perp_spot_basis_fear_regime_looser_fear_long

not live
560
closed trades
44%
win rate
-215.84
total pnl ($)
0.251
weight
7d window — n=110 wr=41% pnl=-151.92  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-22 11:15:04 (36.5d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: auf
n: 133  ·  wr: 33.1%  ·  total_bps: -1447.5  ·  mean_bps: -10.88  ·  sharpe: -0.27  ·  max_dd_bps: -1694.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 23:31BNBBuy558.119→556.851-1.90timeout
06-27 22:13DOGEBuy0.0749577→0.0744774-4.39timeout
06-27 22:13BTCBuy60368→60108-3.12timeout
06-27 22:13LINKBuy7.33553→7.30007-3.45timeout
06-27 21:40AVAXBuy6.45121→6.37901-7.25stop_loss
06-27 21:37NEARBuy1.90388→1.88279-7.18stop_loss
06-27 20:51SUIBuy0.687062→0.686718-0.82timeout
06-27 19:30ADABuy0.146847→0.145201-7.25stop_loss
06-27 19:07SOLBuy72.0258→71.8902-1.67timeout
06-27 19:06XRPBuy1.05816→1.05854-0.32timeout
06-27 16:05ETHBuy1595.16→1603.14+2.47timeout
06-27 15:50OPBuy0.103086→0.103104-0.42timeout
06-27 14:58ATOMBuy1.5958→1.5993+0.79timeout
06-27 13:01ARBBuy0.0744086→0.0750212+4.40timeout
06-27 09:01INJBuy5.02396→4.96627-7.42stop_loss
06-27 04:56SOLBuy72.3008→71.9132-3.75timeout
06-27 02:02ADABuy0.147867→0.147763-0.97timeout
06-26 23:50AVAXBuy6.52823→6.57626+3.87timeout
06-26 20:10INJBuy4.83251→4.86048+2.93timeout
06-26 13:59LTCBuy40.4671→41.2847+11.58take_profit
06-26 13:15BTCBuy59442→59104-3.95timeout
06-26 13:11XRPBuy1.02636→1.01504-7.15stop_loss
06-26 12:43SOLBuy69.0414→68.2886-7.09stop_loss
06-26 12:40ETHBuy1548.55→1531.28-7.23stop_loss
06-26 11:01SUIBuy0.673438→0.6787+4.14timeout
06-26 08:11BNBBuy567.272→567.178-0.65timeout
06-26 04:52NEARBuy1.81965→1.80585-5.10timeout
06-26 03:47BTCBuy58542.9→59717+11.49take_profit
06-26 03:11INJBuy4.21715→4.30382+11.79take_profit
06-26 02:12LINKBuy7.16119→7.08069-7.29stop_loss
06-26 02:12ADABuy0.142206→0.140565-7.45stop_loss
06-26 02:12AVAXBuy6.14093→6.07054-7.41stop_loss
06-25 19:19BTCBuy59674→59196-5.35timeout
06-25 19:13SOLBuy66.463→65.7293-7.16stop_loss
06-25 19:13ETHBuy1574.16→1557.27-6.98stop_loss
06-25 19:03XRPBuy1.04146→1.02993-7.18stop_loss
06-25 18:20NEARBuy1.85126→1.87343+6.64timeout
06-25 12:15ETHBuy1636.06→1630.24-2.67timeout
06-25 12:14DOGEBuy0.076088→0.075866-2.29timeout
06-25 12:14XRPBuy1.07027→1.06993-0.72timeout
06-25 12:14BTCBuy61200.1→61167.9-0.85timeout
06-25 12:14SOLBuy68.1482→68.0718-1.21timeout
06-25 08:28NEARBuy1.96499→1.96151-1.56timeout
06-24 19:15ADABuy0.141705→0.140105-7.31stop_loss
06-24 18:52BTCBuy59352→59500+0.97timeout
06-24 18:25NEARBuy1.87357→1.91042+11.26take_profit
06-24 17:21ARBBuy0.0739385→0.0730951-7.38stop_loss
06-24 16:51OPBuy0.0964541→0.0950187-9.47stop_loss
06-24 15:47ATOMBuy1.64491→1.62588-7.48stop_loss
06-24 15:42SOLBuy68.4663→67.725-7.04stop_loss
06-24 15:42AVAXBuy6.30928→6.23852-7.27stop_loss
06-24 14:31BNBBuy569.962→571.117+0.69timeout
06-24 14:31ETHBuy1649.46→1652.93+0.72timeout
06-24 12:26INJBuy4.30148→4.34381+5.38timeout
06-24 12:01BTCBuy62451.1→62821.9+3.02timeout
06-24 12:00ADABuy0.147207→0.147823+1.97timeout
06-24 03:05OPBuy0.101355→0.101085-2.11timeout
06-24 02:33DOGEBuy0.0796229→0.0791632-4.00timeout
06-24 01:35BNBBuy580.025→580.775+0.23timeout
06-24 01:35ETHBuy1669.67→1676.23+1.82timeout
06-23 23:04AVAXBuy6.51383→6.44187-7.17stop_loss
06-23 22:04BTCBuy62539.1→62623.9+0.27timeout
06-23 22:04ARBBuy0.0791898→0.0790502-1.59timeout
06-23 21:51INJBuy4.58925→4.59025-0.41timeout
06-23 19:54NEARBuy1.97759→1.9828+1.04timeout
06-23 15:50LTCBuy42.2756→41.7946-7.36stop_loss
06-23 14:06ADABuy0.150428→0.150912+1.39timeout
06-23 13:41XRPBuy1.10368→1.09973-2.68timeout
06-23 13:41APTBuy0.628157→0.634041+5.08timeout
06-23 13:30DOGEBuy0.0795739→0.0790732-4.31timeout
06-23 13:29BNBBuy574.694→571.507-3.85timeout
06-23 11:15ATOMBuy1.75734→1.76276+1.31timeout
06-23 11:02LINKBuy7.55989→7.53652-2.38timeout
06-23 07:32SOLBuy69.9645→70.2365+1.81timeout
06-23 07:31ETHBuy1684.97→1690.03+1.27timeout
06-23 07:31ADABuy0.154129→0.155371+4.31timeout
06-23 06:20BNBBuy585.846→579.225-7.31stop_loss
06-23 04:36AVAXBuy6.29797→6.28973-1.33timeout
06-23 03:06NEARBuy2.03861→2.05179+3.33timeout
06-23 02:51DOGEBuy0.0815124→0.0821745+4.33timeout
06-23 02:08LINKBuy7.90177→7.88413-1.88timeout
06-22 23:49ATOMBuy1.78485→1.79085+1.49timeout
06-22 20:55ADABuy0.1587→0.15864-0.75timeout
06-22 16:04ETHBuy1754.18→1735.36-6.98stop_loss
06-22 15:49NEARBuy2.14574→2.12211-7.15stop_loss
06-22 15:49SUIBuy0.728842→0.720729-7.22stop_loss
06-22 15:49ARBBuy0.0856914→0.0847364-7.23stop_loss
06-22 12:26SOLBuy73.8621→74.3298+3.25timeout
06-22 12:26BTCBuy64275.2→64912.8+5.40timeout
06-22 10:43DOGEBuy0.0836189→0.0835091-1.33timeout
06-22 08:52ETHBuy1748.97→1747.23-1.15timeout
06-22 08:51OPBuy0.102866→0.103004+0.26timeout
06-22 08:05NEARBuy2.18105→2.15698-7.16stop_loss
06-22 07:36ARBBuy0.084021→0.0848788+5.59timeout
06-21 22:14XRPBuy1.13098→1.13202+0.01timeout
06-21 22:13ETHBuy1709.47→1713.23+0.77timeout
06-21 22:13SOLBuy72.6729→72.9861+2.04timeout
06-21 22:13DOGEBuy0.0825706→0.0827313+0.63timeout
06-21 20:49BTCBuy64175.2→63706.8-4.92timeout
06-21 17:35NEARBuy2.15144→2.15676+0.95timeout

Paper vs Live

Paper (trades.jsonl)
560
closed
44%
win rate
-215.84
total pnl ($)
-6.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC5444%+1.1+3.66
ETH5240%-12.7-39.76
XRP4434%-14.4-37.98
SOL4146%-11.0-26.97
DOGE3746%-4.9-10.91
ATOM3636%-27.5-59.28
NEAR3438%-28.2-57.54
ADA3447%-5.5-11.06
INJ3253%+32.1+61.67
LINK2934%-10.0-17.34
AVAX2955%+11.4+19.80
LTC2741%-1.2-1.93
BNB2548%-13.9-20.81
SUI2454%+7.0+9.97
ARB2352%-14.6-20.05
OP2138%-20.7-26.01
APT1861%+17.3+18.71

Recent bounces (last 20 of 6)

timesymsidereason
06-27 22:36BNBBuycircuit_breaker
06-27 21:17NEARBuycircuit_breaker
06-27 21:17AVAXBuycircuit_breaker
06-27 21:17LINKBuycircuit_breaker
06-27 21:17DOGEBuycircuit_breaker
06-27 21:17BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems