283
closed trades
37%
win rate
-429.20
total pnl ($)
0.577
weight
7d window — n=37 wr=35% pnl=-82.88
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 01:50:49 (26.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
cross_asset_basis_div_siblings
n: 343
· wr: 41.1%
· total_bps: -3931.8
· mean_bps: -11.46
· sharpe: -0.13
· max_dd_bps: -5310.1
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 |
|---|---|---|---|---|---|
| 06-30 00:31 | ADA | Buy | 0.147527→0.144711 | -10.00 | stop_loss |
| 06-29 19:33 | ADA | Buy | 0.145126→0.147663 | +8.24 | timeout |
| 06-29 17:31 | ADA | Buy | 0.144026→0.148623 | +15.49 | take_profit |
| 06-29 13:04 | ADA | Buy | 0.143566→0.145354 | +5.74 | timeout |
| 06-29 09:46 | ADA | Buy | 0.143776→0.144794 | +3.06 | timeout |
| 06-29 03:06 | BTC | Buy | 59491→59981 | +3.66 | timeout |
| 06-28 23:43 | BTC | Buy | 59940→59719 | -2.30 | timeout |
| 06-28 17:41 | BTC | Buy | 60324→59460 | -7.60 | timeout |
| 06-28 14:07 | ADA | Buy | 0.144126→0.144364 | +0.41 | timeout |
| 06-28 07:17 | BTC | Buy | 59995→60115 | +0.56 | timeout |
| 06-28 04:04 | ADA | Buy | 0.145386→0.145054 | -1.56 | timeout |
| 06-27 19:30 | ADA | Buy | 0.147867→0.145041 | -9.90 | stop_loss |
| 06-27 18:52 | ADA | Buy | 0.147147→0.146553 | -2.31 | timeout |
| 06-27 12:50 | BTC | Buy | 60291→60306 | -0.34 | timeout |
| 06-27 09:47 | ADA | Buy | 0.148287→0.146893 | -5.18 | timeout |
| 06-27 03:07 | ADA | Buy | 0.147367→0.148253 | +2.53 | timeout |
| 06-27 00:16 | ADA | Buy | 0.148487→0.148583 | -0.17 | timeout |
| 06-26 13:19 | ADA | Buy | 0.144176→0.141394 | -10.11 | stop_loss |
| 06-26 13:18 | ADA | Buy | 0.144676→0.141914 | -10.02 | stop_loss |
| 06-26 06:44 | ADA | Buy | 0.140455→0.144894 | +15.36 | take_profit |
| 06-26 02:21 | BTC | Buy | 59456→58346.9 | -9.77 | stop_loss |
| 06-26 02:05 | BTC | Buy | 59552→59349 | -2.15 | timeout |
| 06-25 15:03 | BTC | Buy | 60213→59093.5 | -9.74 | stop_loss |
| 06-25 13:44 | BTC | Buy | 61228.1→60086.9 | -9.77 | stop_loss |
| 06-25 11:49 | ADA | Buy | 0.149967→0.14712 | -9.95 | stop_loss |
| 06-25 10:14 | ADA | Buy | 0.147247→0.148833 | +4.96 | timeout |
| 06-25 04:10 | BTC | Buy | 60792→60818 | -0.23 | timeout |
| 06-25 01:06 | BTC | Buy | 59812→60757 | +7.45 | timeout |
| 06-24 16:47 | BTC | Buy | 61111.1→59969 | -9.77 | stop_loss |
| 06-24 15:33 | ADA | Buy | 0.146767→0.143902 | -10.21 | stop_loss |
| 06-24 10:10 | ADA | Buy | 0.150308→0.147429 | -10.00 | stop_loss |
| 06-24 10:10 | ADA | Buy | 0.151398→0.148399 | -10.30 | stop_loss |
| 06-24 04:21 | ADA | Buy | 0.153948→0.150937 | -10.25 | stop_loss |
| 06-24 03:32 | ADA | Buy | 0.150007→0.152202 | +6.81 | timeout |
| 06-24 00:25 | BTC | Buy | 62567.1→62823.9 | +1.61 | timeout |
| 06-23 18:13 | BTC | Buy | 62426.1→62338.9 | -1.15 | timeout |
| 06-23 15:11 | BTC | Buy | 62995.1→62294.9 | -5.99 | timeout |
| 06-23 06:20 | BTC | Buy | 64048.2→62845.4 | -9.84 | stop_loss |
| 06-23 06:08 | ADA | Buy | 0.15922→0.156183 | -9.96 | stop_loss |
| 06-23 03:10 | ADA | Buy | 0.157599→0.15872 | +3.19 | timeout |
| 06-22 23:56 | ADA | Buy | 0.15911→0.15843 | -2.41 | timeout |
| 06-22 15:49 | ADA | Buy | 0.16172→0.158641 | -9.96 | stop_loss |
| 06-22 14:19 | ADA | Buy | 0.15979→0.16136 | +4.43 | timeout |
| 06-22 10:59 | BTC | Buy | 64228.2→64112.8 | -1.38 | timeout |
| 06-22 01:26 | ADA | Buy | 0.157259→0.162279 | +15.50 | take_profit |
| 06-21 22:37 | BTC | Buy | 64032.2→63598.8 | -3.83 | timeout |
| 06-21 22:30 | ADA | Buy | 0.16136→0.158191 | -10.26 | stop_loss |
| 06-21 16:21 | BTC | Buy | 64031.2→64154.8 | +0.51 | timeout |
| 06-21 13:18 | BTC | Buy | 64209.2→64128.8 | -1.05 | timeout |
| 06-21 05:14 | ADA | Buy | 0.163311→0.16014 | -10.15 | stop_loss |
| 06-21 03:50 | ADA | Buy | 0.16133→0.162439 | +2.98 | timeout |
| 06-20 21:31 | BTC | Buy | 63360.2→63913.8 | +3.92 | timeout |
| 06-20 18:31 | BTC | Buy | 63649.2→63827.8 | +0.95 | timeout |
| 06-20 12:16 | BTC | Buy | 63396.2→63699.8 | +1.93 | timeout |
| 06-20 09:03 | BTC | Buy | 63491.2→63431.8 | -0.96 | timeout |
| 06-20 03:00 | ADA | Buy | 0.16121→0.16195 | +1.79 | timeout |
| 06-19 23:58 | ADA | Buy | 0.16162→0.162089 | +0.95 | timeout |
| 06-19 14:45 | ADA | Buy | 0.16035→0.162209 | +5.39 | timeout |
| 06-19 12:58 | ADA | Buy | 0.15986→0.16035 | +1.15 | timeout |
| 06-19 03:54 | BTC | Buy | 62954.1→62731.9 | -2.19 | timeout |
| 06-19 03:16 | ADA | Buy | 0.164451→0.161329 | -9.94 | stop_loss |
| 06-19 00:42 | ADA | Buy | 0.16073→0.163929 | +9.55 | timeout |
| 06-18 15:40 | BTC | Buy | 63937.2→62748.5 | -9.74 | stop_loss |
| 06-18 15:31 | BTC | Buy | 64255.2→63256.8 | -8.21 | timeout |
| 06-18 06:10 | BTC | Buy | 64167.2→63882.8 | -2.67 | timeout |
| 06-18 05:03 | ADA | Buy | 0.167842→0.164646 | -9.93 | stop_loss |
| 06-17 19:43 | ADA | Buy | 0.168282→0.165026 | -10.17 | stop_loss |
| 06-17 19:20 | ADA | Buy | 0.169772→0.166545 | -9.96 | stop_loss |
| 06-17 17:32 | ADA | Buy | 0.168802→0.171597 | +7.78 | timeout |
| 06-17 08:15 | ADA | Buy | 0.173133→0.169843 | -9.98 | stop_loss |
| 06-17 07:59 | BTC | Buy | 65636.3→65533.7 | -1.23 | timeout |
| 06-17 01:35 | ADA | Buy | 0.173283→0.171357 | -5.99 | timeout |
| 06-16 22:20 | BTC | Buy | 65735.3→65826.7 | +0.21 | timeout |
| 06-16 16:02 | BTC | Buy | 66382.3→65888.7 | -4.16 | timeout |
| 06-16 12:51 | ADA | Buy | 0.175684→0.179385 | +10.08 | timeout |
| 06-16 06:29 | ADA | Buy | 0.177714→0.177256 | -1.72 | timeout |
| 06-16 03:21 | BTC | Buy | 66437.3→65609.7 | -6.68 | timeout |
| 06-15 21:13 | BTC | Buy | 66636.3→66442.7 | -1.92 | timeout |
| 06-15 18:08 | BTC | Buy | 65662.3→66800.7 | +8.18 | timeout |
| 06-15 12:35 | ADA | Buy | 0.180935→0.186853 | +15.89 | take_profit |
| 06-15 08:09 | BTC | Buy | 65745.3→65673.7 | -1.00 | timeout |
| 06-15 05:04 | BTC | Buy | 64000.2→65585.7 | +11.93 | timeout |
| 06-14 23:55 | BTC | Buy | 63707.2→65742.7 | +15.53 | take_profit |
| 06-14 19:51 | BTC | Buy | 64601.2→63746.8 | -7.08 | timeout |
| 06-14 16:30 | BTC | Buy | 64439.2→64117.8 | -2.96 | timeout |
| 06-14 10:21 | BTC | Buy | 64558.2→64542.8 | -0.58 | timeout |
| 06-14 07:04 | ADA | Buy | 0.171633→0.171127 | -1.91 | timeout |
| 06-14 00:46 | ADA | Buy | 0.173913→0.171767 | -6.67 | timeout |
| 06-13 21:39 | ADA | Buy | 0.173743→0.171897 | -5.72 | timeout |
| 06-13 15:19 | BTC | Buy | 63679.2→64237.8 | +3.93 | timeout |
| 06-13 11:29 | ADA | Buy | 0.170243→0.173597 | +9.38 | timeout |
| 06-13 05:15 | ADA | Buy | 0.170243→0.170067 | -0.95 | timeout |
| 06-13 02:15 | ADA | Buy | 0.170633→0.172517 | +5.02 | timeout |
| 06-12 17:06 | ADA | Buy | 0.168892→0.174246 | +15.38 | take_profit |
| 06-12 16:01 | ADA | Buy | 0.169222→0.170727 | +4.13 | timeout |
| 06-12 14:15 | ADA | Buy | 0.170193→0.169188 | -3.45 | timeout |
| 06-12 07:09 | ADA | Buy | 0.170153→0.168908 | -4.16 | timeout |
| 06-12 04:03 | ADA | Buy | 0.169192→0.171587 | +6.58 | timeout |
| 06-11 18:00 | ADA | Buy | 0.165421→0.170637 | +15.27 | take_profit |
| 06-11 17:52 | ADA | Buy | 0.165071→0.170287 | +15.34 | take_profit |
Paper vs Live
Paper (trades.jsonl)
283
closed
37%
win rate
-429.20
total pnl ($)
-30.2 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ADA | 155 | 39% | -29.2 | -226.04 |
| BTC | 128 | 34% | -31.6 | -203.17 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||