perp_spot_basis_compression_margin_flow_confluence

47

closed trades

40%

win rate

+1.22

total pnl ($)

1.199

weight

7d window — n=16 wr=44% pnl=+12.00 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-20 03:44:04 (32.9d ago) · src: canon

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

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=—

time	sym	side	entry→exit	pnl	close
06-21 16:31	ETHUSDT	Buy	1719.11→1725.54	+1.41	timeout
06-21 10:15	ETHUSDT	Buy	1733.78→1732.89	-0.70	timeout
06-21 05:00	ETHUSDT	Buy	1736.92→1732.56	-1.71	timeout
06-20 18:59	ETHUSDT	Buy	1732.71→1725.49	-2.54	timeout
06-20 09:11	ETHUSDT	Buy	1726.52→1725.02	-0.90	timeout
06-19 03:38	ETHUSDT	Sell	1708.12→1694.77	+3.47	timeout
06-19 00:23	ETHUSDT	Sell	1712.17→1711.97	-0.37	timeout
06-18 15:45	ETHUSDT	Sell	1744.44→1696.44	+13.29	take_profit
06-17 00:31	SOLUSDT	Buy	73.8935→73.3067	-4.42	timeout
06-16 12:33	SOLUSDT	Buy	74.7637→75.3112	+3.20	timeout
06-16 02:27	SOLUSDT	Buy	73.9235→72.8703	-7.57	stop_loss
06-15 22:25	SOLUSDT	Buy	74.9237→73.8696	-7.50	stop_loss
06-15 17:10	SOLUSDT	Buy	75.829→74.7589	-7.51	stop_loss
06-15 15:39	SOLUSDT	Buy	72.4631→74.4564	+13.30	take_profit
06-15 12:46	SOLUSDT	Buy	71.4729→72.7968	+8.81	timeout
06-15 05:23	ETHUSDT	Buy	1712.58→1720.1	+1.74	timeout
06-14 21:26	ETHUSDT	Buy	1665.54→1711.37	+13.30	take_profit
06-14 08:56	ETHUSDT	Buy	1677.69→1675.37	-1.13	timeout
06-14 04:24	ETHUSDT	Buy	1679.97→1680.17	-0.40	timeout
06-13 23:39	BTCUSDT	Buy	64175.1→64440.9	+1.62	timeout
06-13 20:28	BTCUSDT	Buy	64031.5→64213.7	+0.97	timeout
06-13 13:00	BTCUSDT	Buy	63794.8→64065.7	+1.66	timeout
06-12 18:20	BTCUSDT	Buy	63419.9→63637.6	+1.26	timeout
06-12 14:59	SOLUSDT	Buy	66.8117→67.858	+7.36	timeout
06-12 02:04	SOLUSDT	Sell	66.9583→66.7317	+1.24	timeout
06-11 05:44	SOLUSDT	Sell	64.9188→65.1263	-2.02	timeout
06-10 23:23	SOLUSDT	Sell	63.3891→62.9107	+3.29	timeout
06-10 15:54	SOLUSDT	Sell	64.8338→65.7443	-7.47	stop_loss
06-10 12:30	SOLUSDT	Sell	63.0992→64.073	-8.17	stop_loss
06-10 12:21	SOLUSDT	Sell	63.949→63.4008	+3.82	timeout
06-08 03:20	ETHUSDT	Buy	1676.15→1684.1	+1.95	timeout
06-07 19:03	ETHUSDT	Buy	1636.41→1612.86	-7.63	stop_loss
06-07 14:33	BTCUSDT	Sell	62334.2→62237	+0.33	timeout
06-07 08:46	BTCUSDT	Sell	61833.7→62701.7	-7.47	stop_loss
06-07 06:09	BTCUSDT	Sell	61488.9→61656.2	-1.82	timeout
06-07 01:16	BTCUSDT	Sell	60612.5→61463.4	-7.46	stop_loss
06-06 23:48	BTCUSDT	Sell	60560.1→60839.9	-2.77	timeout
05-19 13:07	ETHUSDT	Sell	2131.17→2132.24	-0.70	timeout
05-19 13:07	SOLUSDT	Buy	85.1763→85.1337	-0.72	timeout
05-19 13:07	SOLUSDT	Sell	85.1337→85.1763	-0.68	timeout
05-19 13:07	SOLUSDT	Sell	85.1337→85.1763	-0.71	timeout
05-18 12:47	SOLUSDT	Sell	84.6888→84.7312	-0.70	timeout
05-18 10:09	SOLUSDT	Sell	84.3939→84.7312	-2.47	timeout
05-15 17:06	SOLUSDT	Sell	88.6128→89.8323	-7.31	stop_loss
05-15 15:05	BTCUSDT	Sell	80576.9→80617.2	-0.69	timeout
05-15 15:05	BTCUSDT	Sell	80576.9→80617.2	-0.69	timeout
05-15 13:51	SOLUSDT	Sell	91.2222→88.6872	+13.44	take_profit

Paper (trades.jsonl)

47

closed

40%

win rate

+1.22

total pnl ($)

+0.6 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 ($)
SOLUSDT	21	38%	-2.6	-2.80
ETHUSDT	15	40%	+25.4	+19.08
BTCUSDT	11	45%	-27.4	-15.07

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 47 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)