15
closed trades
20%
win rate
-91.63
total pnl ($)
1.101
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 17:04:32 (18.7d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
eth_rv_compression_siblings
n: 9
· wr: 22.2%
· total_bps: -766.0
· mean_bps: -85.11
· sharpe: -0.36
· max_dd_bps: -766.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 15 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-15 07:18 | ARB | Buy | 0.0834609→0.0870982 | +21.19 | take_profit |
| 06-10 20:51 | ARB | Buy | 0.0785396→0.0765326 | -13.13 | stop_loss |
| 06-10 20:50 | ARB | Buy | 0.0794899→0.0775018 | -12.85 | stop_loss |
| 06-09 00:36 | ARB | Buy | 0.0826407→0.0805595 | -12.68 | stop_loss |
| 06-04 03:40 | ARB | Buy | 0.088162→0.091997 | +21.30 | take_profit |
| 06-02 14:22 | ARB | Buy | 0.0982846→0.0958081 | -12.99 | stop_loss |
| 06-02 10:02 | ARB | Buy | 0.0993148→0.0968173 | -13.02 | stop_loss |
| 06-01 08:29 | ARB | Buy | 0.102596→0.099975 | -13.64 | stop_loss |
| 05-28 01:28 | ARB | Buy | 0.107777→0.105051 | -12.75 | stop_loss |
| 05-26 13:14 | ARB | Buy | 0.108187→0.112922 | +21.35 | take_profit |
| 05-24 11:28 | ARB | Buy | 0.109457→0.10674 | -12.88 | stop_loss |
| 05-22 18:45 | ARB | Buy | 0.112328→0.109548 | -12.59 | stop_loss |
| 05-20 19:06 | ARB | Buy | 0.113768→0.110947 | -12.79 | stop_loss |
| 05-20 01:29 | ARB | Buy | 0.115239→0.112356 | -13.17 | stop_loss |
| 05-16 07:13 | ARB | Buy | 0.122901→0.11982 | -12.98 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
15
closed
20%
win rate
-91.63
total pnl ($)
-122.7 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 | 15 | 20% | -122.7 | -91.63 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||