perp_spot_basis_convergence_btc_long

52

closed trades

58%

win rate

-53.35

total pnl ($)

1.144

weight

7d window — n=5 wr=40% pnl=-8.22 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 19:59:56 (19.3d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485389_93645

n: 42 · wr: 45.2% · total_bps: -521.1 · mean_bps: -12.41 · sharpe: -0.11 · max_dd_bps: -1010.9

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

time	sym	side	entry→exit	pnl	close
06-19 21:02	BTC	Buy	62591.1→63147.8	+3.97	timeout
06-16 23:38	BTC	Buy	66356.3→65717.7	-5.30	timeout
06-16 15:53	BTC	Buy	66085.3→65927.7	-1.65	timeout
06-16 09:48	BTC	Buy	66362.3→66554.7	+1.00	timeout
06-16 03:43	BTC	Buy	66848.3→66071.7	-6.25	timeout
06-15 21:38	BTC	Buy	65541.3→66434.7	+6.34	timeout
06-15 15:31	BTC	Buy	65703.3→66661.7	+6.85	timeout
06-15 09:25	BTC	Buy	64883.2→65638.7	+5.38	timeout
06-15 03:14	BTC	Buy	64079.2→65656.7	+11.84	timeout
06-14 21:09	BTC	Buy	64437.2→63992.8	-3.91	timeout
06-14 15:06	BTC	Buy	64477.2→64098.8	-3.39	timeout
06-14 09:00	BTC	Buy	64267.2→64429.8	+0.79	timeout
06-14 02:57	BTC	Buy	64216.2→64464.8	+1.50	timeout
06-13 20:51	BTC	Buy	63821.2→64255.8	+2.94	timeout
06-13 14:47	BTC	Buy	63622.2→64181.8	+3.93	timeout
06-13 08:44	BTC	Buy	63503.2→63857.8	+2.30	timeout
06-13 02:48	BTC	Buy	63491.2→63571.8	+0.19	timeout
06-12 20:42	BTC	Buy	63369.2→63529.8	+0.81	timeout
06-12 14:39	BTC	Buy	63567.2→63696.8	+0.53	timeout
06-12 08:38	BTC	Buy	63305.2→63417.8	+0.40	timeout
06-12 02:35	BTC	Buy	62899.1→63492.8	+4.22	timeout
06-11 20:30	BTC	Buy	62917.1→63325.8	+2.73	timeout
06-11 14:31	BTC	Buy	61980.1→62864.9	+6.64	timeout
06-11 08:26	BTC	Buy	61887.1→62866.9	+7.39	timeout
06-11 02:24	BTC	Buy	62003.1→62046.9	-0.12	timeout
06-10 20:17	BTC	Buy	61681.1→61772.9	+0.26	timeout
06-10 04:40	BTC	Buy	60856→62016.9	+9.14	timeout
06-09 15:57	BTC	Buy	63222.2→60972.4	-18.30	stop_loss
06-09 12:49	BTC	Buy	62479.1→62517.9	-0.12	timeout
06-09 06:47	BTC	Buy	63387.2→63349.8	-0.77	timeout
06-09 00:46	BTC	Buy	63567.2→62547.9	-8.48	timeout
06-08 18:45	BTC	Buy	63013.2→63480.8	+3.23	timeout
06-08 12:43	BTC	Buy	63734.2→63563.8	-1.79	timeout
06-08 06:43	BTC	Buy	62185.1→63004.8	+6.13	timeout
06-08 00:41	BTC	Buy	61810.1→63658.8	+14.45	timeout
06-07 18:33	BTC	Buy	62084.1→62246.9	+0.88	timeout
06-07 12:29	BTC	Buy	60766→61953.9	+9.32	timeout
06-07 06:24	BTC	Buy	60507→61840.9	+10.60	timeout
06-07 00:21	BTC	Buy	60914→60797	-1.42	timeout
06-06 17:08	BTC	Buy	59936→60653	+5.54	timeout
06-05 18:54	BTC	Buy	61345.1→59162.4	-18.24	stop_loss
06-05 14:28	BTC	Buy	62521.1→60295.8	-18.25	stop_loss
06-05 13:56	BTC	Buy	63245.2→60991.4	-18.27	stop_loss
06-05 06:22	BTC	Buy	63551.2→61289.3	-18.22	stop_loss
06-05 04:22	BTC	Buy	63698.2→62709.9	-8.18	timeout
06-04 21:56	BTC	Buy	63145.2→63283.8	+0.66	timeout
06-04 17:23	BTC	Buy	63796.2→63191.8	-5.23	timeout
06-04 01:22	BTC	Buy	64958.2→62646.5	-18.24	stop_loss
06-03 23:07	BTC	Buy	66800.3→64422.5	-18.25	stop_loss
06-03 17:43	BTC	Buy	66999.3→66150.7	-6.81	timeout
06-03 13:45	BTC	Buy	66513.3→66715.7	+1.05	timeout
06-03 05:50	BTC	Buy	67433.4→67069.6	-3.17	timeout

Paper (trades.jsonl)

52

closed

58%

win rate

-53.35

total pnl ($)

-20.2 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	52	58%	-20.2	-53.35

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 52 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)