time_perp_spot_basis_short_horizon_long · strategy

470

closed trades

40%

win rate

-354.89

total pnl ($)

0.250

weight

7d window — n=106 wr=28% pnl=-252.75 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-20 08:58:44 (38.0d ago) · src: canon

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

n: 91 · wr: 38.5% · total_bps: -1321.7 · mean_bps: -14.52 · sharpe: -0.23 · max_dd_bps: -1862.4

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 06:35	OP	Buy	0.105496→0.104744	-4.74	timeout
06-27 04:02	ADA	Buy	0.147867→0.148193	+0.76	timeout
06-26 23:03	AVAX	Buy	6.4151→6.55326	+12.38	take_profit
06-26 19:33	ATOM	Buy	1.5939→1.6024	+2.71	timeout
06-26 19:27	BNB	Buy	564.451→566.228	+1.33	timeout
06-26 10:11	BNB	Buy	567.122→564.079	-3.78	timeout
06-26 05:03	NEAR	Buy	1.82236→1.79685	-8.95	stop_loss
06-26 04:11	OP	Buy	0.102206→0.104424	+12.47	take_profit
06-26 03:56	XRP	Buy	1.01295→1.03474	+12.37	take_profit
06-26 03:56	BTC	Buy	58658.9→59947	+12.64	take_profit
06-26 03:02	ETH	Buy	1532.35→1511.09	-8.86	stop_loss
06-25 19:20	NEAR	Buy	1.86287→1.83672	-8.97	stop_loss
06-25 18:47	SUI	Buy	0.67984→0.669967	-9.25	stop_loss
06-25 17:18	LINK	Buy	7.15549→7.25749	+7.99	timeout
06-25 14:33	INJ	Buy	4.17874→4.27103	+12.71	take_profit
06-25 14:33	SOL	Buy	65.3838→66.832	+12.75	take_profit
06-25 14:33	ADA	Buy	0.141925→0.145004	+12.47	take_profit
06-25 13:42	XRP	Buy	1.07387→1.05871	-9.01	stop_loss
06-25 13:42	DOGE	Buy	0.075991→0.0749138	-9.04	stop_loss
06-25 13:40	BTC	Buy	61240.1→60405.8	-8.71	stop_loss
06-25 13:38	ETH	Buy	1637.36→1614.63	-8.87	stop_loss
06-25 11:41	NEAR	Buy	1.94519→1.91746	-9.02	stop_loss
06-25 07:56	ETH	Buy	1632.26→1655.13	+7.86	timeout
06-25 07:56	DOGE	Buy	0.0766372→0.0771757	+3.67	timeout
06-25 07:56	BTC	Buy	61300.1→61833.9	+4.69	timeout
06-25 07:56	XRP	Buy	1.08027→1.08563	+2.46	timeout
06-24 21:11	INJ	Buy	4.31248→4.25031	-9.19	stop_loss
06-24 20:49	ADA	Buy	0.142266→0.145334	+12.40	take_profit
06-24 17:58	NEAR	Buy	1.88737→1.8609	-8.96	stop_loss
06-24 17:41	LTC	Buy	40.2491→39.6433	-9.57	stop_loss
06-24 17:21	ARB	Buy	0.0739485→0.0728953	-9.08	stop_loss
06-24 17:20	AVAX	Buy	6.14564→6.04606	-10.26	stop_loss
06-24 16:51	LINK	Buy	7.38185→7.27294	-9.39	stop_loss
06-24 16:51	ATOM	Buy	1.64491→1.62028	-9.52	stop_loss
06-24 16:06	BNB	Buy	566.572→558.591	-8.99	stop_loss
06-24 14:28	OP	Buy	0.0988047→0.101145	+13.66	take_profit
06-24 14:19	INJ	Buy	4.30598→4.30242	-1.00	timeout
06-24 13:47	SUI	Buy	0.691863→0.682108	-8.99	stop_loss
06-24 13:46	DOGE	Buy	0.0779685→0.0768184	-9.39	stop_loss
06-24 13:23	ADA	Buy	0.147337→0.145251	-9.02	stop_loss
06-24 13:22	XRP	Buy	1.09147→1.07619	-8.94	stop_loss
06-24 04:25	DOGE	Buy	0.0796029→0.0784611	-9.14	stop_loss
06-24 02:45	BNB	Buy	577.324→578.005	+0.15	timeout
06-24 02:39	ARB	Buy	0.0792098→0.0780914	-9.00	stop_loss
06-24 00:28	ATOM	Buy	1.72673→1.71937	-3.12	timeout
06-23 23:08	AVAX	Buy	6.42621→6.44499	+1.19	timeout
06-23 21:01	OP	Buy	0.0986447→0.0983554	-2.29	timeout
06-23 21:01	ADA	Buy	0.150108→0.149833	-1.63	timeout
06-23 18:04	LTC	Buy	42.3626→42.0705	-4.66	timeout
06-23 17:41	ETH	Buy	1662.97→1659.43	-1.81	timeout
06-23 15:47	INJ	Buy	4.58104→4.51191	-9.57	stop_loss
06-23 15:41	XRP	Buy	1.10378→1.09633	-4.57	timeout
06-23 13:15	ATOM	Buy	1.75734→1.74446	-4.93	timeout
06-23 13:02	AVAX	Buy	6.23766→6.24004	-0.30	timeout
06-23 13:02	LINK	Buy	7.56199→7.57711	+0.69	timeout
06-23 09:24	BTC	Buy	62590.1→62458.9	-1.77	timeout
06-23 08:17	NEAR	Buy	2.0151→1.98041	-10.88	stop_loss
06-23 08:16	ETH	Buy	1684.97→1661.8	-8.77	stop_loss
06-23 08:15	SOL	Buy	69.7005→68.7053	-9.07	stop_loss
06-23 06:21	BNB	Buy	585.526→576.957	-9.32	stop_loss
06-23 06:14	SUI	Buy	0.706707→0.696447	-9.25	stop_loss
06-23 06:07	INJ	Buy	4.67097→4.60295	-9.26	stop_loss
06-23 04:08	LINK	Buy	7.90177→7.89283	-1.23	timeout
06-22 19:59	ATOM	Buy	1.80815→1.78715	-7.49	timeout
06-22 16:04	SUI	Buy	0.729042→0.718801	-8.97	stop_loss
06-22 15:49	APT	Buy	0.67937→0.669398	-9.35	stop_loss
06-22 15:49	INJ	Buy	4.89112→4.81609	-9.74	stop_loss
06-22 15:46	DOGE	Buy	0.0844091→0.083959	-3.74	timeout
06-22 14:34	ETH	Buy	1760.48→1756.62	-1.88	timeout
06-22 14:34	LTC	Buy	45.1473→45.2547	+0.88	timeout
06-22 14:34	BTC	Buy	64596.2→65010.7	+3.29	timeout
06-22 12:43	ADA	Buy	0.16004→0.16186	+6.26	timeout
06-22 11:33	XRP	Buy	1.13418→1.14471	+5.02	timeout
06-22 11:32	SOL	Buy	73.9971→73.9699	-0.78	timeout
06-22 10:51	OP	Buy	0.102866→0.102024	-5.47	timeout
06-22 08:19	NEAR	Buy	2.18044→2.14929	-9.11	stop_loss
06-22 06:25	ETH	Buy	1739.17→1737.43	-1.15	timeout
06-22 06:25	DOGE	Buy	0.0833618→0.0833042	-0.96	timeout
06-22 06:18	BTC	Buy	64202.2→64093.8	-1.56	timeout
06-22 03:56	INJ	Buy	4.96704→4.89703	-9.00	stop_loss
06-22 03:01	APT	Buy	0.669867→0.659905	-9.46	stop_loss
06-22 01:03	BNB	Buy	587.877→587.913	-0.52	timeout
06-21 20:21	LTC	Buy	45.3663→45.1547	-3.36	timeout
06-21 17:37	BTC	Buy	64032.2→64050.8	-0.35	timeout
06-21 17:37	ETH	Buy	1724.07→1725.63	-0.01	timeout
06-21 17:18	ADA	Buy	0.16147→0.1618	+0.72	timeout
06-21 16:50	APT	Buy	0.656464→0.655036	-1.87	timeout
06-21 11:45	ATOM	Buy	1.77664→1.77306	-1.74	timeout
06-21 06:21	SOL	Buy	73.7421→73.225	-4.75	timeout
06-21 05:48	LTC	Buy	44.5591→44.4749	-1.66	timeout
06-21 05:45	INJ	Buy	5.08797→5.01404	-9.24	stop_loss
06-21 03:49	BTC	Buy	64243.2→64404.8	+0.97	timeout
06-21 03:49	ETH	Buy	1737.07→1738.43	-0.08	timeout
06-21 02:52	NEAR	Buy	2.19165→2.17206	-5.90	timeout
06-21 01:56	ATOM	Buy	1.80235→1.78945	-4.84	timeout
06-20 17:47	ADA	Buy	0.162281→0.16059	-6.80	timeout
06-20 17:47	LINK	Buy	7.94519→7.89333	-4.45	timeout
06-20 17:47	DOGE	Buy	0.0837709→0.0829403	-6.50	timeout
06-20 17:46	ATOM	Buy	1.78695→1.78485	-1.23	timeout
06-20 14:46	NEAR	Buy	2.10853→2.15586	+12.93	take_profit

Paper vs Live

Paper (trades.jsonl)

470

closed

40%

win rate

-354.89

total pnl ($)

-12.6 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 ($)
ETH	45	31%	-24.4	-65.80
BTC	43	40%	-9.6	-24.95
NEAR	35	23%	-62.6	-131.52
ATOM	33	27%	-40.3	-79.52
DOGE	32	41%	-13.4	-25.85
INJ	31	52%	+27.7	+51.84
SOL	31	35%	-22.1	-40.87
XRP	31	32%	-30.2	-56.03
BNB	24	46%	-8.2	-11.89
LINK	24	50%	-4.0	-5.77
LTC	24	50%	-4.2	-6.06
ADA	23	52%	-4.9	-6.73
APT	22	41%	-7.9	-10.29
SUI	20	40%	+1.1	+1.25
AVAX	18	44%	-7.9	-8.58
ARB	17	47%	-6.8	-6.90
OP	17	59%	+71.3	+72.79

Recent bounces (last 20 of 26)

time	sym	side	reason
06-26 04:00	NEAR	Buy	below_min_notional_skip
06-26 03:08	XRP	Buy	below_min_notional_skip
06-26 02:48	OP	Buy	below_min_notional_skip
06-26 02:48	ETH	Buy	stale_intent
06-26 02:48	BTC	Buy	stale_intent
06-25 13:08	DOGE	Buy	below_min_notional_skip
06-25 13:08	XRP	Buy	below_min_notional_skip
06-25 13:08	ETH	Buy	below_min_notional_skip
06-25 13:08	BTC	Buy	below_min_notional_skip
06-25 09:34	NEAR	Buy	below_min_notional_skip
06-25 05:01	DOGE	Buy	below_min_notional_skip
06-25 05:01	XRP	Buy	below_min_notional_skip
06-25 05:01	ETH	Buy	below_min_notional_skip
06-25 05:01	BTC	Buy	below_min_notional_skip
06-24 17:13	NEAR	Buy	below_min_notional_skip
06-24 17:13	ARB	Buy	below_min_notional_skip
06-24 17:13	LTC	Buy	below_min_notional_skip
06-24 17:13	AVAX	Buy	below_min_notional_skip
06-24 16:06	LINK	Buy	stale_intent
06-24 15:42	ATOM	Buy	below_min_notional_skip

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…