perp_spot_basis_regime_notional_2x

not live
287
closed trades
41%
win rate
-595.67
total pnl ($)
0.932
weight
7d window — n=46 wr=39% pnl=-49.05  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 18:18:18 (23.8d 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 13:14ADABuy0.147177→0.147323+0.12timeout
06-27 10:54ADABuy0.147577→0.147043-4.46timeout
06-27 07:20LTCBuy42.4016→42.1695-6.29timeout
06-27 05:21LINKBuy7.40575→7.35926-7.15timeout
06-27 02:00AVAXBuy6.58875→6.49513-15.14stop_loss
06-27 00:35ADABuy0.147507→0.147293-2.37timeout
06-26 19:00LTCBuy41.4364→41.6036+3.10timeout
06-26 18:45AVAXBuy6.49742→6.40619-14.95stop_loss
06-26 13:53SOLBuy68.7783→70.2715+20.81take_profit
06-26 09:46SOLBuy69.6905→69.5116-3.50timeout
06-26 05:52LINKBuy7.07077→7.1901+15.94timeout
06-25 22:34ADABuy0.141255→0.143424+14.44timeout
06-25 19:17LINKBuy7.25431→7.15263-14.94stop_loss
06-25 15:12AVAXBuy6.15134→6.06235-15.36stop_loss
06-25 13:42DOGEBuy0.076022→0.0749298-15.26stop_loss
06-25 12:26ADABuy0.148407→0.1463-15.11stop_loss
06-25 07:56DOGEBuy0.0766372→0.0771757+6.11timeout
06-25 02:03AVAXBuy6.4204→6.43479+1.37timeout
06-24 20:01SOLBuy65.3088→66.77+21.51take_profit
06-24 16:51DOGEBuy0.0751218→0.0740644-14.94stop_loss
06-24 15:37SOLBuy68.8953→67.9388-14.79stop_loss
06-24 12:03SOLBuy69.3374→69.7785+5.46timeout
06-24 09:07LINKBuy7.63721→7.6144-3.86timeout
06-24 07:00LTCBuy41.7254→42.1285+8.77timeout
06-24 01:15AVAXBuy6.49472→6.48838-1.86timeout
06-23 20:45LTCBuy42.1025→41.8725-6.33timeout
06-23 18:19LTCBuy42.1845→42.0575-3.88timeout
06-23 14:13AVAXBuy6.23236→6.36691+20.69take_profit
06-23 14:06LTCBuy43.4619→43.2502-5.77timeout
06-23 11:32LTCBuy43.2818→43.6201+6.90timeout
06-23 06:20DOGEBuy0.0813913→0.0802488-14.94stop_loss
06-23 04:24ADABuy0.15938→0.15935-1.06timeout
06-23 00:41ADABuy0.15825→0.15849+0.74timeout
06-22 17:48ADABuy0.15973→0.15932-3.40timeout
06-22 15:46DOGEBuy0.0843581→0.083913-6.17timeout
06-22 11:48AVAXBuy6.25326→6.36401+16.81timeout
06-22 06:18DOGEBuy0.0832008→0.0832772+0.01timeout
06-22 01:26LINKBuy7.80075→7.96901+20.67take_profit
06-22 00:14DOGEBuy0.0825766→0.0824414-2.51timeout
06-21 20:56DOGEBuy0.0833708→0.0831772-3.20timeout
06-21 17:40LTCBuy45.7734→45.1331-14.88stop_loss
06-21 14:29SOLBuy73.526→73.7839+2.57timeout
06-21 08:35AVAXBuy6.31758→6.22783-15.10stop_loss
06-21 05:15ADABuy0.162411→0.1601-15.13stop_loss
06-21 02:01AVAXBuy6.23736→6.23744-0.92timeout
06-20 22:13SOLBuy71.7558→73.314+20.78take_profit
06-20 16:27LINKBuy7.87517→7.94181+7.56timeout
06-20 12:15ADABuy0.163061→0.162989-1.32timeout
06-20 08:47SOLBuy71.6557→71.3573-5.10timeout
06-20 04:11AVAXBuy5.91138→5.93542+3.21timeout
06-20 01:41DOGEBuy0.0831698→0.0834431+2.42timeout
06-19 19:09AVAXBuy5.83516→5.7364-17.83stop_loss
06-19 18:44LTCBuy44.3911→44.038-8.85timeout
06-19 15:37SOLBuy68.1662→69.2696+15.31timeout
06-19 11:58ADABuy0.16025→0.15968-4.37timeout
06-19 09:57AVAXBuy6.03481→6.06578+4.25timeout
06-19 07:53LINKBuy7.82816→7.84574+1.37timeout
06-19 03:16LTCBuy44.04→43.4144-15.10stop_loss
06-18 19:05LTCBuy43.3098→43.2092-3.24timeout
06-18 15:26DOGEBuy0.084041→0.0828478-15.12stop_loss
06-18 10:43LTCBuy44.5571→44.145-10.14timeout
06-18 05:04DOGEBuy0.0853153→0.0841139-14.98stop_loss
06-17 19:20DOGEBuy0.0870638→0.0858186-15.21stop_loss
06-17 16:28ADABuy0.168542→0.172257+21.11take_profit
06-17 14:25DOGEBuy0.0854914→0.0863984+9.71timeout
06-17 08:49DOGEBuy0.0870157→0.0857656-15.28stop_loss
06-17 06:27ADABuy0.173143→0.171987-7.54timeout
06-17 03:02LTCBuy45.7184→45.6896-1.55timeout
06-16 21:43LTCBuy45.6944→45.7955+1.29timeout
06-16 18:28LINKBuy8.16954→8.27353+11.82timeout
06-16 14:23DOGEBuy0.087833→0.086596-14.98stop_loss
06-16 10:40AVAXBuy6.92623→6.97756+6.55timeout
06-16 07:16SOLBuy73.674→74.2009+6.27timeout
06-16 02:14LINKBuy8.32038→8.20394-14.89stop_loss
06-15 22:19LINKBuy8.3841→8.34291-5.85timeout
06-15 16:31AVAXBuy6.96834→7.06283+12.64timeout
06-15 16:14SOLBuy74.2541→75.8706+20.87take_profit
06-15 04:52LTCBuy45.2113→45.1407-2.45timeout
06-15 02:14LTCBuy45.1773→45.2137-0.07timeout
06-14 21:18SOLBuy67.5271→69.0866+22.22take_profit
06-14 20:40LINKBuy7.83166→7.85384+1.96timeout
06-14 18:22DOGEBuy0.0860195→0.0861385+0.52timeout
06-14 14:39SOLBuy67.8232→66.8855-14.70stop_loss
06-14 12:42DOGEBuy0.0873478→0.0865674-9.87timeout
06-14 10:09AVAXBuy6.64116→6.65404+1.07timeout
06-14 08:06ADABuy0.172053→0.170817-8.01timeout
06-14 05:32ADABuy0.172943→0.171267-10.59timeout
06-14 03:23SOLBuy68.7593→68.8617+0.66timeout
06-14 01:13LTCBuy44.205→44.4729+5.13timeout
06-13 20:47AVAXBuy6.71228→6.70132-2.53timeout
06-13 18:05AVAXBuy6.69327→6.69343-0.91timeout
06-13 14:15AVAXBuy6.66727→6.68123+1.18timeout
06-13 11:36DOGEBuy0.0873488→0.087844+4.75timeout
06-13 03:30LTCBuy43.0918→43.2432+2.58timeout
06-12 13:53ADABuy0.170373→0.167984-14.93stop_loss
06-12 13:41AVAXBuy6.63936→6.54619-14.92stop_loss
06-12 10:17DOGEBuy0.0854764→0.0868493+15.13timeout
06-12 06:33SOLBuy67.0841→66.137-15.01stop_loss
06-12 05:07DOGEBuy0.0860055→0.0869443+9.98timeout
06-12 00:38ADABuy0.170183→0.170557+1.26timeout

Paper vs Live

Paper (trades.jsonl)
287
closed
41%
win rate
-595.67
total pnl ($)
-20.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ADA5531%-46.9-257.21
LTC5536%-24.5-134.27
DOGE5342%-28.5-151.37
SOL4753%+11.6+54.86
AVAX4337%-26.3-113.25
LINK3453%+1.7+5.57

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems