perp_spot_basis_loose_z18 · strategy

666

closed trades

43%

win rate

-277.08

total pnl ($)

0.329

weight

7d window — n=158 wr=41% pnl=-148.89 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-24 08:03:35 (33.9d ago) · src: canon

verdict: INSUFFICIENT_HISTORY · strict: STRICT-FAIL · batch: axu

n: 1 · wr: 0.0% · total_bps: -62.2 · mean_bps: -62.18 · sharpe: +0.00 · max_dd_bps: -62.2

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 05:02	INJ	Buy	4.89652→4.82668	-7.58	stop_loss
06-27 01:30	ARB	Buy	0.0738585→0.0744514	+3.54	timeout
06-26 23:58	AVAX	Sell	6.52397→6.62176	-7.94	stop_loss
06-26 23:14	INJ	Buy	4.75039→4.85269	+10.31	take_profit
06-26 23:10	DOGE	Buy	0.0756199→0.0756551	-0.24	timeout
06-26 22:19	OP	Buy	0.106027→0.105304	-3.88	timeout
06-26 22:04	SUI	Buy	0.702536→0.6927	-7.47	stop_loss
06-26 20:33	ATOM	Buy	1.5939→1.5883	-2.14	timeout
06-26 20:27	BNB	Buy	563.511→566.228	+1.94	timeout
06-26 18:45	AVAX	Buy	6.49742→6.40619	-7.48	stop_loss
06-26 16:35	LTC	Sell	41.3257→41.9244	-7.68	stop_loss
06-26 16:33	INJ	Buy	4.66687→4.76971	+10.56	take_profit
06-26 16:00	SOL	Sell	71.7842→72.7773	-7.36	stop_loss
06-26 10:01	APT	Buy	0.595949→0.587559	-7.49	stop_loss
06-26 08:34	ADA	Buy	0.146487→0.144402	-7.57	stop_loss
06-26 08:12	NEAR	Buy	1.85876→1.83213	-7.62	stop_loss
06-26 07:45	BTC	Buy	59499→60564	+8.50	timeout
06-26 04:26	ATOM	Buy	1.63961→1.60859	-9.91	stop_loss
06-26 04:11	OP	Buy	0.102206→0.104424	+10.39	take_profit
06-26 03:45	SUI	Sell	0.664704→0.674105	-7.53	stop_loss
06-26 02:13	XRP	Buy	1.03006→1.01564	-7.45	stop_loss
06-26 02:13	SOL	Sell	67.5349→66.0639	+10.44	take_profit
06-26 02:12	ETH	Buy	1555.06→1533.68	-7.32	stop_loss
06-26 02:12	ADA	Buy	0.142206→0.140175	-7.59	stop_loss
06-26 02:09	ARB	Buy	0.0733083→0.0722758	-7.49	stop_loss
06-26 01:05	NEAR	Buy	1.83226→1.80614	-7.58	stop_loss
06-25 23:40	ARB	Buy	0.0722381→0.0734616	+7.99	timeout
06-25 23:30	ADA	Buy	0.141055→0.144114	+10.39	take_profit
06-25 23:03	INJ	Buy	4.20045→4.30492	+11.98	take_profit
06-25 22:18	BTC	Buy	59571→59898	+2.29	timeout
06-25 18:51	ATOM	Buy	1.6105→1.58761	-7.55	stop_loss
06-25 18:37	OP	Buy	0.103046→0.101494	-7.98	stop_loss
06-25 18:20	BNB	Buy	552.918→559.38	+5.37	timeout
06-25 18:20	LTC	Buy	40.3321→41.0417	+8.32	timeout
06-25 18:15	BTC	Buy	59329→59407	+0.21	timeout
06-25 16:06	ARB	Buy	0.072188→0.0737616	+10.46	take_profit
06-25 15:16	INJ	Sell	4.25903→4.16344	+10.77	take_profit
06-25 14:42	ADA	Buy	0.144856→0.142793	-7.57	stop_loss
06-25 14:10	DOGE	Buy	0.072102→0.0736606	+10.36	take_profit
06-25 14:10	XRP	Buy	1.01805→1.04024	+10.45	take_profit
06-25 13:59	ETH	Buy	1551.26→1529.88	-7.34	stop_loss
06-25 13:55	NEAR	Sell	1.87743→1.83696	+10.33	take_profit
06-25 13:55	APT	Sell	0.597551→0.584546	+10.43	take_profit
06-25 13:46	SUI	Buy	0.684301→0.674624	-7.52	stop_loss
06-25 13:46	LINK	Buy	7.32833→7.22488	-7.51	stop_loss
06-25 13:45	OP	Sell	0.105564→0.103226	+10.62	take_profit
06-25 13:43	SOL	Sell	68.1258→66.646	+10.41	take_profit
06-25 13:43	ATOM	Buy	1.6138→1.59021	-7.75	stop_loss
06-25 12:27	ARB	Buy	0.0764791→0.0754034	-7.48	stop_loss
06-25 12:26	ADA	Buy	0.148327→0.1462	-7.62	stop_loss
06-25 11:12	INJ	Buy	4.21155→4.15039	-7.71	stop_loss
06-25 09:32	SUI	Buy	0.693463→0.695796	+1.21	timeout
06-25 08:56	XRP	Buy	1.08027→1.08293	+0.78	timeout
06-25 08:56	DOGE	Buy	0.0767302→0.0770377	+1.55	timeout
06-25 08:55	ETH	Buy	1628.36→1652.33	+6.89	timeout
06-25 06:59	ATOM	Buy	1.64061→1.66878	+8.18	timeout
06-25 05:28	OP	Buy	0.105756→0.108073	+10.48	take_profit
06-25 03:03	ADA	Buy	0.146937→0.147843	+2.68	timeout
06-25 03:03	AVAX	Buy	6.4183→6.4057	-1.42	timeout
06-25 02:45	APT	Sell	0.632242→0.625056	+5.24	timeout
06-25 02:03	ARB	Buy	0.0767192→0.076041	-4.87	timeout
06-24 23:04	OP	Buy	0.102106→0.104554	+11.53	take_profit
06-24 22:32	XRP	Buy	1.06627→1.07393	+3.18	timeout
06-24 22:32	BNB	Buy	555.079→563.369	+7.05	timeout
06-24 20:06	LINK	Buy	7.1924→7.34816	+10.39	take_profit
06-24 20:01	DOGE	Buy	0.0730293→0.0746053	+10.35	take_profit
06-24 18:15	NEAR	Sell	1.86693→1.89332	-7.51	stop_loss
06-24 18:10	APT	Sell	0.589952→0.598348	-7.59	stop_loss
06-24 17:47	ADA	Buy	0.141615→0.139625	-7.48	stop_loss
06-24 17:47	ETH	Buy	1575.96→1554.07	-7.39	stop_loss
06-24 17:25	LTC	Buy	40.4271→39.8331	-7.80	stop_loss
06-24 17:22	INJ	Buy	4.20175→4.14219	-7.54	stop_loss
06-24 17:20	AVAX	Buy	6.14954→6.06235	-7.54	stop_loss
06-24 17:20	SOL	Buy	66.581→65.6623	-7.35	stop_loss
06-24 16:51	ATOM	Buy	1.63591→1.61279	-7.51	stop_loss
06-24 16:46	ARB	Buy	0.075979→0.0749138	-7.46	stop_loss
06-24 15:19	INJ	Buy	4.30808→4.31262	+0.10	timeout
06-24 13:48	DOGE	Buy	0.0777284→0.0766245	-7.55	stop_loss
06-24 13:23	ADA	Buy	0.147297→0.145221	-7.48	stop_loss
06-24 13:23	APT	Buy	0.630258→0.621334	-7.53	stop_loss
06-24 13:22	OP	Buy	0.101195→0.0995753	-8.46	stop_loss
06-24 11:38	AVAX	Sell	6.37641→6.4212	-3.95	timeout
06-24 10:53	ARB	Buy	0.0786397→0.0778805	-5.29	timeout
06-24 09:05	ATOM	Buy	1.69962→1.67574	-7.44	stop_loss
06-24 08:39	APT	Buy	0.63866→0.646738	+5.93	timeout
06-24 08:00	INJ	Buy	4.51883→4.51197	-1.18	timeout
06-24 05:45	OP	Buy	0.099905→0.102174	+10.94	take_profit
06-24 04:24	ARB	Buy	0.0784596→0.0773619	-7.42	stop_loss
06-24 03:20	ATOM	Buy	1.72803→1.70312	-7.64	stop_loss
06-24 00:31	APT	Buy	0.646462→0.648238	+0.96	timeout
06-24 00:09	OP	Buy	0.099825→0.101974	+10.31	take_profit
06-23 22:51	ADA	Buy	0.149767→0.151462	+5.21	timeout
06-23 22:17	INJ	Buy	4.53553→4.60035	+6.72	timeout
06-23 22:10	SOL	Buy	68.7173→69.4446	+4.88	timeout
06-23 21:21	ARB	Buy	0.0787097→0.0791102	+2.07	timeout
06-23 17:32	BTC	Buy	62331.1→62508.9	+0.98	timeout
06-23 17:32	ETH	Buy	1657.97→1656.73	-0.82	timeout
06-23 16:35	ARB	Buy	0.0788197→0.0786403	-1.53	timeout
06-23 15:17	LTC	Sell	43.1572→42.2236	+10.37	take_profit
06-23 14:15	ATOM	Buy	1.75734→1.75546	-0.98	timeout

Paper vs Live

Paper (trades.jsonl)

666

closed

43%

win rate

-277.08

total pnl ($)

-8.4 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 ($)
INJ	90	49%	+19.7	+89.30
ATOM	88	39%	-17.2	-74.97
NEAR	87	36%	-29.5	-128.50
APT	73	44%	-8.8	-32.15
OP	71	42%	-7.3	-26.02
ARB	67	40%	-20.3	-67.82
ADA	45	36%	-36.8	-82.65
AVAX	25	40%	-12.7	-15.69
SOL	23	48%	+7.1	+8.47
SUI	19	37%	-41.4	-39.37
ETH	18	44%	-11.2	-10.11
DOGE	14	50%	+46.3	+32.46
XRP	13	46%	-15.7	-10.17
LINK	9	56%	+55.2	+24.84
LTC	9	67%	+59.4	+26.75
BTC	8	62%	+15.4	+6.15
BNB	7	86%	+64.2	+22.39

Recent bounces (last 20 of 44)

time	sym	side	reason
06-26 23:24	AVAX	Sell	trigger_already_opened
06-26 21:56	INJ	Buy	stale_intent
06-26 21:56	INJ	Buy	stale_intent
06-26 19:25	SUI	Buy	trigger_already_opened
06-26 19:25	DOGE	Buy	stale_intent
06-26 18:17	AVAX	Buy	stale_intent
06-26 16:48	ATOM	Buy	stale_intent
06-26 14:15	LTC	Sell	stale_intent
06-26 02:49	OP	Buy	stale_intent
06-26 01:36	ADA	Buy	below_min_notional_skip
06-26 01:36	XRP	Buy	below_min_notional_skip
06-26 01:36	ETH	Buy	below_min_notional_skip
06-25 19:36	ADA	Buy	below_min_notional_skip
06-25 19:31	INJ	Buy	below_min_notional_skip
06-25 18:20	OP	Buy	below_min_notional_skip
06-25 15:12	INJ	Sell	trigger_already_opened
06-25 14:49	ADA	Buy	stale_intent
06-25 14:45	ADA	Buy	trigger_already_opened
06-25 14:28	BTC	Buy	below_min_notional_skip
06-25 14:27	BTC	Buy	trigger_already_opened

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…