perp_spot_basis_regime_horizon_1h

not live
305
closed trades
35%
win rate
-207.82
total pnl ($)
0.965
weight
7d window — n=51 wr=31% pnl=-45.36  ·  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: 293  ·  wr: 43.3%  ·  total_bps: -2729.2  ·  mean_bps: -9.31  ·  sharpe: -0.19  ·  max_dd_bps: -2962.1
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 00:33AVAXBuy6.43131→6.4149-1.37timeout
06-27 21:54ADABuy0.145266→0.144754-1.76timeout
06-27 19:30ADABuy0.146567→0.145041-4.51stop_loss
06-27 17:04LTCBuy43.2128→42.696-5.15stop_loss
06-27 13:35SOLBuy71.7868→72.3092+2.55timeout
06-27 09:47LTCBuy42.3836→42.6123+1.80timeout
06-27 03:07ADABuy0.149627→0.148129-4.37stop_loss
06-26 19:59SOLBuy73.7741→73.0515-4.28stop_loss
06-26 18:29AVAXBuy6.49742→6.45249-3.13timeout
06-26 15:24SOLBuy70.6156→71.6682+5.60take_profit
06-26 12:39DOGEBuy0.0741175→0.0733739-4.37stop_loss
06-26 11:15AVAXBuy6.15684→6.14936-0.84timeout
06-26 07:17AVAXBuy6.22546→6.31632+5.48take_profit
06-26 05:29ADABuy0.142356→0.142314-0.47timeout
06-26 03:02ADABuy0.139835→0.138406-4.44stop_loss
06-25 20:34ADABuy0.141255→0.141355-0.08timeout
06-25 18:23LTCBuy40.8902→40.8818-0.45timeout
06-25 15:02ADABuy0.143486→0.142043-4.38stop_loss
06-25 13:40DOGEBuy0.075991→0.0752036-4.50stop_loss
06-25 11:30ADABuy0.148417→0.147333-3.28timeout
06-25 09:27LTCBuy41.7054→41.7346-0.08timeout
06-25 05:55AVAXBuy6.60135→6.5346-4.40stop_loss
06-25 01:15ADABuy0.148107→0.147333-2.44timeout
06-24 20:01SOLBuy65.8189→66.795+5.57take_profit
06-24 17:47LINKBuy7.1973→7.12535-4.36stop_loss
06-24 16:37DOGEBuy0.0752268→0.0752952+0.01timeout
06-24 14:26LTCBuy41.5824→41.6206+0.01timeout
06-24 10:17DOGEBuy0.0789427→0.0786573-1.81timeout
06-24 04:20AVAXBuy6.44711→6.38251-4.37stop_loss
06-23 21:50ADABuy0.149917→0.151102+2.80timeout
06-23 19:04ADABuy0.150058→0.149972-0.59timeout
06-23 16:19LTCBuy42.1895→42.0505-1.67timeout
06-23 14:11LINKBuy7.56719→7.6004+1.40timeout
06-23 11:26LTCBuy43.4359→43.5621+0.80timeout
06-23 09:28SOLBuy68.1342→68.8557+3.89timeout
06-23 06:18SOLBuy71.1087→70.4072-4.30stop_loss
06-23 03:05DOGEBuy0.0819065→0.0819255-0.26timeout
06-22 23:50DOGEBuy0.0820825→0.0822964+0.68timeout
06-22 21:29ADABuy0.15888→0.15861-1.03timeout
06-22 15:58LINKBuy8.0189→7.9834-2.14timeout
06-22 13:37DOGEBuy0.0843741→0.0846928+1.15timeout
06-22 06:55ADABuy0.16037→0.16019-0.81timeout
06-22 04:18DOGEBuy0.0832608→0.0830552-1.35timeout
06-22 02:04DOGEBuy0.0832748→0.0835731+1.07timeout
06-21 23:03LINKBuy7.85846→7.81145-2.76timeout
06-21 20:32LTCBuy45.1623→45.1677-0.32timeout
06-21 17:52SOLBuy74.6062→74.3888-1.53timeout
06-21 14:42ADABuy0.16153→0.16167-0.02timeout
06-21 12:11ADABuy0.16153→0.16091-1.90timeout
06-21 09:53SOLBuy73.083→73.9399+4.33timeout
06-21 07:35LTCBuy44.7072→44.8588+1.00timeout
06-21 04:41ADABuy0.162311→0.16162-2.06timeout
06-20 23:24SOLBuy73.469→73.51-0.14timeout
06-20 14:46ADABuy0.16019→0.162719+5.96take_profit
06-20 11:47LINKBuy7.95399→7.94561-0.78timeout
06-20 09:06AVAXBuy6.09902→6.18755+5.44take_profit
06-20 02:11AVAXBuy5.91268→5.93432+1.11timeout
06-19 23:04DOGEBuy0.0828427→0.0831332+1.04timeout
06-19 19:54AVAXBuy5.75794→5.86673+7.20take_profit
06-19 18:05LTCBuy44.19→44.166-0.58timeout
06-19 13:02AVAXBuy6.05921→6.09388+1.93timeout
06-19 09:58ADABuy0.16026→0.15957-2.08timeout
06-19 07:43AVAXBuy6.03481→5.97452-4.35stop_loss
06-19 04:31ADABuy0.16196→0.1603-4.46stop_loss
06-19 01:19AVAXBuy6.31258→6.30132-1.07timeout
06-18 20:59AVAXBuy6.35409→6.34041-1.22timeout
06-18 16:51DOGEBuy0.0821815→0.0825504+1.43timeout
06-18 13:40SOLBuy71.5437→70.8429-4.27stop_loss
06-18 09:52LTCBuy44.5101→44.3189-2.08timeout
06-18 07:53DOGEBuy0.0846051→0.0849827+1.43timeout
06-18 05:30SOLBuy71.1717→70.9054-1.85timeout
06-17 23:14LTCBuy44.7282→44.8648+0.86timeout
06-17 19:20ADABuy0.169132→0.167374-4.52stop_loss
06-17 17:27SOLBuy74.1461→73.8009-2.23timeout
06-17 14:59LTCBuy45.2573→45.1717-1.12timeout
06-17 12:07AVAXBuy6.8012→6.8129+0.33timeout
06-17 08:31SOLBuy73.199→72.4759-4.31stop_loss
06-17 04:28ADABuy0.173143→0.172837-1.06timeout
06-17 02:23SOLBuy73.244→74.1659+4.68timeout
06-17 00:00LTCBuy45.9235→45.7356-2.00timeout
06-16 18:40ADABuy0.175934→0.174139-4.44stop_loss
06-16 16:29LINKBuy8.19045→8.19465-0.16timeout
06-16 14:16LTCBuy45.3733→44.8903-4.62stop_loss
06-16 09:46DOGEBuy0.0884191→0.0887288+1.05timeout
06-16 06:34SOLBuy73.586→73.9359+1.54timeout
06-16 03:30DOGEBuy0.0869217→0.0873532+1.63timeout
06-15 23:48DOGEBuy0.088029→0.088005-0.46timeout
06-15 20:48ADABuy0.183436→0.181544-4.49stop_loss
06-15 19:19SOLBuy75.4753→74.7304-4.31stop_loss
06-15 16:26AVAXBuy6.95104→7.05214+5.46take_profit
06-15 14:01SOLBuy74.0611→73.3323-4.30stop_loss
06-15 10:28ADABuy0.181615→0.180615-2.56timeout
06-15 02:54LTCBuy45.1893→45.2387+0.08timeout
06-14 23:04ADABuy0.176194→0.174359-4.53stop_loss
06-14 20:59SOLBuy67.5351→67.7688+1.03timeout
06-14 18:35ADABuy0.166972→0.165988-2.71timeout
06-14 16:23DOGEBuy0.0860115→0.0865244+2.03timeout
06-14 14:01SOLBuy67.8252→67.6798-1.21timeout
06-14 10:41DOGEBuy0.0873598→0.0873462-0.43timeout
06-14 08:11AVAXBuy6.64306→6.65184+0.17timeout

Paper vs Live

Paper (trades.jsonl)
305
closed
35%
win rate
-207.82
total pnl ($)
-17.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ADA7215%-41.4-119.19
LTC5834%-20.3-47.10
SOL5244%-3.8-7.88
DOGE4540%-12.9-23.22
AVAX4450%+8.4+14.72
LINK3441%-18.5-25.14

Recent bounces (last 20 of 2)

timesymsidereason
06-28 06:20AVAXBuycircuit_breaker
06-27 23:36AVAXBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems