perp_spot_basis_shorter_horizon_reversion

not live
262
closed trades
41%
win rate
-273.62
total pnl ($)
1.621
weight
7d window — n=54 wr=56% pnl=+58.72  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-23 04:27:56 (36.4d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: avs
n: 93  ·  wr: 41.9%  ·  total_bps: -2308.5  ·  mean_bps: -24.82  ·  sharpe: -0.19  ·  max_dd_bps: -2743.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 13:01XRPBuy1.04736→1.04844+0.07timeout
06-28 12:18DOGEBuy0.0733703→0.0734446+0.08timeout
06-28 04:18SOLBuy70.5296→70.6974+0.78timeout
06-27 14:58LTCBuy42.6937→42.8613+1.52timeout
06-27 09:55SOLBuy72.2988→71.7532-4.21timeout
06-27 08:40ADABuy0.149417→0.147263-7.64timeout
06-27 00:00AVAXSell6.53147→6.65879-10.19stop_loss
06-26 23:59AVAXBuy6.42441→6.62744+15.34take_profit
06-26 18:34DOGEBuy0.0741175→0.0752462+7.13timeout
06-26 14:00XRPSell1.01984→1.03928-9.98stop_loss
06-26 13:55ETHSell1528.95→1557.73-9.86stop_loss
06-26 13:47SOLSell68.6057→69.8984-9.86stop_loss
06-26 13:19XRPBuy1.03136→1.01174-9.96stop_loss
06-26 07:15BTCBuy58669.9→60542+15.52take_profit
06-26 07:15ETHBuy1529.05→1577.74+15.46take_profit
06-26 07:05LINKBuy7.06557→7.28918+15.35take_profit
06-26 06:24LTCBuy40.2401→41.5306+15.59take_profit
06-25 21:18ETHBuy1550.15→1562.64+3.57timeout
06-25 20:34SOLSell66.565→66.559-0.43timeout
06-25 20:34BTCSell59972→59498+3.51timeout
06-25 20:33XRPSell1.04674→1.03476+5.22timeout
06-25 20:02XRPBuy1.02686→1.03644+4.27timeout
06-25 13:45DOGEBuy0.075991→0.0745431-9.97stop_loss
06-25 13:43BTCBuy61306.1→60161.9-9.77stop_loss
06-25 13:43AVAXBuy6.36169→6.23852-10.13stop_loss
06-25 12:28LINKBuy7.53298→7.38356-10.35stop_loss
06-25 12:26AVAXSell6.55646→6.34719+15.51take_profit
06-25 11:03ETHBuy1636.26→1633.54-1.27timeout
06-25 10:46SOLBuy69.4124→68.1017-9.90stop_loss
06-24 21:55ADABuy0.141855→0.146343+15.41take_profit
06-24 20:49LINKSell7.27168→7.41126-10.06stop_loss
06-24 17:44ETHSell1617.84→1566.16+15.51take_profit
06-24 15:42SOLBuy69.0814→67.7439-10.13stop_loss
06-24 15:36ETHBuy1662.17→1631.02-9.81stop_loss
06-24 14:13BTCBuy62289.1→61129.4-9.76stop_loss
06-24 13:48ADABuy0.147407→0.144572-10.07stop_loss
06-24 13:37AVAXSell6.4016→6.36659+2.30timeout
06-24 09:39AVAXBuy6.44011→6.3987-3.68timeout
06-24 09:20LTCBuy41.8175→42.0435+2.27timeout
06-23 23:56ADABuy0.149907→0.151352+4.33timeout
06-23 21:50LTCBuy41.8835→41.9345+0.18timeout
06-23 15:47LTCSell43.3742→41.9995+15.38take_profit
06-23 14:30LINKBuy7.52988→7.64179+7.03timeout
06-23 14:30ETHBuy1644.26→1663.53+5.43timeout
06-23 14:18SOLBuy68.5773→69.5296+6.57timeout
06-23 14:13AVAXBuy6.22456→6.42799+15.90take_profit
06-23 04:38SOLBuy71.6117→71.8122+1.02timeout
06-23 04:38DOGEBuy0.0819445→0.0818815-0.81timeout
06-23 04:38ADABuy0.157659→0.15857+2.45timeout
06-23 04:37ETHBuy1720.27→1721.83-0.00timeout
06-22 22:46XRPBuy1.13578→1.12352-5.81timeout
06-22 18:31ETHSell1760.82→1741.67+5.01timeout
06-22 13:48AVAXBuy6.24756→6.44659+15.48take_profit
06-22 07:39SOLBuy74.3271→74.2829-0.79timeout
06-21 12:59ADABuy0.16127→0.16098-1.36timeout
06-21 10:36AVAXBuy6.27787→6.29813+1.17timeout
06-21 10:36LTCBuy44.7402→45.1697+4.39timeout
06-21 04:24ADABuy0.163021→0.16157-4.91timeout
06-20 21:22SOLSell72.2572→72.2048-0.05timeout
06-20 20:56SOLBuy71.9058→71.9912+0.11timeout
06-20 20:55XRPBuy1.14539→1.14531-0.52timeout
06-20 20:55BTCBuy63934.2→63893.8-0.76timeout
06-20 20:55LINKBuy7.93528→7.90162-2.56timeout
06-20 13:26AVAXBuy6.18845→6.12537-5.58timeout
06-19 18:51ETHBuy1691.47→1701.93+2.62timeout
06-19 18:51SOLBuy68.5403→68.9956+2.87timeout
06-19 18:51DOGEBuy0.0823156→0.0829723+3.52timeout
06-19 18:51BTCBuy62496.1→63029.8+3.81timeout
06-19 13:41XRPBuy1.12328→1.13412+4.38timeout
06-19 03:16ADABuy0.164521→0.161389-9.97stop_loss
06-19 03:15AVAXBuy6.30258→6.17716-10.38stop_loss
06-18 15:40XRPBuy1.16269→1.14034-10.06stop_loss
06-18 15:37LINKBuy8.03101→7.87709-10.03stop_loss
06-18 15:36ADABuy0.164821→0.161679-9.98stop_loss
06-18 15:36DOGEBuy0.08412→0.0825231-9.94stop_loss
06-18 15:25SOLBuy71.2757→69.9265-9.91stop_loss
06-18 11:40LINKBuy7.92498→7.9885+3.56timeout
06-18 10:02XRPBuy1.17789→1.17671-0.97timeout
06-18 10:01ADABuy0.166522→0.167028+1.10timeout
06-17 22:03SOLSell73.347→71.0187+15.43take_profit
06-17 19:41BTCBuy65390.3→64170.7-9.78stop_loss
06-17 19:40DOGEBuy0.0868097→0.0851571-9.98stop_loss
06-17 19:29ETHBuy1768.88→1735.76-9.82stop_loss
06-17 19:29XRPBuy1.2058→1.18271-10.02stop_loss
06-17 17:07AVAXBuy6.8012→6.91287+7.74timeout
06-17 16:26SOLBuy71.8638→74.1419+15.37take_profit
06-17 08:00AVAXBuy6.96534→6.89228-5.64timeout
06-17 07:22ADABuy0.171213→0.171407+0.15timeout
06-16 23:34SOLBuy73.422→73.7119+1.52timeout
06-16 20:08AVAXBuy6.83281→6.84179+0.22timeout
06-16 19:36BNBBuy606.382→606.688-0.23timeout
06-16 19:10LTCSell45.2637→45.5134-3.20timeout
06-16 14:23XRPBuy1.23751→1.21389-9.99stop_loss
06-16 14:16LINKBuy8.37639→8.21464-10.10stop_loss
06-16 12:33ETHBuy1782.48→1839.22+15.44take_profit
06-16 09:48SOLBuy73.601→74.9088+8.44timeout
06-15 22:14XRPBuy1.27062→1.24999-8.59timeout
06-15 21:37SOLBuy74.2501→74.5368+1.47timeout
06-15 20:32AVAXBuy6.95614→6.90037-4.48timeout
06-15 20:20ADABuy0.188227→0.184641-9.97stop_loss

Paper vs Live

Paper (trades.jsonl)
262
closed
41%
win rate
-273.62
total pnl ($)
-21.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
SOL4144%-5.6-10.87
ADA3537%-26.4-46.05
AVAX3441%-14.9-25.19
XRP2825%-85.4-119.40
ETH2650%-2.4-3.10
DOGE2642%-38.8-50.38
LINK2540%-27.8-34.47
LTC1867%+35.2+31.68
BTC1631%-26.1-20.90
BNB1331%+7.8+5.07

Recent bounces (last 20 of 3)

timesymsidereason
06-28 07:03XRPBuycircuit_breaker
06-28 06:20DOGEBuycircuit_breaker
06-27 22:22SOLBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems