perp_spot_basis_regime_link_only

not live
198
closed trades
41%
win rate
-149.31
total pnl ($)
1.024
weight
7d window — n=31 wr=35% pnl=-39.10  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 19:49:36 (25.3d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: perp_spot_basis_regime_gated_siblings
n: 190  ·  wr: 45.3%  ·  total_bps: -2747.4  ·  mean_bps: -14.46  ·  sharpe: -0.16  ·  max_dd_bps: -2942.3
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 18:56LINKBuy7.29852→7.23239-3.98timeout
06-28 13:51LINKBuy7.24281→7.26408+0.81timeout
06-28 07:03LINKBuy7.29882→7.27198-1.83timeout
06-27 22:27LINKBuy7.33443→7.28338-3.15timeout
06-27 17:38LINKBuy7.40355→7.38875-1.17timeout
06-27 16:18LINKBuy7.37894→7.43394+2.64timeout
06-26 22:06LINKBuy7.29412→7.29598-0.27timeout
06-26 18:57LINKBuy7.39115→7.28353-6.19stop_loss
06-26 14:00LINKBuy7.12538→7.27948+8.29take_profit
06-26 09:48LINKBuy7.32653→7.22348-6.00stop_loss
06-26 03:56LINKBuy7.06016→7.2122+8.25take_profit
06-26 01:50LINKBuy7.23551→7.17341-3.81timeout
06-25 14:37LINKBuy7.29562→7.1927-6.00stop_loss
06-25 13:42LINKBuy7.41785→7.31261-6.03stop_loss
06-25 00:37LINKBuy7.43206→7.40405-1.88timeout
06-24 20:01LINKBuy7.15299→7.30707+8.27take_profit
06-24 16:51LINKBuy7.38205→7.27294-6.27stop_loss
06-24 15:42LINKBuy7.50428→7.39575-6.15stop_loss
06-24 11:54LINKBuy7.6173→7.64159+0.90timeout
06-24 07:11LINKBuy7.57619→7.62549+2.24timeout
06-24 05:05LINKBuy7.62191→7.5936-1.84timeout
06-24 01:06LINKBuy7.6162→7.596-1.42timeout
06-23 18:40LINKBuy7.65431→7.54724-5.94stop_loss
06-23 16:55LINKBuy7.6009→7.6091+0.07timeout
06-23 14:52LINKBuy7.6057→7.63549+1.22timeout
06-23 11:26LINKBuy7.52088→7.5903+3.35timeout
06-23 06:20LINKBuy7.82786→7.71521-6.12stop_loss
06-23 04:08LINKBuy7.90177→7.89283-0.82timeout
06-22 19:53LINKBuy7.97479→7.90332-3.95timeout
06-22 17:30LINKBuy8.03461→7.92205-5.98stop_loss
06-22 11:48LINKBuy7.9887→8.06898+3.66timeout
06-22 01:23LINKBuy7.77114→7.93911+8.29take_profit
06-22 00:32LINKBuy7.83866→7.84574+0.02timeout
06-21 20:46LINKBuy7.95299→7.91662-2.20timeout
06-21 15:34LINKBuy7.90988→7.96151+2.24timeout
06-21 11:03LINKBuy7.94909→7.97611+0.98timeout
06-21 08:20LINKBuy7.92098→7.92602-0.12timeout
06-21 06:12LINKBuy7.94869→7.92272-1.67timeout
06-21 01:13LINKBuy7.96199→7.95451-0.75timeout
06-20 22:32LINKBuy7.89957→7.9892+4.17timeout
06-20 16:26LINKBuy7.87547→7.94161+3.00timeout
06-20 03:00LINKBuy7.96129→7.87413-4.74timeout
06-19 19:34LINKBuy7.91928→7.84834-3.94timeout
06-19 17:03LINKBuy7.93768→7.86263-4.14timeout
06-19 11:58LINKBuy7.84986→7.80805-2.49timeout
06-19 08:51LINKBuy7.88657→7.85424-2.00timeout
06-19 03:15LINKBuy8.0165→7.89817-6.27stop_loss
06-18 20:30LINKBuy7.83486→7.96131+6.09timeout
06-18 15:17LINKBuy8.04171→7.92675-6.07stop_loss
06-18 05:08LINKBuy8→7.88708-6.00stop_loss
06-17 19:29LINKBuy8.19605→8.08094-5.98stop_loss
06-17 18:05LINKBuy8.23496→8.11511-6.19stop_loss
06-17 08:44LINKBuy8.28207→8.16387-6.07stop_loss
06-17 06:25LINKBuy8.32118→8.35261+1.14timeout
06-16 23:30LINKBuy8.27597→8.28313-0.03timeout
06-16 20:34LINKBuy8.21505→8.27663+2.64timeout
06-16 17:19LINKBuy8.19235→8.20865+0.42timeout
06-16 13:11LINKBuy8.4068→8.28578-6.12stop_loss
06-16 08:12LINKBuy8.21375→8.29822+3.74timeout
06-16 06:01LINKBuy8.17804→8.20485+0.95timeout
06-16 02:27LINKBuy8.29217→8.17487-6.02stop_loss
06-15 22:26LINKBuy8.396→8.27629-6.08stop_loss
06-15 19:19LINKBuy8.51573→8.3957-6.01stop_loss
06-15 17:07LINKBuy8.45711→8.49817+1.57timeout
06-14 23:27LINKBuy7.97619→8.14766+8.23take_profit
06-14 16:36LINKBuy7.86977→7.85933-0.89timeout
06-14 14:31LINKBuy7.92798→7.84354-4.62timeout
06-14 07:40LINKBuy7.93098→7.89513-2.16timeout
06-13 22:19LINKBuy7.97229→7.9903+0.55timeout
06-13 19:28LINKBuy7.97069→7.96111-0.82timeout
06-13 12:00LINKBuy7.96179→7.9806+0.58timeout
06-13 09:45LINKBuy7.90788→7.95051+1.80timeout
06-12 13:55LINKBuy7.89267→7.78116-6.01stop_loss
06-11 17:49LINKBuy7.75634→7.92562+8.37take_profit
06-11 15:51LINKBuy7.79545→7.73846-3.26timeout
06-11 06:45LINKBuy7.71993→7.78315+2.90timeout
06-11 03:33LINKBuy7.6139→7.71507+4.97timeout
06-11 01:21LINKBuy7.51168→7.66218+7.67timeout
06-10 20:37LINKBuy7.66081→7.6041-3.28timeout
06-10 16:33LINKBuy7.78495→7.74606-2.32timeout
06-10 13:40LINKBuy7.69502→7.86243+8.34take_profit
06-10 11:40LINKBuy7.67012→7.63359-2.25timeout
06-09 18:19LINKBuy7.69382→7.86373+8.47take_profit
06-09 14:29LINKBuy7.84876→7.73759-6.02stop_loss
06-09 14:21LINKBuy7.87107→7.75918-6.05stop_loss
06-09 04:32LINKBuy7.85876→7.85104-0.74timeout
06-08 16:58LINKBuy7.96839→7.9912+0.78timeout
06-08 12:39LINKBuy7.89297→7.95751+2.91timeout
06-08 07:39LINKBuy7.74564→7.91492+8.38take_profit
06-08 02:20LINKBuy7.87397→7.89932+0.92timeout
06-07 19:01LINKBuy7.77184→7.66225-6.00stop_loss
06-07 15:15LINKBuy7.64801→7.72067+3.43timeout
06-07 09:29LINKBuy7.69012→7.78825+4.74timeout
06-07 06:36LINKBuy7.54569→7.70797+8.23take_profit
06-06 15:48LINKBuy7.36544→7.36816-0.20timeout
06-06 10:30LINKBuy7.34564→7.24057-6.08stop_loss
06-06 08:29LINKBuy7.29602→7.45334+8.26take_profit
06-06 05:21LINKBuy7.02115→7.17421+8.37take_profit
06-06 02:05LINKBuy7.44086→7.3351-6.04stop_loss
06-05 23:25LINKBuy7.45326→7.34829-6.00stop_loss

Paper vs Live

Paper (trades.jsonl)
198
closed
41%
win rate
-149.31
total pnl ($)
-18.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
LINK19841%-18.8-149.31

Recent bounces (last 20 of 1)

timesymsidereason
06-28 15:57LINKBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems