324
closed trades
46%
win rate
-404.46
total pnl ($)
0.431
weight
7d window — n=97 wr=47% pnl=-91.36
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-17 00:49:15 (36.7d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
restored_btc_dom_stable_alt_basis_mean_reversion
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 100 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-22 14:48 | DOGE | Buy | 0.0835179→0.083797 | +1.82 | timeout |
| 06-22 14:48 | SOL | Buy | 73.8521→73.4 | -5.30 | timeout |
| 06-22 14:48 | ETH | Buy | 1745.97→1751.02 | +1.45 | timeout |
| 06-22 14:47 | XRP | Buy | 1.13358→1.14131 | +4.46 | timeout |
| 06-22 11:49 | ETH | Sell | 1737.33→1769.86 | -14.67 | stop_loss |
| 06-22 07:29 | XRP | Sell | 1.14661→1.13738 | +5.39 | timeout |
| 06-22 06:19 | XRP | Buy | 1.13288→1.13342 | -0.33 | timeout |
| 06-22 06:18 | DOGE | Buy | 0.0827437→0.0832772 | +4.14 | timeout |
| 06-22 04:25 | XRP | Buy | 1.13308→1.13072 | -2.25 | timeout |
| 06-22 04:15 | DOGE | Buy | 0.0829117→0.0830132 | +0.26 | timeout |
| 06-22 01:26 | ETH | Sell | 1713.33→1745.45 | -14.71 | stop_loss |
| 06-21 23:46 | DOGE | Buy | 0.0833648→0.0822044 | -11.11 | timeout |
| 06-21 22:01 | SOL | Sell | 74.0189→72.9209 | +10.51 | timeout |
| 06-21 22:00 | XRP | Sell | 1.14731→1.13228 | +9.13 | timeout |
| 06-21 21:09 | XRP | Buy | 1.14289→1.12116 | -14.94 | stop_loss |
| 06-21 21:09 | SOL | Buy | 74.1201→72.7277 | -14.81 | stop_loss |
| 06-21 17:17 | XRP | Sell | 1.14561→1.14559 | -0.65 | timeout |
| 06-21 17:17 | DOGE | Sell | 0.0829623→0.0836039 | -6.50 | timeout |
| 06-21 16:10 | XRP | Sell | 1.15081→1.14669 | +2.06 | timeout |
| 06-21 14:33 | DOGE | Sell | 0.0831692→0.0833728 | -2.49 | timeout |
| 06-21 14:02 | DOGE | Buy | 0.0835249→0.0834401 | -1.47 | timeout |
| 06-21 09:18 | ETH | Buy | 1736.37→1725.23 | -5.46 | timeout |
| 06-21 09:18 | XRP | Buy | 1.14799→1.14461 | -2.93 | timeout |
| 06-21 09:17 | DOGE | Buy | 0.0835519→0.0830362 | -5.35 | timeout |
| 06-21 07:37 | SOL | Sell | 73.115→73.31 | -2.66 | timeout |
| 06-21 03:52 | DOGE | Sell | 0.0833951→0.0836729 | -3.20 | timeout |
| 06-21 02:19 | XRP | Buy | 1.14409→1.14841 | +2.17 | timeout |
| 06-21 01:32 | DOGE | Buy | 0.0832718→0.0834501 | +0.89 | timeout |
| 06-20 23:36 | ETH | Buy | 1721.17→1740.73 | +7.80 | timeout |
| 06-20 23:36 | XRP | Buy | 1.13968→1.15181 | +7.26 | timeout |
| 06-20 21:21 | XRP | Sell | 1.14951→1.14689 | +1.09 | timeout |
| 06-20 20:07 | DOGE | Sell | 0.0828423→0.0833238 | -5.00 | timeout |
| 06-20 17:04 | DOGE | Sell | 0.083904→0.0834128 | +3.73 | timeout |
| 06-20 17:03 | XRP | Sell | 1.14911→1.14769 | +0.31 | timeout |
| 06-20 16:20 | XRP | Sell | 1.15081→1.14739 | +1.61 | timeout |
| 06-20 15:02 | DOGE | Buy | 0.083983→0.0834991 | -5.02 | timeout |
| 06-20 12:50 | DOGE | Buy | 0.0842231→0.0837461 | -4.92 | timeout |
| 06-19 09:48 | SOL | Sell | 68.9687→68.3953 | +5.53 | timeout |
| 06-19 09:17 | SOL | Buy | 68.7643→68.3667 | -5.00 | timeout |
| 06-19 07:07 | XRP | Sell | 1.14981→1.12838 | +13.30 | timeout |
| 06-19 06:46 | ETH | Sell | 1715.83→1697.47 | +7.34 | timeout |
| 06-19 04:33 | DOGE | Buy | 0.0837129→0.0821034 | -15.11 | stop_loss |
| 06-19 03:14 | DOGE | Sell | 0.0831782→0.0833508 | -2.22 | timeout |
| 06-19 02:25 | XRP | Sell | 1.14991→1.14719 | +1.14 | timeout |
| 06-19 00:14 | XRP | Sell | 1.14141→1.14459 | -2.70 | timeout |
| 06-18 23:29 | DOGE | Buy | 0.0822576→0.0833342 | +9.11 | timeout |
| 06-18 23:16 | XRP | Sell | 1.14381→1.14309 | -0.16 | timeout |
| 06-18 20:01 | ETH | Sell | 1680.03→1711.53 | -14.73 | stop_loss |
| 06-18 20:01 | SOL | Sell | 68.3098→69.6102 | -14.94 | stop_loss |
| 06-18 15:57 | DOGE | Sell | 0.0845039→0.0818395 | +23.01 | take_profit |
| 06-18 15:53 | SOL | Sell | 70.9184→68.6643 | +23.21 | take_profit |
| 06-18 15:53 | ETH | Sell | 1744.23→1688.67 | +23.19 | take_profit |
| 06-18 15:44 | SOL | Sell | 71.2683→68.9953 | +23.30 | take_profit |
| 06-18 15:29 | XRP | Buy | 1.16879→1.14654 | -14.94 | stop_loss |
| 06-18 10:33 | ETH | Buy | 1735.37→1740.83 | +1.63 | timeout |
| 06-18 10:06 | DOGE | Buy | 0.0851303→0.0849738 | -2.01 | timeout |
| 06-18 10:06 | XRP | Buy | 1.17569→1.17491 | -1.19 | timeout |
| 06-18 08:15 | SOL | Sell | 72.2032→71.8318 | +3.16 | timeout |
| 06-18 08:15 | ETH | Sell | 1753.42→1749.17 | +1.20 | timeout |
| 06-18 00:16 | ETH | Sell | 1766.72→1755.68 | +4.03 | timeout |
| 06-17 22:03 | SOL | Sell | 73.278→70.9106 | +23.56 | take_profit |
| 06-17 20:26 | ETH | Buy | 1754.38→1740.33 | -6.68 | timeout |
| 06-17 19:45 | SOL | Buy | 72.6369→71.6243 | -11.19 | timeout |
| 06-17 19:29 | SOL | Buy | 73.475→72.0931 | -14.79 | stop_loss |
| 06-17 18:01 | SOL | Buy | 74.2771→72.8816 | -14.78 | stop_loss |
| 06-17 16:06 | ETH | Buy | 1769.78→1774.72 | +1.39 | timeout |
| 06-17 16:06 | SOL | Buy | 72.3919→73.8219 | +14.08 | timeout |
| 06-17 15:19 | ETH | Buy | 1771.28→1757.72 | -6.46 | timeout |
| 06-17 13:22 | DOGE | Sell | 0.0868913→0.0861685 | +5.56 | timeout |
| 06-17 11:05 | SOL | Buy | 73.068→71.6834 | -14.86 | stop_loss |
| 06-17 08:23 | ETH | Buy | 1804.88→1778.12 | -11.76 | timeout |
| 06-17 08:22 | DOGE | Buy | 0.0877509→0.0864524 | -11.80 | timeout |
| 06-17 08:20 | SOL | Buy | 74.0301→72.6348 | -14.78 | stop_loss |
| 06-17 06:30 | SOL | Sell | 73.405→73.3 | +0.39 | timeout |
| 06-17 06:17 | DOGE | Buy | 0.0871988→0.0873722 | +0.82 | timeout |
| 06-16 23:34 | ETH | Buy | 1783.78→1795.62 | +4.25 | timeout |
| 06-16 23:34 | SOL | Buy | 73.29→73.7489 | +4.01 | timeout |
| 06-16 20:50 | SOL | Buy | 72.9489→74.1039 | +11.19 | timeout |
| 06-16 19:29 | SOL | Sell | 74.0209→74.0101 | -0.57 | timeout |
| 06-16 17:48 | SOL | Sell | 74.4518→73.595 | +7.91 | timeout |
| 06-16 16:30 | DOGE | Sell | 0.0884379→0.0868977 | +12.44 | timeout |
| 06-16 16:01 | XRP | Sell | 1.23729→1.2115 | +14.96 | timeout |
| 06-16 14:16 | ETH | Buy | 1821.38→1787.23 | -14.75 | stop_loss |
| 06-16 12:31 | ETH | Sell | 1795.52→1829.2 | -14.73 | stop_loss |
| 06-16 11:12 | SOL | Buy | 73.597→74.5928 | +9.46 | timeout |
| 06-16 09:49 | SOL | Buy | 73.7541→74.8948 | +10.93 | timeout |
| 06-16 09:25 | ETH | Sell | 1775.62→1791.78 | -7.46 | timeout |
| 06-16 08:20 | DOGE | Sell | 0.0873092→0.087927 | -6.10 | timeout |
| 06-16 08:20 | XRP | Sell | 1.22139→1.23991 | -12.10 | timeout |
| 06-16 04:26 | DOGE | Buy | 0.088165→0.0871722 | -9.09 | timeout |
| 06-16 02:00 | DOGE | Buy | 0.0888212→0.0876921 | -10.20 | timeout |
| 06-15 22:16 | XRP | Buy | 1.26802→1.24899 | -11.97 | timeout |
| 06-15 21:32 | XRP | Buy | 1.27192→1.24776 | -14.93 | stop_loss |
| 06-15 21:29 | SOL | Buy | 75.8584→74.4326 | -14.79 | stop_loss |
| 06-15 20:59 | SOL | Buy | 73.7591→74.8298 | +10.20 | timeout |
| 06-15 19:20 | DOGE | Buy | 0.0902005→0.0884836 | -14.88 | stop_loss |
| 06-15 19:18 | ETH | Buy | 1805.38→1830.42 | +9.71 | timeout |
| 06-15 16:13 | SOL | Buy | 73.452→75.7886 | +23.19 | take_profit |
| 06-15 15:42 | XRP | Buy | 1.22771→1.26688 | +23.29 | take_profit |
| 06-15 13:24 | ETH | Buy | 1765.28→1821.42 | +23.17 | take_profit |
Paper vs Live
Paper (trades.jsonl)
324
closed
46%
win rate
-404.46
total pnl ($)
-16.7 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| SOL | 92 | 49% | -12.7 | -87.73 |
| ETH | 84 | 46% | -19.1 | -120.28 |
| XRP | 79 | 46% | -13.9 | -81.50 |
| DOGE | 69 | 43% | -22.2 | -114.94 |
Recent bounces (last 20 of 10)
| time | sym | side | reason |
|---|---|---|---|
| 06-22 13:02 | DOGE | Buy | stale_intent |
| 06-22 13:01 | DOGE | Buy | stale_intent |
| 06-22 09:03 | SOL | Buy | stale_intent |
| 06-22 09:03 | ETH | Buy | stale_intent |
| 06-22 09:03 | XRP | Buy | stale_intent |
| 06-22 01:51 | XRP | Sell | stale_intent |
| 06-22 01:50 | XRP | Sell | stale_intent |
| 06-21 23:33 | ETH | Sell | stale_intent |
| 06-21 22:41 | XRP | Buy | stale_intent |
| 06-21 22:36 | DOGE | Buy | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 17:02 | ETH | Buy | -0.21 | The market was in a neutral-to-slightly-bullish regime with low funding and moderate open interest. The thesis failed because the trade did not trigger an entry before the timeout, resulting in a negligible loss from the unfilled order. |
| 05-06 09:39 | ETH | Sell | -14.43 | The market was in a broad downtrend with ETH declining across all timeframes and negative funding, indicating persistent bearish pressure. The thesis failed because the stop-loss was triggered as the sell position continued to move against the prevailing be… |
| 05-04 21:15 | ETH | Sell | +0.69 | The market was exhibiting low volatility with minimal funding rates and stable price action across both ETH and BTC. The trade failed to execute because the thesis required a specific directional move that never materialized, resulting in a timeout exit. |
| 05-04 21:05 | ETH | Buy | -5.94 | The market was in a low-volatility consolidation phase with neutral funding rates and flat price action across both ETH and BTC. The trade failed because the thesis relied on immediate directional momentum that never materialized, resulting in a forced exit… |
| 05-04 20:04 | ETH | Buy | +6.12 | The market was in a neutral consolidation phase with ETH trading flat on the hour despite a slight weekly uptrend and low funding rates. The trade failed because the entry was never executed, resulting in a timeout close rather than capturing any potential … |
| 05-04 19:05 | ETH | Buy | +10.47 | The market was in a neutral consolidation phase with ETH trading flat on the hour while broader crypto assets faced minor selling pressure. The trade failed because the position was forcibly closed due to a timeout, preventing any profit from being realized… |
| 05-04 15:02 | ETH | Sell | -4.08 | The market exhibited a neutral regime with ETH trading flat on the hour and low funding rates, suggesting a lack of immediate directional momentum. The thesis failed because the anticipated volatility or trend did not materialize within the allotted time, r… |
| 05-04 14:55 | ETH | Sell | -14.65 | The market was in a strong uptrend with ETH gaining 3.28% over the past week and funding rates remaining positive. The short thesis failed because the price continued to rally, triggering the stop loss as the bearish view did not materialize. |
| 05-04 14:55 | ETH | Sell | -14.68 | The market was in a strong uptrend with ETH gaining 3.28% over the week and funding rates indicating bullish sentiment. The thesis failed because the price breached the stop-loss level, invalidating the bearish assumption in a regime dominated by sustained … |