perp_spot_basis_fear_regime_eth_only_long

not live
64
closed trades
39%
win rate
-26.79
total pnl ($)
1.161
weight
7d window — n=13 wr=38% pnl=-10.31  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-22 11:15:04 (39.2d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: auf
n: 32  ·  wr: 31.2%  ·  total_bps: -248.5  ·  mean_bps: -7.76  ·  sharpe: -0.26  ·  max_dd_bps: -356.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 64 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 13:35ETHBuy1562.96→1552.84-4.42timeout
06-29 01:41ETHBuy1561.16→1571.64+3.49timeout
06-28 16:41ETHBuy1579.46→1569.84-4.19timeout
06-28 07:16ETHBuy1563.96→1571.24+2.26timeout
06-27 18:05ETHBuy1591.86→1589.74-1.34timeout
06-26 15:21ETHBuy1567.36→1570.04+0.48timeout
06-26 04:27ETHBuy1532.35→1549.85+6.31timeout
06-25 13:57ETHBuy1557.06→1539.78-7.20stop_loss
06-25 06:26ETHBuy1646.06→1646.34-0.45timeout
06-24 21:50ETHBuy1618.96→1617.54-1.07timeout
06-24 12:55ETHBuy1677.67→1671.13-2.88timeout
06-24 03:38ETHBuy1665.57→1667.53+0.17timeout
06-23 18:21ETHBuy1659.87→1657.23-1.49timeout
06-23 08:17ETHBuy1678.17→1660.2-6.96stop_loss
06-22 23:32ETHBuy1721.67→1724.93+0.59timeout
06-22 12:49ETHBuy1767.98→1765.32-1.45timeout
06-21 22:13ETHBuy1709.47→1713.23+0.78timeout
06-21 14:11ETHBuy1727.07→1722.23-2.22timeout
06-21 04:17ETHBuy1735.17→1736.13-0.21timeout
06-20 09:39ETHBuy1722.97→1728.13+1.25timeout
06-20 01:00ETHBuy1712.97→1708.63-2.06timeout
06-19 13:51ETHBuy1684.77→1702.63+5.82timeout
06-19 02:53ETHBuy1710.77→1705.53-2.38timeout
06-18 15:40ETHBuy1720.77→1702.28-6.99stop_loss
06-18 06:08ETHBuy1723.27→1726.73+0.67timeout
06-17 20:34ETHBuy1740.87→1741.23-0.42timeout
06-17 12:06ETHBuy1763.38→1763.32-0.56timeout
06-17 02:40ETHBuy1787.18→1790.42+0.54timeout
06-16 09:32ETHBuy1783.08→1792.32+2.56timeout
06-15 23:36ETHBuy1795.68→1785.22-4.04timeout
06-15 09:04ETHBuy1719.67→1720.33-0.31timeout
06-14 21:21ETHBuy1665.27→1688.03+7.66timeout
06-14 09:36ETHBuy1678.07→1673.53-2.16timeout
06-13 17:27ETHBuy1673.87→1675.73+0.13timeout
06-12 15:52ETHBuy1678.47→1666.83-4.69timeout
06-12 05:33ETHBuy1679.47→1666.63-5.12timeout
06-11 17:49ETHBuy1658.17→1691.43+11.50take_profit
06-10 23:03ETHBuy1604.76→1615.24+3.38timeout
06-10 15:03ETHBuy1650.67→1650.03-0.77timeout
06-09 16:05ETHBuy1647.26→1629.62-6.96stop_loss
06-08 10:39ETHBuy1663.07→1669.93+1.94timeout
06-07 01:30ETHBuy1566.86→1593.54+9.68timeout
06-06 13:31ETHBuy1572.96→1555.87-7.06stop_loss
06-06 00:36ETHBuy1569.66→1592.04+8.02timeout
06-05 13:56ETHBuy1639.46→1621.73-7.03stop_loss
06-05 04:17ETHBuy1732.77→1722.43-4.12timeout
06-04 02:01ETHBuy1770.38→1751.25-7.03stop_loss
06-03 18:17ETHBuy1821.28→1822.82-0.03timeout
06-03 05:57ETHBuy1848.88→1872.71+7.19timeout
06-02 15:26ETHBuy1930.49→1909.65-7.02stop_loss
06-02 03:07ETHBuy1967.4→2000.6+9.58timeout
06-01 07:39ETHBuy1983.8→1984.4-0.37timeout
05-31 12:37ETHBuy2021.9→2023.2-0.15timeout
05-29 10:12ETHBuy2012.4→2013.1-0.34timeout
05-29 01:01ETHBuy2011.4→2014.8+0.47timeout
05-28 15:09ETHBuy1975.5→1991+4.17timeout
05-28 03:12ETHBuy2019.7→2012.7-2.61timeout
05-27 18:56ETHBuy2049.5→2055.81+1.31timeout
05-27 10:36ETHBuy2084.19→2082.91-0.91timeout
05-27 02:30ETHBuy2074.99→2070.31-1.89timeout
05-26 15:30ETHBuy2115.29→2095.36-6.20stop_loss
05-26 06:55ETHBuy2097.79→2101.81+0.61timeout
05-25 21:46ETHBuy2113.31→2107.39-2.23timeout
05-25 12:30ETHBuy2115.01→2116.79-0.04timeout

Paper vs Live

Paper (trades.jsonl)
64
closed
39%
win rate
-26.79
total pnl ($)
-7.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH6439%-7.0-26.79

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems