perp_spot_basis_convergence_long

62

closed trades

52%

win rate

-144.69

total pnl ($)

0.471

weight

7d window — n=13 wr=31% pnl=-125.37 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 18:40:49 (23.9d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485393_76072

n: 22 · wr: 54.5% · total_bps: +13.6 · mean_bps: +0.62 · sharpe: +0.00 · max_dd_bps: -1286.6

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

time	sym	side	entry→exit	pnl	close
06-27 11:10	BTC	Buy	59417→60358	+7.43	timeout
06-27 05:00	BTC	Buy	59902→60207	+2.10	timeout
06-26 22:40	BTC	Buy	59776→59919	+0.71	timeout
06-26 16:11	BTC	Buy	59775→60142	+2.53	timeout
06-25 13:58	BTC	Buy	60291→58145	-18.16	stop_loss
06-25 13:54	BTC	Buy	60785→58540.8	-18.88	stop_loss
06-25 13:53	BTC	Buy	61070.1→58892.6	-18.22	stop_loss
06-25 13:48	BTC	Buy	61555.1→59364.3	-18.23	stop_loss
06-24 15:56	BTC	Buy	62526.1→60299.8	-18.23	stop_loss
06-24 15:46	BTC	Buy	62589.1→60361.8	-18.19	stop_loss
06-24 15:45	BTC	Buy	62661.1→60430.7	-18.21	stop_loss
06-24 13:54	BTC	Buy	62421.1→61496.9	-7.84	timeout
06-24 07:45	BTC	Buy	62873.1→62665.9	-2.19	timeout
06-17 03:05	BTC	Buy	65801.3→65832.7	-0.26	timeout
06-16 20:51	BTC	Buy	66493.3→65821.7	-5.59	timeout
06-16 14:40	BTC	Buy	66506.3→65667.7	-6.83	timeout
06-16 08:42	BTC	Buy	65719.3→66522.7	+5.66	timeout
06-16 02:24	BTC	Buy	65663.3→66004.7	+2.14	timeout
06-15 14:09	BTC	Buy	64290.2→66337.7	+15.48	timeout
06-15 13:06	BTC	Buy	63810.2→66613.7	+21.53	take_profit
06-15 08:07	BTC	Buy	64390.2→65699.7	+9.70	timeout
06-15 02:07	BTC	Buy	64584.2→65596.7	+7.35	timeout
06-14 19:56	BTC	Buy	64302.2→63764.8	-4.68	timeout
06-14 13:57	BTC	Buy	64075.2→64295.8	+1.27	timeout
06-14 07:57	BTC	Buy	63809.2→64428.8	+4.28	timeout
06-14 02:46	BTC	Buy	63616.2→64460.8	+6.21	timeout
06-13 20:48	BTC	Buy	63423.2→64220.8	+5.82	timeout
06-13 14:38	BTC	Buy	63703.2→64182.8	+3.27	timeout
06-13 07:45	BTC	Buy	63029.2→63811.8	+5.74	timeout
06-12 23:11	BTC	Buy	63358.2→63446.8	+0.14	timeout
06-12 14:53	BTC	Buy	62926.1→63850.8	+6.82	timeout
06-12 08:46	BTC	Buy	62893.1→63368.8	+3.26	timeout
06-12 02:45	BTC	Buy	62035.1→63576.8	+11.88	timeout
06-11 20:40	BTC	Buy	61833.1→63336.8	+11.57	timeout
06-11 14:40	BTC	Buy	61903.1→62848.9	+7.09	timeout
06-11 08:19	BTC	Buy	61601.1→62803.9	+9.19	timeout
06-10 16:38	BTC	Buy	60931→62263.9	+10.41	timeout
06-10 00:53	BTC	Buy	62510.1→62016.9	-4.29	timeout
06-09 15:56	BTC	Buy	63267.2→60998.4	-18.44	stop_loss
06-09 15:55	BTC	Buy	63354.2→61099.4	-18.38	stop_loss
06-09 12:50	BTC	Buy	63556.2→62543.9	-8.38	timeout
06-09 06:48	BTC	Buy	62955.1→63380.8	+2.88	timeout
06-09 00:45	BTC	Buy	63642.2→62584.9	-8.77	timeout
06-08 18:43	BTC	Buy	62173.1→63495.8	+10.12	timeout
06-08 12:38	BTC	Buy	61843.1→63359.8	+11.80	timeout
06-08 06:33	BTC	Buy	62100.1→63060.8	+7.27	timeout
06-07 22:14	BTC	Buy	60810→63479.8	+21.51	take_profit
06-07 18:26	BTC	Buy	60603→62188.9	+12.68	timeout
06-07 12:22	BTC	Buy	60868→61962.9	+8.54	timeout
06-07 05:05	BTC	Buy	59844→61785.9	+15.80	timeout
06-05 18:52	BTC	Buy	61396.1→59211.4	-18.25	stop_loss
06-05 14:28	BTC	Buy	62520.1→60291.8	-18.27	stop_loss
06-05 13:56	BTC	Buy	63230.2→60979.4	-18.25	stop_loss
06-05 10:02	BTC	Buy	63149.2→62898.9	-2.41	timeout
06-05 06:22	BTC	Buy	63551.2→61286.3	-18.23	stop_loss
06-05 06:22	BTC	Buy	63633.2→61365.2	-18.25	stop_loss
06-05 05:09	BTC	Buy	63898.2→63386.8	-4.39	timeout
06-04 00:39	BTC	Buy	65400.3→63073.3	-18.24	stop_loss
06-04 00:26	BTC	Buy	66141.3→63787.9	-18.23	stop_loss
06-03 23:24	BTC	Buy	66676.3→64299.6	-18.25	stop_loss
06-03 23:03	BTC	Buy	66879.3→64486.5	-18.41	stop_loss
06-03 17:52	BTC	Buy	67420.4→65879.7	-11.94	timeout

Paper (trades.jsonl)

62

closed

52%

win rate

-144.69

total pnl ($)

-46.2 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	62	52%	-46.2	-144.69

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 62 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)