uni_basis_rank_short_horizon

not live
58
closed trades
38%
win rate
-124.59
total pnl ($)
1.251
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 16:39:40 (24.5d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_akl
n: 339  ·  wr: 43.1%  ·  total_bps: -5994.5  ·  mean_bps: -17.68  ·  sharpe: -0.22  ·  max_dd_bps: -7298.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 58 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-31 22:18BTCBuy73591.3→73881.7+2.29timeout
05-31 16:11BTCBuy73823.3→73676.7-2.19timeout
05-31 14:00BTCBuy73850.3→73829.7-0.90timeout
05-31 07:39BTCBuy74154.3→73851.7-3.79timeout
05-31 06:57BTCBuy73984.3→74035.7-0.17timeout
05-30 23:27BTCBuy73932.3→73843.7-1.62timeout
05-30 20:12BTCBuy73970.3→73946.7-0.96timeout
05-30 18:31BTCBuy73655.3→73940.7+2.19timeout
05-30 17:17BTCBuy73581.3→73878.7+2.31timeout
05-30 16:12BTCBuy73601.3→73911.7+2.45timeout
05-30 10:00BTCBuy73509.3→73592.7+0.16timeout
05-30 08:52BTCBuy73704.3→73498.7-2.78timeout
05-30 05:16BTCBuy73414.3→73473.7-0.08timeout
05-30 03:35BTCBuy73506.3→73586.7+0.13timeout
05-29 21:05BTCBuy73352.3→73681.7+2.68timeout
05-29 19:46BTCBuy73256.3→73672.7+3.56timeout
05-29 16:49BTCBuy73575.3→74040.7+4.04timeout
05-29 16:16BTCBuy73656.3→73906.7+1.86timeout
05-28 20:27BTCBuy73001.3→73582.7+5.24timeout
05-28 11:45BTCBuy72996.4→73417.7+3.63timeout
05-28 10:34BTCBuy73062.3→73394.7+2.74timeout
05-28 09:19BTCBuy73730.3→73334.7-4.69timeout
05-28 04:02BTCBuy74304.3→73010.1-13.75stop_loss
05-28 03:51BTCBuy74435.3→73421.7-10.89timeout
05-28 03:13BTCBuy75158.2→74174.7-10.49timeout
05-27 21:10BTCBuy75053.2→75123.8+0.01timeout
05-27 20:10BTCBuy74939.3→75235.8+2.26timeout
05-27 19:26BTCBuy75225.2→75027.8-2.67timeout
05-27 17:37BTCBuy75837.2→74956.7-9.40timeout
05-27 16:07BTCBuy75865.2→75236.8-6.90timeout
05-27 14:53BTCBuy75825.2→75059.8-8.24timeout
05-27 14:05BTCBuy75950.2→75167.8-8.38timeout
05-27 12:46BTCBuy75798.2→75810.8-0.52timeout
05-27 10:31BTCBuy75300.2→75978.8+6.14timeout
05-27 08:50BTCBuy75712.2→75930.8+1.56timeout
05-27 07:19BTCBuy75887.2→75771.8-1.77timeout
05-27 06:31BTCBuy75932.2→75773.8-2.19timeout
05-27 05:43BTCBuy75920.2→75585.8-3.94timeout
05-27 02:37BTCBuy75972.2→75744.8-2.89timeout
05-27 00:26BTCBuy76187.2→75872.8-3.76timeout
05-26 23:36BTCBuy75932.2→75856.8-1.43timeout
05-26 21:55BTCBuy76249.2→75906.8-4.06timeout
05-26 18:08BTCBuy76884.2→75960.8-9.69timeout
05-26 17:33BTCBuy77220.1→75870.7-13.81stop_loss
05-26 16:19BTCBuy76743.2→76406.8-3.91timeout
05-26 15:05BTCBuy76645.2→76879.8+1.61timeout
05-26 12:52BTCBuy76901.2→77069.9+0.96timeout
05-26 11:34BTCBuy76842.2→77212.9+2.94timeout
05-26 05:37BTCBuy77271.1→76914.8-4.13timeout
05-26 04:44BTCBuy77116.1→76710.8-4.61timeout
05-26 03:49BTCBuy77292.9→76594.2-7.45timeout
05-26 02:45BTCBuy77220.9→76545.2-7.24timeout
05-26 01:51BTCBuy77418.9→76726.2-7.37timeout
05-25 23:31BTCBuy77595.9→77248.1-4.06timeout
05-25 20:53BTCBuy77667.9→77267.1-4.58timeout
05-25 20:09BTCBuy77436.9→77400.1-1.08timeout
05-25 18:24BTCBuy77318.9→77564.1+1.65timeout
05-25 17:29BTCBuy77375.9→77598.1+1.42timeout

Paper vs Live

Paper (trades.jsonl)
58
closed
38%
win rate
-124.59
total pnl ($)
-28.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC5838%-28.5-124.59

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems