perp_spot_basis_regime_horizon_12h

not live
283
closed trades
42%
win rate
-547.96
total pnl ($)
0.693
weight
7d window — n=51 wr=41% pnl=-88.28  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 18:14:14 (24.5d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: perp_spot_basis_regime_gated_siblings
n: 292  ·  wr: 34.9%  ·  total_bps: -4327.0  ·  mean_bps: -14.82  ·  sharpe: -0.13  ·  max_dd_bps: -5530.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 22:16DOGEBuy0.076148→0.0742223-10.48stop_loss
06-27 20:57LTCBuy42.6307→42.3614-2.95timeout
06-27 16:23AVAXBuy6.57434→6.62654+2.80timeout
06-27 14:19LINKBuy7.38174→7.40445+0.86timeout
06-27 09:36ADABuy0.147547→0.146903-2.05timeout
06-27 07:10DOGEBuy0.0756069→0.0755911-0.41timeout
06-27 02:56LTCBuy40.9682→42.2794+12.54timeout
06-27 00:32DOGEBuy0.0737944→0.0752872+7.80timeout
06-26 11:53ADABuy0.146247→0.142563-10.44stop_loss
06-26 07:34ADABuy0.141235→0.146273+13.89timeout
06-26 07:14ADABuy0.140545→0.146693+17.14take_profit
06-26 02:13SOLBuy67.6691→65.9881-10.30stop_loss
06-26 02:13AVAXBuy6.16014→6.00549-10.38stop_loss
06-25 17:16DOGEBuy0.0715989→0.0747133+17.04take_profit
06-25 13:51LTCBuy41.1943→40.1539-10.47stop_loss
06-25 13:45LTCBuy41.6944→40.6425-10.45stop_loss
06-25 13:45ADABuy0.148407→0.144631-10.54stop_loss
06-25 11:03AVAXBuy6.4183→6.43079+0.36timeout
06-25 10:23AVAXBuy6.59075→6.42488-10.45stop_loss
06-25 05:14AVAXBuy6.29947→6.57406+17.09take_profit
06-25 04:44LTCBuy39.6329→41.3567+17.04take_profit
06-24 17:20LINKBuy7.40235→7.21559-10.45stop_loss
06-24 15:47SOLBuy68.9733→67.2563-10.32stop_loss
06-24 15:42AVAXBuy6.4001→6.23852-10.47stop_loss
06-24 13:22DOGEBuy0.0793008→0.077232-10.77stop_loss
06-24 10:15ADABuy0.150378→0.14652-10.61stop_loss
06-24 10:10ADABuy0.151938→0.148099-10.38stop_loss
06-24 08:51ADABuy0.149907→0.150562+1.49timeout
06-24 06:04ADABuy0.150048→0.151782+4.24timeout
06-24 03:23LTCBuy42.1625→41.8125-3.67timeout
06-24 00:54LINKBuy7.57549→7.6169+1.81timeout
06-23 22:00AVAXBuy6.20785→6.42849+13.80timeout
06-23 19:35DOGEBuy0.08009→0.0784374-8.49timeout
06-23 08:15LTCBuy44.6312→43.5133-10.42stop_loss
06-23 08:13SOLBuy71.0177→69.228-10.40stop_loss
06-23 06:21LINKBuy7.84676→7.64816-10.49stop_loss
06-23 06:21DOGEBuy0.0819335→0.0798761-10.40stop_loss
06-22 20:48AVAXBuy6.24706→6.28443+2.07timeout
06-22 18:55DOGEBuy0.0848392→0.0827179-10.37stop_loss
06-22 17:39ADABuy0.16002→0.15879-3.33timeout
06-22 15:15DOGEBuy0.0831168→0.084031+4.03timeout
06-22 11:12ADABuy0.15835→0.16099+6.31timeout
06-22 08:26DOGEBuy0.0834319→0.0836531+0.67timeout
06-22 02:24LTCBuy45.2093→45.0907-1.43timeout
06-21 23:11ADABuy0.16153→0.15833-8.27timeout
06-21 21:09SOLBuy74.3261→72.4729-10.36stop_loss
06-21 20:46AVAXBuy6.27287→6.20605-4.60timeout
06-21 18:33LTCBuy44.6432→45.0907+3.64timeout
06-21 15:56ADABuy0.162411→0.162139-1.03timeout
06-21 11:02AVAXBuy6.23726→6.29842+3.58timeout
06-21 07:21SOLBuy71.7108→73.331+8.67timeout
06-21 01:26LINKBuy7.87647→7.95131+3.39timeout
06-20 21:15ADABuy0.163061→0.162079-2.78timeout
06-20 13:33DOGEBuy0.0834929→0.0832532-1.52timeout
06-20 10:04DOGEBuy0.0828427→0.084152+5.95timeout
06-20 06:40AVAXBuy5.81785→5.9895+11.53timeout
06-20 03:44LTCBuy44.3871→43.932-4.50timeout
06-19 23:59LTCBuy43.5029→44.059+4.69timeout
06-19 19:51LTCBuy43.4209→44.011+5.09timeout
06-19 17:50LINKBuy7.88077→7.91352+1.29timeout
06-19 15:42LTCBuy43.6149→44.3789+6.65timeout
06-19 03:15AVAXBuy6.31638→6.15838-10.35stop_loss
06-18 18:03LINKBuy7.94829→7.81415-7.08timeout
06-18 15:44SOLBuy70.7886→69.0331-10.28stop_loss
06-18 15:29SOLBuy71.5437→69.7616-10.32stop_loss
06-18 15:23LTCBuy44.6452→43.5293-10.41stop_loss
06-18 09:19ADABuy0.166742→0.167058+0.34timeout
06-18 04:11DOGEBuy0.0867117→0.0845146-10.50stop_loss
06-17 23:06AVAXBuy6.7952→6.73462-3.83timeout
06-17 22:03ADABuy0.167862→0.163627-10.47stop_loss
06-17 20:13SOLBuy72.8689→71.8212-6.17timeout
06-17 16:38LTCBuy45.7854→45.6916-1.16timeout
06-17 13:22ADABuy0.171283→0.168798-6.05timeout
06-17 08:42AVAXBuy6.90543→6.82389-5.08timeout
06-17 05:33LTCBuy45.2243→45.6936+3.79timeout
06-17 01:36LTCBuy45.2643→45.4856+1.54timeout
06-16 17:35SOLBuy73.621→73.349-1.79timeout
06-16 15:14DOGEBuy0.0870338→0.0869663-0.67timeout
06-16 14:33DOGEBuy0.0883871→0.0861753-10.36stop_loss
06-16 12:38SOLBuy74.0801→75.2627+5.99timeout
06-16 10:36ADABuy0.178205→0.180235+4.20timeout
06-16 07:21DOGEBuy0.0887572→0.0874791-6.08timeout
06-15 23:51AVAXBuy6.89972→6.83729-4.00timeout
06-15 23:37AVAXBuy6.96694→6.7919-10.43stop_loss
06-15 21:08AVAXBuy7.03436→6.85865-10.37stop_loss
06-15 15:41SOLBuy71.4917→74.6158+17.11take_profit
06-15 13:53LTCBuy45.2023→46.2314+8.76timeout
06-15 11:48ADABuy0.182136→0.184234+4.26timeout
06-15 05:16LTCBuy44.134→45.2087+9.40timeout
06-14 21:52SOLBuy67.5541→70.5164+17.19take_profit
06-14 21:50ADABuy0.167682→0.175016+17.10take_profit
06-14 21:41DOGEBuy0.0873598→0.0886618+5.62timeout
06-14 17:49AVAXBuy6.64226→6.47624-10.24stop_loss
06-14 12:53ADABuy0.172053→0.167744-10.33stop_loss
06-14 12:36ADABuy0.172943→0.168623-10.29stop_loss
06-14 12:24SOLBuy68.7563→68.0608-4.33timeout
06-14 05:48AVAXBuy6.71648→6.67303-2.92timeout
06-14 03:05AVAXBuy6.69327→6.70032+0.04timeout
06-13 23:15AVAXBuy6.66727→6.71642+2.55timeout
06-13 20:35DOGEBuy0.0872218→0.0876001+1.36timeout

Paper vs Live

Paper (trades.jsonl)
283
closed
42%
win rate
-547.96
total pnl ($)
-48.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ADA5931%-77.8-182.69
AVAX5139%-62.2-126.94
DOGE5143%-49.3-100.59
LTC4850%+0.5+0.22
SOL4549%-16.1-28.86
LINK2941%-93.9-109.10

Recent bounces (last 20 of 3)

timesymsidereason
06-28 06:20AVAXBuycircuit_breaker
06-28 04:16AVAXBuycircuit_breaker
06-27 23:19SOLBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems