perp_spot_basis_regime_adaptive_mean_reversion

not live
2
closed trades
100%
win rate
+17.18
total pnl ($)
1.254
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 04:15:25 (39.2d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: qs
n: 1  ·  wr: 100.0%  ·  total_bps: +73.6  ·  mean_bps: +73.65  ·  sharpe: +0.00  ·  max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 2 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-06 06:38BTCBuy79702→81414.9+10.23take_profit
05-05 14:54ETHBuy2343.93→2378.86+6.95take_profit

Paper vs Live

Paper (trades.jsonl)
2
closed
100%
win rate
+17.18
total pnl ($)
+173.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1100%+205.9+10.23
ETH1100%+140.0+6.95

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-05 14:54ETHBuy+6.95The market was in a neutral consolidation phase with low volatility and flat funding rates as ETH traded near $2,326. The thesis succeeded because the price reached the predefined take-profit target, locking in the $6.95 gain before any adverse price moveme…