vet_basis_fear_regime_long_horizon

not live
575
closed trades
43%
win rate
-335.82
total pnl ($)
1.052
weight
7d window — n=102 wr=40% pnl=-29.02  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 16:36:04 (23.9d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_aju
n: 656  ·  wr: 41.2%  ·  total_bps: -5112.9  ·  mean_bps: -7.79  ·  sharpe: -0.08  ·  max_dd_bps: -6623.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 12:56OPBuy0.103686→0.103514-1.52timeout
06-27 12:12ARBBuy0.0741885→0.0747113+3.69timeout
06-27 10:27ATOMBuy1.57769→1.57881-0.10timeout
06-27 09:36SUIBuy0.703016→0.695048-7.34stop_loss
06-27 07:45ARBBuy0.0752888→0.0750312-2.59timeout
06-26 20:23INJBuy4.83741→4.83199-1.22timeout
06-26 17:34XRPBuy1.04626→1.04874+0.88timeout
06-26 16:31INJBuy4.67397→4.76591+11.26take_profit
06-26 13:55NEARBuy1.75754→1.79235+11.34take_profit
06-26 13:15XRPBuy1.02396→1.01885-3.53timeout
06-26 08:16SUIBuy0.697614→0.689942-7.14stop_loss
06-26 07:41NEARBuy1.85426→1.84554-3.37timeout
06-26 03:46INJBuy4.33708→4.42309+11.36take_profit
06-26 03:42BTCBuy58795.9→59416+5.79timeout
06-25 20:27INJBuy4.21035→4.20495-1.31timeout
06-25 18:20NEARBuy1.85746→1.87163+4.03timeout
06-25 16:41INJBuy4.20765→4.15518-8.02stop_loss
06-25 15:12ETHBuy1569.36→1552.57-6.96stop_loss
06-25 15:07ATOMBuy1.57769→1.5877+3.28timeout
06-25 14:33XRPBuy1.02516→1.04534+11.28take_profit
06-25 13:30LINKBuy7.46787→7.45414-1.64timeout
06-25 12:54ETHBuy1628.86→1636.44+2.25timeout
06-25 11:41NEARBuy1.93748→1.91546-7.34stop_loss
06-25 10:33NEARBuy1.94649→1.93632-3.62timeout
06-25 07:23ADABuy0.149817→0.149273-2.71timeout
06-25 06:32SUIBuy0.693263→0.692737-0.99timeout
06-25 05:51ETHBuy1627.76→1646.84+6.49timeout
06-25 05:10INJBuy4.19015→4.25344+8.52timeout
06-25 03:01AVAXBuy6.4204→6.4076-1.73timeout
06-24 21:49ETHBuy1615.96→1617.54+0.05timeout
06-24 21:46ADABuy0.144636→0.146123+5.64timeout
06-24 20:08XRPBuy1.05706→1.06623+4.68timeout
06-24 19:32BNBBuy555.079→553.422-2.31timeout
06-24 18:52BTCBuy59408→59486+0.26timeout
06-24 18:25NEARBuy1.87357→1.91042+11.26take_profit
06-24 17:47ETHBuy1576.16→1559.26-6.97stop_loss
06-24 17:22ATOMBuy1.6169→1.5991-7.14stop_loss
06-24 17:19SOLBuy66.616→65.8951-7.03stop_loss
06-24 16:35DOGEBuy0.0753218→0.0755621+1.39timeout
06-24 15:42ETHBuy1644.76→1627.02-7.01stop_loss
06-24 15:26INJBuy4.32558→4.29623-4.60timeout
06-24 14:45LTCBuy41.6714→41.6406-0.98timeout
06-24 14:12OPBuy0.0988547→0.100795+11.23take_profit
06-24 12:18INJBuy4.30688→4.36521+7.61timeout
06-24 12:00ADABuy0.147207→0.147823+1.98timeout
06-24 10:17DOGEBuy0.0789257→0.0786303-2.78timeout
06-24 08:04APTBuy0.646362→0.645639-1.20timeout
06-24 05:30XRPBuy1.09817→1.10332+2.28timeout
06-24 04:24ATOMBuy1.70393→1.68494-7.22stop_loss
06-23 22:04BTCBuy62581.1→62627.9-0.09timeout
06-23 18:57ADABuy0.149987→0.149893-0.92timeout
06-23 18:21XRPBuy1.10278→1.09823-3.02timeout
06-23 16:37LTCBuy42.1805→42.0455-2.45timeout
06-23 15:57ETHBuy1662.17→1656.33-2.65timeout
06-23 14:12BTCBuy62106.1→62509.9+3.37timeout
06-23 13:30LINKBuy7.6139→7.54511-5.95timeout
06-23 12:59ATOMBuy1.77024→1.75079-7.13stop_loss
06-23 10:34AVAXBuy6.23676→6.16797-7.16stop_loss
06-23 09:41LTCBuy43.3878→43.3572-0.97timeout
06-23 09:18SOLBuy68.5843→68.7597+1.02timeout
06-23 08:17LTCBuy43.7989→43.3165-7.15stop_loss
06-23 08:17ETHBuy1678.87→1660.8-6.99stop_loss
06-23 08:08ADABuy0.155099→0.154191-4.03timeout
06-23 08:00NEARBuy2.02741→2.0138-4.58timeout
06-23 04:47INJBuy4.70548→4.65011-7.60stop_loss
06-23 04:33ADABuy0.15952→0.15903-2.38timeout
06-23 04:08NEARBuy2.04981→2.05799+1.85timeout
06-23 02:07LINKBuy7.87717→7.88413-0.01timeout
06-23 01:56AVAXBuy6.26647→6.24384-2.69timeout
06-22 23:49ATOMBuy1.78485→1.79085+1.49timeout
06-22 23:37NEARBuy2.06652→2.07028+0.56timeout
06-22 20:15DOGEBuy0.0827937→0.0828623-0.05timeout
06-22 16:59SOLBuy73.097→72.9091-2.08timeout
06-22 12:34XRPBuy1.14539→1.14711+0.36timeout
06-22 07:30ATOMBuy1.80375→1.80425-0.37timeout
06-22 04:47APTBuy0.657064→0.659635+1.81timeout
06-22 02:47APTBuy0.669867→0.664834-5.05timeout
06-22 00:36ADABuy0.157329→0.15859+4.27timeout
06-21 23:09ADABuy0.15898→0.15845-2.54timeout
06-21 22:10SUIBuy0.696634→0.699265+1.73timeout
06-21 21:54BTCBuy63765.2→63811.8-0.10timeout
06-21 19:09BTCBuy63984.2→64129.8+0.83timeout
06-21 18:46NEARBuy2.16124→2.18555+6.22timeout
06-21 16:30LTCBuy45.7744→45.4726-4.50timeout
06-21 15:50BTCBuy64021.2→64213.8+1.27timeout
06-21 14:50APTBuy0.656464→0.654636-2.21timeout
06-21 14:10ETHBuy1725.57→1722.23-1.70timeout
06-21 13:16ETHBuy1717.87→1725.73+2.21timeout
06-21 12:21BTCBuy64247.2→63970.8-3.12timeout
06-21 10:55INJBuy5.08077→5.02343-7.31stop_loss
06-21 10:27SOLBuy73.601→74.2069+4.39timeout
06-21 09:43NEARBuy2.24046→2.26903+7.10timeout
06-21 07:33LTCBuy44.6212→44.8858+3.02timeout
06-21 05:01INJBuy5.08797→5.05464-4.46timeout
06-21 04:22BTCBuy64431.2→64464.8-0.23timeout
06-21 03:47LTCBuy44.5421→44.5699-0.16timeout
06-21 01:40ATOMBuy1.79745→1.79145-2.54timeout
06-21 00:48LTCBuy44.4681→44.5029-0.07timeout
06-20 20:32NEARBuy2.14924→2.15306+0.54timeout
06-20 19:27SOLBuy71.8218→71.6592-1.91timeout

Paper vs Live

Paper (trades.jsonl)
575
closed
43%
win rate
-335.82
total pnl ($)
-9.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7144%-0.3-1.07
ETH6843%-18.6-75.79
INJ5034%-11.7-34.88
NEAR4941%-13.6-39.80
ATOM4641%-12.4-33.97
SOL3250%-1.6-3.01
DOGE3043%-5.5-9.92
LTC2945%-1.9-3.29
ADA2843%-10.5-17.46
XRP2839%-18.9-31.75
SUI2250%+7.3+9.53
OP2236%-26.6-35.13
APT2236%-39.1-51.48
BNB2050%-2.8-3.32
LINK2030%-20.0-24.00
AVAX2050%-4.7-5.62
ARB1867%+23.2+25.12

Recent bounces (last 20 of 4)

timesymsidereason
06-27 11:58OPBuycircuit_breaker
06-27 11:22ARBBuycircuit_breaker
06-27 09:42ATOMBuystale_intent
06-27 09:30SUIBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems