perp_spot_basis_looser_z_arbitrage_reversion

not live
265
closed trades
43%
win rate
-135.64
total pnl ($)
1.415
weight
7d window — n=67 wr=42% pnl=+25.39  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-23 04:27:56 (36.1d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: avs
n: 134  ·  wr: 46.3%  ·  total_bps: -2841.0  ·  mean_bps: -21.20  ·  sharpe: -0.16  ·  max_dd_bps: -3404.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 06:17LINKBuy7.26161→7.2155-3.61timeout
06-28 06:17XRPBuy1.04696→1.04134-3.07timeout
06-28 06:17DOGEBuy0.0742986→0.0732187-7.71timeout
06-28 03:31AVAXBuy6.42441→6.3838-3.61timeout
06-27 22:00ADABuy0.147047→0.144152-10.21stop_loss
06-27 18:55LTCBuy42.6747→42.6993-0.18timeout
06-27 18:41ADABuy0.147177→0.146503-2.58timeout
06-27 13:29SOLSell71.4943→72.3969-6.78timeout
06-27 12:36AVAXBuy6.56024→6.53197-2.65timeout
06-27 08:01AVAXSell6.63364→6.55664+5.36timeout
06-27 00:55ADABuy0.148157→0.148163-0.42timeout
06-26 20:44BTCBuy58993.9→59613+4.77timeout
06-26 16:00XRPBuy1.01995→1.05214+15.34take_profit
06-26 16:00DOGEBuy0.0730713→0.0754791+16.01take_profit
06-26 16:00SOLBuy70.6016→72.8391+15.39take_profit
06-26 15:25ETHBuy1531.25→1580.14+15.50take_profit
06-26 13:19LTCBuy40.9492→40.1569-10.13stop_loss
06-26 11:45LTCBuy40.8792→40.9038-0.18timeout
06-26 07:32DOGEBuy0.0728862→0.0751812+15.26take_profit
06-26 07:16ETHBuy1529.85→1578.54+15.48take_profit
06-26 07:15BTCBuy58642.9→60516+15.53take_profit
06-26 07:03LINKBuy7.05676→7.27918+15.29take_profit
06-26 01:16AVAXSell6.21295→6.19565+0.93timeout
06-25 22:45ETHSell1565.34→1571.66-2.46timeout
06-25 21:51LINKSell7.17631→7.25721-6.04timeout
06-25 21:50BTCSell59532→59961-4.04timeout
06-25 21:50BNBSell554.031→559.75-5.56timeout
06-25 14:33SOLSell65.5032→66.7434-9.92stop_loss
06-25 13:54XRPSell1.04014→1.00565+16.13take_profit
06-25 12:17ADABuy0.149897→0.14698-10.21stop_loss
06-25 10:45SOLBuy69.4384→68.1267-9.91stop_loss
06-25 08:46LTCBuy41.1583→41.7346+6.52timeout
06-25 08:45LINKBuy7.40325→7.51262+6.97timeout
06-25 05:19AVAXBuy6.4181→6.62694+15.83take_profit
06-25 04:46ADABuy0.144636→0.147413+9.23timeout
06-25 03:58XRPBuy1.06157→1.07123+4.13timeout
06-24 20:17LINKSell7.23369→7.37153-9.98stop_loss
06-24 20:06ETHSell1578.04→1608.56-10.13stop_loss
06-24 17:47DOGESell0.0753292→0.0729482+15.34take_profit
06-24 17:20SOLBuy66.686→65.4314-9.86stop_loss
06-24 17:16SOLSell68.2928→66.1199+15.46take_profit
06-24 15:46ETHBuy1648.96→1618.13-9.79stop_loss
06-24 15:33XRPBuy1.08317→1.0626-9.93stop_loss
06-24 15:33SOLBuy69.4854→68.1627-9.98stop_loss
06-24 15:12DOGEBuy0.0778235→0.0763427-9.96stop_loss
06-24 13:48ADABuy0.147347→0.144462-10.24stop_loss
06-24 02:21ADABuy0.150328→0.152132+5.50timeout
06-23 16:29XRPBuy1.09927→1.09713-1.42timeout
06-23 16:28DOGEBuy0.0786597→0.0789383+1.44timeout
06-23 16:28ADABuy0.151468→0.150862-2.50timeout
06-23 16:22ETHBuy1651.87→1662.23+2.68timeout
06-23 16:18SOLBuy68.6483→69.1006+2.93timeout
06-23 08:24AVAXBuy6.16734→6.04996-9.96stop_loss
06-23 06:21XRPBuy1.12948→1.10797-9.94stop_loss
06-23 06:20ADABuy0.157929→0.154894-10.02stop_loss
06-23 06:20ETHBuy1725.17→1692.88-9.79stop_loss
06-23 06:18SOLBuy71.5897→70.2413-9.81stop_loss
06-23 06:09AVAXBuy6.25536→6.19215-5.49timeout
06-22 22:28SOLBuy73.058→71.6704-9.90stop_loss
06-22 18:04ADABuy0.16034→0.15957-2.77timeout
06-22 13:48AVAXBuy6.24796→6.44659+15.44take_profit
06-22 09:24ETHBuy1741.47→1746.13+0.84timeout
06-22 09:23SOLBuy74.2611→73.7279-4.09timeout
06-22 09:23XRPBuy1.14079→1.13432-3.32timeout
06-22 09:23BTCBuy64173.2→64115.8-0.92timeout
06-22 07:14ADABuy0.157879→0.16118+9.98timeout
06-21 22:18ADABuy0.16139→0.15937-6.69timeout
06-21 21:09AVAXSell6.33842→6.13823+15.33take_profit
06-21 11:18AVAXBuy6.24326→6.27343+1.99timeout
06-21 11:17ADABuy0.162151→0.16106-3.82timeout
06-21 01:37ADABuy0.16057→0.162919+6.83timeout
06-20 23:18BTCBuy64159.2→64280.8+0.49timeout
06-20 23:18XRPBuy1.15159→1.15291+0.08timeout
06-20 23:18SOLBuy72.3739→73.589+7.89timeout
06-20 23:18ETHBuy1734.57→1741.73+1.57timeout
06-20 15:17AVAXBuy6.06682→6.10457+2.61timeout
06-20 14:07ADABuy0.163101→0.16-9.95stop_loss
06-20 13:47SOLBuy71.6327→71.1373-3.94timeout
06-19 22:00AVAXSell5.84324→5.95446-9.97stop_loss
06-19 20:52XRPBuy1.12858→1.13202+1.07timeout
06-19 20:51SOLBuy68.5803→69.0886+3.28timeout
06-19 20:51BTCBuy62627.1→63170.8+3.88timeout
06-19 20:51ETHBuy1688.87→1706.13+4.66timeout
06-19 16:29ADABuy0.16007→0.1617+4.59timeout
06-19 06:29ETHSell1703.13→1700.67+0.27timeout
06-19 04:31ADABuy0.163581→0.16045-10.03stop_loss
06-19 01:09LTCSell43.1892→43.932-9.02timeout
06-18 23:57AVAXBuy6.22496→6.31332+6.70timeout
06-18 23:42SOLSell69.2406→69.6484-3.36timeout
06-18 23:17ADASell0.162789→0.162681-0.07timeout
06-18 15:44AVAXSell6.47038→6.26517+15.40take_profit
06-18 15:37BNBBuy589.487→578.066-10.12stop_loss
06-18 13:40ADABuy0.167082→0.163877-10.04stop_loss
06-18 12:14SOLBuy71.1607→70.9404-1.96timeout
06-18 12:09BNBSell593.012→589.027+2.80timeout
06-18 09:07BTCBuy64623.2→64338.8-2.68timeout
06-18 05:03ETHBuy1757.38→1724.46-9.80stop_loss
06-18 04:58BNBBuy600.65→591.242-8.27timeout
06-18 03:31XRPBuy1.1875→1.1799-3.60timeout
06-18 02:52LTCSell45.6956→44.9472+7.76timeout

Paper vs Live

Paper (trades.jsonl)
265
closed
43%
win rate
-135.64
total pnl ($)
-10.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ADA4637%-26.4-60.25
SOL3636%-34.3-61.00
AVAX3342%-19.8-32.70
XRP2748%+21.2+28.95
LTC2646%-7.0-8.85
LINK2442%-15.1-17.77
ETH2458%+28.0+33.60
DOGE2050%+25.7+25.70
BTC1644%-12.2-9.87
BNB1331%-51.6-33.44

Recent bounces (last 20 of 4)

timesymsidereason
06-28 05:18ADABuycircuit_breaker
06-27 22:22LINKBuycircuit_breaker
06-27 22:22DOGEBuycircuit_breaker
06-27 22:22XRPBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems