perp_spot_basis_regime_z25_long

not live
180
closed trades
41%
win rate
-385.47
total pnl ($)
1.215
weight
7d window — n=27 wr=48% pnl=+19.33  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 18:21:54 (26.2d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: perp_spot_basis_regime_gated_siblings
n: 139  ·  wr: 36.7%  ·  total_bps: -3691.5  ·  mean_bps: -26.56  ·  sharpe: -0.31  ·  max_dd_bps: -4060.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 19:32LTCBuy42.7707→43.3442+9.32timeout
06-29 14:23AVAXBuy6.56714→6.44077-15.12stop_loss
06-29 05:01ADABuy0.142436→0.143804+6.53timeout
06-28 12:18AVAXBuy6.30648→6.30142-1.33timeout
06-27 22:16SOLBuy71.5137→70.1534-14.94stop_loss
06-27 21:42ADABuy0.147277→0.144472-14.82stop_loss
06-27 19:19DOGEBuy0.0756099→0.0751912-4.85timeout
06-27 10:39LTCBuy42.2936→42.5734+4.35timeout
06-26 23:58AVAXBuy6.4151→6.61735+22.96take_profit
06-26 16:33LTCBuy40.4451→41.7196+22.92take_profit
06-26 11:53AVAXBuy6.22156→6.09902-15.40stop_loss
06-26 06:22ADABuy0.139125→0.143524+23.06take_profit
06-25 20:18DOGEBuy0.0731373→0.0738245+6.33timeout
06-25 12:26ADABuy0.149297→0.14641-15.20stop_loss
06-25 11:01ADABuy0.149307→0.147933-7.58timeout
06-25 05:03AVAXBuy6.4204→6.51227+10.08timeout
06-24 20:26DOGEBuy0.0731023→0.0754061+22.97take_profit
06-24 17:21DOGEBuy0.0747617→0.073321-15.10stop_loss
06-24 15:45SOLBuy68.7903→67.4971-14.78stop_loss
06-24 13:12DOGEBuy0.0789317→0.0774269-14.96stop_loss
06-24 02:51ADABuy0.150118→0.152752+12.43timeout
06-24 00:45LTCBuy41.8435→42.2544+6.73timeout
06-23 21:40AVAXBuy6.34118→6.44039+11.00timeout
06-23 19:32DOGEBuy0.0795809→0.0784044-11.64timeout
06-23 14:13AVAXBuy6.23766→6.43519+23.09take_profit
06-23 08:17ADABuy0.155139→0.152116-15.26stop_loss
06-23 01:55ADABuy0.15861→0.1584-1.47timeout
06-22 21:02LINKBuy8.03041→7.91702-11.28timeout
06-22 16:04SOLBuy73.8501→72.8921-10.34timeout
06-22 11:04DOGEBuy0.0831848→0.0836661+3.67timeout
06-22 03:15DOGEBuy0.0825956→0.0830542+3.51timeout
06-21 21:09SOLBuy74.3371→72.9396-14.82stop_loss
06-21 20:37DOGEBuy0.0834599→0.0833951-1.23timeout
06-21 12:33LTCBuy44.6432→45.0057+5.41timeout
06-21 06:49ADABuy0.162981→0.161-9.74timeout
06-20 10:31DOGEBuy0.0833408→0.083957+4.88timeout
06-20 06:00LTCBuy44.056→44.173+1.28timeout
06-19 23:02SOLBuy68.7673→69.3116+5.29timeout
06-19 21:49AVAXBuy5.75334→5.93822+23.42take_profit
06-19 10:34LTCBuy43.3018→43.3921+0.93timeout
06-19 03:15AVAXBuy6.31638→6.19535-15.01stop_loss
06-18 23:30LTCBuy43.2768→43.7731+7.87timeout
06-18 15:37LINKBuy8.03101→7.87709-15.04stop_loss
06-18 04:16LTCBuy44.7332→44.3179-7.65timeout
06-17 22:03LINKBuy8.12303→7.96802-15.00stop_loss
06-17 19:46SOLBuy72.6209→71.3733-13.62timeout
06-17 17:07AVAXBuy6.8007→6.91287+11.68timeout
06-17 12:30SOLBuy72.9119→71.5385-14.77stop_loss
06-17 07:22ADABuy0.171193→0.171407+0.31timeout
06-16 23:10SOLBuy73.26→73.7519+4.36timeout
06-16 20:08AVAXBuy6.83281→6.84179+0.33timeout
06-16 04:35ADABuy0.178325→0.175876-11.00timeout
06-16 01:21DOGEBuy0.0887092→0.087943-7.15timeout
06-15 20:33AVAXBuy6.96584→6.90377-7.39timeout
06-15 17:51AVAXBuy6.90993→7.03844+13.23timeout
06-15 05:48ADABuy0.182146→0.180535-7.33timeout
06-15 00:00LINKBuy7.96919→8.23054+23.90take_profit
06-14 21:41LINKBuy7.83166→8.08438+23.55take_profit
06-14 21:27DOGEBuy0.0859995→0.087866+15.63timeout
06-14 14:38SOLBuy68.2492→66.9664-14.75stop_loss
06-14 11:40LINKBuy7.91588→7.93412+1.05timeout
06-14 09:15ADABuy0.172453→0.170477-9.19timeout
06-14 06:23SOLBuy68.7393→68.2998-5.44timeout
06-14 01:39AVAXBuy6.70668→6.70592-0.75timeout
06-13 21:05AVAXBuy6.69837→6.71342+1.01timeout
06-13 18:58LTCBuy43.979→43.6291-6.63timeout
06-13 14:35DOGEBuy0.0872618→0.088162+7.03timeout
06-13 06:53LTCBuy43.2508→43.3052+0.21timeout
06-13 04:39LTCBuy42.9687→43.3462+5.86timeout
06-12 19:46LINKBuy7.82045→7.84704+1.86timeout
06-12 10:16SOLBuy67.1001→67.1549-0.08timeout
06-12 08:07DOGEBuy0.0860055→0.0861964+0.93timeout
06-12 05:55SOLBuy66.84→66.701-2.24timeout
06-12 00:03LTCBuy42.7537→42.4224-6.45timeout
06-11 20:36LTCBuy42.5496→42.3824-3.67timeout
06-11 17:50ADABuy0.164851→0.170077+23.05take_profit
06-10 17:31LTCBuy42.6086→41.7637-15.51stop_loss
06-10 16:47AVAXBuy6.58245→6.45386-15.27stop_loss
06-10 15:56LINKBuy7.70763→7.79555+7.95timeout
06-09 22:40DOGEBuy0.0833828→0.0850547+14.37timeout
06-09 16:06DOGEBuy0.0853273→0.0836922-14.98stop_loss
06-09 14:30DOGEBuy0.0858915→0.0842468-15.04stop_loss
06-07 22:14DOGEBuy0.0837559→0.0864214+23.19take_profit
06-07 12:34SOLBuy64.9167→63.6726-15.03stop_loss
06-07 10:02AVAXBuy6.84701→6.71596-15.02stop_loss
06-06 19:22LINKBuy7.39625→7.31317-9.06timeout
06-06 16:31SOLBuy61.3402→61.6428+3.06timeout
06-06 06:13LTCBuy41.0903→42.4084+23.39take_profit
06-06 03:24LINKBuy7.44086→7.29902-14.95stop_loss
06-05 23:16AVAXBuy6.87112→6.74014-14.95stop_loss
06-05 19:00LTCBuy43.1928→42.3672-15.01stop_loss
06-05 16:12AVAXBuy6.92283→6.7911-14.95stop_loss
06-05 13:50LINKBuy7.63261→7.48728-14.95stop_loss
06-05 13:10DOGEBuy0.0828707→0.084073+10.16timeout
06-05 12:31SOLBuy66.624→65.3615-14.87stop_loss
06-05 03:12LINKBuy7.90798→7.75768-14.94stop_loss
06-04 23:43SOLBuy68.6093→68.6607-0.04timeout
06-04 17:56AVAXBuy7.65371→7.75306+9.08timeout
06-04 09:22ADABuy0.193618→0.189917-15.00stop_loss
06-04 05:05LINKBuy8.31108→8.15288-14.94stop_loss

Paper vs Live

Paper (trades.jsonl)
180
closed
41%
win rate
-385.47
total pnl ($)
-28.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
SOL3834%-50.3-143.24
DOGE3639%-28.6-77.36
AVAX3145%-16.0-37.21
LTC2966%+15.7+34.00
ADA2821%-50.7-105.88
LINK1839%-41.2-55.77

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems