perp_spot_basis_enhanced_rr_reversion

not live
246
closed trades
30%
win rate
-712.04
total pnl ($)
0.582
weight
7d window — n=58 wr=36% pnl=-106.36  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-23 04:27:56 (35.6d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: avs
n: 92  ·  wr: 39.1%  ·  total_bps: -3179.6  ·  mean_bps: -34.56  ·  sharpe: -0.25  ·  max_dd_bps: -3647.2
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 11:02BTCBuy60341→60399+0.01timeout
06-27 11:02ETHBuy1583.06→1583.44-0.31timeout
06-27 11:02SOLBuy72.1738→71.9982-1.65timeout
06-27 10:01AVAXBuy6.52933→6.52837-0.52timeout
06-27 08:01AVAXSell6.65044→6.55664+6.65timeout
06-26 21:35BTCBuy59038→59865+6.53timeout
06-26 20:00XRPBuy1.02116→1.05344+15.34take_profit
06-26 19:25DOGESell0.0745574→0.0759769-9.95stop_loss
06-26 19:25DOGEBuy0.0734494→0.0757681+15.30take_profit
06-26 16:00ADASell0.146573→0.149362-9.96stop_loss
06-26 15:26ETHBuy1536.35→1585.24+15.46take_profit
06-26 14:12SOLBuy68.8983→71.1073+15.58take_profit
06-26 09:32BTCBuy59220→60054+6.59timeout
06-26 06:21SOLSell67.4809→68.7607-9.90stop_loss
06-26 03:03XRPBuy1.02866→1.00894-10.03stop_loss
06-26 02:13ETHBuy1555.16→1526.08-9.79stop_loss
06-26 02:11AVAXSell6.21795→6.10943+8.25timeout
06-25 22:18BTCBuy58999.9→59912+7.27timeout
06-25 16:09ADASell0.142154→0.144919-10.17stop_loss
06-25 13:55SOLBuy65.8269→64.586-9.88stop_loss
06-25 13:53ETHBuy1582.56→1552.97-9.80stop_loss
06-25 13:53DOGEBuy0.0743516→0.0729253-10.04stop_loss
06-25 13:53XRPBuy1.04586→1.02543-10.22stop_loss
06-25 13:46SOLSell68.1118→65.9479+15.44take_profit
06-25 07:02LINKBuy7.39595→7.51742+7.77timeout
06-25 05:19AVAXBuy6.4206→6.62824+15.74take_profit
06-24 21:57ADABuy0.142436→0.146943+15.39take_profit
06-24 20:13LINKSell7.23139→7.36992-10.04stop_loss
06-24 20:06ETHSell1577.84→1607.46-9.85stop_loss
06-24 15:42SOLBuy69.0844→67.7849-9.86stop_loss
06-24 15:37AVAXSell6.4027→6.26487+10.34timeout
06-24 15:37ETHBuy1661.77→1630.62-9.82stop_loss
06-24 14:13BTCBuy62291.1→61127.4-9.79stop_loss
06-24 13:48ADABuy0.147387→0.144572-9.99stop_loss
06-24 07:26AVAXSell6.48758→6.4151+5.17timeout
06-23 18:02LINKBuy7.55509→7.5844+1.48timeout
06-23 16:28XRPSell1.09723→1.09767-0.66timeout
06-23 16:28DOGESell0.0786423→0.0789307-2.38timeout
06-23 16:18ETHBuy1654.97→1664.23+2.32timeout
06-23 14:14LINKSell7.49962→7.64263-10.03stop_loss
06-23 09:11AVAXSell6.03969→6.15461-9.97stop_loss
06-23 08:17ADABuy0.155139→0.151926-10.79stop_loss
06-23 08:17SOLBuy69.7645→68.4505-9.84stop_loss
06-23 06:28XRPBuy1.12298→1.11022-6.09timeout
06-23 06:20ETHBuy1723.97→1691.68-9.79stop_loss
06-23 06:20ADABuy0.158029→0.155004-9.98stop_loss
06-23 06:20BTCBuy64042.2→62843.4-9.82stop_loss
06-23 06:08DOGEBuy0.0822906→0.0806455-10.44stop_loss
06-22 21:34SOLSell74.2939→72.6439+10.59timeout
06-22 21:33LINKSell8.08478→7.89607+11.23timeout
06-22 19:48XRPBuy1.14809→1.12992-8.32timeout
06-22 19:07AVAXBuy6.36279→6.24062-10.03stop_loss
06-22 17:44ADABuy0.16018→0.15893-4.21timeout
06-21 21:09AVAXBuy6.26607→6.14589-10.03stop_loss
06-21 16:58AVAXBuy6.27777→6.26953-1.06timeout
06-21 05:15ADABuy0.163051→0.15995-9.95stop_loss
06-21 00:40LINKBuy7.94479→7.96701+0.90timeout
06-20 22:00AVAXSell6.11827→6.17154-4.75timeout
06-20 13:48SOLBuy71.6818→71.1683-4.07timeout
06-20 07:26AVAXBuy6.03301→6.22784+15.70take_profit
06-20 03:54SOLBuy69.0664→69.9975+6.26timeout
06-19 22:00AVAXSell5.84444→5.95727-10.10stop_loss
06-19 19:09AVAXBuy5.88787→5.77597-9.95stop_loss
06-19 13:09LINKBuy7.87137→7.84854-1.89timeout
06-19 09:03BNBBuy580.925→573.337-7.02timeout
06-19 03:16ADABuy0.164511→0.161349-10.06stop_loss
06-19 03:15AVAXBuy6.30878→6.17716-10.87stop_loss
06-19 01:08LTCSell43.2562→43.941-8.36timeout
06-18 23:58AVAXBuy6.23186→6.31422+6.17timeout
06-18 23:55XRPBuy1.14008→1.14641+2.29timeout
06-18 23:38BNBBuy577.564→577.965-0.15timeout
06-18 23:18ADASell0.162419→0.162681-1.20timeout
06-18 15:44AVAXSell6.46438→6.26036+15.33take_profit
06-18 03:31BTCBuy64536.2→64336.8-2.00timeout
06-18 03:31XRPBuy1.1886→1.1802-3.93timeout
06-18 03:31ETHBuy1744.07→1746.13+0.11timeout
06-17 22:03SOLBuy72.1668→70.8109-9.85stop_loss
06-17 21:45DOGEBuy0.0865186→0.0856596-5.46timeout
06-17 18:34AVAXBuy6.84031→6.83679-0.75timeout
06-17 16:27SOLBuy72.0078→74.2989+15.43take_profit
06-17 16:26BTCSell64878.8→66086.3-9.76stop_loss
06-17 16:19BNBSell603.549→607.592-3.75timeout
06-17 09:22ADABuy0.171193→0.168758-7.59timeout
06-17 08:31AVAXBuy6.95514→6.82258-9.97stop_loss
06-17 08:10SOLBuy74.2001→72.7977-9.81stop_loss
06-17 01:48AVAXBuy6.82581→6.93157+7.28timeout
06-17 01:48SOLBuy73.563→73.6659+0.26timeout
06-16 22:20LINKBuy8.18605→8.32622+8.07timeout
06-16 21:29BNBBuy603.361→606.368+1.99timeout
06-16 21:10DOGEBuy0.0877569→0.0875841-1.48timeout
06-16 14:27XRPBuy1.23531→1.21159-10.05stop_loss
06-16 14:23ETHBuy1803.88→1770.04-9.83stop_loss
06-16 06:35ADABuy0.177914→0.177526-1.52timeout
06-15 23:46BTCBuy66984.3→66232.7-6.08timeout
06-15 19:57ADABuy0.184536→0.185953+3.39timeout
06-15 19:51AVAXBuy6.90593→6.89088-1.57timeout
06-15 19:19BNBBuy630.158→618.186-9.89stop_loss
06-15 18:40LTCSell46.0435→45.8325+1.86timeout
06-15 15:25XRPBuy1.22101→1.25988+15.47take_profit
06-15 08:31SOLSell71.3553→71.3727-0.60timeout

Paper vs Live

Paper (trades.jsonl)
246
closed
30%
win rate
-712.04
total pnl ($)
-57.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ADA3619%-92.8-166.58
AVAX3333%-30.4-49.94
SOL3228%-46.2-73.52
LINK2744%-35.9-48.34
ETH2425%-105.9-127.14
DOGE2335%-29.4-34.21
BTC2035%-51.9-52.07
XRP2025%-74.9-74.86
BNB1631%-52.6-42.22
LTC1527%-57.8-43.18

Recent bounces (last 20 of 5)

timesymsidereason
06-27 16:06LTCBuycircuit_breaker
06-27 15:31LINKBuycircuit_breaker
06-27 15:31ADABuycircuit_breaker
06-27 15:31DOGEBuycircuit_breaker
06-27 15:31BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems