perp_spot_basis_regime_fast_cooldown

not live
601
closed trades
40%
win rate
-474.44
total pnl ($)
0.675
weight
7d window — n=92 wr=38% pnl=-92.42  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 18:14:14 (24.8d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: perp_spot_basis_regime_gated_siblings
n: 575  ·  wr: 42.8%  ·  total_bps: -6858.6  ·  mean_bps: -11.93  ·  sharpe: -0.16  ·  max_dd_bps: -7268.0
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 09:59ADABuy0.144026→0.144654+1.39timeout
06-28 09:15DOGEBuy0.0733023→0.0740805+3.91timeout
06-28 08:16LINKBuy7.26722→7.29588+1.20timeout
06-28 05:17SOLBuy70.9646→70.5284-2.81timeout
06-28 02:33AVAXBuy6.43131→6.36981-4.18timeout
06-28 01:17SOLBuy70.3666→70.5894+0.92timeout
06-27 23:26ADABuy0.145456→0.144994-1.61timeout
06-27 22:31ADABuy0.145156→0.144824-1.24timeout
06-27 22:15SOLBuy71.4897→70.5031-5.88stop_loss
06-27 19:37ADABuy0.146897→0.144791-6.06stop_loss
06-27 19:30ADABuy0.147127→0.145041-5.99stop_loss
06-27 18:28DOGEBuy0.076163→0.0752192-5.33timeout
06-27 18:27LTCBuy43.1658→42.5541-6.03stop_loss
06-27 16:45AVAXBuy6.56864→6.61455+2.45timeout
06-27 15:34SOLBuy71.7508→72.8421+5.73timeout
06-27 13:52ADABuy0.147147→0.147933+1.79timeout
06-27 13:09ADABuy0.147177→0.147263-0.11timeout
06-27 12:39LTCBuy42.6207→42.6193-0.36timeout
06-27 11:57LTCBuy42.5946→42.4564-1.65timeout
06-27 10:54ADABuy0.147577→0.147043-1.79timeout
06-27 07:44AVAXBuy6.57044→6.55686-1.19timeout
06-27 06:35LTCBuy42.2966→42.1895-1.34timeout
06-27 00:36ADABuy0.147547→0.147373-0.84timeout
06-26 22:43AVAXBuy6.3849→6.52937+8.69take_profit
06-26 22:10DOGEBuy0.0756199→0.0752592-2.28timeout
06-26 20:27LTCBuy41.8725→42.1015+1.82timeout
06-26 18:45AVAXBuy6.49742→6.40619-5.98stop_loss
06-26 13:19DOGEBuy0.0737944→0.0727464-6.04stop_loss
06-26 08:34ADABuy0.146467→0.144402-6.00stop_loss
06-26 06:45LINKBuy7.14729→7.26758+6.36timeout
06-26 05:28LTCBuy40.4841→41.3577+8.27take_profit
06-26 03:02DOGEBuy0.0731263→0.0721029-5.96stop_loss
06-26 02:12ADABuy0.142206→0.140175-6.07stop_loss
06-26 00:34ADABuy0.143556→0.143344-0.95timeout
06-25 22:34ADABuy0.141055→0.143344+6.12timeout
06-25 19:48AVAXBuy6.15204→6.06245-6.16stop_loss
06-25 17:20LINKBuy7.1832→7.23309+2.40timeout
06-25 15:12AVAXBuy6.15134→6.06235-6.15stop_loss
06-25 13:46LINKBuy7.32833→7.22488-6.01stop_loss
06-25 13:42DOGEBuy0.076031→0.0749338-6.13stop_loss
06-25 12:26ADABuy0.148407→0.1463-6.04stop_loss
06-25 10:15ADABuy0.149297→0.148763-1.79timeout
06-25 07:56DOGEBuy0.0767302→0.0771757+1.96timeout
06-25 05:24ADABuy0.147427→0.150602+8.28take_profit
06-25 02:03AVAXBuy6.4183→6.43479+0.68timeout
06-24 20:50LTCBuy39.994→40.8608+8.31take_profit
06-24 20:06SOLBuy65.8739→67.3109+8.38take_profit
06-24 20:06SOLBuy65.7389→67.1779+8.40take_profit
06-24 20:01SOLBuy65.1978→66.626+8.42take_profit
06-24 17:20SOLBuy66.581→65.6623-5.88stop_loss
06-24 16:51DOGEBuy0.0749497→0.0738846-6.04stop_loss
06-24 15:42SOLBuy68.7503→67.7959-5.91stop_loss
06-24 15:31DOGEBuy0.0770112→0.075903-6.11stop_loss
06-24 13:12ADABuy0.147737→0.145621-6.09stop_loss
06-24 13:12AVAXBuy6.4001→6.30986-6.00stop_loss
06-24 10:00LTCBuy42.1495→42.0635-1.17timeout
06-24 06:59LTCBuy41.7444→42.0825+2.88timeout
06-23 23:51ADABuy0.150118→0.151352+2.93timeout
06-23 21:11SOLBuy68.8863→69.0806+0.79timeout
06-23 20:10LTCBuy41.9215→42.0115+0.51timeout
06-23 18:43LINKBuy7.65341→7.54564-5.99stop_loss
06-23 18:20LTCBuy42.2156→42.0705-1.72timeout
06-23 17:41ADABuy0.151738→0.150442-3.79timeout
06-23 16:31LINKBuy7.5839→7.6058+0.79timeout
06-23 15:54LINKBuy7.57479→7.5837+0.14timeout
06-23 14:45SOLBuy69.2434→69.2786-0.13timeout
06-23 13:02AVAXBuy6.23906→6.23504-0.61timeout
06-23 11:32LTCBuy43.2818→43.6201+2.76timeout
06-23 08:24LTCBuy43.902→43.2675-6.14stop_loss
06-23 08:15LTCBuy44.2381→43.6193-5.96stop_loss
06-23 06:07DOGEBuy0.0819545→0.0813816-3.15timeout
06-23 03:31LINKBuy7.84676→7.87463+1.06timeout
06-23 01:32LTCBuy44.3971→44.6348+1.78timeout
06-23 00:51LTCBuy44.6312→44.5209-1.33timeout
06-22 18:58SOLBuy73.055→72.7371-2.10timeout
06-22 17:32LINKBuy8.03371→7.92106-5.98stop_loss
06-22 15:49AVAXBuy6.37029→6.28119-5.96stop_loss
06-22 15:46DOGEBuy0.0843581→0.083913-2.47timeout
06-22 12:28DOGEBuy0.0836059→0.0844079+3.48timeout
06-22 11:48AVAXBuy6.24696→6.36171+6.99timeout
06-22 08:16ADABuy0.15977→0.16124+3.30timeout
06-22 01:26LINKBuy7.83676→8.006+8.28take_profit
06-21 23:55ADABuy0.15863→0.156273-6.30stop_loss
06-21 23:36LINKBuy7.87167→7.76118-5.98stop_loss
06-21 21:09SOLBuy73.382→72.3579-5.94stop_loss
06-21 21:09LTCBuy45.2833→44.6425-6.03stop_loss
06-21 20:56DOGEBuy0.0833708→0.0831772-1.28timeout
06-21 20:21LTCBuy45.3713→45.1547-2.28timeout
06-21 18:46LINKBuy7.9882→7.94521-2.52timeout
06-21 16:42ADABuy0.16153→0.16119-1.16timeout
06-21 15:52DOGEBuy0.0831448→0.0834251+0.98timeout
06-21 15:00DOGEBuy0.0830137→0.0833931+1.46timeout
06-21 11:34AVAXBuy6.25796→6.26753+0.26timeout
06-21 09:33LTCBuy44.6432→44.8278+1.31timeout
06-21 08:35AVAXBuy6.31758→6.22823-6.02stop_loss
06-21 07:55ADABuy0.161→0.16137+0.57timeout
06-21 06:20SOLBuy73.647→73.193-2.83timeout
06-21 05:15ADABuy0.162411→0.1601-6.05stop_loss
06-21 00:43LTCBuy44.3271→44.4839+1.05timeout
06-20 22:13SOLBuy71.6938→73.25+8.31take_profit

Paper vs Live

Paper (trades.jsonl)
601
closed
40%
win rate
-474.44
total pnl ($)
-19.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ADA13035%-28.6-147.88
LTC10944%-10.3-44.96
DOGE10439%-28.9-120.44
SOL9544%-8.8-32.92
AVAX9240%-20.4-75.02
LINK7139%-18.7-53.23

Recent bounces (last 20 of 7)

timesymsidereason
06-28 07:03ADABuycircuit_breaker
06-28 06:16DOGEBuycircuit_breaker
06-28 05:18LINKBuycircuit_breaker
06-28 02:21SOLBuycircuit_breaker
06-27 23:36AVAXBuycircuit_breaker
06-27 22:22SOLBuycircuit_breaker
06-27 21:25SOLBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems