perp_spot_basis_momentum_eth_24h

not live
1
closed trades
0%
win rate
-0.67
total pnl ($)
1.247
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 16:22:23 (25.0d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_perp_spot_basis_momentum_siblings
n: 6  ·  wr: 33.3%  ·  total_bps: -294.4  ·  mean_bps: -49.07  ·  sharpe: -0.49  ·  max_dd_bps: -294.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 1 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-12 22:43ETHBuy2339.83→2339.37-0.67timeout

Paper vs Live

Paper (trades.jsonl)
1
closed
0%
win rate
-0.67
total pnl ($)
-11.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH10%-11.0-0.67

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems