22
closed trades
14%
win rate
-176.26
total pnl ($)
1.301
weight
7d window — n=2 wr=50% pnl=+10.79
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 01:51:39 (19.0d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
alt_relative_value_v2
n: 9
· wr: 11.1%
· total_bps: -1599.6
· mean_bps: -177.73
· sharpe: -0.76
· max_dd_bps: -1599.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 22 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-22 22:38 | ARB | Buy | 0.0845011→0.0823682 | -12.96 | stop_loss |
| 06-22 13:46 | ARB | Buy | 0.0827707→0.0867083 | +23.76 | take_profit |
| 06-15 10:54 | ARB | Buy | 0.0834609→0.0874281 | +23.26 | take_profit |
| 06-10 20:51 | ARB | Buy | 0.0784896→0.0764826 | -13.13 | stop_loss |
| 06-10 20:50 | ARB | Buy | 0.0794899→0.0775018 | -12.84 | stop_loss |
| 06-09 00:36 | ARB | Buy | 0.0826207→0.0805396 | -12.53 | stop_loss |
| 06-05 16:11 | ARB | Buy | 0.0818104→0.0797502 | -13.05 | stop_loss |
| 06-05 12:02 | ARB | Buy | 0.0830007→0.0808593 | -13.33 | stop_loss |
| 06-05 03:02 | ARB | Buy | 0.0877919→0.0855458 | -13.23 | stop_loss |
| 06-04 03:43 | ARB | Buy | 0.088102→0.0923169 | +23.47 | take_profit |
| 06-04 01:16 | ARB | Buy | 0.0935734→0.0912315 | -12.97 | stop_loss |
| 06-02 14:22 | ARB | Buy | 0.0980445→0.0955783 | -12.98 | stop_loss |
| 06-02 10:02 | ARB | Buy | 0.0993148→0.0968173 | -13.02 | stop_loss |
| 05-31 16:33 | ARB | Buy | 0.102626→0.100045 | -13.35 | stop_loss |
| 05-28 01:28 | ARB | Buy | 0.107777→0.105051 | -12.77 | stop_loss |
| 05-28 01:27 | ARB | Buy | 0.108297→0.105521 | -12.79 | stop_loss |
| 05-24 11:28 | ARB | Buy | 0.109457→0.10674 | -12.88 | stop_loss |
| 05-22 18:45 | ARB | Buy | 0.112318→0.109518 | -12.76 | stop_loss |
| 05-20 19:06 | ARB | Buy | 0.113778→0.110957 | -12.79 | stop_loss |
| 05-20 01:29 | ARB | Buy | 0.115249→0.112356 | -13.21 | stop_loss |
| 05-20 01:29 | ARB | Buy | 0.115429→0.112516 | -13.33 | stop_loss |
| 05-16 07:13 | ARB | Buy | 0.122811→0.11977 | -12.82 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
22
closed
14%
win rate
-176.26
total pnl ($)
-161.6 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 | 22 | 14% | -161.6 | -176.26 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||