xmr_perp_spot_basis_convergence

not live
9
closed trades
33%
win rate
+3.03
total pnl ($)
1.300
weight
7d window — n=4 wr=75% pnl=+12.67  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-22 13:52:37 (35.9d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: aum
n: 0  ·  wr: 0.0%  ·  total_bps: +0.0  ·  mean_bps: +0.00  ·  sharpe: +0.00  ·  max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 9 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 15:26BTCBuy58996.9→60296+10.55take_profit
06-26 07:44BTCBuy59468→60604+9.11timeout
06-25 21:19BTCBuy59470→59556+0.27timeout
06-25 13:39BTCBuy61455.1→60617.6-7.26stop_loss
06-20 09:09BTCBuy63678.2→63452.8-2.24timeout
06-17 23:35BTCBuy64458.2→64412.8-0.81timeout
06-15 19:47BTCBuy67035.4→66620.7-3.55timeout
06-12 18:52BTCBuy63845.2→63800.8-0.80timeout
06-08 16:01BTCSell63442.8→63673.2-2.24timeout

Paper vs Live

Paper (trades.jsonl)
9
closed
33%
win rate
+3.03
total pnl ($)
+6.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC933%+6.8+3.03

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems