perp_perp_basis_spread_mean_reversion_long

87

closed trades

46%

win rate

-240.77

total pnl ($)

0.887

weight

7d window — n=21 wr=52% pnl=-56.37 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-01 09:09:35 (26.8d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485389_07938

n: 11 · wr: 54.5% · total_bps: -296.5 · mean_bps: -26.96 · sharpe: -0.27 · max_dd_bps: -432.3

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

time	sym	side	entry→exit	pnl	close
06-27 20:06	BTC	Buy	60437→60235	-2.09	timeout
06-27 07:15	BTC	Buy	59949→60290	+2.37	timeout
06-26 14:07	BTC	Buy	59340→59851	+3.83	timeout
06-26 07:50	BTC	Buy	59231→60492	+10.23	timeout
06-26 01:51	BTC	Buy	59151→59393	+1.61	timeout
06-25 13:48	BTC	Buy	61880.1→59368.3	-20.72	stop_loss
06-25 13:16	BTC	Buy	60739→61283.9	+4.05	timeout
06-25 07:04	BTC	Buy	59654→61674.9	+16.51	timeout
06-24 17:20	BTC	Buy	62001.1→59485.3	-20.71	stop_loss
06-24 16:43	BTC	Buy	62691.1→60146.9	-20.67	stop_loss
06-24 13:38	BTC	Buy	63053.2→61840.9	-10.06	timeout
06-24 07:28	BTC	Buy	62355.1→62696.9	+2.25	timeout
06-24 00:50	BTC	Buy	62279.1→62991.9	+5.26	timeout
06-23 19:01	BTC	Buy	62921.1→62239.9	-5.87	timeout
06-23 12:53	BTC	Buy	64117.2→62253.9	-14.91	timeout
06-23 01:30	BTC	Buy	65134.3→64145.8	-8.02	timeout
06-22 18:43	BTC	Buy	64012.2→64510.8	+3.42	timeout
06-22 10:35	BTC	Buy	63574.2→64137.8	+3.93	timeout
06-21 22:30	BTC	Buy	64273.2→63665.8	-5.17	timeout
06-21 15:34	BTC	Buy	64332.2→64170.8	-1.68	timeout
06-21 08:35	BTC	Buy	63844.2→63919.8	+0.07	timeout
06-21 02:28	BTC	Buy	63338.2→64199.8	+6.35	timeout
06-20 02:32	BTC	Buy	63154.2→63425.8	+1.71	timeout
06-19 20:17	BTC	Buy	62610.1→63018.8	+2.80	timeout
06-19 14:21	BTC	Buy	62958.1→63010.8	+0.02	timeout
06-19 08:04	BTC	Buy	63199.2→62599.9	-5.12	timeout
06-19 02:30	BTC	Buy	63759.2→62921.9	-6.97	timeout
06-18 20:25	BTC	Buy	64543.2→63096.8	-11.58	timeout
06-18 14:13	BTC	Buy	64504.2→63752.8	-6.27	timeout
06-18 08:02	BTC	Buy	64294.2→64397.8	+0.36	timeout
06-18 01:44	BTC	Buy	65222.3→64589.8	-5.34	timeout
06-17 19:40	BTC	Buy	65469.3→64211.8	-10.07	timeout
06-17 13:33	BTC	Buy	65552.3→65033.7	-4.43	timeout
06-17 07:27	BTC	Buy	65655.3→65507.7	-1.59	timeout
06-17 01:26	BTC	Buy	66086.3→65536.7	-4.64	timeout
06-16 19:30	BTC	Buy	66297.3→65691.7	-5.06	timeout
06-16 09:24	BTC	Buy	66526.3→66619.7	+0.25	timeout
06-15 23:55	BTC	Buy	66209.3→66316.7	+0.34	timeout
06-15 17:50	BTC	Buy	65753.3→66886.7	+8.11	timeout
06-15 09:19	BTC	Buy	64803.2→65751.7	+6.88	timeout
06-14 19:13	BTC	Buy	64224.2→63778.8	-3.95	timeout
06-14 12:55	BTC	Buy	64534.2→64281.8	-2.41	timeout
06-14 06:28	BTC	Buy	64188.2→64319.8	+0.58	timeout
06-13 23:06	BTC	Buy	63847.2→64417.8	+4.01	timeout
06-13 16:49	BTC	Buy	63619.2→63960.8	+2.23	timeout
06-13 10:25	BTC	Buy	63604.2→63750.8	+0.66	timeout
06-13 00:59	BTC	Buy	63442.2→63594.8	+0.71	timeout
06-12 18:54	BTC	Buy	62936.1→63760.8	+6.09	timeout
06-12 12:49	BTC	Buy	63658.2→63476.8	-1.91	timeout
06-12 07:01	BTC	Buy	63518.2→63053.8	-4.13	timeout
06-12 00:31	BTC	Buy	62580.1→63603.8	+7.67	timeout
06-11 03:58	BTC	Buy	62622.1→62722.9	+0.29	timeout
06-10 20:22	BTC	Buy	61577.1→61788.9	+1.24	timeout
06-10 03:08	BTC	Buy	61566.1→62016.9	+3.27	timeout
06-09 19:50	BTC	Buy	63160.2→61833.9	-10.99	timeout
06-09 07:01	BTC	Buy	63468.2→63312.8	-1.70	timeout
06-09 00:59	BTC	Buy	63835.2→62497.9	-10.92	timeout
06-08 18:56	BTC	Buy	62963.1→63463.8	+3.49	timeout
06-08 12:48	BTC	Buy	63566.2→63557.8	-0.52	timeout
06-08 06:49	BTC	Buy	62124.1→62947.9	+6.17	timeout
06-08 00:47	BTC	Buy	61798.1→63597.8	+14.06	timeout
06-07 18:39	BTC	Buy	62133.1→62171.9	-0.11	timeout
06-07 12:28	BTC	Buy	60764→61989.9	+9.63	timeout
06-07 06:23	BTC	Buy	60521→61820.9	+10.31	timeout
06-07 00:21	BTC	Buy	60910→60806	-1.32	timeout
06-06 18:07	BTC	Buy	60999→60471	-4.75	timeout
06-06 05:04	BTC	Buy	61311.1→59780	-12.92	timeout
06-05 16:10	BTC	Buy	62460.1→59925	-20.73	stop_loss
06-05 14:01	BTC	Buy	63207.2→60641.6	-20.74	stop_loss
06-05 11:18	BTC	Buy	63489.2→62385.9	-9.16	timeout
06-05 04:46	BTC	Buy	63766.2→62946.9	-6.85	timeout
06-04 21:58	BTC	Buy	63153.2→63289.8	+0.65	timeout
06-04 17:07	BTC	Buy	63807.2→63461.8	-3.20	timeout
06-04 01:51	BTC	Buy	64977.2→62340.7	-20.74	stop_loss
06-03 23:38	BTC	Buy	66942.3→64225.7	-20.75	stop_loss
06-03 16:38	BTC	Buy	66353.3→65836.7	-4.37	timeout
06-03 11:51	BTC	Buy	66705.3→67036.6	+1.97	timeout
06-03 04:05	BTC	Buy	67447.4→66447.7	-7.87	timeout
06-02 15:30	BTC	Buy	70015.5→67163	-20.83	stop_loss
06-02 14:22	BTC	Buy	70983.5→68100.5	-20.78	stop_loss
06-02 08:04	BTC	Buy	71535.6→70005.5	-11.22	timeout
06-02 00:42	BTC	Buy	72251.6→71114.4	-8.39	timeout
05-31 23:15	BTC	Buy	73888.7→73923.3	-0.20	timeout
05-31 07:47	BTC	Buy	74027.7→73855.3	-1.69	timeout
05-30 02:51	BTC	Buy	72806.6→73696.3	+5.64	timeout
05-29 19:47	BTC	Buy	73372.7→73638.3	+1.33	timeout
05-29 02:38	BTC	Buy	72918.6→73434.3	+3.02	timeout

Paper (trades.jsonl)

87

closed

46%

win rate

-240.77

total pnl ($)

-55.2 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 ($)
BTC	87	46%	-55.2	-240.77

time	sym	side	reason
06-27 21:39	BTC	Buy	circuit_breaker

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 87 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 1)

Postmortem feed (last 10)