perp_spot_basis_fear_deep_neg_long · strategy

125

closed trades

36%

win rate

-57.25

total pnl ($)

1.203

weight

7d window — n=27 wr=48% pnl=-7.22 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 12:11:21 (24.5d ago) · src: canon

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

n: 54 · wr: 33.3% · total_bps: -681.7 · mean_bps: -12.62 · sharpe: -0.44 · max_dd_bps: -762.2

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
06-27 18:08	BTC	Buy	60525→60492	-0.72	timeout
06-27 13:27	BTC	Buy	60281→60441	+0.88	timeout
06-27 07:03	BTC	Buy	60169→60308	+0.70	timeout
06-27 00:54	BTC	Buy	60059→60031	-0.68	timeout
06-26 18:47	BTC	Buy	60031→59640	-3.71	timeout
06-26 12:40	BTC	Buy	59427→59166	-2.65	timeout
06-26 06:25	BTC	Buy	59766→60031	+1.77	timeout
06-25 23:51	BTC	Buy	59779→59789	-0.37	timeout
06-25 17:48	BTC	Buy	59276→59474	+1.22	timeout
06-25 12:03	BTC	Buy	61208.1→61205.9	-0.47	timeout
06-25 06:00	BTC	Buy	61305.1→61612.9	+2.06	timeout
06-24 23:38	BTC	Buy	60830→61029.9	+1.20	timeout
06-24 16:51	BTC	Buy	60377→59744.1	-5.69	stop_loss
06-24 11:48	BTC	Buy	62517.1→62779.9	+1.65	timeout
06-24 05:58	BTC	Buy	62769.1→62844.9	+0.15	timeout
06-23 23:43	BTC	Buy	62553.1→62585.9	-0.19	timeout
06-23 17:35	BTC	Buy	62600.1→62583.9	-0.58	timeout
06-23 11:23	BTC	Buy	62406.1→62508.9	+0.38	timeout
06-23 05:56	BTC	Buy	63635.2→63421.8	-2.13	timeout
06-22 23:52	BTC	Buy	63938.2→63938.8	-0.44	timeout
06-22 17:43	BTC	Buy	64540.2→64454.8	-1.11	timeout
06-22 11:30	BTC	Buy	64138.2→64339.8	+1.12	timeout
06-22 05:24	BTC	Buy	63974.2→64206.8	+1.37	timeout
06-21 23:11	BTC	Buy	63575.2→63671.8	+0.31	timeout
06-21 17:03	BTC	Buy	64199.2→64123.8	-1.03	timeout
06-21 11:02	BTC	Buy	64204.2→64423.8	+1.26	timeout
06-21 05:01	BTC	Buy	64392.2→64255.8	-1.51	timeout
06-20 22:59	BTC	Buy	63996.2→64268.8	+1.68	timeout
06-20 16:56	BTC	Buy	64080.2→63964.8	-1.35	timeout
06-20 10:52	BTC	Buy	63675.2→63614.8	-0.93	timeout
06-20 04:51	BTC	Buy	63438.2→63544.8	+0.39	timeout
06-19 22:48	BTC	Buy	63084.2→63309.8	+1.34	timeout
06-19 16:44	BTC	Buy	63238.2→63249.8	-0.36	timeout
06-19 10:37	BTC	Buy	62422.1→62431.9	-0.37	timeout
06-19 04:33	BTC	Buy	62729.1→62596.9	-1.50	timeout
06-18 22:31	BTC	Buy	62945.1→62782.9	-1.74	timeout
06-18 16:46	BTC	Buy	62812.1→62765.9	-0.81	timeout
06-18 10:29	BTC	Buy	64220.2→63913.8	-2.84	timeout
06-18 04:29	BTC	Buy	64284.2→63912.8	-3.34	timeout
06-17 22:34	BTC	Buy	64304.2→64351.8	-0.08	timeout
06-17 16:27	BTC	Buy	65317.3→66213.7	+6.41	timeout
06-17 10:16	BTC	Buy	64963.2→64861.8	-1.23	timeout
06-17 04:15	BTC	Buy	65790.3→65794.7	-0.42	timeout
06-16 22:18	BTC	Buy	65741.3→65832.7	+0.24	timeout
06-16 16:09	BTC	Buy	65796.3→65806.7	-0.37	timeout
06-16 10:16	BTC	Buy	66671.3→66587.7	-1.08	timeout
06-16 04:05	BTC	Buy	65807.3→66238.7	+2.83	timeout
06-15 21:58	BTC	Buy	66490.3→66331.7	-1.65	timeout
06-15 15:53	BTC	Buy	66598.3→67196.6	+4.04	timeout
06-15 09:53	BTC	Buy	65657.3→65536.7	-1.37	timeout
06-15 03:52	BTC	Buy	65469.3→65876.7	+2.66	timeout
06-14 21:39	BTC	Buy	64026.2→64990.8	+7.08	take_profit
06-14 15:43	BTC	Buy	63893.2→64016.8	+0.52	timeout
06-14 09:42	BTC	Buy	64455.2→64534.8	+0.16	timeout
06-14 03:39	BTC	Buy	64534.2→64466.8	-0.97	timeout
06-13 21:35	BTC	Buy	64210.2→64255.8	-0.10	timeout
06-13 15:34	BTC	Buy	64136.2→64270.8	+0.60	timeout
06-13 09:28	BTC	Buy	63793.2→63787.8	-0.50	timeout
06-13 03:28	BTC	Buy	63709.2→63446.8	-2.51	timeout
06-12 21:25	BTC	Buy	63508.2→63522.8	-0.34	timeout
06-12 15:28	BTC	Buy	63590.2→64191.8	+4.28	timeout
06-12 09:23	BTC	Buy	63515.2→63626.8	+0.43	timeout
06-12 03:33	BTC	Buy	63571.2→63430.8	-1.56	timeout
06-11 21:37	BTC	Buy	63293.2→63451.8	+0.80	timeout
06-11 15:33	BTC	Buy	62898.1→62675.9	-2.22	timeout
06-11 09:25	BTC	Buy	62873.1→62765.9	-1.31	timeout
06-11 03:20	BTC	Buy	62204.1→62001.9	-2.08	timeout
06-10 21:14	BTC	Buy	61793.1→61510.9	-2.73	timeout
06-10 15:00	BTC	Buy	62105.1→62153.9	-0.06	timeout
06-10 08:50	BTC	Buy	61681.1→61204.9	-4.30	timeout
06-09 16:40	BTC	Buy	61333.1→60743.6	-5.26	stop_loss
06-09 10:43	BTC	Buy	62625.1→62678.9	-0.02	timeout
06-09 04:39	BTC	Buy	62711.1→63305.8	+4.29	timeout
06-08 22:40	BTC	Buy	63757.2→63282.8	-4.17	timeout
06-08 16:37	BTC	Buy	63858.2→63634.8	-2.20	timeout
06-08 10:32	BTC	Buy	63315.2→63111.8	-2.06	timeout
06-08 04:29	BTC	Buy	63126.2→62903.9	-2.21	timeout
06-07 22:14	BTC	Buy	61789.1→62709.9	+7.00	take_profit
06-07 16:22	BTC	Buy	61802.1→62211.9	+2.86	timeout
06-07 10:23	BTC	Buy	62650.1→62483.9	-1.78	timeout
06-07 04:11	BTC	Buy	61475.1→61504.9	-0.21	timeout
06-06 22:08	BTC	Buy	60719→60594	-1.48	timeout
06-06 16:04	BTC	Buy	60591→60889	+2.01	timeout
06-06 10:04	BTC	Buy	61138.1→60760	-3.54	timeout
06-06 04:03	BTC	Buy	60899→60670	-2.33	timeout
06-05 21:59	BTC	Buy	61647.1→61668.9	-0.27	timeout
06-05 15:41	BTC	Buy	60583→59996	-5.29	stop_loss
06-05 10:04	BTC	Buy	62534.1→62793.9	+1.63	timeout
06-05 04:49	BTC	Buy	62782.1→62943.9	+0.84	timeout
06-04 21:57	BTC	Buy	63530.2→63281.8	-2.40	timeout
06-04 16:13	BTC	Buy	64231.2→63613	-5.27	stop_loss
06-04 09:29	BTC	Buy	63353.2→62743.5	-5.26	stop_loss
06-04 05:11	BTC	Buy	64304.2→63687	-5.25	stop_loss
06-03 20:55	BTC	Buy	65306.3→64656.4	-5.43	stop_loss
06-03 15:01	BTC	Buy	66793.3→66840.7	-0.10	timeout
06-03 05:31	BTC	Buy	66340.3→66855.7	+3.43	timeout
06-03 00:29	BTC	Buy	66395.3→66753.7	+2.25	timeout
06-02 16:51	BTC	Buy	67182.4→67630.6	+2.89	timeout
06-02 08:07	BTC	Buy	69907.5→70043.5	+0.52	timeout
06-02 05:53	BTC	Buy	70839.5→70383.5	-3.67	timeout

Paper vs Live

Paper (trades.jsonl)

125

closed

36%

win rate

-57.25

total pnl ($)

-9.1 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 ($)
BTC	125	36%	-9.1	-57.25

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 23:13	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…