perp_spot_basis_regime_neutral_ok

not live
287
closed trades
42%
win rate
-223.32
total pnl ($)
1.271
weight
7d window — n=48 wr=48% pnl=+8.15  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-04 00:26:04 (23.3d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: perp_spot_basis_regime_gated_siblings
n: 295  ·  wr: 43.4%  ·  total_bps: -4601.3  ·  mean_bps: -15.60  ·  sharpe: -0.19  ·  max_dd_bps: -4810.5
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 06:35LTCBuy42.2966→42.1895-1.34timeout
06-27 00:36ADABuy0.147547→0.147373-0.85timeout
06-26 18:46AVAXBuy6.48512→6.3931-6.04stop_loss
06-26 17:24AVAXBuy6.34299→6.48218+8.41take_profit
06-26 13:54SOLBuy68.8493→70.3534+8.38take_profit
06-26 11:45LTCBuy41.4384→40.8563-5.98stop_loss
06-26 09:52LTCBuy41.8165→41.2281-5.99stop_loss
06-26 03:47DOGEBuy0.0727982→0.0743814+8.34take_profit
06-26 00:34ADABuy0.143466→0.143304-0.81timeout
06-25 21:28LTCBuy40.8012→40.9668+1.25timeout
06-25 17:16AVAXBuy6.09892→6.23334+8.47take_profit
06-25 13:42DOGEBuy0.076031→0.0749298-6.15stop_loss
06-25 12:26ADABuy0.148407→0.1463-6.04stop_loss
06-25 08:01ADABuy0.149047→0.149923+2.01timeout
06-25 02:03AVAXBuy6.4206→6.43479+0.53timeout
06-24 20:01SOLBuy65.2118→66.632+8.36take_profit
06-24 16:51DOGEBuy0.0753448→0.0742783-6.01stop_loss
06-24 13:48DOGEBuy0.0777024→0.0766055-6.00stop_loss
06-24 13:12AVAXBuy6.4001→6.30966-6.02stop_loss
06-24 10:00LTCBuy42.1495→42.0635-1.17timeout
06-24 07:00LTCBuy41.7254→42.1285+3.51timeout
06-24 02:45DOGEBuy0.0788347→0.0792822+1.92timeout
06-23 23:51ADABuy0.150027→0.151352+3.17timeout
06-23 20:33AVAXBuy6.32418→6.41919+5.64timeout
06-23 18:19LTCBuy42.1845→42.0575-1.55timeout
06-23 14:13AVAXBuy6.23106→6.36561+8.28take_profit
06-23 14:06LTCBuy43.4619→43.2582-2.24timeout
06-23 11:28LINKBuy7.50288→7.5889+4.25timeout
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 00:49LTCBuy44.6242→44.5079-1.39timeout
06-22 17:57LINKBuy8.0095→7.95661-3.02timeout
06-22 15:46DOGEBuy0.0843581→0.083913-2.47timeout
06-22 11:48AVAXBuy6.25326→6.36401+6.72timeout
06-22 08:16ADABuy0.15977→0.16124+3.30timeout
06-21 23:55ADABuy0.15857→0.156273-6.15stop_loss
06-21 21:09LTCBuy45.2833→44.6425-6.03stop_loss
06-21 20:57DOGEBuy0.0833838→0.0831282-1.58timeout
06-21 18:46LINKBuy7.9882→7.94521-2.52timeout
06-21 15:01LTCBuy45.0333→45.3227+2.20timeout
06-21 08:35AVAXBuy6.31758→6.22823-6.02stop_loss
06-21 07:54ADABuy0.161→0.16139+0.62timeout
06-21 05:48LTCBuy44.5591→44.4749-1.10timeout
06-21 00:42LTCBuy44.2961→44.4909+1.39timeout
06-20 22:13SOLBuy71.7238→73.294+8.38take_profit
06-20 16:26LINKBuy7.86617→7.94181+3.48timeout
06-20 10:49DOGEBuy0.084056→0.083906-1.07timeout
06-20 07:31DOGEBuy0.0833188→0.084175+3.76timeout
06-20 02:49LTCBuy43.937→43.935-0.39timeout
06-19 23:41LINKBuy7.87467→7.92842+2.37timeout
06-19 18:44LTCBuy44.3911→44.038-3.54timeout
06-19 18:30AVAXBuy6.02961→5.94474-5.99stop_loss
06-19 16:34SOLBuy68.5303→69.3066+4.17timeout
06-19 11:58ADABuy0.16032→0.15968-1.92timeout
06-19 09:57AVAXBuy6.03741→6.06538+1.50timeout
06-19 06:42LTCBuy43.6149→43.4651-1.73timeout
06-19 03:15AVAXBuy6.30298→6.21464-5.95stop_loss
06-19 01:06SOLBuy69.5024→69.9235+2.05timeout
06-18 19:20LTCBuy43.2718→43.2692-0.40timeout
06-18 15:18LINKBuy8.03341→7.91766-6.12stop_loss
06-18 06:32LTCBuy44.6452→44.3489-3.01timeout
06-18 01:15LTCBuy44.7132→44.9828+2.04timeout
06-17 19:20DOGEBuy0.0870378→0.0858106-6.00stop_loss
06-17 15:22DOGEBuy0.0857844→0.0864994+2.97timeout
06-17 12:14AVAXBuy6.82261→6.81959-0.54timeout
06-17 07:38LTCBuy45.7854→45.5576-2.35timeout
06-17 02:23ADABuy0.170973→0.174656+8.25take_profit
06-17 01:36LINKBuy8.30848→8.26903-2.27timeout
06-16 20:34LTCBuy45.3103→45.5566+1.81timeout
06-16 14:18AVAXBuy6.87712→6.77861-6.09stop_loss
06-16 14:13SOLBuy74.7162→73.6821-5.90stop_loss
06-16 11:45DOGEBuy0.0883341→0.087966-2.02timeout
06-16 06:13DOGEBuy0.0869767→0.0872802+1.04timeout
06-16 02:27SOLBuy74.1181→73.0935-5.89stop_loss
06-16 01:35ADABuy0.178325→0.176976-3.38timeout
06-15 22:21DOGEBuy0.0887362→0.0886408-0.78timeout
06-15 19:13AVAXBuy7.03436→6.99085-2.85timeout
06-15 16:57AVAXBuy6.96694→7.04184+3.95timeout
06-15 14:51AVAXBuy6.90593→6.95136+2.26timeout
06-15 11:46SOLBuy71.4757→72.5481+5.65timeout
06-15 04:53LTCBuy45.2023→45.1327-0.97timeout
06-15 00:09ADABuy0.181565→0.185484+8.27take_profit
06-14 21:18SOLBuy67.5271→69.0516+8.68take_profit
06-14 20:16LTCBuy44.169→44.168-0.36timeout
06-14 14:35ADABuy0.167682→0.165336-5.96stop_loss
06-14 14:35SOLBuy68.0482→67.1044-5.89stop_loss
06-14 12:41DOGEBuy0.0873828→0.0865674-4.11timeout
06-14 10:09AVAXBuy6.64116→6.65404+0.43timeout
06-14 08:06ADABuy0.172053→0.170817-3.21timeout
06-14 05:32ADABuy0.172943→0.171267-4.24timeout
06-14 03:23SOLBuy68.7393→68.8607+0.37timeout
06-14 01:13LTCBuy44.205→44.4729+2.05timeout
06-13 20:47AVAXBuy6.71228→6.70132-1.01timeout
06-13 18:06AVAXBuy6.69957→6.69852-0.43timeout
06-13 14:15AVAXBuy6.66156→6.68123+0.82timeout
06-13 11:35DOGEBuy0.0872618→0.087831+2.24timeout
06-13 03:54LTCBuy43.2768→43.3332+0.15timeout
06-12 16:02AVAXBuy6.62836→6.5341-6.04stop_loss
06-12 15:07SOLBuy66.878→68.3317+8.32take_profit

Paper vs Live

Paper (trades.jsonl)
287
closed
42%
win rate
-223.32
total pnl ($)
-19.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
LTC5536%-22.5-49.45
DOGE5437%-28.0-60.41
ADA5342%-24.1-50.87
AVAX4939%-25.7-50.41
SOL4356%+17.8+30.82
LINK3345%-32.5-43.00

Recent bounces (last 20 of 9)

timesymsidereason
06-26 21:51ADABuystale_intent
06-26 13:48SOLBuybelow_min_notional_skip
06-26 02:41DOGEBuystale_intent
06-25 15:16AVAXBuybelow_min_notional_skip
06-25 13:08DOGEBuybelow_min_notional_skip
06-24 23:18AVAXBuybelow_min_notional_skip
06-24 17:54SOLBuybelow_min_notional_skip
06-24 15:50DOGEBuybelow_min_notional_skip
06-24 13:21DOGEBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems