relative_value_premium_convergence_arb

not live
22
closed trades
18%
win rate
-140.44
total pnl ($)
1.012
weight
7d window — n=4 wr=25% pnl=-34.24  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-04 04:54:51 (23.0d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: aes
n: 31  ·  wr: 35.5%  ·  total_bps: -811.7  ·  mean_bps: -26.18  ·  sharpe: -0.22  ·  max_dd_bps: -1552.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 22 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 13:44BTCBuy61579.1→60058-12.78stop_loss
06-24 13:47BTCBuy62812.1→61267.3-12.74stop_loss
06-23 06:08BTCBuy64684.2→63083.3-12.84stop_loss
06-22 17:04BTCBuy64146.2→64734.8+4.12timeout
06-19 18:47BTCBuy62761.1→63030.8+1.68timeout
06-18 15:14BTCBuy65089.3→63484.1-12.53stop_loss
06-05 06:20BTCBuy63142.2→61581.1-12.80stop_loss
06-04 00:25BTCBuy65476.3→63865.9-12.74stop_loss
06-02 15:26BTCBuy69050.5→67349.9-12.77stop_loss
06-02 07:03BTCBuy71428.6→69671.7-12.81stop_loss
05-30 08:45BTCBuy73778.7→73491.3-2.44timeout
05-28 03:37BTCBuy75185.8→73330.6-12.79stop_loss
05-26 21:42BTCBuy77301.9→75958.2-9.19timeout
05-24 20:56BTCBuy77023.9→76586.2-3.32timeout
05-22 22:44BTCBuy77445.9→75542.4-12.78stop_loss
05-22 07:44BTCBuy77681.9→77438.1-2.04timeout
05-21 07:43BTCBuy77353.9→77674.1+1.54timeout
05-20 07:43BTCBuy77264.9→77350.1-0.04timeout
05-19 07:43BTCBuy76921.8→77257.1+1.66timeout
05-16 23:40BTCBuy79060→79056-0.57timeout
05-12 22:43BTCBuy81724.1→81715.9-0.49timeout
05-11 23:26BTCBuy82259.1→81715.9-3.77timeout

Paper vs Live

Paper (trades.jsonl)
22
closed
18%
win rate
-140.44
total pnl ($)
-127.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2218%-127.3-140.44

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems