perp_spot_basis_regime_notional_05

not live
281
closed trades
42%
win rate
-153.49
total pnl ($)
1.256
weight
7d window — n=46 wr=48% pnl=+5.75  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 18:18:18 (23.5d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: perp_spot_basis_regime_gated_siblings
n: 294  ·  wr: 42.5%  ·  total_bps: -3380.0  ·  mean_bps: -11.50  ·  sharpe: -0.16  ·  max_dd_bps: -3831.2
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 00:35ADABuy0.147507→0.147293-0.60timeout
06-26 18:45AVAXBuy6.49232→6.3989-3.83stop_loss
06-26 14:00LTCBuy40.4451→41.3347+5.27take_profit
06-26 12:40AVAXBuy6.16144→6.07424-3.76stop_loss
06-26 09:43AVAXBuy6.22156→6.22174-0.22timeout
06-26 03:02ADABuy0.140395→0.138406-3.76stop_loss
06-25 22:34ADABuy0.141275→0.143334+3.41timeout
06-25 19:19AVAXBuy6.16014→6.07144-3.81stop_loss
06-25 14:33ADABuy0.141895→0.145004+5.25take_profit
06-25 10:15ADABuy0.149297→0.148763-1.12timeout
06-25 08:01ADABuy0.149307→0.149813+0.63timeout
06-25 02:03AVAXBuy6.4204→6.43479+0.34timeout
06-24 20:01DOGEBuy0.0731023→0.0746743+5.16take_profit
06-24 16:51DOGEBuy0.0747617→0.0736847-3.82stop_loss
06-24 15:41SOLBuy68.7903→67.8349-3.70stop_loss
06-24 12:17DOGEBuy0.0789317→0.0789023-0.32timeout
06-24 06:12LINKBuy7.58159→7.64719+1.94timeout
06-24 02:45DOGEBuy0.0788577→0.0792762+1.11timeout
06-23 23:51ADABuy0.150118→0.151362+1.85timeout
06-23 21:01ADABuy0.150108→0.149833-0.68timeout
06-23 18:19LTCBuy42.1845→42.0575-0.97timeout
06-23 14:13AVAXBuy6.22065→6.35441+5.15take_profit
06-23 14:06LTCBuy43.4619→43.2502-1.44timeout
06-23 11:32LTCBuy43.2818→43.6201+1.73timeout
06-23 08:13SOLBuy70.0005→69.0161-3.72stop_loss
06-23 04:24ADABuy0.15938→0.15935-0.26timeout
06-22 22:55ADABuy0.15861→0.157851-1.40timeout
06-22 19:52LINKBuy7.96719→7.90072-2.32timeout
06-22 16:40DOGEBuy0.0842721→0.0830906-3.73stop_loss
06-22 11:40DOGEBuy0.0834839→0.0842219+1.98timeout
06-22 08:39ADABuy0.16002→0.16073+0.88timeout
06-22 06:19DOGEBuy0.0832928→0.0832792-0.27timeout
06-22 01:26LINKBuy7.83716→8.007+5.19take_profit
06-22 00:15DOGEBuy0.0825956→0.0824484-0.66timeout
06-21 19:51SOLBuy74.3371→74.3998-0.02timeout
06-21 17:25LTCBuy45.2123→45.3257+0.40timeout
06-21 14:26ADABuy0.16128→0.1618+0.58timeout
06-21 11:45AVAXBuy6.26787→6.27583+0.10timeout
06-21 09:33LTCBuy44.6432→44.8278+0.82timeout
06-21 05:15ADABuy0.162411→0.1601-3.78stop_loss
06-21 03:49ADABuy0.162981→0.162449-1.04timeout
06-21 00:43LTCBuy44.3271→44.4839+0.66timeout
06-20 22:13SOLBuy71.7198→73.303+5.28take_profit
06-20 16:26LINKBuy7.87647→7.94161+1.84timeout
06-20 12:21ADABuy0.163151→0.162759-0.82timeout
06-20 07:31DOGEBuy0.0833408→0.084158+2.23timeout
06-20 03:58AVAXBuy5.90148→5.94231+1.52timeout
06-20 01:39DOGEBuy0.0830748→0.0835261+1.14timeout
06-19 19:09AVAXBuy5.83336→5.75068-3.77stop_loss
06-19 18:44LTCBuy44.3911→44.038-2.21timeout
06-19 15:38SOLBuy68.2032→69.2356+3.56timeout
06-19 11:58ADABuy0.16025→0.15968-1.09timeout
06-19 09:56AVAXBuy6.02581→6.06778+1.52timeout
06-19 06:42LTCBuy43.6149→43.4651-1.08timeout
06-19 03:15AVAXBuy6.31638→6.22063-4.00stop_loss
06-18 15:25SOLBuy70.8696→69.8865-3.69stop_loss
06-18 15:05SOLBuy71.5407→70.5541-3.67stop_loss
06-18 09:04LINKBuy7.95619→8.02609+1.98timeout
06-18 06:32LTCBuy44.6452→44.3489-1.88timeout
06-18 03:28ADABuy0.167212→0.166728-0.95timeout
06-17 22:03DOGEBuy0.0861815→0.0849493-3.80stop_loss
06-17 19:29LINKBuy8.18154→8.06295-3.85stop_loss
06-17 16:27SOLBuy72.6209→74.2089+5.23take_profit
06-17 14:07AVAXBuy6.8007→6.8177+0.40timeout
06-17 11:03SOLBuy72.9119→71.9032-3.68stop_loss
06-17 07:38LTCBuy45.7854→45.5576-1.47timeout
06-17 04:22ADABuy0.171193→0.172527+1.73timeout
06-17 01:36LINKBuy8.30418→8.26903-1.29timeout
06-16 20:10SOLBuy73.26→73.8219+1.69timeout
06-16 14:31LTCBuy45.2003→44.5516-3.81stop_loss
06-16 11:45DOGEBuy0.0883871→0.087966-1.41timeout
06-16 06:13DOGEBuy0.0870097→0.0872912+0.59timeout
06-16 02:27SOLBuy74.1131→73.0835-3.70stop_loss
06-16 01:35ADABuy0.178325→0.176976-2.11timeout
06-15 22:21DOGEBuy0.0887092→0.0886408-0.41timeout
06-15 19:13AVAXBuy7.02916→6.99185-1.56timeout
06-15 16:58AVAXBuy6.97134→7.03704+2.14timeout
06-15 14:51AVAXBuy6.90993→6.94666+1.10timeout
06-15 11:46SOLBuy71.4957→72.5971+3.63timeout
06-15 04:52LTCBuy45.2153→45.1407-0.63timeout
06-15 00:14ADABuy0.182146→0.186083+5.18take_profit
06-14 23:26LINKBuy7.96919→8.14076+5.16take_profit
06-14 21:18AVAXBuy6.4027→6.54146+5.21take_profit
06-14 19:35DOGEBuy0.0866096→0.0865224-0.47timeout
06-14 14:35ADABuy0.167612→0.165216-3.80stop_loss
06-14 14:35SOLBuy68.0302→67.0864-3.69stop_loss
06-14 12:42DOGEBuy0.0873478→0.0865674-2.47timeout
06-14 10:11AVAXBuy6.64306→6.65893+0.38timeout
06-14 08:06ADABuy0.172053→0.170817-2.00timeout
06-14 05:32ADABuy0.172943→0.171267-2.65timeout
06-14 03:23SOLBuy68.7393→68.8607+0.23timeout
06-13 20:48AVAXBuy6.71538→6.70032-0.79timeout
06-13 18:05AVAXBuy6.69837→6.69643-0.30timeout
06-13 14:15AVAXBuy6.66727→6.68123+0.30timeout
06-13 11:35DOGEBuy0.0872618→0.087809+1.34timeout
06-13 03:53LTCBuy43.2508→43.3262+0.20timeout
06-13 01:39LTCBuy42.9687→43.3462+1.96timeout
06-12 20:51LINKBuy7.87017→7.83344-1.40timeout
06-12 15:01ADABuy0.169632→0.173287+5.16take_profit
06-12 13:42AVAXBuy6.62316→6.5298-3.75stop_loss

Paper vs Live

Paper (trades.jsonl)
281
closed
42%
win rate
-153.49
total pnl ($)
-21.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ADA5836%-30.0-43.35
LTC5044%-25.5-31.77
DOGE4846%-1.7-2.09
SOL4844%-20.1-23.99
AVAX4533%-41.4-46.56
LINK3250%-7.1-5.73

Recent bounces (last 20 of 11)

timesymsidereason
06-26 21:51ADABuystale_intent
06-26 17:40AVAXBuystale_intent
06-26 12:54LTCBuybelow_min_notional_skip
06-26 02:25ADABuybelow_min_notional_skip
06-25 19:36ADABuybelow_min_notional_skip
06-25 14:31ADABuybelow_min_notional_skip
06-25 07:17ADABuybelow_min_notional_skip
06-24 23:18AVAXBuybelow_min_notional_skip
06-24 16:07DOGEBuybelow_min_notional_skip
06-24 14:06SOLBuystale_intent
06-24 09:27DOGEBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems