

total pnl ($)

0.387

weight

7d window — n=22 wr=27% pnl=-144.53 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-27 11:18:57 (32.9d ago) · src: canon

verdict: INSUFFICIENT_HISTORY · strict: STRICT-FAIL · batch: x3485389_76665

n: 0 · wr: 0.0% · total_bps: +0.0 · mean_bps: +0.00 · sharpe: +0.00 · max_dd_bps: +0.0

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

Cumulative P&L (last 89 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 05:14	ETH	Buy	1571.26→1565.54	-2.26	timeout
06-28 20:33	ETH	Buy	1580.56→1573.54	-2.55	timeout
06-28 14:26	ETH	Buy	1594.06→1579.54	-5.01	timeout
06-28 08:10	ETH	Buy	1583.96→1572.64	-4.00	timeout
06-27 19:34	ETH	Buy	1580.56→1577.54	-1.39	timeout
06-26 19:51	ETH	Buy	1558.26→1577.64	+5.66	timeout
06-26 16:00	ETH	Buy	1525.15→1592.14	+21.43	take_profit
06-26 14:09	ETH	Buy	1566.76→1563.64	-1.46	timeout
06-25 13:53	ETH	Buy	1622.96→1556.77	-20.79	stop_loss
06-25 13:45	ETH	Buy	1651.77→1584.55	-20.77	stop_loss
06-25 05:02	ETH	Buy	1573.06→1642.04	+21.45	take_profit
06-24 16:51	ETH	Buy	1657.77→1589.55	-20.90	stop_loss
06-24 16:51	ETH	Buy	1661.17→1593.24	-20.87	stop_loss
06-24 16:51	ETH	Buy	1670.27→1601.04	-21.12	stop_loss
06-24 16:48	ETH	Buy	1676.77→1608.53	-20.73	stop_loss
06-24 12:57	ETH	Buy	1654.07→1670.73	+4.54	timeout
06-24 07:01	ETH	Buy	1691.87→1673.13	-5.94	timeout
06-23 08:17	ETH	Buy	1728.27→1655.01	-21.59	stop_loss
06-23 06:45	ETH	Buy	1734.17→1689.53	-13.21	timeout
06-23 06:21	ETH	Buy	1761.58→1689.79	-20.75	stop_loss
06-22 22:34	ETH	Buy	1713.37→1723.43	+2.52	timeout
06-22 10:21	ETH	Buy	1733.87→1747.13	+3.22	timeout
06-22 03:35	ETH	Buy	1737.27→1736.73	-0.69	timeout
06-21 20:33	ETH	Buy	1726.07→1728.53	+0.26	timeout
06-21 14:29	ETH	Buy	1713.17→1721.33	+1.95	timeout
06-20 14:32	ETH	Buy	1701.67→1713.73	+3.01	timeout
06-20 08:28	ETH	Buy	1696.27→1723.43	+7.41	timeout
06-20 02:18	ETH	Buy	1710.27→1705.33	-1.95	timeout
06-19 20:14	ETH	Buy	1711.67→1702.93	-3.02	timeout
06-19 14:20	ETH	Buy	1738.17→1699.33	-11.60	timeout
06-18 19:54	ETH	Buy	1731.57→1705.63	-7.99	timeout
06-18 17:23	ETH	Buy	1746.87→1675.69	-20.79	stop_loss
06-18 15:53	ETH	Buy	1753.68→1682.19	-20.71	stop_loss
06-18 13:43	ETH	Buy	1763.98→1731.93	-9.54	timeout
06-18 07:34	ETH	Buy	1786.58→1743.43	-12.48	timeout
06-18 01:33	ETH	Buy	1782.88→1760.32	-6.86	timeout
06-17 19:28	ETH	Buy	1796.38→1745.73	-14.60	timeout
06-17 13:27	ETH	Buy	1804.98→1755.22	-14.23	timeout
06-17 07:24	ETH	Buy	1773.28→1784.72	+2.69	timeout
06-16 21:25	ETH	Buy	1819.58→1794.52	-7.49	timeout
06-15 15:46	ETH	Buy	1762.98→1840.42	+21.51	take_profit
06-15 13:12	ETH	Buy	1718.57→1794.32	+21.57	take_profit
06-15 11:26	ETH	Buy	1687.07→1761.22	+21.49	take_profit
06-15 07:14	ETH	Buy	1674.27→1721.53	+13.63	timeout
06-15 00:56	ETH	Buy	1681.77→1720.43	+11.05	timeout
06-14 18:28	ETH	Buy	1679.27→1659.63	-6.41	timeout
06-14 11:07	ETH	Buy	1674.47→1672.93	-0.92	timeout
06-14 04:49	ETH	Buy	1667.17→1677.03	+2.47	timeout
06-13 22:26	ETH	Buy	1664.97→1682.53	+4.83	timeout
06-13 13:31	ETH	Buy	1662.77→1678.63	+4.22	timeout
06-13 06:54	ETH	Buy	1655.87→1668.93	+3.49	timeout
06-13 00:50	ETH	Buy	1674.67→1665.63	-3.28	timeout
06-12 19:01	ETH	Buy	1684.47→1666.73	-5.68	timeout
06-12 12:31	ETH	Buy	1646.46→1666.73	+5.68	timeout
06-11 16:11	ETH	Buy	1651.57→1646.64	-2.04	timeout
06-11 09:39	ETH	Buy	1621.66→1659.03	+10.93	timeout
06-10 15:08	ETH	Buy	1649.96→1638.64	-3.90	timeout
06-09 16:39	ETH	Buy	1678.97→1610.63	-20.72	stop_loss
06-09 16:38	ETH	Buy	1685.17→1616.63	-20.59	stop_loss
06-09 13:04	ETH	Buy	1690.47→1675.33	-4.90	timeout
06-09 06:57	ETH	Buy	1665.77→1684.53	+5.18	timeout
06-09 00:50	ETH	Buy	1702.67→1660.53	-12.31	timeout
06-07 22:14	ETH	Buy	1634.56→1706.53	+21.59	take_profit
06-07 22:14	ETH	Buy	1616.26→1687.53	+21.66	take_profit
06-07 22:14	ETH	Buy	1614.76→1685.83	+21.66	take_profit
06-07 08:46	ETH	Buy	1564.46→1633.14	+21.49	take_profit
06-07 08:46	ETH	Buy	1560.86→1629.24	+21.43	take_profit
06-07 08:46	ETH	Buy	1558.36→1626.84	+21.50	take_profit
06-07 05:29	ETH	Buy	1551.06→1602.44	+16.25	timeout
06-06 04:27	ETH	Buy	1591.46→1526.68	-20.66	stop_loss
06-05 13:57	ETH	Buy	1682.37→1613.83	-20.80	stop_loss
06-05 06:20	ETH	Buy	1725.17→1655.01	-20.78	stop_loss
06-05 05:57	ETH	Buy	1751.58→1680.29	-20.73	stop_loss
06-05 05:43	ETH	Buy	1771.98→1699.68	-20.82	stop_loss
06-05 05:42	ETH	Buy	1772.78→1700.48	-20.79	stop_loss
06-04 21:01	ETH	Buy	1779.58→1773.62	-2.14	timeout
06-04 10:51	ETH	Buy	1804.68→1731.26	-20.78	stop_loss
06-04 01:23	ETH	Buy	1839.28→1764.34	-20.85	stop_loss
06-03 20:55	ETH	Buy	1849.38→1774.13	-20.76	stop_loss
06-03 20:02	ETH	Buy	1867.59→1791.62	-20.78	stop_loss
06-02 23:25	ETH	Buy	1915.19→1837.1	-20.83	stop_loss
06-02 15:30	ETH	Buy	1981.6→1900.86	-20.83	stop_loss
06-02 15:20	ETH	Buy	2001.9→1920.25	-20.85	stop_loss
06-01 20:14	ETH	Buy	2001→2002.4	-0.12	timeout
06-01 11:07	ETH	Buy	2022.6→1982.9	-10.41	timeout
05-31 19:45	ETH	Buy	2027.2→1997.8	-7.82	timeout
05-30 14:51	ETH	Buy	1997.4→2025.4	+6.44	timeout
05-30 07:47	ETH	Buy	2004.5→2012.7	+1.48	timeout
05-29 14:11	ETH	Buy	1976→1993.2	+3.80	timeout

Paper vs Live

Paper (trades.jsonl)

closed

37%

win rate

-349.33

total pnl ($)

-78.5 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 ($)
ETH	89	37%	-78.5	-349.33

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…