perp_spot_basis_volatility_breakout · strategy

188

closed trades

45%

win rate

-83.56

total pnl ($)

1.149

weight

7d window — n=83 wr=51% pnl=-12.32 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-19 08:06:09 (39.4d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: hl

n: 0 · wr: 0.0% · total_bps: +0.0 · mean_bps: +0.00 · sharpe: +0.00 · max_dd_bps: +0.0

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 22:43	BTCUSDT	Buy	59912.1→59922.1	-0.37	timeout
06-26 22:10	BTCUSDT	Buy	60017.7→59825.6	-2.06	timeout
06-26 19:11	BTCUSDT	Sell	60139.4→59996.9	+0.75	timeout
06-26 18:26	BTCUSDT	Buy	60292.5→59947.1	-3.33	timeout
06-26 16:46	BTCUSDT	Buy	59449.9→60057.3	+4.65	timeout
06-26 15:40	BTCUSDT	Sell	59679.5→60520.6	-7.49	stop_loss
06-26 13:57	BTCUSDT	Sell	59190→60022.2	-7.48	stop_loss
06-26 13:51	BTCUSDT	Sell	58811.5→59644.5	-7.53	stop_loss
06-26 09:26	BTCUSDT	Sell	59956.1→60122.3	-1.83	timeout
06-26 07:28	BTCUSDT	Sell	59878.2→60725.1	-7.53	stop_loss
06-26 07:15	BTCUSDT	Buy	59880.6→60500.3	+4.73	timeout
06-26 03:56	BTCUSDT	Buy	58744.5→60029	+10.49	take_profit
06-26 03:56	BTCUSDT	Sell	59164.7→60044.5	-7.89	stop_loss
06-26 03:53	BTCUSDT	Buy	58568.6→59829	+10.31	take_profit
06-26 03:45	BTCUSDT	Sell	58790.5→59616.6	-7.48	stop_loss
06-26 01:30	BTCUSDT	Sell	59761.2→59327	+3.18	timeout
06-25 23:34	BTCUSDT	Sell	59501.1→60111.6	-5.58	timeout
06-25 19:37	BTCUSDT	Sell	59384→59322.1	+0.07	timeout
06-25 19:09	BTCUSDT	Buy	59818.1→59322.5	-4.59	timeout
06-25 18:37	BTCUSDT	Buy	59337.9→59445.7	+0.46	timeout
06-25 18:03	BTCUSDT	Buy	59222.7→59584.2	+2.61	timeout
06-25 17:30	BTCUSDT	Buy	59315.4→59513.6	+1.23	timeout
06-25 14:33	BTCUSDT	Sell	58932.1→59801.6	-7.83	stop_loss
06-25 13:53	BTCUSDT	Sell	60161.8→58865.2	+10.33	take_profit
06-25 13:45	BTCUSDT	Sell	61225.2→59906.5	+10.31	take_profit
06-25 13:45	BTCUSDT	Sell	61318→59996.3	+10.32	take_profit
06-25 13:41	BTCUSDT	Buy	61164.1→60305.8	-7.46	stop_loss
06-25 00:53	BTCUSDT	Sell	60986.6→60843.8	+0.72	timeout
06-25 00:41	BTCUSDT	Buy	61063.6→60829.7	-2.36	timeout
06-24 23:57	BTCUSDT	Buy	60966.8→61059.8	+0.31	timeout
06-24 23:26	BTCUSDT	Sell	60653.9→61001.3	-3.32	timeout
06-24 23:05	BTCUSDT	Buy	60402.8→60850.2	+3.26	timeout
06-24 20:49	BTCUSDT	Buy	59824.8→61112.3	+10.33	take_profit
06-24 20:06	BTCUSDT	Sell	59622.8→60465.2	-7.54	stop_loss
06-24 20:01	BTCUSDT	Sell	59402.3→60254.6	-7.63	stop_loss
06-24 20:01	BTCUSDT	Sell	59386→60222.9	-7.51	stop_loss
06-24 17:48	BTCUSDT	Buy	59859.1→59021.8	-7.44	stop_loss
06-24 17:48	BTCUSDT	Sell	60401.8→59097.1	+10.34	take_profit
06-24 17:19	BTCUSDT	Sell	60881.6→59558.2	+10.40	take_profit
06-24 16:51	BTCUSDT	Sell	61064.1→59728.6	+10.46	take_profit
06-24 15:56	BTCUSDT	Buy	61068.6→60213.7	-7.44	stop_loss
06-24 15:49	BTCUSDT	Sell	61682.1→60351.2	+10.33	take_profit
06-24 13:57	BTCUSDT	Buy	62051.7→61176.2	-7.50	stop_loss
06-24 13:44	BTCUSDT	Sell	62787.1→61436.5	+10.31	take_profit
06-24 13:43	BTCUSDT	Sell	62871.9→61516.4	+10.33	take_profit
06-24 13:08	BTCUSDT	Buy	62954.9→62074	-7.45	stop_loss
06-24 05:03	BTCUSDT	Sell	62843→62799.6	-0.10	timeout
06-24 04:21	BTCUSDT	Sell	62794.4→62604.5	+1.07	timeout
06-23 19:40	BTCUSDT	Sell	62601.5→62337.4	+1.66	timeout
06-23 19:18	BTCUSDT	Buy	62697.1→62294.1	-3.67	timeout
06-23 16:58	BTCUSDT	Sell	62448.6→62534.1	-1.13	timeout
06-23 11:48	BTCUSDT	Buy	62311.6→62421.5	+0.46	timeout
06-23 11:23	BTCUSDT	Sell	62395.7→62537.3	-1.61	timeout
06-23 08:27	BTCUSDT	Buy	62939.5→62056.3	-7.46	stop_loss
06-23 04:57	BTCUSDT	Sell	64083.5→63659.9	+2.86	timeout
06-22 23:14	BTCUSDT	Sell	64481.7→63971	+3.51	timeout
06-22 18:51	BTCUSDT	Sell	64821.2→64430.9	+2.57	timeout
06-22 17:05	BTCUSDT	Sell	65343.1→64691.9	+4.53	timeout
06-22 16:31	BTCUSDT	Buy	65204.1→64614.7	-4.97	timeout
06-22 16:10	BTCUSDT	Sell	65061.9→64743	+2.00	timeout
06-22 15:50	BTCUSDT	Buy	65168.2→64810.6	-3.19	timeout
06-22 15:19	BTCUSDT	Buy	64728.3→64918.8	+1.01	timeout
06-22 13:46	BTCUSDT	Sell	64588.3→65498.1	-7.48	stop_loss
06-22 12:02	BTCUSDT	Sell	64026.9→64956.6	-7.70	stop_loss
06-22 11:47	BTCUSDT	Buy	64149→64570.2	+2.81	timeout
06-22 06:51	BTCUSDT	Sell	64046.2→63974	+0.12	timeout
06-22 06:24	BTCUSDT	Buy	64314.8→64047.1	-2.53	timeout
06-22 05:16	BTCUSDT	Sell	64478→64226.5	+1.50	timeout
06-22 04:37	BTCUSDT	Sell	64380→64031.1	+2.26	timeout
06-22 03:39	BTCUSDT	Buy	63969.6→64183.9	+1.22	timeout
06-22 01:35	BTCUSDT	Buy	63581.1→64422.1	+6.15	timeout
06-22 01:23	BTCUSDT	Sell	63345.6→64235.3	-7.47	stop_loss
06-22 01:01	BTCUSDT	Buy	63653.9→63883.1	+1.35	timeout
06-22 00:27	BTCUSDT	Buy	63694.2→63670.9	-0.64	timeout
06-22 00:09	BTCUSDT	Sell	63635.1→63510	+0.53	timeout
06-21 21:08	BTCUSDT	Buy	64028.7→63705.5	-2.97	timeout
06-21 19:57	BTCUSDT	Sell	64105.2→64198.7	-1.18	timeout
06-21 16:06	BTCUSDT	Buy	64143.9→64138	-0.49	timeout
06-21 15:44	BTCUSDT	Sell	64014→64326.8	-2.90	timeout
06-21 14:35	BTCUSDT	Sell	64207.9→63995.5	+1.20	timeout
06-20 18:50	BTCUSDT	Buy	64139→63780	-3.25	timeout
06-20 18:18	BTCUSDT	Sell	64064.1→63860.6	+1.14	timeout
06-20 17:47	BTCUSDT	Buy	63847.3→63764.1	-1.10	timeout
06-20 03:43	BTCUSDT	Sell	63549.1→63452	+0.31	timeout
06-19 20:48	BTCUSDT	Buy	63166.8→63135.4	-0.70	timeout
06-19 19:41	BTCUSDT	Buy	63240.4→62933.9	-2.88	timeout
06-19 18:22	BTCUSDT	Buy	63039.8→63104.2	+0.06	timeout
06-19 17:29	BTCUSDT	Buy	63244.4→62867.4	-3.43	timeout
06-19 16:23	BTCUSDT	Sell	62702.5→63278.8	-5.04	timeout
06-19 15:51	BTCUSDT	Buy	62799.6→63186.7	+2.64	timeout
06-19 08:00	BTCUSDT	Buy	62465.6→62559.1	+0.33	timeout
06-19 07:21	BTCUSDT	Sell	62671.3→62730.7	-0.93	timeout
06-19 06:44	BTCUSDT	Buy	62686.5→62766	+0.19	timeout
06-19 06:21	BTCUSDT	Sell	62529.2→62745.5	-2.19	timeout
06-18 22:13	BTCUSDT	Buy	62647.5→62888.3	+1.48	timeout
06-18 20:57	BTCUSDT	Sell	62464.4→63097.1	-5.53	timeout
06-18 19:23	BTCUSDT	Buy	62722.8→62733.5	-0.34	timeout
06-18 18:53	BTCUSDT	Sell	62485.4→62755.8	-2.64	timeout
06-18 15:51	BTCUSDT	Sell	64009.2→62627.5	+10.31	take_profit
06-18 15:37	BTCUSDT	Buy	63866→62972.1	-7.43	stop_loss

Paper vs Live

Paper (trades.jsonl)

188

closed

45%

win rate

-83.56

total pnl ($)

-8.9 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTCUSDT	188	45%	-8.9	-83.56

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…