perp_spot_basis_fear_regime_shorter_horizon_long

not live
563
closed trades
43%
win rate
-286.94
total pnl ($)
0.323
weight
7d window — n=121 wr=40% pnl=-144.77  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-22 11:15:04 (36.8d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: auf
n: 112  ·  wr: 33.9%  ·  total_bps: -1027.8  ·  mean_bps: -9.18  ·  sharpe: -0.25  ·  max_dd_bps: -1274.7
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 23:17ETHBuy1564.46→1571.04+1.99timeout
06-27 23:17XRPBuy1.04606→1.04984+1.64timeout
06-27 23:16DOGEBuy0.0742115→0.0744404+1.31timeout
06-27 22:55BNBBuy557.639→558.35+0.23timeout
06-27 21:51SOLBuy71.5047→70.732-7.02stop_loss
06-27 21:00SUIBuy0.685601→0.687188+0.86timeout
06-27 20:32BTCBuy60113→60239+0.72timeout
06-27 17:04LTCBuy43.1688→42.8053-5.60timeout
06-27 15:51OPBuy0.103026→0.103104-0.07timeout
06-27 12:13ARBBuy0.0743586→0.0747413+2.55timeout
06-27 10:27ATOMBuy1.58019→1.57881-1.05timeout
06-27 09:36SUIBuy0.703366→0.694779-7.86stop_loss
06-27 09:32LTCBuy42.4736→42.8193+4.35timeout
06-27 07:57INJBuy4.94154→5.03904+11.31take_profit
06-27 00:30AVAXBuy6.58475→6.53956-4.66timeout
06-26 20:10DOGEBuy0.0756199→0.0756301-0.47timeout
06-26 20:10SUIBuy0.702266→0.698975-3.36timeout
06-26 20:09ATOMBuy1.5953→1.6025+2.18timeout
06-26 16:35ETHBuy1581.26→1585.24+0.96timeout
06-26 15:45OPBuy0.105436→0.106273+4.22timeout
06-26 13:19XRPBuy1.02236→1.01084-7.30stop_loss
06-26 13:19BTCBuy59249→58619.7-6.91stop_loss
06-26 11:31SUIBuy0.676539→0.677111-0.04timeout
06-26 08:56BNBBuy570.153→567.718-3.11timeout
06-26 06:01INJBuy4.44901→4.3999-7.16stop_loss
06-26 04:45SOLBuy67.6601→68.0758+3.14timeout
06-26 04:36ADABuy0.140405→0.142254+7.37timeout
06-26 03:02OPBuy0.102206→0.101014-7.54stop_loss
06-26 03:01ETHBuy1536.65→1520.09-7.01stop_loss
06-25 23:50BTCBuy59781→59810-0.25timeout
06-25 18:20NEARBuy1.85446→1.87333+5.56timeout
06-25 16:39INJBuy4.21485→4.16717-7.33stop_loss
06-25 13:58XRPBuy1.02236→1.01064-7.41stop_loss
06-25 13:57ETHBuy1557.56→1540.68-7.04stop_loss
06-25 13:55DOGEBuy0.0727152→0.07191-7.18stop_loss
06-25 13:45BNBBuy563.171→556.922-7.20stop_loss
06-25 08:50INJBuy4.26377→4.21654-7.19stop_loss
06-25 08:28NEARBuy1.96219→1.96141-0.72timeout
06-25 06:32SUIBuy0.693233→0.692737-0.97timeout
06-25 05:56BTCBuy61314.1→61585.9+2.12timeout
06-25 05:56XRPBuy1.08047→1.08373+1.28timeout
06-25 05:56ETHBuy1632.16→1645.04+4.19timeout
06-25 04:59ATOMBuy1.64231→1.65139+2.79timeout
06-25 03:49APTBuy0.625556→0.623444-2.56timeout
06-25 00:03INJBuy4.23756→4.24204+0.10timeout
06-24 19:18ADABuy0.141225→0.140225-4.79timeout
06-24 18:22NEARBuy1.87287→1.90952+11.20take_profit
06-24 17:57XRPBuy1.05576→1.04994-3.84timeout
06-24 17:25LTCBuy40.4271→39.954-7.56stop_loss
06-24 17:21APTBuy0.59935→0.592655-7.24stop_loss
06-24 15:43LINKBuy7.47277→7.38945-7.23stop_loss
06-24 15:42AVAXBuy6.31118→6.24122-7.19stop_loss
06-24 15:14BNBBuy569.682→566.998-3.37timeout
06-24 14:51ETHBuy1653.77→1649.04-2.26timeout
06-24 14:13BTCBuy61780.1→61124.4-6.91stop_loss
06-24 14:08OPBuy0.0988047→0.100775+11.42take_profit
06-24 13:47SUIBuy0.687302→0.67949-7.36stop_loss
06-24 13:43DOGEBuy0.0779635→0.0770941-7.23stop_loss
06-24 13:27ATOMBuy1.63841→1.61918-7.58stop_loss
06-24 12:19INJBuy4.30598→4.35661+6.54timeout
06-24 09:13APTBuy0.645661→0.646038-0.17timeout
06-24 06:37BTCBuy63055.2→62830.9-2.68timeout
06-24 06:37BNBBuy580.955→579.985-1.55timeout
06-24 06:37LINKBuy7.66592→7.64959-1.81timeout
06-24 06:16ADABuy0.152768→0.151027-7.38stop_loss
06-24 03:43ATOMBuy1.72133→1.70162-7.39stop_loss
06-24 03:39ETHBuy1663.07→1667.63+1.11timeout
06-24 00:52APTBuy0.646562→0.651837+4.37timeout
06-23 23:15AVAXBuy6.49472→6.48808-1.16timeout
06-23 20:16INJBuy4.54544→4.59035+5.40timeout
06-23 19:10BTCBuy62316.1→62309.9-0.60timeout
06-23 19:10SOLBuy68.7333→68.8857+0.80timeout
06-23 15:47LTCBuy42.3626→41.8966-7.14stop_loss
06-23 15:41ETHBuy1663.07→1655.23-3.36timeout
06-23 13:42APTBuy0.629657→0.633242+2.87timeout
06-23 13:41XRPBuy1.10348→1.10082-1.98timeout
06-23 11:35BNBBuy571.233→573.237+1.59timeout
06-23 11:15ATOMBuy1.75734→1.76306+1.42timeout
06-23 10:34AVAXBuy6.23656→6.16797-7.14stop_loss
06-23 07:31DOGEBuy0.080123→0.0801909-0.03timeout
06-23 07:31ETHBuy1684.87→1690.63+1.52timeout
06-23 07:25BTCBuy62603.1→62991.9+3.18timeout
06-23 07:24SOLBuy69.7425→70.4224+5.32timeout
06-23 06:14SUIBuy0.704966→0.696957-7.36stop_loss
06-23 05:49INJBuy4.66197→4.63604-3.86timeout
06-23 04:12NEARBuy2.05261→2.05339-0.32timeout
06-22 23:32SOLBuy71.8418→71.9552+0.42timeout
06-22 23:32XRPBuy1.12318→1.12862+2.37timeout
06-22 23:32BTCBuy63939.2→63986.8-0.09timeout
06-22 23:32ETHBuy1719.77→1725.33+1.40timeout
06-22 20:56OPBuy0.101755→0.101215-3.74timeout
06-22 20:56ATOMBuy1.78775→1.79145+0.71timeout
06-22 13:45ADABuy0.16173→0.162659+2.90timeout
06-22 12:35LTCBuy45.1673→45.4046+2.61timeout
06-22 12:35BNBBuy596.749→598.1+0.81timeout
06-22 09:48BTCBuy64129.2→64099.8-0.82timeout
06-22 09:48XRPBuy1.13418→1.13372-0.79timeout
06-22 09:48DOGEBuy0.0835149→0.0836591+0.49timeout
06-22 09:48ETHBuy1746.07→1746.23-0.50timeout
06-22 07:30ATOMBuy1.80375→1.80425-0.37timeout

Paper vs Live

Paper (trades.jsonl)
563
closed
43%
win rate
-286.94
total pnl ($)
-8.5 bps
avg bps net
Live (dry_run=0)
16
closed
62%
win rate
+18.69
total pnl ($)
+21.8 bps
avg bps net
Live WR is 144% of paper WR (62% vs 43%)

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH5740%-13.2-45.06
BTC5240%-13.1-40.97
SOL4144%-24.8-60.82
INJ3951%+17.4+40.84
XRP3931%-23.3-54.47
ATOM3842%-17.0-38.56
DOGE3650%-2.3-5.03
NEAR3339%-0.5-0.95
BNB3050%-3.2-5.81
AVAX2948%-3.9-6.70
SUI2836%-13.1-22.08
ADA2850%+4.3+7.21
LINK2744%-8.2-13.23
LTC2658%+18.5+28.94
OP2143%-8.7-10.98
APT2133%-29.5-37.07
ARB1839%-20.5-22.19

Recent bounces (last 20 of 5)

timesymsidereason
06-27 22:22DOGEBuycircuit_breaker
06-27 22:22XRPBuycircuit_breaker
06-27 22:22ETHBuycircuit_breaker
06-27 22:01BNBBuycircuit_breaker
06-27 21:25SOLBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems