perp_spot_basis_discount_long · strategy

681

closed trades

36%

win rate

-427.58

total pnl ($)

0.250

weight

7d window — n=306 wr=32% pnl=-245.26 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 16:59:42 (19.1d ago) · src: canon

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

n: 4896 · wr: 30.8% · total_bps: -62036.5 · mean_bps: -12.67 · sharpe: -0.38 · max_dd_bps: -62163.4

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

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-22 19:28	BTCUSDT	Buy	64563.1→64294.8	-2.53	timeout
06-22 18:57	BTCUSDT	Buy	64621.1→64302	-2.92	timeout
06-22 18:26	BTCUSDT	Buy	64550.5→64579.5	-0.23	timeout
06-22 17:54	BTCUSDT	Buy	64730.1→64605.1	-1.42	timeout
06-22 17:22	BTCUSDT	Buy	64735.1→64483.8	-2.39	timeout
06-22 16:51	BTCUSDT	Buy	64809→64617.6	-1.93	timeout
06-22 16:20	BTCUSDT	Buy	64951.1→64722.6	-2.21	timeout
06-22 15:44	BTCUSDT	Buy	64928.2→65024.5	+0.29	timeout
06-22 15:09	BTCUSDT	Buy	65299.5→64956.2	-3.08	timeout
06-22 14:35	BTCUSDT	Buy	65254.3→65002.8	-2.38	timeout
06-22 14:03	BTCUSDT	Buy	65101.9→65376.3	+1.65	timeout
06-22 13:31	BTCUSDT	Buy	64856.1→65080.2	+1.27	timeout
06-22 13:00	BTCUSDT	Buy	64678.5→65074.8	+2.61	timeout
06-22 12:29	BTCUSDT	Buy	64377.8→64899.2	+3.59	timeout
06-22 11:58	BTCUSDT	Buy	64131.2→64633.9	+3.46	timeout
06-22 11:26	BTCUSDT	Buy	64156.5→64419.8	+1.60	timeout
06-22 10:55	BTCUSDT	Buy	64133.7→64114.8	-0.60	timeout
06-22 10:22	BTCUSDT	Buy	64135.8→64128.7	-0.51	timeout
06-22 09:48	BTCUSDT	Buy	64139→64086	-0.87	timeout
06-22 09:15	BTCUSDT	Buy	64287.9→64114	-1.81	timeout
06-22 08:41	BTCUSDT	Buy	64296.7→64116.2	-1.86	timeout
06-22 08:07	BTCUSDT	Buy	64063.3→64145.6	+0.19	timeout
06-22 07:34	BTCUSDT	Buy	64055.2→64259	+1.14	timeout
06-22 07:01	BTCUSDT	Buy	64207.2→63946.8	-2.48	timeout
06-22 06:27	BTCUSDT	Buy	64220→64047.1	-1.80	timeout
06-22 05:53	BTCUSDT	Buy	64038→64151.1	+0.43	timeout
06-22 05:19	BTCUSDT	Buy	63903→64182.1	+1.73	timeout
06-22 04:45	BTCUSDT	Buy	64176→63916.3	-2.47	timeout
06-22 04:11	BTCUSDT	Buy	64056.5→63914.1	-1.56	timeout
06-22 03:01	BTCUSDT	Buy	64540.9→63884.5	-5.54	stop_loss
06-22 03:01	BTCUSDT	Buy	64569.9→63910.4	-5.56	stop_loss
06-22 02:28	BTCUSDT	Buy	64623.8→64500.3	-1.41	timeout
06-22 01:26	BTCUSDT	Buy	63749.6→64685.9	+6.89	take_profit
06-22 01:16	BTCUSDT	Buy	63536.4→63930	+2.64	timeout
06-22 00:41	BTCUSDT	Buy	63374.9→63950.3	+4.09	timeout
06-22 00:08	BTCUSDT	Buy	63718.7→63474.1	-2.37	timeout
06-21 23:36	BTCUSDT	Buy	63593→63324.3	-2.56	timeout
06-21 23:03	BTCUSDT	Buy	63772.7→63648.9	-1.42	timeout
06-21 22:30	BTCUSDT	Buy	63701.7→63614.1	-1.14	timeout
06-21 21:57	BTCUSDT	Buy	63768.7→63749.9	-0.60	timeout
06-21 21:09	BTCUSDT	Buy	64106.4→63459.9	-5.49	stop_loss
06-21 20:49	BTCUSDT	Buy	64184.8→63665.7	-4.49	timeout
06-21 20:14	BTCUSDT	Buy	64217.9→64118.4	-1.22	timeout
06-21 19:39	BTCUSDT	Buy	64202.2→64160.8	-0.77	timeout
06-21 19:09	BTCUSDT	Buy	64001→64126	+0.53	timeout
06-21 18:38	BTCUSDT	Buy	64054.8→64147.2	+0.27	timeout
06-21 18:03	BTCUSDT	Buy	64130.2→63949.1	-1.86	timeout
06-21 17:27	BTCUSDT	Buy	64191.5→64112	-1.07	timeout
06-21 16:51	BTCUSDT	Buy	64248.9→64104.5	-1.57	timeout
06-21 16:16	BTCUSDT	Buy	64200.1→64106.9	-1.17	timeout
06-21 15:40	BTCUSDT	Buy	64054.8→64197.8	+0.67	timeout
06-21 15:05	BTCUSDT	Buy	64114.2→64182.8	+0.09	timeout
06-21 14:30	BTCUSDT	Buy	64148.1→63984	-1.73	timeout
06-21 13:56	BTCUSDT	Buy	64131.5→64057.7	-1.02	timeout
06-21 13:23	BTCUSDT	Buy	63977.5→64103.6	+0.54	timeout
06-21 12:51	BTCUSDT	Buy	64145.2→63996.4	-1.61	timeout
06-21 12:20	BTCUSDT	Buy	64213.7→63997.4	-2.13	timeout
06-21 11:45	BTCUSDT	Buy	64330.1→64223.9	-1.27	timeout
06-21 11:13	BTCUSDT	Buy	64264.4→64358.4	+0.28	timeout
06-21 10:43	BTCUSDT	Buy	64119.1→64333.9	+1.22	timeout
06-21 10:08	BTCUSDT	Buy	63970.8→64204	+1.37	timeout
06-21 09:37	BTCUSDT	Buy	63951.6→64120.6	+0.87	timeout
06-21 09:06	BTCUSDT	Buy	64157.4→63951.4	-2.06	timeout
06-21 08:31	BTCUSDT	Buy	64179→64010	-1.77	timeout
06-21 08:00	BTCUSDT	Buy	64285.7→64155.3	-1.47	timeout
06-21 07:30	BTCUSDT	Buy	64248.9→64127.9	-1.39	timeout
06-21 06:55	BTCUSDT	Buy	64243.9→64243.5	-0.45	timeout
06-21 06:21	BTCUSDT	Buy	64235.2→64212.8	-0.62	timeout
06-21 05:51	BTCUSDT	Buy	64336→64198.6	-1.52	timeout
06-21 05:16	BTCUSDT	Buy	64411.3→64193.9	-2.14	timeout
06-21 04:41	BTCUSDT	Buy	64392.3→64465.7	+0.12	timeout
06-21 04:07	BTCUSDT	Buy	64230.2→64343.9	+0.44	timeout
06-21 03:34	BTCUSDT	Buy	64229.9→64312.3	+0.19	timeout
06-21 02:59	BTCUSDT	Buy	64232.1→64194.5	-0.74	timeout
06-21 02:27	BTCUSDT	Buy	64232.3→64174.2	-0.90	timeout
06-21 01:56	BTCUSDT	Buy	64264.7→64210.4	-0.87	timeout
06-21 01:24	BTCUSDT	Buy	64236.3→64205.7	-0.69	timeout
06-21 00:53	BTCUSDT	Buy	64265.7→64266.9	-0.44	timeout
06-21 00:22	BTCUSDT	Buy	64262.6→64244.7	-0.59	timeout
06-20 23:51	BTCUSDT	Buy	64298.8→64239.1	-0.92	timeout
06-20 23:19	BTCUSDT	Buy	64085.1→64229.7	+0.68	timeout
06-20 22:48	BTCUSDT	Buy	64032.9→64205.7	+0.90	timeout
06-20 22:17	BTCUSDT	Buy	63947.2→64051.9	+0.37	timeout
06-20 21:44	BTCUSDT	Buy	63863.9→63989.4	+0.53	timeout
06-20 21:10	BTCUSDT	Buy	63949.2→63901.6	-0.82	timeout
06-20 20:35	BTCUSDT	Buy	63866.4→63816.5	-0.84	timeout
06-20 20:00	BTCUSDT	Buy	63795.4→63891.2	+0.30	timeout
06-20 19:29	BTCUSDT	Buy	63844.1→63808.8	-0.73	timeout
06-20 18:57	BTCUSDT	Buy	63835.7→63747.2	-1.14	timeout
06-20 18:24	BTCUSDT	Buy	63890.4→63825.5	-0.96	timeout
06-20 17:51	BTCUSDT	Buy	64023.7→63794.1	-2.24	timeout
06-20 17:16	BTCUSDT	Buy	64005.9→63874.6	-1.48	timeout
06-20 16:41	BTCUSDT	Buy	64100.1→63962.1	-1.53	timeout
06-20 16:08	BTCUSDT	Buy	63873.8→63971.1	+0.31	timeout
06-20 15:20	BTCUSDT	Buy	63391.8→64311.1	+6.80	take_profit
06-20 14:57	BTCUSDT	Buy	63403.2→63887.7	+3.37	timeout
06-20 14:22	BTCUSDT	Buy	63435.9→63284.4	-1.65	timeout
06-20 13:49	BTCUSDT	Buy	63592.7→63441.7	-1.64	timeout
06-20 13:16	BTCUSDT	Buy	63716→63568.2	-1.61	timeout
06-20 12:43	BTCUSDT	Buy	63709.1→63566	-1.58	timeout

Paper vs Live

Paper (trades.jsonl)

681

closed

36%

win rate

-427.58

total pnl ($)

-12.5 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTCUSDT	681	36%	-12.5	-427.58

Recent bounces (last 20 of 33)

time	sym	side	reason
06-22 19:51	BTCUSDT	Buy	router_blocked
06-22 19:13	BTCUSDT	Buy	router_blocked
06-22 18:43	BTCUSDT	Buy	router_blocked
06-22 18:12	BTCUSDT	Buy	router_blocked
06-22 17:40	BTCUSDT	Buy	router_blocked
06-22 17:08	BTCUSDT	Buy	router_blocked
06-22 16:02	BTCUSDT	Buy	router_blocked
06-22 15:29	BTCUSDT	Buy	router_blocked
06-22 14:55	BTCUSDT	Buy	router_blocked
06-22 14:23	BTCUSDT	Buy	router_blocked
06-22 13:50	BTCUSDT	Buy	router_blocked
06-22 13:21	BTCUSDT	Buy	stale_intent
06-22 12:22	BTCUSDT	Buy	stale_intent
06-22 11:51	BTCUSDT	Buy	stale_intent
06-22 09:37	BTCUSDT	Buy	router_blocked
06-22 09:03	BTCUSDT	Buy	router_blocked
06-22 08:29	BTCUSDT	Buy	router_blocked
06-22 07:55	BTCUSDT	Buy	router_blocked
06-22 06:12	BTCUSDT	Buy	router_blocked
06-22 05:15	BTCUSDT	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…