perp_spot_basis_convergence_volatility

not live
35
closed trades
60%
win rate
+99.03
total pnl ($)
1.246
weight
7d window — n=10 wr=50% pnl=+14.58  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 18:15:55 (18.6d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: x3485393_71324
n: 16  ·  wr: 68.8%  ·  total_bps: +1522.2  ·  mean_bps: +95.14  ·  sharpe: +0.71  ·  max_dd_bps: -196.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 35 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-21 21:28BTCSell63904.8→63662.2+1.45timeout
06-21 15:27BTCSell64178.8→64180.2-0.52timeout
06-20 09:14BTCSell62378.9→63499.2-9.32timeout
06-19 20:53BTCSell63087.8→63166.2-1.03timeout
06-19 06:47BTCSell64068.8→62752.1+9.79timeout
06-18 18:05BTCSell64792.8→62632.1+15.97timeout
06-17 12:10BTCSell66523.7→64842.2+12.27timeout
06-17 05:26BTCSell66063.7→65803.3+1.56timeout
06-16 11:37BTCSell66166.7→66349.3-1.75timeout
06-15 21:20BTCSell64759.8→66501.3-13.83timeout
06-15 07:20BTCSell64297.8→65853.3-12.53timeout
06-14 21:06BTCSell64281.8→63999.2+1.77timeout
06-14 02:27BTCSell63702.8→64529.2-6.95timeout
06-12 23:13BTCSell63364.8→63447.2-1.05timeout
06-12 17:09BTCSell62482.9→64012.2-12.64timeout
06-11 14:56BTCSell61844.9→62778.1-7.90timeout
06-10 13:46BTCSell62342.9→62223.1+0.52timeout
06-10 07:44BTCSell63161.8→62023.1+8.43timeout
06-09 12:26BTCSell62994.9→62726.1+1.63timeout
06-08 07:42BTCSell62191.9→63126.2-7.93timeout
06-07 22:15BTCSell61723.9→64234.3-20.79stop_loss
06-07 12:33BTCSell60752→61805.1-9.10timeout
06-07 06:07BTCSell61011.9→61665.1-5.85timeout
06-06 06:25BTCSell61466.9→61121.1+2.37timeout
06-05 18:52BTCSell61973.9→59253+21.52take_profit
06-05 09:57BTCSell63151.8→62838.1+2.02timeout
06-05 05:24BTCSell63794.8→63354.2+2.95timeout
06-04 00:29BTCSell66375.7→63461.2+21.49take_profit
06-03 23:23BTCSell66564.7→64430.2+15.58timeout
06-02 15:37BTCSell70167.5→67070.4+21.63take_profit
06-02 14:10BTCSell71536.4→68395.4+21.53take_profit
06-02 12:40BTCSell72244.4→69072.5+21.65take_profit
06-02 02:07BTCSell73385.3→70159.5+21.66take_profit
05-31 19:47BTCSell74021.3→73501.7+3.05timeout
05-30 17:21BTCSell74197.3→73941.7+1.38timeout

Paper vs Live

Paper (trades.jsonl)
35
closed
60%
win rate
+99.03
total pnl ($)
+56.3 bps
avg bps net
Live (dry_run=0)
2
closed
100%
win rate
+0.46
total pnl ($)
+34.3 bps
avg bps net
Live: 2 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3560%+56.3+99.03

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems