regime_vol_basis_shift_reposition

not live
11
closed trades
36%
win rate
-18.18
total pnl ($)
1.224
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 20:57:21 (39.7d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: aer__restored_768ddfba
n: 82  ·  wr: 51.2%  ·  total_bps: +262.0  ·  mean_bps: +3.20  ·  sharpe: +0.04  ·  max_dd_bps: -503.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 11 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-16 10:41BTCBuy66426.3→66558.7+0.33timeout
06-12 18:33BTCBuy63505.2→63779.8+1.03timeout
06-08 04:57BTCBuy63183.2→62770.9-2.23timeout
06-02 22:52BTCBuy67270.4→66355.5-4.35stop_loss
06-02 09:22BTCBuy70282.5→69475.5-3.72timeout
06-01 15:33BTCBuy72046.6→71309.4-3.35timeout
05-26 20:27BTCBuy76034.8→76096.2-0.03timeout
05-23 23:26BTCBuy77022.9→76590.2-1.96timeout
05-22 12:10BTCBuy77241.9→77412.1+0.39timeout
05-18 14:17BTCBuy77537.9→76486.9-4.34stop_loss
05-08 22:51BTCBuy80189→80280+0.07timeout

Paper vs Live

Paper (trades.jsonl)
11
closed
36%
win rate
-18.18
total pnl ($)
-55.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1136%-55.0-18.18

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-08 22:51BTCBuy+0.07BTC was in a mild intraday uptick but remained weak on higher timeframes, with negative 24h and 7d performance. The trade closed on timeout, failing to reach target as the broader bearish bias suppressed follow-through buying.