perp_spot_basis_regime_horizon_6h

not live
282
closed trades
41%
win rate
-354.43
total pnl ($)
0.867
weight
7d window — n=47 wr=43% pnl=-58.87  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 18:14:14 (24.3d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: perp_spot_basis_regime_gated_siblings
n: 293  ·  wr: 44.4%  ·  total_bps: -3056.3  ·  mean_bps: -10.43  ·  sharpe: -0.11  ·  max_dd_bps: -3487.5
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 22:16ADABuy0.146897→0.144082-7.96stop_loss
06-27 19:25DOGEBuy0.07618→0.0747249-8.01stop_loss
06-27 19:08LTCBuy42.7807→42.7683-0.49timeout
06-27 16:49ADABuy0.147267→0.148423+2.79timeout
06-27 14:46LTCBuy42.3726→43.0082+5.64timeout
06-27 09:42SOLBuy72.2328→71.7522-3.02timeout
06-27 07:38AVAXBuy6.53813→6.55976+0.95timeout
06-26 20:56LTCBuy40.9682→41.7786+7.53timeout
06-26 20:33SOLBuy73.7351→72.341-7.93stop_loss
06-26 19:03AVAXBuy6.50723→6.38291-8.01stop_loss
06-26 16:34LTCBuy40.4671→41.7796+12.59take_profit
06-26 13:19AVAXBuy6.16124→6.04297-8.03stop_loss
06-26 12:20ADABuy0.142726→0.143794+2.63timeout
06-26 06:22SOLBuy67.0441→69.1796+12.37take_profit
06-26 02:13ADABuy0.142206→0.139475-8.04stop_loss
06-26 02:12ADABuy0.143486→0.140565-8.48stop_loss
06-25 13:45AVAXBuy6.31018→6.18936-8.02stop_loss
06-25 13:42ADABuy0.148407→0.145511-8.18stop_loss
06-25 10:46SOLBuy69.3904→68.0867-7.90stop_loss
06-25 05:03AVAXBuy6.4206→6.51227+5.37timeout
06-24 22:00LTCBuy39.7739→41.0367+12.36take_profit
06-24 17:41LTCBuy40.4261→39.6433-8.11stop_loss
06-24 15:45SOLBuy68.7103→67.4122-7.92stop_loss
06-24 13:12DOGEBuy0.0789847→0.0774349-8.20stop_loss
06-24 13:00LTCBuy42.1405→42.1365-0.40timeout
06-24 09:59LTCBuy41.7444→42.0755+2.83timeout
06-24 02:51ADABuy0.150118→0.152742+6.60timeout
06-23 21:19LTCBuy42.1845→41.8095-3.90timeout
06-23 14:55LTCBuy43.4619→42.5281-8.96stop_loss
06-23 14:28LINKBuy7.50338→7.61949+5.87timeout
06-23 14:13AVAXBuy6.22065→6.42289+12.65take_profit
06-23 08:17SOLBuy69.8005→68.4865-7.87stop_loss
06-23 06:20LINKBuy7.85906→7.70662-8.13stop_loss
06-23 06:08DOGEBuy0.0819205→0.0803187-8.18stop_loss
06-23 01:50DOGEBuy0.0827457→0.0810842-8.38stop_loss
06-22 22:28LINKBuy7.97479→7.82243-8.01stop_loss
06-22 20:44ADABuy0.16001→0.15905-2.69timeout
06-22 13:48AVAXBuy6.24936→6.44659+12.26take_profit
06-22 10:03AVAXBuy6.22135→6.24064+0.88timeout
06-22 06:18SOLBuy72.8079→73.9319+5.81timeout
06-22 03:15DOGEBuy0.0825946→0.0830912+2.05timeout
06-21 23:15LTCBuy45.3593→44.4926-8.03stop_loss
06-21 20:19LTCBuy45.1323→45.1267-0.44timeout
06-21 18:01DOGEBuy0.0830137→0.0832892+0.99timeout
06-21 12:33LTCBuy44.6432→45.0057+2.89timeout
06-21 09:56ADABuy0.162411→0.16167-2.15timeout
06-21 03:43LTCBuy44.3271→44.5309+1.49timeout
06-21 00:28LTCBuy44.171→44.5049+2.66timeout
06-20 19:26LINKBuy7.87547→7.88743+0.26timeout
06-20 13:49DOGEBuy0.084056→0.0833622-3.67timeout
06-20 06:26ADABuy0.163061→0.163469+0.62timeout
06-20 03:58LTCBuy43.823→43.892+0.25timeout
06-19 22:34LINKBuy7.91938→7.91582-0.54timeout
06-19 20:12SOLBuy68.8963→68.9717+0.09timeout
06-19 19:09AVAXBuy5.88787→5.77597-7.96stop_loss
06-19 17:59LTCBuy43.5029→44.156+5.64timeout
06-19 14:58ADABuy0.16032→0.16152+2.66timeout
06-19 12:57AVAXBuy6.03481→6.10127+4.08timeout
06-19 09:42LTCBuy43.5829→43.4521-1.55timeout
06-19 03:15AVAXBuy6.29887→6.17716-8.07stop_loss
06-18 21:33ADABuy0.162261→0.162939+1.28timeout
06-18 15:17SOLBuy71.5437→70.1454-8.17stop_loss
06-18 12:04LINKBuy7.95619→8.0091+2.30timeout
06-18 02:57DOGEBuy0.0858835→0.0861485+0.85timeout
06-17 19:46SOLBuy72.6209→71.3713-7.27timeout
06-17 19:43AVAXBuy6.84011→6.70897-8.03stop_loss
06-17 17:07AVAXBuy6.8012→6.91287+6.20timeout
06-17 14:14SOLBuy72.8669→72.4201-2.78timeout
06-17 10:38LTCBuy45.7854→45.2937-4.66timeout
06-17 07:22ADABuy0.171193→0.171407+0.16timeout
06-17 03:13DOGEBuy0.0877319→0.0875521-1.20timeout
06-16 23:10SOLBuy73.173→73.8029+3.08timeout
06-16 19:36LTCBuy45.2643→45.4646+1.40timeout
06-16 11:34SOLBuy73.603→74.3888+3.91timeout
06-16 09:13DOGEBuy0.0870097→0.0886808+7.39timeout
06-16 04:36ADABuy0.178205→0.175876-5.60timeout
06-16 02:30SOLBuy74.1121→72.7167-7.89stop_loss
06-16 01:22DOGEBuy0.0889162→0.087924-4.82timeout
06-15 19:58AVAXBuy6.97104→6.88818-5.13timeout
06-15 19:19AVAXBuy7.03606→6.89932-8.15stop_loss
06-15 17:51AVAXBuy6.90593→7.03784+7.26timeout
06-15 13:17SOLBuy71.4907→73.7639+12.36take_profit
06-15 07:53LTCBuy45.2023→45.1157-1.12timeout
06-15 05:48ADABuy0.182176→0.180545-3.95timeout
06-15 00:00LINKBuy7.97389→8.23054+12.50take_profit
06-14 22:25DOGEBuy0.0866227→0.0882829+7.30timeout
06-14 21:25AVAXBuy6.4033→6.60555+12.29take_profit
06-14 19:01SOLBuy67.8232→67.3839-2.90timeout
06-14 14:35DOGEBuy0.0873828→0.0857187-8.00stop_loss
06-14 11:42LINKBuy7.92198→7.93392+0.24timeout
06-14 09:16ADABuy0.172583→0.170477-5.20timeout
06-14 06:23SOLBuy68.7593→68.2898-3.07timeout
06-14 00:43ADABuy0.173003→0.171777-3.23timeout
06-13 22:41LTCBuy43.7769→44.2629+4.08timeout
06-13 19:41SOLBuy68.0102→68.2688+1.19timeout
06-13 17:15AVAXBuy6.66727→6.69043+1.01timeout
06-13 14:36DOGEBuy0.0873488→0.088173+3.40timeout
06-13 06:31LTCBuy43.0978→43.1752+0.33timeout
06-12 22:04SOLBuy67.3641→66.498-5.47timeout
06-12 13:49ADABuy0.171503→0.168234-8.00stop_loss

Paper vs Live

Paper (trades.jsonl)
282
closed
41%
win rate
-354.43
total pnl ($)
-31.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ADA5833%-55.1-127.59
LTC5448%-1.7-3.79
SOL5149%-10.2-20.53
DOGE5040%-55.0-110.05
AVAX4340%-32.0-55.10
LINK2638%-35.9-37.38

Recent bounces (last 20 of 1)

timesymsidereason
06-27 22:29SOLBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems