perp_spot_basis_convergence_longer_horizon

not live
405
closed trades
39%
win rate
-331.36
total pnl ($)
1.038
weight
7d window — n=88 wr=42% pnl=-31.40  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-22 21:54:59 (35.7d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: avd
n: 23  ·  wr: 60.9%  ·  total_bps: +465.4  ·  mean_bps: +20.24  ·  sharpe: +0.19  ·  max_dd_bps: -489.1
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 11:06NEARBuy1.81835→1.81345-1.78timeout
06-27 10:54OPBuy0.105496→0.103492-9.88stop_loss
06-27 08:01AVAXSell6.63584→6.55664+5.57timeout
06-27 05:04INJBuy4.91973→4.82338-10.23stop_loss
06-27 02:07ADABuy0.148327→0.147883-1.94timeout
06-27 00:33ATOMBuy1.5939→1.5845-3.45timeout
06-27 00:27BNBBuy563.511→566.818+2.46timeout
06-26 20:33SOLBuy73.667→72.277-9.89stop_loss
06-26 20:17LTCSell41.3257→42.1466-10.34stop_loss
06-26 16:00SOLSell71.7842→73.1475-9.94stop_loss
06-26 15:38SUIBuy0.673018→0.694536+15.51take_profit
06-26 11:45BTCBuy59499→59377-1.49timeout
06-26 11:28APTBuy0.595949→0.584561-10.00stop_loss
06-26 06:22OPBuy0.102206→0.105534+15.81take_profit
06-26 04:26ATOMBuy1.63961→1.6037-11.41stop_loss
06-26 02:24XRPBuy1.03006→1.01044-9.97stop_loss
06-26 02:16BTCBuy59571→58450.8-9.85stop_loss
06-26 02:13ADABuy0.142206→0.139475-10.05stop_loss
06-26 02:13ETHBuy1555.06→1525.68-9.89stop_loss
06-26 02:12ETHBuy1568.56→1538.78-9.90stop_loss
06-25 23:30SOLBuy66.557→68.7047+15.68take_profit
06-25 21:55XRPBuy1.01805→1.03974+10.26timeout
06-25 21:55ETHBuy1552.96→1577.54+7.46timeout
06-25 15:57ATOMBuy1.57959→1.62949+15.37take_profit
06-25 14:33DOGEBuy0.072102→0.0743744+15.31take_profit
06-25 14:33ADABuy0.139515→0.143914+15.32take_profit
06-25 13:55APTSell0.597551→0.578645+15.37take_profit
06-25 13:48LINKBuy7.32833→7.18811-10.02stop_loss
06-25 13:48SUIBuy0.684301→0.671116-10.08stop_loss
06-25 13:47OPSell0.105564→0.102216+15.41take_profit
06-25 13:46SOLSell68.1258→65.9559+15.48take_profit
06-25 12:56DOGEBuy0.0767302→0.075864-6.07timeout
06-25 12:55ETHBuy1628.36→1634.74+1.52timeout
06-25 12:55XRPBuy1.07757→1.07423-2.00timeout
06-25 10:33ATOMBuy1.66062→1.62868-10.00stop_loss
06-25 06:45APTSell0.632242→0.632358-0.52timeout
06-25 05:19AVAXBuy6.4183→6.62314+15.53take_profit
06-25 03:34INJBuy4.24136→4.15668-10.46stop_loss
06-24 22:01ETHBuy1575.96→1626.14+15.48take_profit
06-24 21:55ADABuy0.141875→0.146343+15.33take_profit
06-24 20:50LINKBuy7.1924→7.42074+15.44take_profit
06-24 20:06NEARBuy1.87357→1.93502+15.95take_profit
06-24 20:06APTBuy0.59815→0.617346+15.62take_profit
06-24 17:22AVAXBuy6.14954→6.03237-9.98stop_loss
06-24 17:22OPBuy0.0969742→0.0949787-10.73stop_loss
06-24 17:20DOGEBuy0.0749497→0.0735198-9.97stop_loss
06-24 17:20SOLBuy66.581→65.2955-10.10stop_loss
06-24 16:47INJBuy4.30808→4.22543-10.03stop_loss
06-24 15:36AVAXSell6.4068→6.27467+9.88timeout
06-24 13:48ADABuy0.147297→0.144422-10.20stop_loss
06-24 05:46OPBuy0.0997149→0.102884+15.63take_profit
06-24 04:24ATOMBuy1.71433→1.68154-9.99stop_loss
06-24 03:16INJBuy4.54544→4.49718-5.71timeout
06-24 02:10SOLBuy68.7173→69.8475+7.89timeout
06-23 21:31BTCBuy61953.1→62532.9+4.23timeout
06-23 20:41APTBuy0.629557→0.646838+13.26timeout
06-23 18:43LTCSell43.1572→41.7954+15.30take_profit
06-23 14:22ETHSell1685.83→1663.97+6.01timeout
06-23 14:22SOLSell69.8995→69.4444+2.71timeout
06-23 14:21XRPSell1.10862→1.10558+0.89timeout
06-23 06:28AVAXBuy6.18985→6.07224-9.94stop_loss
06-23 06:21SUIBuy0.694654→0.681459-9.95stop_loss
06-23 06:18ADABuy0.15897→0.155903-10.08stop_loss
06-23 06:18SOLBuy71.7568→70.4072-9.78stop_loss
06-23 06:08DOGEBuy0.0820755→0.0805126-9.96stop_loss
06-23 03:56ATOMBuy1.78775→1.78465-1.29timeout
06-23 00:05INJBuy4.8058→4.8144+0.39timeout
06-22 22:28OPBuy0.101755→0.0998051-10.05stop_loss
06-22 16:01INJBuy4.89652→4.8034-9.92stop_loss
06-22 15:56NEARBuy2.15574→2.11461-9.98stop_loss
06-22 15:49ADABuy0.16197→0.158891-9.95stop_loss
06-22 12:21ATOMBuy1.79015→1.82404+9.01timeout
06-22 09:28INJSell4.99355→4.87632+11.34timeout
06-22 03:44APTBuy0.669867→0.657107-9.97stop_loss
06-21 21:09APTBuy0.662366→0.649513-10.16stop_loss
06-21 20:58ARBBuy0.083821→0.0826693-7.34timeout
06-21 20:57OPBuy0.102586→0.100985-8.16timeout
06-21 16:57AVAXBuy6.27817→6.26833-1.18timeout
06-21 16:44ATOMBuy1.77664→1.76356-4.14timeout
06-21 16:37INJBuy5.00325→4.90772-9.88stop_loss
06-21 08:44NEARBuy2.20425→2.24834+9.50timeout
06-21 08:14INJBuy5.09497→4.99445-10.31stop_loss
06-21 03:01INJBuy4.97004→5.01805+4.44timeout
06-21 00:50ATOMBuy1.77884→1.79335+3.60timeout
06-20 23:04ARBBuy0.0835009→0.0846688+6.49timeout
06-20 22:34OPBuy0.101245→0.104634+16.27take_profit
06-20 22:24SOLSell72.2532→73.6609-10.15stop_loss
06-20 15:18NEARSell2.13267→2.17363-10.06stop_loss
06-20 13:10BTCBuy63857.2→63587.8-2.57timeout
06-20 13:10ETHBuy1731.57→1726.33-2.00timeout
06-20 13:09SOLBuy71.5327→71.5343-0.47timeout
06-20 13:09XRPBuy1.14589→1.14541-0.64timeout
06-20 13:09DOGEBuy0.0836709→0.0837571+0.06timeout
06-19 21:45ADABuy0.162671→0.16071-6.39timeout
06-19 19:10ARBBuy0.0849112→0.0832775-10.10stop_loss
06-19 19:09AVAXBuy5.87977→5.76337-10.35stop_loss
06-19 16:56NEARBuy2.17324→2.1319-9.98stop_loss
06-19 14:58INJBuy5.15449→5.05651-9.96stop_loss
06-19 12:34BNBSell572.027→573.013-1.30timeout
06-19 03:43ATOMBuy1.78465→1.80325+4.87timeout

Paper vs Live

Paper (trades.jsonl)
405
closed
39%
win rate
-331.36
total pnl ($)
-16.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
INJ5643%+3.4+10.28
NEAR5237%-8.2-21.73
ATOM4236%-34.8-73.10
APT3435%-44.1-75.16
OP3244%-4.9-7.37
SOL2635%-33.3-42.58
ADA2627%-56.8-73.75
ARB2438%-42.5-51.16
ETH2148%+14.6+15.51
AVAX1833%-39.3-35.18
SUI1759%+89.4+76.00
DOGE1450%+33.4+23.53
XRP1421%-93.0-65.05
LINK933%-8.6-3.71
BTC729%+8.0+2.75
LTC743%+14.5+5.18
BNB650%-52.1-15.81

Recent bounces (last 20 of 3)

timesymsidereason
06-27 12:22OPBuycircuit_breaker
06-27 12:10ATOMBuycircuit_breaker
06-27 12:10ATOMBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems