perp_spot_basis_regime_slow_cooldown

not live
72
closed trades
51%
win rate
-1.01
total pnl ($)
1.371
weight
7d window — n=12 wr=50% pnl=+24.52  ·  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: 75  ·  wr: 41.3%  ·  total_bps: -1062.7  ·  mean_bps: -14.17  ·  sharpe: -0.20  ·  max_dd_bps: -1062.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 72 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 07:37AVAXBuy6.56974→6.55926-1.01timeout
06-26 17:24AVAXBuy6.32998→6.46728+8.31take_profit
06-26 03:46DOGEBuy0.0725681→0.0741395+8.30take_profit
06-25 13:40SOLBuy68.2002→67.2573-5.89stop_loss
06-24 20:06LTCBuy39.6589→40.5369+8.50take_profit
06-24 10:01LTCBuy42.1585→42.0635-1.25timeout
06-23 12:59AVAXBuy6.20615→6.24214+1.97timeout
06-23 00:51LTCBuy44.6312→44.5209-1.33timeout
06-22 11:49AVAXBuy6.25226→6.36491+6.85timeout
06-21 18:45LINKBuy7.9885→7.95001-2.30timeout
06-21 05:48LTCBuy44.5591→44.4749-1.10timeout
06-20 16:26LINKBuy7.86617→7.94161+3.47timeout
06-20 02:38LTCBuy43.937→43.898-0.73timeout
06-19 13:26DOGEBuy0.0823436→0.0825144+0.48timeout
06-19 01:06SOLBuy69.5024→69.9305+2.09timeout
06-18 11:52LTCBuy44.5101→43.98-5.13timeout
06-17 19:20ADABuy0.169182→0.166805-5.98stop_loss
06-17 08:49DOGEBuy0.0869567→0.0857357-5.98stop_loss
06-16 18:24LINKBuy8.17324→8.28453+5.08timeout
06-16 06:13DOGEBuy0.0869607→0.0872802+1.12timeout
06-15 17:28AVAXBuy6.95244→7.00835+2.85timeout
06-15 04:53LTCBuy45.2023→45.1327-0.97timeout
06-14 15:07LTCBuy44.041→43.943-1.23timeout
06-14 03:03LTCBuy44.2971→44.3229-0.13timeout
06-13 11:35DOGEBuy0.0871578→0.087809+2.62timeout
06-12 14:35DOGEBuy0.0887482→0.0906963+8.42take_profit
06-12 05:07DOGEBuy0.0861115→0.0869753+3.64timeout
06-11 15:44LTCBuy42.5226→41.9155-6.08stop_loss
06-11 01:20LTCBuy41.3653→42.0835+6.60timeout
06-10 12:57LINKBuy7.70313→7.75126+2.15timeout
06-09 12:56ADABuy0.167842→0.168088+0.22timeout
06-08 20:17ADABuy0.171373→0.168973-5.96stop_loss
06-08 08:50AVAXBuy6.56964→6.64344+4.14timeout
06-07 17:50ADABuy0.16195→0.163089+2.44timeout
06-07 03:28SOLBuy62.6054→63.9704+8.37take_profit
06-06 05:02LTCBuy41.0903→40.5126-5.98stop_loss
06-05 16:02AVAXBuy6.92603→6.82908-5.96stop_loss
06-05 04:10ADABuy0.15839→0.16188+8.45take_profit
06-04 18:51LTCBuy46.2986→46.5154+1.50timeout
06-04 05:02SOLBuy71.3877→70.4012-5.88stop_loss
06-03 18:20ADABuy0.209762→0.206695-6.21stop_loss
06-03 03:44LTCBuy47.6899→46.9997-6.15stop_loss
06-02 11:30ADABuy0.223986→0.223044-2.02timeout
06-02 06:18ADABuy0.225946→0.222773-5.97stop_loss
06-01 16:28LINKBuy8.94163→8.91787-1.42timeout
05-31 22:16DOGEBuy0.0993598→0.100455+4.04timeout
05-31 04:34ADABuy0.237079→0.23798+1.19timeout
05-30 17:56LINKBuy9.1971→9.24349+1.64timeout
05-30 07:38AVAXBuy8.83861→8.90127+2.46timeout
05-29 12:12SOLBuy82.4524→81.6557-4.24timeout
05-28 18:38LTCBuy51.3038→51.859+3.95timeout
05-28 03:18SOLBuy82.5784→81.419-5.97stop_loss
05-27 15:35DOGEBuy0.101905→0.102874+3.43timeout
05-27 03:23LTCBuy52.003→52.025-0.19timeout
05-26 15:22DOGEBuy0.102546→0.102664+0.11timeout
05-26 01:33ADABuy0.243261→0.23984-5.98stop_loss
05-25 14:59ADABuy0.244621→0.245968+1.83timeout
05-25 01:30LTCBuy52.6832→52.7958+0.48timeout
05-24 13:29SOLBuy86.404→86.2041-1.29timeout
05-23 22:35LINKBuy9.69002→9.54484-6.36stop_loss
05-23 11:45LTCBuy51.875→52.058+1.06timeout
05-22 23:34AVAXBuy9.22941→9.197-1.76timeout
05-22 11:09SOLBuy87.0421→86.925-0.91timeout
05-21 22:50LINKBuy9.78635→9.74006-2.27timeout
05-21 09:46AVAXBuy9.39185→9.40075+0.00timeout
05-20 21:35LTCBuy54.1795→54.1445-0.63timeout
05-20 08:24SOLBuy84.6337→84.7353+0.11timeout
05-19 20:05AVAXBuy9.17429→9.11492-2.96timeout
05-19 07:32LTCBuy54.3276→54.4094+0.26timeout
05-18 10:44DOGEBuy0.103766→0.104054+0.77timeout
05-16 06:50LINKBuy9.9885→9.84961-5.90stop_loss
05-15 18:25LINKBuy10.0045→10.0945+3.23timeout

Paper vs Live

Paper (trades.jsonl)
72
closed
51%
win rate
-1.01
total pnl ($)
-0.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
LTC2035%-10.7-8.56
DOGE1191%+61.2+26.94
AVAX1164%+33.9+14.89
ADA1145%-41.0-18.00
LINK1050%-6.6-2.67
SOL933%-37.7-13.62

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems