6
closed trades
17%
win rate
-31.66
total pnl ($)
1.297
weight
7d window — n=2 wr=50% pnl=+7.49
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 04:46:18 (24.4d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
adv
n: 4
· wr: 0.0%
· total_bps: -900.4
· mean_bps: -225.11
· sharpe: -12.68
· max_dd_bps: -900.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 6 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-24 13:22 | ARB | Buy | 0.0786997→0.0767224 | -11.74 | stop_loss |
| 06-22 13:46 | ARB | Buy | 0.0831608→0.0867783 | +19.23 | take_profit |
| 06-19 04:51 | ARB | Buy | 0.0852613→0.0831276 | -11.63 | stop_loss |
| 06-10 16:46 | ARB | Buy | 0.0808302→0.0788109 | -11.64 | stop_loss |
| 06-09 00:10 | ARB | Buy | 0.0826407→0.0819095 | -4.22 | timeout |
| 05-31 14:18 | ARB | Buy | 0.102816→0.100245 | -11.66 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
6
closed
17%
win rate
-31.66
total pnl ($)
-118.1 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ARB | 6 | 17% | -118.1 | -31.66 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||