perp_spot_basis_convergence_horizon_8h

not live
406
closed trades
33%
win rate
-844.06
total pnl ($)
0.250
weight
7d window — n=93 wr=28% pnl=-294.21  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-24 08:03:35 (34.7d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: axu
n: 1  ·  wr: 0.0%  ·  total_bps: -199.3  ·  mean_bps: -199.33  ·  sharpe: +0.00  ·  max_dd_bps: -199.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 22:16AVAXBuy6.45121→6.32875-9.94stop_loss
06-27 21:51NEARBuy1.90388→1.8677-9.95stop_loss
06-27 19:34NEARSell1.90512→1.84476+15.38take_profit
06-27 19:25ATOMBuy1.595→1.56463-9.95stop_loss
06-27 19:25ATOMBuy1.5952→1.56463-9.95stop_loss
06-27 19:13ARBBuy0.0743886→0.0743714-0.55timeout
06-27 18:25OPBuy0.103086→0.101094-10.11stop_loss
06-27 14:30ATOMBuy1.5923→1.5995+1.92timeout
06-27 11:28AVAXBuy6.56974→6.44396-10.00stop_loss
06-27 11:21INJBuy4.94624→4.83747-11.41stop_loss
06-27 11:17OPBuy0.104736→0.102733-9.95stop_loss
06-27 09:22SUIBuy0.713948→0.700274-10.02stop_loss
06-27 05:04INJBuy4.90913→4.81509-10.02stop_loss
06-27 04:00ADABuy0.148577→0.148083-2.16timeout
06-27 04:00ATOMBuy1.6012→1.5822-6.38timeout
06-27 02:25AVAXSell6.54296→6.6676-9.95stop_loss
06-26 22:04APTBuy0.605951→0.594254-10.09stop_loss
06-26 20:44BTCBuy59114→59621+3.80timeout
06-26 16:00DOGEBuy0.0731233→0.0754511+15.45take_profit
06-26 15:40LINKBuy7.11578→7.34416+15.59take_profit
06-26 15:24ETHBuy1530.55→1579.24+15.45take_profit
06-26 15:24AVAXBuy6.09102→6.28373+15.37take_profit
06-26 07:14ETHBuy1527.25→1575.94+15.48take_profit
06-26 06:39BTCBuy58421.9→60297+15.60take_profit
06-26 06:39DOGEBuy0.0725681→0.0748873+15.50take_profit
06-26 06:22ADABuy0.138995→0.143594+16.11take_profit
06-26 03:53SOLBuy66.0709→68.1658+15.40take_profit
06-26 01:53LINKBuy7.25061→7.16831-6.18timeout
06-25 19:41NEARBuy1.85746→1.82213-9.98stop_loss
06-25 19:24SOLBuy66.912→65.6543-9.84stop_loss
06-25 18:47AVAXBuy6.23696→6.11621-10.12stop_loss
06-25 18:34SUIBuy0.687182→0.674014-10.03stop_loss
06-25 15:13LTCBuy40.8162→40.037-10.00stop_loss
06-25 15:03XRPBuy1.04736→1.02743-9.96stop_loss
06-25 15:03DOGEBuy0.0742516→0.0728273-10.04stop_loss
06-25 15:03BTCBuy60241→59120.5-9.75stop_loss
06-25 14:46ADABuy0.145046→0.142283-9.97stop_loss
06-25 13:59ETHSell1584.94→1534.45+15.48take_profit
06-25 13:45SUIBuy0.692343→0.6792-9.94stop_loss
06-25 13:45INJBuy4.29467→4.20814-10.52stop_loss
06-25 13:43NEARBuy1.93678→1.89997-9.95stop_loss
06-25 13:43AVAXBuy6.36159→6.23852-10.12stop_loss
06-25 06:46APTSell0.631542→0.633758-2.19timeout
06-25 05:19AVAXBuy6.4117→6.61954+15.78take_profit
06-25 04:00INJBuy4.22986→4.14769-10.19stop_loss
06-25 02:32XRPBuy1.06607→1.07283+2.77timeout
06-25 02:18SUIBuy0.669687→0.67788+5.71timeout
06-24 22:00ETHBuy1574.86→1624.94+15.46take_profit
06-24 20:31DOGESell0.0741345→0.0755797-10.20stop_loss
06-24 20:06ADASell0.140505→0.143237-10.18stop_loss
06-24 18:21NEARSell1.87513→1.91103-10.02stop_loss
06-24 18:15APTSell0.589353→0.60065-10.06stop_loss
06-24 17:22INJBuy4.24086→4.15688-10.35stop_loss
06-24 16:51ATOMBuy1.63671→1.604-10.42stop_loss
06-24 16:51LTCBuy40.8702→40.014-10.93stop_loss
06-24 16:48SUIBuy0.68168→0.668628-10.00stop_loss
06-24 16:47INJBuy4.30598→4.22223-10.17stop_loss
06-24 15:38AVAXSell6.381→6.27007+8.26timeout
06-24 13:48APTBuy0.631458→0.619035-10.28stop_loss
06-24 13:48ADABuy0.147307→0.144452-10.13stop_loss
06-24 04:51ADABuy0.150118→0.152222+6.51timeout
06-24 04:11ATOMBuy1.72813→1.69323-10.46stop_loss
06-24 03:15INJBuy4.58455→4.49503-10.17stop_loss
06-24 02:55NEARBuy1.97709→1.96631-3.14timeout
06-23 22:55LTCSell42.6683→42.0135+7.20timeout
06-23 20:42APTBuy0.629557→0.646538+13.02timeout
06-23 16:28XRPSell1.09583→1.09767-1.30timeout
06-23 16:18SOLBuy68.6023→69.1106+3.32timeout
06-23 14:22LINKSell7.65838→7.65261-0.14timeout
06-23 14:21APTSell0.634041→0.63966-4.87timeout
06-23 12:08AVAXBuy6.09632→6.28843+15.31take_profit
06-23 08:27ARBSell0.0797301→0.0771593+15.68take_profit
06-23 06:21SUIBuy0.693763→0.680549-9.97stop_loss
06-23 06:20ATOMBuy1.78785→1.75368-9.96stop_loss
06-23 06:20OPBuy0.100885→0.0989457-10.08stop_loss
06-23 06:18SOLBuy71.5807→70.2353-9.79stop_loss
06-23 05:57APTBuy0.659965→0.651737-6.69timeout
06-23 05:57ADABuy0.15897→0.157581-4.79timeout
06-23 00:59ATOMBuy1.80815→1.79785-3.25timeout
06-22 22:28INJBuy4.87872→4.78071-10.47stop_loss
06-22 16:01INJBuy4.89652→4.8034-9.92stop_loss
06-22 15:56NEARBuy2.15714→2.11611-9.95stop_loss
06-22 15:49ADABuy0.16184→0.158701-10.14stop_loss
06-22 14:30ATOMBuy1.80375→1.81505+2.71timeout
06-21 23:33NEARBuy2.12843→2.08763-10.03stop_loss
06-21 21:09APTBuy0.662366→0.649513-10.16stop_loss
06-21 18:09INJBuy4.97514→4.87834-10.14stop_loss
06-21 16:45ATOMBuy1.77664→1.76436-3.92timeout
06-21 08:44NEARSell2.21245→2.25479-10.02stop_loss
06-21 08:14INJBuy5.09467→4.99465-10.26stop_loss
06-21 05:15ADABuy0.163051→0.15995-9.95stop_loss
06-21 03:33ATOMBuy1.80015→1.78325-5.13timeout
06-21 00:39INJBuy5.01015→5.05704+4.23timeout
06-20 23:04ARBBuy0.0836109→0.0846688+5.83timeout
06-20 22:34OPBuy0.101415→0.104634+15.41take_profit
06-20 20:28ATOMBuy1.78675→1.79935+3.06timeout
06-20 16:42NEARSell2.13996→2.18174-10.21stop_loss
06-20 13:15APTBuy0.636359→0.635641-0.99timeout
06-20 12:57ATOMBuy1.79645→1.78055-4.76timeout
06-20 12:02OPBuy0.102916→0.100854-10.36stop_loss

Paper vs Live

Paper (trades.jsonl)
406
closed
33%
win rate
-844.06
total pnl ($)
-41.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
INJ5433%-38.4-103.30
NEAR5122%-86.0-219.21
ATOM4929%-68.3-166.45
APT3829%-80.1-152.22
OP3241%-9.6-15.05
ADA2829%-47.2-66.25
AVAX2730%-54.5-73.30
ARB2025%-76.3-76.32
SOL2035%-40.9-40.64
SUI1937%-38.1-36.25
ETH1560%+82.0+61.37
XRP1331%-26.2-16.96
DOGE1164%+104.6+57.54
LTC1060%-3.3-1.56
LINK1020%-33.0-16.42
BTC650%+50.6+15.17
BNB367%+39.4+5.80

Recent bounces (last 20 of 4)

timesymsidereason
06-27 21:17NEARBuycircuit_breaker
06-27 21:17OPBuycircuit_breaker
06-27 21:17SUIBuycircuit_breaker
06-27 21:17AVAXBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems