perp_spot_basis_convergence_loose_z

not live
629
closed trades
43%
win rate
-330.36
total pnl ($)
0.916
weight
7d window — n=134 wr=46% pnl=-38.49  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-22 21:54:59 (38.2d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: avd
n: 23  ·  wr: 47.8%  ·  total_bps: -13.7  ·  mean_bps: -0.60  ·  sharpe: -0.01  ·  max_dd_bps: -570.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 22:00ARBBuy0.0775594→0.0770507-3.73timeout
06-29 21:04AVAXBuy6.72398→6.67523-4.10timeout
06-29 19:37ATOMBuy1.55399→1.53225-7.44stop_loss
06-29 17:13ADABuy0.143766→0.146913+10.48take_profit
06-29 13:26ATOMBuy1.56839→1.54584-7.63stop_loss
06-29 05:05OPBuy0.102536→0.100884-8.51stop_loss
06-29 04:41INJBuy4.56454→4.60145+3.63timeout
06-29 03:00ARBBuy0.0735284→0.0751212+10.38take_profit
06-29 02:46NEARSell1.83334→1.85939-7.54stop_loss
06-29 02:39SOLSell70.9664→71.9467-7.34stop_loss
06-29 00:02ATOMBuy1.56739→1.56951+0.21timeout
06-28 23:50AVAXBuy6.34289→6.47978+10.33take_profit
06-28 22:56INJBuy4.57994→4.50972-8.09stop_loss
06-28 20:59ARBBuy0.0734584→0.0733417-1.20timeout
06-28 19:42ATOMBuy1.57179→1.56741-1.85timeout
06-28 19:10LTCBuy43.0108→42.5384-5.91timeout
06-28 15:43OPBuy0.100245→0.101635+6.46timeout
06-28 11:00ATOMBuy1.55839→1.56441+1.50timeout
06-28 10:41APTBuy0.579445→0.580855+0.80timeout
06-28 09:15ADABuy0.144696→0.145704+3.04timeout
06-28 02:50APTBuy0.584646→0.579955-4.44timeout
06-28 02:37OPBuy0.100395→0.101355+4.38timeout
06-27 21:40ADABuy0.146777→0.144691-7.49stop_loss
06-27 19:30ARBBuy0.0747687→0.0737047-7.56stop_loss
06-27 17:58ATOMBuy1.5958→1.5949-0.70timeout
06-27 17:02OPBuy0.103086→0.101644-7.44stop_loss
06-27 14:13INJBuy4.86712→4.97486+10.62take_profit
06-27 13:27ATOMBuy1.58019→1.5986+5.44timeout
06-27 12:47ARBBuy0.0745286→0.0751012+3.39timeout
06-27 08:05INJBuy4.94424→5.05314+10.57take_profit
06-27 07:35OPBuy0.105396→0.105324-0.72timeout
06-27 07:07NEARBuy1.81355→1.80505-2.80timeout
06-27 01:35ADABuy0.147507→0.148263+2.11timeout
06-27 01:30ARBBuy0.0738585→0.0744514+3.54timeout
06-26 23:20INJBuy4.75829→4.86168+10.41take_profit
06-26 23:03AVAXBuy6.4151→6.55326+10.31take_profit
06-26 22:57OPSell0.106603→0.105986+2.45timeout
06-26 20:33ATOMBuy1.5939→1.5883-2.14timeout
06-26 20:27BNBBuy564.451→566.298+1.16timeout
06-26 19:09INJSell4.77241→4.84073-7.60stop_loss
06-26 18:45AVAXBuy6.49232→6.3989-7.65stop_loss
06-26 16:00SOLSell71.6962→72.6972-7.42stop_loss
06-26 14:00ARBBuy0.0715579→0.0731217+10.47take_profit
06-26 13:43NEARSell1.75346→1.77863-7.63stop_loss
06-26 11:44OPBuy0.104326→0.102853-7.51stop_loss
06-26 10:01APTSell0.60105→0.587847+10.54take_profit
06-26 09:12ADABuy0.146337→0.144272-7.51stop_loss
06-26 06:03INJBuy4.44201→4.37831-7.62stop_loss
06-26 04:11OPBuy0.102206→0.104424+10.39take_profit
06-26 03:45SUISell0.663714→0.673105-7.53stop_loss
06-26 03:12APTSell0.572457→0.580535-7.52stop_loss
06-26 03:02ADABuy0.140395→0.138406-7.52stop_loss
06-26 03:01ETHBuy1535.65→1514.59-7.31stop_loss
06-26 02:13INJSell4.28513→4.18875+10.76take_profit
06-26 02:12NEARBuy1.81605→1.79016-7.59stop_loss
06-25 23:34ADABuy0.141275→0.144134+9.67timeout
06-25 22:18ETHBuy1568.56→1569.64-0.11timeout
06-25 19:21NEARBuy1.85996→1.83392-7.46stop_loss
06-25 19:19AVAXBuy6.16014→6.07144-7.63stop_loss
06-25 18:20LTCBuy40.3671→41.0347+7.79timeout
06-25 18:19INJBuy4.13343→4.23124+11.37take_profit
06-25 18:17XRPBuy1.03246→1.03974+3.12timeout
06-25 14:33SOLBuy65.3838→66.832+10.63take_profit
06-25 14:33ADABuy0.141925→0.145004+10.39take_profit
06-25 14:33BTCBuy58950.9→60244+10.52take_profit
06-25 14:07DOGESell0.0723389→0.07336-7.51stop_loss
06-25 14:07ETHSell1544.75→1566.04-7.34stop_loss
06-25 13:59LINKSell7.15611→6.99935+10.50take_profit
06-25 13:58OPSell0.100995→0.0985146+11.83take_profit
06-25 13:55APTSell0.59975→0.586847+10.31take_profit
06-25 13:43SUIBuy0.692343→0.682618-7.47stop_loss
06-25 13:43INJBuy4.29667→4.23262-7.90stop_loss
06-25 13:40NEARBuy1.93638→1.90927-7.45stop_loss
06-25 13:40AVAXBuy6.36159→6.26969-7.67stop_loss
06-25 11:07ARBBuy0.0769292→0.0758531-7.44stop_loss
06-25 10:27SUIBuy0.701455→0.691361-7.66stop_loss
06-25 08:56ETHBuy1632.26→1651.43+5.40timeout
06-25 08:56ADABuy0.148717→0.149243+1.29timeout
06-25 08:56DOGEBuy0.0766372→0.0770347+2.14timeout
06-25 08:56XRPBuy1.08027→1.08293+0.78timeout
06-25 05:19AVAXBuy6.47752→6.61835+10.42take_profit
06-25 03:03AVAXBuy6.4204→6.4057-1.58timeout
06-25 02:47APTSell0.631442→0.625056+4.62timeout
06-25 02:41INJBuy4.23796→4.17796-7.55stop_loss
06-24 23:04OPBuy0.102106→0.104554+11.53take_profit
06-24 22:32BNBBuy554.949→563.489+7.27timeout
06-24 22:32XRPBuy1.06657→1.07393+3.04timeout
06-24 20:21ADABuy0.140775→0.143804+10.32take_profit
06-24 20:06LINKBuy7.1924→7.34816+10.39take_profit
06-24 20:01ATOMBuy1.6017→1.63869+11.12take_profit
06-24 18:25NEARBuy1.87337→1.91372+10.32take_profit
06-24 18:21APTBuy0.592248→0.605049+10.37take_profit
06-24 17:47ETHBuy1575.96→1554.37-7.30stop_loss
06-24 17:22INJBuy4.20395→4.14249-7.76stop_loss
06-24 17:21SUIBuy0.663146→0.653729-7.54stop_loss
06-24 17:20AVAXBuy6.14564→6.04606-8.55stop_loss
06-24 17:20SOLBuy66.692→65.7572-7.46stop_loss
06-24 16:51DOGEBuy0.0747617→0.0736847-7.64stop_loss
06-24 16:43ARBBuy0.076039→0.0749737-7.45stop_loss
06-24 15:19INJBuy4.30598→4.31262+0.35timeout

Paper vs Live

Paper (trades.jsonl)
629
closed
43%
win rate
-330.36
total pnl ($)
-10.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ATOM8835%-28.0-122.20
INJ7844%-0.2-0.30
NEAR7533%-29.3-110.08
OP6652%+5.0+17.06
APT6636%-25.7-84.55
ARB5838%-26.2-75.96
ADA5551%+3.3+9.35
AVAX3040%-8.3-12.52
SOL2148%+11.3+12.25
SUI1932%-46.6-44.26
ETH1747%-18.6-15.82
XRP1464%+27.3+19.20
LINK1258%+68.2+40.96
DOGE1258%+11.7+7.00
LTC862%+66.2+26.55
BNB743%-24.1-8.50
BTC3100%+76.2+11.47

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems