perp_spot_basis_mean_reversion

59

closed trades

39%

win rate

-64.24

total pnl ($)

0.987

weight

7d window — n=27 wr=44% pnl=-24.94 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-17 17:24:55 (43.5d ago) · src: canon

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

n: 0 · wr: 0.0% · total_bps: +0.0 · mean_bps: +0.00 · sharpe: +0.00 · max_dd_bps: +0.0

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-29 07:00	BTC	Buy	59770→60008	+1.54	timeout
06-29 00:31	BTC	Buy	59773→58959.6	-7.26	stop_loss
06-28 07:36	BTC	Buy	60186→60097	-1.19	timeout
06-28 04:30	BTC	Buy	60136→60142	-0.40	timeout
06-27 17:31	BTC	Buy	60430→60487	+0.02	timeout
06-27 15:48	BTC	Buy	60344→60738	+2.81	timeout
06-27 12:29	BTC	Buy	60435→60275	-1.78	timeout
06-27 09:10	BTC	Buy	60245→60366	+0.55	timeout
06-27 06:09	BTC	Buy	59965→60154	+1.12	timeout
06-27 03:06	BTC	Buy	60074→60234	+0.88	timeout
06-26 23:56	BTC	Buy	59822→60035	+1.33	timeout
06-26 20:45	BTC	Buy	60037→59619	-3.94	timeout
06-26 14:55	BTC	Buy	60255→59433.3	-7.27	stop_loss
06-26 13:19	BTC	Buy	59450→58640.7	-7.26	stop_loss
06-26 09:51	BTC	Buy	60503→59679.2	-7.26	stop_loss
06-26 08:40	BTC	Buy	59914→60193	+1.87	timeout
06-26 02:13	BTC	Buy	59560→58742.7	-7.31	stop_loss
06-26 01:29	BTC	Buy	60096→59277.4	-7.25	stop_loss
06-25 23:03	BTC	Buy	59353→59870	+3.91	timeout
06-25 19:49	BTC	Buy	59294→59178	-1.43	timeout
06-25 14:33	BTC	Buy	58933.9→60228	+10.53	take_profit
06-25 13:40	BTC	Buy	61252.1→60418.8	-7.24	stop_loss
06-25 12:15	BTC	Buy	61759.1→61175.9	-5.16	timeout
06-25 09:10	BTC	Buy	61668.1→61721.9	-0.02	timeout
06-25 05:53	BTC	Buy	60924→61581.9	+4.95	timeout
06-25 02:38	BTC	Buy	60840→60871	-0.19	timeout
06-24 20:48	BTC	Buy	59639→60947	+10.52	take_profit
06-22 12:05	BTC	Buy	64082.2→64719.8	+4.50	timeout
06-22 08:59	BTC	Buy	64080.2→64125.8	-0.12	timeout
06-22 06:01	BTC	Buy	64580.2→64175.8	-3.60	timeout
06-22 02:36	BTC	Buy	63587.2→64448.8	+6.32	timeout
06-21 23:20	BTC	Buy	64175.2→63714.8	-4.05	timeout
06-21 20:24	BTC	Buy	64198.2→64082.8	-1.35	timeout
06-21 17:17	BTC	Buy	64122.2→64147.8	-0.25	timeout
06-19 00:02	BTC	Buy	63090.2→62876.9	-2.13	timeout
06-18 21:02	BTC	Buy	62583.1→63086.8	+3.60	timeout
06-18 15:36	BTC	Buy	63946.2→63065.3	-7.34	stop_loss
06-18 14:06	BTC	Buy	64104.2→63876.8	-2.22	timeout
06-18 11:02	BTC	Buy	64045.2→64145.8	+0.32	timeout
06-18 08:00	BTC	Buy	64259.2→64421.8	+0.83	timeout
05-27 21:48	BTC	Buy	74888.3→74466.7	-3.28	timeout
05-27 18:47	BTC	Buy	75105.2→74922.7	-1.68	timeout
05-27 14:27	BTC	Buy	75760.2→74820.1	-6.65	stop_loss
05-27 12:46	BTC	Buy	75938.2→75810.8	-1.27	timeout
05-27 09:46	BTC	Buy	75599.2→75894.8	+1.53	timeout
05-27 06:46	BTC	Buy	75707.2→75805.8	+0.22	timeout
05-27 03:45	BTC	Buy	75924.2→75726.8	-1.74	timeout
05-27 00:46	BTC	Buy	76030.2→75959.8	-0.91	timeout
05-26 21:18	BTC	Buy	76340.2→75935.8	-3.11	timeout
05-26 15:31	BTC	Buy	77496.1→76528.1	-6.70	stop_loss
05-26 15:16	BTC	Buy	77264.1→76848.8	-3.14	timeout
05-26 12:17	BTC	Buy	76681.2→77045.9	+1.92	timeout
05-26 09:16	BTC	Buy	76777.2→76629.8	-1.40	timeout
05-26 06:16	BTC	Buy	76668.2→76823.8	+0.57	timeout
05-26 03:15	BTC	Buy	77257.1→76541.8	-5.08	timeout
05-26 00:15	BTC	Buy	77432.9→77179.1	-2.08	timeout
05-25 21:15	BTC	Buy	77652.9→77322.1	-2.60	timeout
05-25 18:14	BTC	Buy	77444.9→77608.1	+0.58	timeout
05-25 15:15	BTC	Buy	77411.9→77636.1	+0.98	timeout

Paper (trades.jsonl)

59

closed

39%

win rate

-64.24

total pnl ($)

-21.8 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	59	39%	-21.8	-64.24

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 59 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)