perp_spot_basis_convergence

not live
565
closed trades
40%
win rate
-275.95
total pnl ($)
0.250
weight
7d window — n=103 wr=30% pnl=-255.22  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-16 23:58:37 (36.1d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: f
n: 20  ·  wr: 60.0%  ·  total_bps: +398.4  ·  mean_bps: +19.92  ·  sharpe: +0.21  ·  max_dd_bps: -378.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 01:26OPBuy0.100235→0.101895+7.80timeout
06-22 01:23ARBBuy0.0819805→0.083789+10.59take_profit
06-21 23:36INJBuy4.87962→4.81019-7.55stop_loss
06-21 23:02SUIBuy0.702516→0.692161-7.82stop_loss
06-21 22:39NEARBuy2.12283→2.09313-7.45stop_loss
06-21 20:52LINKBuy7.96189→7.87533-5.91timeout
06-21 20:52ADABuy0.16164→0.16047-4.07timeout
06-21 20:52SUIBuy0.710378→0.705694-3.76timeout
06-21 20:48SOLBuy74.5352→73.5042-7.39stop_loss
06-21 20:47AVAXBuy6.27597→6.18506-7.68stop_loss
06-21 15:48APTBuy0.653063→0.656436+2.11timeout
06-21 12:43ATOMBuy1.77654→1.77386-1.20timeout
06-21 05:45INJBuy5.08797→5.01404-7.70stop_loss
06-21 04:53ADABuy0.163101→0.160819-7.44stop_loss
06-21 04:40ATOMBuy1.79745→1.78305-4.43timeout
06-20 23:33ATOMBuy1.79625→1.80145+0.97timeout
06-20 19:22SOLSell72.1812→71.7128+2.82timeout
06-20 18:55NEARBuy2.15314→2.13637-4.31timeout
06-20 14:02OPBuy0.101375→0.099945-7.45stop_loss
06-20 13:23ATOMBuy1.79635→1.76857-8.14stop_loss
06-20 13:22NEARSell2.14406→2.14164+0.09timeout
06-20 09:11DOGEBuy0.084008→0.083967-0.69timeout
06-20 09:11XRPBuy1.15109→1.14661-2.39timeout
06-20 09:11SOLBuy71.9138→71.3593-4.33timeout
06-20 09:10ETHBuy1725.27→1725.63-0.37timeout
06-20 09:10BTCBuy63797.2→63453.8-3.16timeout
06-20 04:00ADABuy0.162321→0.162379-0.27timeout
06-20 04:00AVAXBuy5.91158→5.94371+2.30timeout
06-20 04:00SUIBuy0.716119→0.709872-4.81timeout
06-20 02:22ARBBuy0.083991→0.0827979-7.50stop_loss
06-20 01:25INJBuy5.15109→5.07779-7.54stop_loss
06-19 23:24APTSell0.626243→0.629557-3.07timeout
06-19 18:44AVAXBuy5.82606→5.74219-7.65stop_loss
06-19 17:04ATOMBuy1.82166→1.80955-3.71timeout
06-19 08:33BNBSell573.906→574.314-0.79timeout
06-19 08:33ADASell0.16036→0.16047-0.83timeout
06-19 07:37APTBuy0.624256→0.614839-7.98stop_loss
06-19 06:24ATOMBuy1.81165→1.82764+4.00timeout
06-19 04:30AVAXBuy6.16264→6.07544-7.51stop_loss
06-19 03:15NEARBuy2.17014→2.1373-8.02stop_loss
06-19 03:12OPSell0.106833→0.104496+10.50take_profit
06-18 23:54INJBuy5.29542→5.40985+10.35take_profit
06-18 23:43ATOMBuy1.78465→1.80815+6.16timeout
06-18 23:14NEARBuy2.21425→2.18206-7.72stop_loss
06-18 21:30SUIBuy0.716789→0.721959+3.15timeout
06-18 15:53INJBuy5.13718→5.0589-8.07stop_loss
06-18 15:36ARBBuy0.0845511→0.0833574-7.49stop_loss
06-18 15:26LINKBuy8.02731→7.91406-7.49stop_loss
06-18 15:18NEARBuy2.27877→2.24651-7.53stop_loss
06-18 15:12AVAXBuy6.62196→6.5293-7.43stop_loss
06-18 11:42ADABuy0.167082→0.164706-7.57stop_loss
06-18 11:22NEARBuy2.22846→2.19675-7.57stop_loss
06-18 10:06ATOMBuy1.85956→1.83342-7.48stop_loss
06-18 05:08SUIBuy0.748827→0.738146-7.58stop_loss
06-18 05:03ADABuy0.166822→0.164447-7.55stop_loss
06-18 05:02APTBuy0.647062→0.637921-7.50stop_loss
06-17 23:36ETHBuy1742.27→1748.03+1.20timeout
06-17 23:35BTCBuy64458.2→64412.8-0.81timeout
06-17 22:03XRPBuy1.1869→1.17012-7.51stop_loss
06-17 22:03SOLBuy72.1028→71.1048-7.37stop_loss
06-17 21:46APTBuy0.671368→0.661903-7.50stop_loss
06-17 19:42ATOMBuy1.95929→1.92955-8.04stop_loss
06-17 17:59INJBuy5.49477→5.6147+10.46take_profit
06-17 16:40ATOMBuy1.96989→1.9955+6.08timeout
06-17 16:16ADABuy0.167902→0.171597+10.54take_profit
06-17 15:48ETHSell1747.43→1771.46-7.32stop_loss
06-17 15:15SOLSell71.8332→72.8393-7.45stop_loss
06-17 14:47INJBuy5.41325→5.3288-8.25stop_loss
06-17 07:39ATOMBuy1.9972→1.9823-4.09timeout
06-17 07:23NEARBuy2.32048→2.28728-7.61stop_loss
06-17 07:02ADABuy0.173333→0.170882-7.54stop_loss
06-17 06:36NEARSell2.34571→2.31968+5.11timeout
06-17 06:25ARBSell0.0894776→0.0883121+6.09timeout
06-17 03:25OPSell0.111862→0.109447+10.35take_profit
06-16 22:14INJBuy5.65511→5.57102-7.88stop_loss
06-16 19:24ETHBuy1777.68→1796.92+4.94timeout
06-16 18:28ADABuy0.174334→0.174766+0.82timeout
06-16 18:26ATOMBuy1.96789→1.9953+6.52timeout
06-16 18:02NEARSell2.32332→2.35617-7.55stop_loss
06-16 14:31APTBuy0.666066→0.656407-7.70stop_loss
06-16 14:18ARBBuy0.0861715→0.0849662-7.44stop_loss
06-16 13:30ATOMBuy2.0025→1.9902-3.48timeout
06-16 13:10OPBuy0.109127→0.107499-7.90stop_loss
06-16 13:10APTBuy0.684171→0.674194-7.75stop_loss
06-16 10:51INJBuy5.93138→6.06048+10.45take_profit
06-16 10:10OPBuy0.106997→0.107803+3.33timeout
06-16 08:52NEARSell2.45968→2.49547-7.73stop_loss
06-16 07:50APTBuy0.674469→0.682329+5.35timeout
06-16 05:15ATOMBuy1.94959→1.95111-0.02timeout
06-16 02:27APTBuy0.673068→0.663602-7.46stop_loss
06-16 02:10NEARBuy2.42241→2.38821-7.51stop_loss
06-16 00:14INJSell5.53782→5.61581-7.48stop_loss
06-15 22:31NEARSell2.47868→2.42461+10.47take_profit
06-15 22:27ADABuy0.180375→0.177817-7.54stop_loss
06-15 22:26OPBuy0.109537→0.107949-7.69stop_loss
06-15 20:13XRPBuy1.27032→1.27328+0.71timeout
06-15 17:32AVAXBuy6.98315→6.98245-0.52timeout
06-15 17:31OPBuy0.111498→0.110672-4.13timeout
06-15 17:17APTBuy0.704276→0.701125-2.71timeout
06-15 16:54ADABuy0.188057→0.188333+0.26timeout

Paper vs Live

Paper (trades.jsonl)
565
closed
40%
win rate
-275.95
total pnl ($)
-9.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
NEAR8339%-14.8-61.49
ATOM7243%-3.8-13.06
INJ7144%+3.4+12.45
APT5336%-20.5-54.58
ARB4736%-29.5-69.18
OP4734%-29.4-68.73
ADA4231%-47.5-100.03
SUI2638%-20.2-26.32
SOL2450%+31.9+38.51
AVAX1942%-7.6-7.31
ETH1963%+45.0+42.66
DOGE1747%+23.5+19.97
XRP1533%-11.4-8.61
LINK1457%+33.7+23.61
LTC650%+7.8+2.38
BTC633%+0.1-0.00
BNB425%-30.7-6.21

Recent bounces (last 20 of 5)

timesymsidereason
06-21 23:33ARBBuystale_intent
06-21 22:36NEARBuystale_intent
06-21 22:19INJBuystale_intent
06-21 22:19SUIBuystale_intent
06-21 21:42OPBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
05-07 03:05ADASell+0.01The market was in a low-volatility, sideways grind with elevated funding, suggesting a crowded short bias. The thesis failed because the timeout closed the trade before any directional move materialized, capturing only negligible pnl from minor price fluctu…
05-04 19:54ADABuy+0.11The market was in a neutral consolidation phase with flat funding rates and mixed short-term momentum across major assets. The trade closed due to a timeout, resulting in a negligible profit that did not validate or invalidate the initial thesis.
04-20 07:21ADABuy+2.65At close, ADA was trading at $0.2487 with minimal intraday volatility (-0.24% in 1h), while Bitcoin and Ethereum showed slight weakness, and ADA's perpetual funding rate remained neutral at 0.01%. The trade's thesis worked because the perp-spot basis had co…