vix_spike_negative_basis_long

not live
18
closed trades
56%
win rate
+8.27
total pnl ($)
1.137
weight
7d window — n=2 wr=50% pnl=-7.99  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 05:22:17 (33.7d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: ut
n: 4  ·  wr: 75.0%  ·  total_bps: +428.7  ·  mean_bps: +107.18  ·  sharpe: +0.74  ·  max_dd_bps: -127.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 18 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-18 15:28BTCBuy64304.2→63326.8-8.03timeout
06-18 08:57BTCBuy64303.2→64368.8+0.04timeout
06-12 05:52BTCBuy63530.2→63333.8-2.02timeout
06-11 23:01BTCBuy63048.2→63406.8+2.33timeout
06-11 16:48BTCBuy62701.1→62629.9-1.07timeout
06-11 05:36BTCBuy61769.1→62643.9+6.56timeout
06-10 21:57BTCBuy61362.1→61269.9-1.21timeout
06-10 03:48BTCBuy61265.1→62016.9+5.72timeout
06-08 17:50BTCBuy62494.1→63444.8+7.11timeout
06-08 11:43BTCBuy63225.2→63689.8+3.21timeout
06-08 05:37BTCBuy62295.1→62464.9+0.91timeout
06-07 18:43BTCBuy62179.1→62167.9-0.52timeout
06-07 12:31BTCBuy60930→61888.9+7.41timeout
06-06 21:50BTCBuy60947→60825-1.41timeout
06-06 04:27BTCBuy61387.1→59877.1-12.75stop_loss
06-06 04:08BTCBuy60154→60373+1.36timeout
05-16 01:25BTCBuy80104→79054-6.99timeout
05-04 22:33BTCBuy78883.9→80148+7.61timeout

Paper vs Live

Paper (trades.jsonl)
18
closed
56%
win rate
+8.27
total pnl ($)
+9.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1856%+9.3+8.27

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-04 22:33BTCBuy+7.61The market was in a low-volatility consolidation phase with neutral funding rates and stable order flow. The trade failed because the thesis required immediate directional momentum that never materialized before the position was forcibly closed due to a tim…