perp_spot_basis_extreme_arbitrage_reversion

not live
314
closed trades
43%
win rate
-295.58
total pnl ($)
1.456
weight
7d window — n=61 wr=51% pnl=+55.49  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-04 02:59:08 (26.1d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: recovered_011__restored_b08c9006
n: 155  ·  wr: 38.7%  ·  total_bps: -2564.2  ·  mean_bps: -16.54  ·  sharpe: -0.11  ·  max_dd_bps: -3761.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 00:50BNBBuy557.009→555.251-2.49timeout
06-29 21:31LTCBuy42.7297→43.3262+7.78timeout
06-29 11:41AVAXSell6.61435→6.57944+2.67timeout
06-29 08:13ADABuy0.143906→0.144624+2.52timeout
06-29 08:03SOLBuy71.1477→72.8181+13.49timeout
06-29 07:39AVAXBuy6.47442→6.54926+6.34timeout
06-29 07:29XRPBuy1.04626→1.05034+1.81timeout
06-29 02:13ETHBuy1578.06→1548.47-11.79stop_loss
06-28 22:20XRPBuy1.05536→1.03964-9.42timeout
06-28 22:20ETHBuy1583.66→1561.74-8.81timeout
06-28 21:43AVAXBuy6.30938→6.4011+8.16timeout
06-28 19:47DOGEBuy0.0739745→0.0725436-12.11stop_loss
06-28 19:42SOLBuy72.0968→70.742-11.78stop_loss
06-27 23:29BTCBuy60794→59936-8.99timeout
06-27 19:31LINKBuy7.44846→7.30672-11.96stop_loss
06-27 19:25DOGEBuy0.07618→0.0747239-12.02stop_loss
06-27 18:06ADABuy0.149017→0.14618-11.91stop_loss
06-27 12:37AVAXBuy6.56544→6.52537-4.26timeout
06-27 11:56SOLBuy72.2988→71.7622-4.97timeout
06-27 08:02AVAXSell6.62474→6.55644+5.65timeout
06-27 02:07ADABuy0.148617→0.147883-3.54timeout
06-26 20:45BTCBuy59106→59611+4.55timeout
06-26 16:00DOGEBuy0.0730603→0.0753612+18.33take_profit
06-26 16:00XRPBuy1.01815→1.05024+18.38take_profit
06-26 15:24ETHBuy1529.05→1577.74+18.55take_profit
06-26 14:12SOLBuy68.8763→71.0593+18.47take_profit
06-26 12:40AVAXSell6.29603→6.09472+18.62take_profit
06-26 07:02LINKBuy7.05106→7.27318+18.34take_profit
06-26 07:01SOLBuy67.8532→70.0365+18.74take_profit
06-26 06:46XRPBuy1.01275→1.04474+18.40take_profit
06-26 06:24LTCBuy40.2501→41.5306+18.55take_profit
06-26 06:22ADABuy0.139165→0.143594+18.57take_profit
06-25 22:46ADASell0.142584→0.143546-4.59timeout
06-25 13:59ETHSell1585.54→1535.05+18.56take_profit
06-25 13:48BNBBuy563.561→552.585-12.23stop_loss
06-25 13:45DOGEBuy0.076022→0.074564-12.04stop_loss
06-25 13:45LTCBuy41.4384→40.6425-12.06stop_loss
06-25 13:43AVAXBuy6.36159→6.23852-12.15stop_loss
06-25 12:17ADABuy0.149897→0.14698-12.25stop_loss
06-25 00:58BTCBuy59812→60748+8.84timeout
06-24 21:55ADABuy0.141895→0.146443+18.74take_profit
06-24 20:49DOGESell0.0742804→0.0756977-11.98stop_loss
06-24 20:06ADASell0.140495→0.143237-12.26stop_loss
06-24 20:01LINKSell7.15851→7.29747-12.20stop_loss
06-24 17:22AVAXBuy6.13793→6.02098-11.98stop_loss
06-24 16:47LINKBuy7.48277→7.33959-12.02stop_loss
06-24 15:47ETHBuy1647.86→1617.03-11.75stop_loss
06-24 15:44SOLBuy68.9143→67.613-11.82stop_loss
06-24 15:38AVAXSell6.3789→6.27007+9.72timeout
06-24 15:33XRPBuy1.08497→1.0642-12.01stop_loss
06-24 02:22ADABuy0.150398→0.152092+6.16timeout
06-23 23:40AVAXBuy6.34058→6.46498+11.23timeout
06-23 22:56LTCSell42.6883→42.0135+8.91timeout
06-23 16:29XRPBuy1.09917→1.09713-1.65timeout
06-23 16:19SOLBuy68.5243→69.1136+4.73timeout
06-23 16:19ETHBuy1653.27→1663.43+3.14timeout
06-23 14:20SOLSell70.1325→69.6094+3.82timeout
06-23 14:09BNBSell581.635→574.864+6.26timeout
06-23 08:24ETHSell1694.63→1640.56+18.58take_profit
06-23 06:21AVAXBuy6.22466→6.10422-12.15stop_loss
06-23 06:08ADABuy0.15949→0.156453-11.95stop_loss
06-22 19:49XRPBuy1.14809→1.12992-9.99timeout
06-22 19:07AVAXBuy6.36479→6.24351-11.94stop_loss
06-22 18:04ADABuy0.16042→0.15966-3.30timeout
06-22 09:24DOGEBuy0.0834809→0.0835591+0.00timeout
06-22 09:24SOLBuy74.0691→73.7559-3.14timeout
06-22 09:24XRPBuy1.14339→1.13412-5.44timeout
06-22 09:24ETHBuy1739.37→1745.93+1.66timeout
06-22 09:24BTCBuy64301.2→64107.8-2.38timeout
06-22 00:52DOGEBuy0.0834309→0.0828503-4.71timeout
06-21 22:18ADABuy0.16147→0.15942-8.14timeout
06-21 21:09XRPBuy1.14639→1.12446-12.03stop_loss
06-21 21:09AVAXSell6.33302→6.13303+18.39take_profit
06-21 21:05SOLBuy74.6142→73.2124-11.84stop_loss
06-21 11:18ADABuy0.162491→0.16071-7.13timeout
06-21 06:31SOLSell73.8899→73.205+5.03timeout
06-20 23:19ETHBuy1744.17→1741.53-1.50timeout
06-20 23:19BTCBuy64247.2→64251.8-0.50timeout
06-20 19:05AVAXSell6.19675→6.08722+10.13timeout
06-20 17:35SOLBuy72.4499→71.0828-11.88stop_loss
06-20 15:17AVAXBuy6.06742→6.10437+3.05timeout
06-20 08:01XRPBuy1.13738→1.14551+3.81timeout
06-20 08:01ADABuy0.162341→0.162769+1.02timeout
06-20 01:03SOLBuy68.8123→69.6306+6.57timeout
06-19 21:49AVAXBuy5.75334→5.93901+18.82take_profit
06-19 15:41XRPBuy1.12318→1.13492+5.75timeout
06-19 06:29ETHSell1702.63→1701.07+0.00timeout
06-19 04:52XRPBuy1.14709→1.12516-12.00stop_loss
06-19 03:16ADABuy0.164521→0.161389-11.97stop_loss
06-19 03:15AVAXBuy6.31258→6.19275-11.90stop_loss
06-18 23:19AVAXSell6.3984→6.27877+10.66timeout
06-18 15:42XRPBuy1.16049→1.13835-11.98stop_loss
06-18 15:40ETHBuy1734.67→1702.08-11.81stop_loss
06-18 15:40BTCBuy63836.2→62649.5-11.67stop_loss
06-18 15:32SOLBuy71.0187→69.6807-11.85stop_loss
06-18 13:40ADABuy0.167132→0.163877-12.23stop_loss
06-18 12:15ETHBuy1736.17→1745.13+2.54timeout
06-18 06:16BTCBuy64123.2→63914.8-2.49timeout
06-18 05:02LTCBuy44.9892→44.1339-11.94stop_loss
06-18 04:41XRPBuy1.1906→1.16782-12.00stop_loss

Paper vs Live

Paper (trades.jsonl)
314
closed
43%
win rate
-295.58
total pnl ($)
-15.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ADA5036%-46.8-140.41
SOL4144%-24.7-60.38
ETH3746%+2.6+5.51
AVAX3754%+20.3+44.78
XRP3732%-45.8-101.41
DOGE3033%-53.7-97.02
LINK2948%+21.4+37.30
LTC2268%+60.3+79.42
BTC1932%-20.6-23.44
BNB1242%-54.9-39.93

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-07 07:04ADASell-7.29ADA was declining across all timeframes with negative momentum in both BTC and ETH, indicating a bearish market regime. The short thesis failed because the trade was closed by timeout before the anticipated downward move materialized, resulting in a small l…
05-04 23:53ADABuy-2.66The market was in a neutral consolidation phase with ADA showing a modest 7-day uptrend but flat funding rates and low volatility. The trade failed because the entry thesis could not be executed within the allotted time window, resulting in a timeout close …
05-04 22:50ETHBuy-3.69The market was in a low-volatility consolidation phase with flat funding rates and minimal momentum across both ETH and BTC. The trade failed because the price failed to break out of its range before the timeout limit was reached, resulting in an exit witho…
05-04 22:50BTCBuy-0.55The market was in a neutral consolidation phase with flat funding rates and low volatility, creating an environment unsuitable for directional bets. The trade failed because the thesis could not generate sufficient momentum before the session timed out, res…