perp_perp_basis_spread_dvol_gate_long

not live
5
closed trades
0%
win rate
-34.18
total pnl ($)
1.177
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 22:35:12 (18.6d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: x3485389_89627
n: 81  ·  wr: 46.9%  ·  total_bps: -3273.9  ·  mean_bps: -40.42  ·  sharpe: -0.23  ·  max_dd_bps: -3976.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 5 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-02 14:27ETHBuy2003.1→1931.34-18.37stop_loss
06-02 11:30ETHBuy1983.1→1976.5-2.20timeout
06-02 03:47ETHBuy2013.5→2003.3-3.01timeout
06-01 20:20ETHBuy2003.5→2003.6-0.45timeout
06-01 11:14ETHBuy2021.3→1982.7-10.15timeout

Paper vs Live

Paper (trades.jsonl)
5
closed
0%
win rate
-34.18
total pnl ($)
-135.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH50%-135.5-34.18

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems