perp_spot_basis_regime_z22_long

not live
221
closed trades
40%
win rate
-296.45
total pnl ($)
1.019
weight
7d window — n=37 wr=41% pnl=-34.46  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 18:21:54 (23.8d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: perp_spot_basis_regime_gated_siblings
n: 195  ·  wr: 44.1%  ·  total_bps: -3299.7  ·  mean_bps: -16.92  ·  sharpe: -0.22  ·  max_dd_bps: -3595.0
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 10:54ADABuy0.147577→0.147043-2.68timeout
06-27 07:20LTCBuy42.4016→42.1695-3.77timeout
06-27 05:21LINKBuy7.40575→7.35926-4.29timeout
06-27 02:30AVAXBuy6.58475→6.63214+3.76timeout
06-26 22:10DOGEBuy0.0756199→0.0752592-3.42timeout
06-26 19:00LTCBuy41.4364→41.6036+1.86timeout
06-26 13:53SOLBuy68.7783→70.2715+12.48take_profit
06-26 08:34ADABuy0.146437→0.144302-9.29stop_loss
06-26 05:28LTCBuy40.4841→41.3707+12.60take_profit
06-25 19:17LINKBuy7.25431→7.15263-8.96stop_loss
06-25 15:12AVAXBuy6.15134→6.06235-9.22stop_loss
06-25 13:42DOGEBuy0.076022→0.0749298-9.16stop_loss
06-25 07:56DOGEBuy0.0766372→0.0771757+3.67timeout
06-25 02:03AVAXBuy6.4204→6.43479+0.82timeout
06-24 20:01DOGEBuy0.0731023→0.0746743+12.37take_profit
06-24 16:51DOGEBuy0.0751218→0.0740644-8.97stop_loss
06-24 15:37SOLBuy68.8953→67.9388-8.87stop_loss
06-24 12:03SOLBuy69.3374→69.7785+3.28timeout
06-24 07:00LTCBuy41.7254→42.1285+5.26timeout
06-24 01:15AVAXBuy6.49472→6.48838-1.11timeout
06-23 21:11SOLBuy68.8453→69.0726+1.47timeout
06-23 18:39AVAXBuy6.34929→6.27713-7.35timeout
06-23 15:24DOGEBuy0.0796379→0.0785071-9.05stop_loss
06-23 11:32LTCBuy43.2818→43.6201+4.14timeout
06-23 06:20DOGEBuy0.0813913→0.0802488-8.96stop_loss
06-23 04:24ADABuy0.15938→0.15935-0.64timeout
06-22 17:48ADABuy0.15973→0.15932-2.04timeout
06-22 15:46DOGEBuy0.0843581→0.083913-3.70timeout
06-22 11:48AVAXBuy6.25326→6.36401+10.08timeout
06-22 06:18DOGEBuy0.0832008→0.0832772+0.00timeout
06-22 01:26LINKBuy7.80075→7.96901+12.40take_profit
06-22 00:14DOGEBuy0.0825766→0.0824414-1.50timeout
06-21 20:56DOGEBuy0.0833708→0.0831772-1.92timeout
06-21 16:33LTCBuy46.0725→45.4099-9.17stop_loss
06-21 12:10AVAXBuy6.26777→6.27283-0.04timeout
06-21 05:15ADABuy0.162411→0.1601-9.08stop_loss
06-20 16:27LINKBuy7.87517→7.94181+4.54timeout
06-20 12:15ADABuy0.163061→0.162989-0.79timeout
06-20 08:47SOLBuy71.6557→71.3573-3.06timeout
06-20 02:38LTCBuy43.937→43.898-1.09timeout
06-19 19:09AVAXBuy5.88187→5.78486-10.44stop_loss
06-19 13:26DOGEBuy0.0823436→0.0825144+0.71timeout
06-19 10:35ADABuy0.15967→0.15933-1.78timeout
06-19 07:53LINKBuy7.82816→7.84574+0.82timeout
06-18 19:33DOGEBuy0.0822966→0.0825424+1.25timeout
06-18 15:26DOGEBuy0.084041→0.0828478-9.07stop_loss
06-18 05:04DOGEBuy0.0853153→0.0841139-8.99stop_loss
06-17 19:20DOGEBuy0.0870638→0.0858186-9.12stop_loss
06-17 16:28ADABuy0.168542→0.172257+12.67take_profit
06-17 14:25DOGEBuy0.0854914→0.0863984+5.83timeout
06-17 08:49DOGEBuy0.0870157→0.0857656-9.17stop_loss
06-17 03:02LTCBuy45.7184→45.6896-0.93timeout
06-16 21:43LTCBuy45.6944→45.7955+0.78timeout
06-16 18:28LINKBuy8.16954→8.27353+7.09timeout
06-16 14:23DOGEBuy0.087833→0.086596-8.99stop_loss
06-16 10:40AVAXBuy6.92623→6.97756+3.93timeout
06-16 07:16SOLBuy73.674→74.2009+3.76timeout
06-15 22:19LINKBuy8.3841→8.34291-3.51timeout
06-15 17:27AVAXBuy6.94564→7.00795+4.84timeout
06-15 17:03SOLBuy75.9524→74.9003-8.85stop_loss
06-15 15:18AVAXBuy6.88072→6.93217+3.94timeout
06-15 05:00ADABuy0.180525→0.179525-3.87timeout
06-14 21:18SOLBuy67.5271→69.0866+13.33take_profit
06-14 20:40LINKBuy7.83166→7.85384+1.17timeout
06-14 14:35ADABuy0.167582→0.165216-9.01stop_loss
06-14 14:08SOLBuy68.0692→67.6958-3.81timeout
06-14 08:40LINKBuy7.91588→7.91762-0.42timeout
06-14 06:16ADABuy0.172583→0.172387-1.22timeout
06-14 03:23SOLBuy68.7593→68.8617+0.39timeout
06-14 01:13LTCBuy44.205→44.4729+3.08timeout
06-13 21:31AVAXBuy6.70528→6.69942-1.06timeout
06-13 18:05AVAXBuy6.69327→6.69343-0.54timeout
06-13 15:57LTCBuy43.966→44.021+0.25timeout
06-13 11:36DOGEBuy0.0873488→0.087844+2.85timeout
06-13 03:30LTCBuy43.0918→43.2432+1.55timeout
06-12 15:01LINKBuy7.82045→7.9887+12.37take_profit
06-12 13:41AVAXBuy6.63936→6.54619-8.95stop_loss
06-12 10:17DOGEBuy0.0854764→0.0868493+9.08timeout
06-12 05:07DOGEBuy0.0860055→0.0869443+5.99timeout
06-11 17:20ADABuy0.166262→0.163917-9.01stop_loss
06-11 01:20LTCBuy41.3653→42.0835+9.90timeout
06-10 22:28LTCBuy41.6854→41.4486-3.94timeout
06-10 17:29LTCBuy42.5786→41.9705-9.07stop_loss
06-10 15:33AVAXBuy6.56094→6.57726+0.97timeout
06-10 12:57LINKBuy7.70503→7.75126+3.07timeout
06-09 22:04ADABuy0.167402→0.168578+3.67timeout
06-09 16:20SOLBuy64.6097→63.7186-8.81stop_loss
06-09 14:18DOGEBuy0.0859125→0.0847104-8.93stop_loss
06-09 11:14LTCBuy42.8767→42.2683-9.03stop_loss
06-09 04:59LTCBuy42.5046→42.8323+4.12timeout
06-08 23:17AVAXBuy6.76249→6.7851+1.46timeout
06-08 15:13ADABuy0.167302→0.170907+12.38take_profit
06-08 10:11LTCBuy42.6066→42.8453+2.83timeout
06-08 02:19DOGEBuy0.0857014→0.0855626-1.52timeout
06-07 19:15LTCBuy41.6874→41.1042-8.89stop_loss
06-07 12:12DOGEBuy0.0846322→0.0834464-8.95stop_loss
06-07 10:01AVAXBuy6.84891→6.75273-8.95stop_loss
06-07 09:42SOLBuy64.8857→65.1092+1.59timeout
06-07 06:43LINKBuy7.55019→7.70187+11.49timeout
06-07 03:19SOLBuy62.5764→63.9344+12.49take_profit

Paper vs Live

Paper (trades.jsonl)
221
closed
40%
win rate
-296.45
total pnl ($)
-22.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
DOGE4738%-28.6-80.73
SOL4441%-18.9-49.71
LTC4441%-33.4-88.04
AVAX3543%-19.9-41.75
ADA3027%-23.7-42.45
LINK2152%+5.0+6.23

Recent bounces (last 20 of 1)

timesymsidereason
06-27 10:58ADABuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems