perp_spot_basis_zscore_mean_reversion_rescue_v2 · strategy

719

closed trades

43%

win rate

-222.19

total pnl ($)

1.695

weight

7d window — n=96 wr=50% pnl=+67.46 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-17 02:36:22 (41.9d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: restored_perp_spot_basis_zscore_mean_reversion_rescue_v2

n: 392 · wr: 42.9% · total_bps: -4793.1 · mean_bps: -12.23 · sharpe: -0.11 · max_dd_bps: -5817.9

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
06-27 22:49	INJ	Buy	4.75279→4.6588	-10.72	stop_loss
06-27 22:31	ETH	Sell	1592.74→1576.76	+5.28	timeout
06-27 19:31	SUI	Buy	0.702876→0.689493	-10.20	stop_loss
06-27 19:30	ATOM	Buy	1.5897→1.55823	-10.56	stop_loss
06-27 19:24	AVAX	Buy	6.58034→6.45426	-11.75	stop_loss
06-27 12:22	ADA	Buy	0.148857→0.146903	-7.10	timeout
06-27 11:46	DOGE	Buy	0.0757019→0.0752252	-3.73	timeout
06-27 11:35	LTC	Buy	42.2966→42.4544	+1.52	timeout
06-27 09:36	SUI	Buy	0.708487→0.694169	-10.92	stop_loss
06-27 03:10	ATOM	Buy	1.5977→1.5856	-4.92	timeout
06-27 02:41	OP	Sell	0.105924→0.105456	+1.77	timeout
06-27 01:54	BNB	Buy	567.252→565.669	-1.98	timeout
06-27 00:07	ARB	Sell	0.0737716→0.0748287	-8.05	timeout
06-26 16:35	ARB	Buy	0.071948→0.0742514	+15.61	take_profit
06-26 15:40	LINK	Buy	7.12108→7.34676	+16.77	take_profit
06-26 14:20	BTC	Buy	58562.9→59995	+19.01	timeout
06-26 13:19	BTC	Buy	59797→58675.7	-11.62	stop_loss
06-26 12:40	AVAX	Sell	6.29733→6.09472	+18.15	take_profit
06-26 11:29	OP	Sell	0.106883→0.103486	+16.65	take_profit
06-26 08:34	NEAR	Buy	1.86006→1.82443	-10.96	stop_loss
06-26 06:22	LTC	Sell	40.7428→41.5311	-10.83	stop_loss
06-26 03:56	APT	Buy	0.573443→0.591752	+16.61	take_profit
06-26 03:15	ATOM	Sell	1.6087→1.63963	-10.12	stop_loss
06-26 02:13	SOL	Sell	68.2478→66.0769	+16.05	take_profit
06-26 01:53	ETH	Buy	1569.66→1559.64	-3.85	timeout
06-26 01:23	LTC	Buy	40.8902→40.9088	-0.21	timeout
06-25 23:04	SOL	Buy	65.9989→67.1939	+9.28	timeout
06-25 23:03	BTC	Buy	59059→59889	+7.15	timeout
06-25 17:10	SUI	Sell	0.671772→0.684583	-10.32	stop_loss
06-25 17:01	NEAR	Buy	1.86597→1.83043	-10.15	stop_loss
06-25 13:48	ADA	Sell	0.147813→0.143136	+16.53	take_profit
06-25 13:44	SOL	Buy	68.1942→66.5018	-15.47	stop_loss
06-25 13:42	ARB	Buy	0.076149→0.0746939	-10.88	stop_loss
06-25 13:40	APT	Sell	0.637541→0.617054	+15.78	take_profit
06-25 12:23	ATOM	Buy	1.64281→1.60799	-11.20	stop_loss
06-25 11:06	NEAR	Buy	1.96689→1.92925	-9.98	stop_loss
06-25 10:49	APT	Buy	0.625056→0.628543	+2.61	timeout
06-25 05:02	SOL	Sell	67.4399→68.7136	-11.29	stop_loss
06-25 04:50	SUI	Buy	0.687382→0.684169	-2.77	timeout
06-25 01:29	BNB	Buy	553.408→564.189	+9.29	timeout
06-25 01:29	BTC	Buy	59723→60832	+10.34	timeout
06-25 00:57	XRP	Buy	1.05506→1.07283	+9.01	timeout
06-24 20:49	LTC	Buy	39.5219→40.7668	+15.50	take_profit
06-24 17:21	ADA	Sell	0.146663→0.140215	+27.23	take_profit
06-24 16:51	ATOM	Buy	1.63591→1.604	-11.79	stop_loss
06-24 16:51	APT	Sell	0.616546→0.596449	+17.29	take_profit
06-24 16:51	LTC	Sell	41.6806→40.3311	+17.03	take_profit
06-24 15:45	SOL	Sell	69.7455→67.5101	+16.11	take_profit
06-24 15:33	DOGE	Buy	0.0768072→0.0753255	-11.11	stop_loss
06-24 13:48	AVAX	Buy	6.4001→6.27799	-10.12	stop_loss
06-24 13:22	ARB	Buy	0.0783296→0.0768024	-10.24	stop_loss
06-24 12:16	NEAR	Sell	1.9895→1.97699	+3.37	timeout
06-24 10:00	INJ	Sell	4.54216→4.48042	+6.51	timeout
06-24 10:00	ADA	Sell	0.152872→0.150178	+8.78	timeout
06-24 09:22	ATOM	Buy	1.69922→1.66635	-10.20	stop_loss
06-24 04:52	ADA	Buy	0.150108→0.152132	+7.15	timeout
06-24 01:21	BNB	Buy	574.794→578.925	+3.20	timeout
06-24 01:21	DOGE	Buy	0.0789067→0.0789962	+0.13	timeout
06-23 22:55	ATOM	Sell	1.74256→1.72353	+5.43	timeout
06-23 20:35	DOGE	Buy	0.0794859→0.0785953	-6.25	timeout
06-23 16:23	DOGE	Sell	0.0788603→0.0789967	-1.52	timeout
06-23 16:23	NEAR	Sell	1.9826→1.9997	-5.04	timeout
06-23 14:24	BTC	Buy	62596.1→62601.9	-0.38	timeout
06-23 12:06	OP	Sell	0.0963359→0.0981836	-11.56	stop_loss
06-23 08:17	ADA	Buy	0.154859→0.151916	-11.71	stop_loss
06-23 08:17	LTC	Buy	44.2371→43.3255	-10.91	stop_loss
06-23 08:13	SOL	Sell	71.7952→69.4854	+16.68	take_profit
06-23 06:21	BNB	Buy	589.727→578.446	-11.62	stop_loss
06-23 05:23	AVAX	Sell	6.24624→6.26377	-2.06	timeout
06-23 05:23	BTC	Sell	64248.8→63442.2	+6.16	timeout
06-23 03:56	ATOM	Buy	1.78775→1.78465	-1.52	timeout
06-22 23:56	LTC	Sell	45.1627→44.5921	+5.83	timeout
06-22 19:56	ADA	Sell	0.16151→0.1588	+8.37	timeout
06-22 19:37	LTC	Sell	45.1787→44.6152	+5.90	timeout
06-22 19:07	ARB	Buy	0.0857014→0.0835573	-18.52	stop_loss
06-22 13:59	APT	Buy	0.666567→0.684529	+13.23	timeout
06-22 13:39	ADA	Buy	0.16014→0.162269	+6.18	timeout
06-22 11:36	SUI	Sell	0.722849→0.736702	-10.75	stop_loss
06-22 09:42	BTC	Sell	64566.8→64053.2	+3.80	timeout
06-22 09:29	ETH	Sell	1747.63→1745.87	+0.11	timeout
06-22 05:21	SOL	Buy	72.8329→74.0249	+8.29	timeout
06-22 05:20	ETH	Buy	1708.87→1736.23	+8.00	timeout
06-22 01:26	ADA	Sell	0.15936→0.162442	-10.78	stop_loss
06-22 00:10	ATOM	Sell	1.76756→1.75894	+2.01	timeout
06-21 23:55	ADA	Sell	0.16188→0.156679	+15.86	take_profit
06-21 21:09	OP	Sell	0.103194→0.099875	+18.20	take_profit
06-21 21:09	LINK	Buy	7.9882→7.83312	-11.82	stop_loss
06-21 19:11	ADA	Buy	0.16153→0.162069	+1.33	timeout
06-21 15:46	AVAX	Buy	6.31758→6.31562	-0.59	timeout
06-21 15:41	ARB	Sell	0.0836991→0.0844511	-4.98	timeout
06-21 15:26	BNB	Sell	589.862→589.737	-0.29	timeout
06-21 09:48	APT	Sell	0.650637→0.663297	-10.36	stop_loss
06-21 08:29	INJ	Sell	5.06103→5.00315	+5.33	timeout
06-21 07:08	OP	Buy	0.104326→0.103204	-5.85	timeout
06-21 06:37	AVAX	Sell	6.22514→6.21495	+0.44	timeout
06-21 06:37	XRP	Sell	1.15341→1.14649	+2.58	timeout
06-21 00:17	ATOM	Sell	1.78075→1.80465	-7.18	timeout
06-20 22:12	SOL	Sell	71.6163→72.9764	-10.19	stop_loss
06-20 22:07	DOGE	Sell	0.0828423→0.0835559	-5.19	timeout
06-20 22:06	LTC	Sell	43.879→44.3431	-5.71	timeout

Paper vs Live

Paper (trades.jsonl)

719

closed

43%

win rate

-222.19

total pnl ($)

-6.4 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 ($)
BTC	83	43%	-0.7	+7.87
ADA	69	54%	+29.1	+115.12
ETH	53	51%	-2.3	+12.53
APT	50	56%	+53.4	+139.96
ATOM	45	33%	-69.2	-169.46
SOL	43	47%	+29.3	+73.90
ARB	43	37%	-16.7	-48.43
LTC	42	40%	-26.4	-63.21
INJ	38	42%	+2.1	+1.16
AVAX	36	44%	+6.5	+12.13
NEAR	36	28%	-61.5	-119.46
SUI	33	39%	-33.6	-57.33
DOGE	33	30%	-58.9	-104.75
XRP	30	30%	-41.0	-64.81
OP	29	38%	-39.2	-64.38
LINK	29	59%	+61.9	+102.21
BNB	27	52%	+3.9	+4.77

Recent bounces (last 20 of 4)

time	sym	side	reason
06-27 23:36	AVAX	Buy	circuit_breaker
06-27 22:08	BTC	Sell	circuit_breaker
06-27 21:53	INJ	Buy	circuit_breaker
06-27 21:02	ATOM	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
05-10 11:41	ETH	Buy	-3.21	The market was in a mild downtrend with ETH losing 0.89% in the hour, while BTC showed slight strength over 24 hours. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding …
05-10 11:40	ADA	Buy	+2.88	ADA was trading in a mild uptrend over the past week with positive 24h momentum, but the 1h candle showed a slight pullback. The thesis failed because the trade was closed by timeout before the expected continuation materialized, as the short-term dip did n…
05-10 07:05	ADA	Sell	+3.94	The market was in a short-term downtrend with ADA dropping 2.21% in the last hour, but the broader 24h and 7d gains suggested a mixed regime. The sell thesis failed because the trade was closed by timeout before the expected bearish move materialized, as th…
05-10 04:35	BTC	Buy	+0.01	The market was in a mild uptrend with positive short-term momentum across BTC and ETH, but low funding and stable OI suggested cautious positioning. The thesis failed because the trade was closed due to a timeout, indicating the expected directional move di…
05-10 02:34	ADA	Sell	+3.57	ADA was in a mild uptrend across multiple timeframes with positive funding and rising open interest. The short thesis failed because the market continued to grind higher, and the trade was closed by timeout without reaching a favorable exit.
05-09 12:29	ETH	Sell	-0.60	ETH was declining across all timeframes with negative funding and falling open interest, indicating persistent bearish pressure. The short thesis failed because the trade was closed by timeout before the downtrend could fully materialize, leaving a small lo…
05-09 03:08	BTC	Buy	+1.91	BTC was in a mild downtrend across all timeframes with low funding and declining open interest. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period.
05-09 01:32	ADA	Buy	+9.54	ADA was in a mild downtrend over 24 hours with low volatility and neutral funding. The thesis failed because the trade was closed by timeout before a directional move materialized, as the sideways consolidation did not trigger an exit condition.
05-08 22:07	ETH	Sell	-8.61	The market was in a mild downtrend over 24h and 7d, with ETH showing slightly weaker relative performance than BTC. The thesis failed because the trade was closed due to a timeout, indicating the expected price movement did not materialize within the allott…
05-08 20:03	BTC	Buy	-1.25	BTC was in a mild intraday uptick but remained in a broader downtrend over 24h and 7d. The thesis failed because the trade expired without entry, likely due to insufficient price action to trigger the buy, resulting in a timeout loss.

More…