rank_basis_divergence_loose_threshold

not live
10
closed trades
10%
win rate
-27.03
total pnl ($)
1.212
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-17 17:07:23 (40.3d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: bz
n: 210  ·  wr: 40.5%  ·  total_bps: -1762.9  ·  mean_bps: -8.39  ·  sharpe: -0.10  ·  max_dd_bps: -4108.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 10 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-18 01:22BTCBuy77926.9→76973.2-6.57timeout
05-17 23:41ETHBuy2171.92→2131.32-9.80stop_loss
05-17 23:40ETHBuy2188.22→2144.71-10.39stop_loss
05-17 22:17ETHBuy2181.92→2179.98-0.91timeout
05-17 19:18ETHBuy2189.22→2186.68-1.05timeout
05-17 16:17ETHBuy2184.12→2185.18-0.25timeout
05-17 13:16ETHBuy2189.72→2188.48-0.76timeout
05-17 10:16ETHBuy2170.72→2194.18+4.94timeout
05-17 07:16ETHBuy2180.42→2181.98-0.12timeout
05-17 04:15BTCBuy78265.9→78003.1-2.13timeout

Paper vs Live

Paper (trades.jsonl)
10
closed
10%
win rate
-27.03
total pnl ($)
-53.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH812%-45.5-18.33
BTC20%-87.0-8.70

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems