perp_perp_basis_vix_fear_convergence_long

not live
37
closed trades
35%
win rate
-144.49
total pnl ($)
0.486
weight
7d window — n=17 wr=29% pnl=-87.26  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-01 21:16:49 (21.1d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: x3485389_10636
n: 15  ·  wr: 46.7%  ·  total_bps: -553.7  ·  mean_bps: -36.92  ·  sharpe: -0.24  ·  max_dd_bps: -805.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 37 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 22:34ETHBuy1713.37→1723.43+2.52timeout
06-22 16:38ETHBuy1721.77→1739.23+4.61timeout
06-22 10:21ETHBuy1733.87→1747.13+3.22timeout
06-22 03:35ETHBuy1737.27→1736.73-0.69timeout
06-21 20:48ETHBuy1728.57→1717.53-3.63timeout
06-21 14:47ETHBuy1733.97→1723.63-3.41timeout
06-20 21:29ETHBuy1704.87→1732.43+7.58timeout
06-20 12:56ETHBuy1694.77→1725.53+8.51timeout
06-20 02:18ETHBuy1710.27→1705.33-1.95timeout
06-19 20:14ETHBuy1711.67→1702.93-3.02timeout
06-18 17:23ETHBuy1738.17→1675.69-18.41stop_loss
06-18 15:53ETHBuy1746.87→1684.49-18.24stop_loss
06-18 15:47ETHBuy1753.68→1690.98-18.20stop_loss
06-18 14:50ETHBuy1758.78→1739.93-5.82timeout
06-18 05:03ETHBuy1787.08→1723.07-18.33stop_loss
06-17 19:22ETHBuy1795.68→1758.92-10.73timeout
06-17 13:14ETHBuy1800.38→1761.42-11.26timeout
06-15 13:08ETHBuy1687.07→1788.12+29.46take_profit
06-13 06:43ETHBuy1654.07→1666.43+3.29timeout
06-13 00:36ETHBuy1674.37→1666.23-3.01timeout
06-09 16:39ETHBuy1671.77→1610.53-18.75stop_loss
06-07 09:56ETHBuy1568.86→1632.74+20.06timeout
06-06 04:27ETHBuy1583.46→1526.88-18.30stop_loss
06-06 04:09ETHBuy1599.86→1542.77-18.22stop_loss
06-05 02:27ETHBuy1768.98→1738.73-8.86timeout
06-02 22:59ETHBuy1930.79→1861.88-18.29stop_loss
06-02 15:26ETHBuy1981.6→1910.85-18.30stop_loss
06-02 15:20ETHBuy1985→1913.55-18.46stop_loss
06-01 00:09ETHBuy2021.5→2009.9-3.37timeout
05-31 10:28ETHBuy2018.3→2016.8-0.87timeout
05-31 00:41ETHBuy2013.7→2023.3+1.81timeout
05-30 13:59ETHBuy1998.9→2019.8+4.68timeout
05-30 07:16ETHBuy2018.4→2015.2-1.36timeout
05-30 02:01ETHBuy2008.1→2019.8+2.35timeout
05-29 19:51ETHBuy2019.9→2018.3-0.87timeout
05-29 13:00ETHBuy1991.6→1998.7+1.28timeout
05-29 06:51ETHBuy1979.9→2015.6+8.50timeout

Paper vs Live

Paper (trades.jsonl)
37
closed
35%
win rate
-144.49
total pnl ($)
-77.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH3735%-77.7-144.49

Recent bounces (last 20 of 4)

timesymsidereason
06-22 23:34ETHBuytrigger_already_opened
06-22 11:08ETHBuytrigger_already_opened
06-22 04:51ETHBuytrigger_already_opened
06-21 22:49ETHBuytrigger_already_opened

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems