303
closed trades
36%
win rate
-530.94
total pnl ($)
0.658
weight
7d window — n=44 wr=41% pnl=-95.20
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 01:50:50 (23.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
cross_asset_basis_div_siblings
n: 343
· wr: 41.4%
· total_bps: -3805.8
· mean_bps: -11.10
· sharpe: -0.13
· max_dd_bps: -4583.6
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 |
|---|---|---|---|---|---|
| 06-27 08:19 | BTC | Buy | 60064→60443 | +2.69 | timeout |
| 06-27 02:02 | BTC | Buy | 60016→59904 | -1.38 | timeout |
| 06-26 22:55 | BTC | Buy | 59403→60002 | +4.59 | timeout |
| 06-26 20:09 | BTC | Buy | 59444→59764 | +2.22 | timeout |
| 06-26 12:43 | ATOM | Buy | 1.6145→1.58031 | -11.05 | stop_loss |
| 06-26 12:42 | BTC | Buy | 60168→59047.5 | -9.77 | stop_loss |
| 06-26 07:28 | BTC | Buy | 58781.9→60657 | +15.51 | take_profit |
| 06-26 03:44 | BTC | Buy | 59266→59474 | +1.31 | timeout |
| 06-26 02:14 | BTC | Buy | 59727→58615.7 | -9.74 | stop_loss |
| 06-26 00:34 | ATOM | Buy | 1.6003→1.6083 | +2.00 | timeout |
| 06-25 15:56 | ATOM | Buy | 1.57799→1.62829 | +15.51 | take_profit |
| 06-25 13:42 | ATOM | Buy | 1.62671→1.5942 | -10.41 | stop_loss |
| 06-25 13:40 | BTC | Buy | 61736.1→60587.7 | -9.73 | stop_loss |
| 06-25 09:53 | ATOM | Buy | 1.63901→1.65479 | +4.49 | timeout |
| 06-25 06:35 | BTC | Buy | 60882→61676.9 | +6.07 | timeout |
| 06-25 02:57 | ATOM | Buy | 1.62471→1.63979 | +4.28 | timeout |
| 06-24 16:51 | ATOM | Buy | 1.63631→1.6031 | -10.59 | stop_loss |
| 06-24 16:51 | ATOM | Buy | 1.65001→1.61709 | -10.40 | stop_loss |
| 06-24 14:02 | BTC | Buy | 62343.1→61183.3 | -9.73 | stop_loss |
| 06-24 13:43 | BTC | Buy | 62632.1→61467.2 | -9.73 | stop_loss |
| 06-24 09:22 | ATOM | Buy | 1.70143→1.66905 | -9.95 | stop_loss |
| 06-24 06:03 | BTC | Buy | 62603.1→62785.9 | +0.99 | timeout |
| 06-24 04:11 | ATOM | Buy | 1.72333→1.68993 | -10.09 | stop_loss |
| 06-23 23:05 | BTC | Buy | 62457.1→62496.9 | -0.14 | timeout |
| 06-23 19:52 | BTC | Buy | 62452.1→62317.9 | -1.52 | timeout |
| 06-23 17:20 | BTC | Buy | 62425.1→62545.9 | +0.51 | timeout |
| 06-23 08:24 | ATOM | Buy | 1.76534→1.7314 | -10.06 | stop_loss |
| 06-23 06:21 | BTC | Buy | 63895.2→62705.5 | -9.71 | stop_loss |
| 06-23 05:04 | BTC | Buy | 64413.2→63661.8 | -6.29 | timeout |
| 06-23 01:58 | ATOM | Buy | 1.79965→1.79265 | -2.38 | timeout |
| 06-22 19:45 | ATOM | Buy | 1.82156→1.78696 | -9.94 | stop_loss |
| 06-22 17:43 | ATOM | Buy | 1.80375→1.79645 | -2.43 | timeout |
| 06-22 14:17 | ATOM | Buy | 1.80455→1.82054 | +3.93 | timeout |
| 06-22 11:12 | BTC | Buy | 64061.2→64243.8 | +0.93 | timeout |
| 06-22 04:19 | ATOM | Buy | 1.76754→1.79025 | +5.99 | timeout |
| 06-22 01:15 | BTC | Buy | 64164.2→63888.8 | -2.61 | timeout |
| 06-21 22:09 | BTC | Buy | 64044.2→63568.8 | -4.19 | timeout |
| 06-21 15:59 | BTC | Buy | 64163.2→64181.8 | -0.29 | timeout |
| 06-21 12:59 | BTC | Buy | 64255.2→64158.8 | -1.18 | timeout |
| 06-21 09:54 | ATOM | Buy | 1.79035→1.78255 | -2.59 | timeout |
| 06-21 02:46 | BTC | Buy | 63805.2→64208.8 | +2.71 | timeout |
| 06-20 23:32 | ATOM | Buy | 1.79195→1.80415 | +2.95 | timeout |
| 06-20 20:23 | ATOM | Buy | 1.78455→1.80075 | +4.05 | timeout |
| 06-20 13:24 | ATOM | Buy | 1.80225→1.76757 | -10.00 | stop_loss |
| 06-20 10:53 | BTC | Buy | 63356.2→63621.8 | +1.63 | timeout |
| 06-20 07:37 | ATOM | Buy | 1.80405→1.79795 | -2.08 | timeout |
| 06-20 04:23 | ATOM | Buy | 1.79515→1.79065 | -1.70 | timeout |
| 06-20 01:05 | BTC | Buy | 62897.1→63490.8 | +4.27 | timeout |
| 06-19 18:10 | ATOM | Buy | 1.80635→1.80945 | +0.50 | timeout |
| 06-19 16:56 | ATOM | Buy | 1.84086→1.80485 | -10.17 | stop_loss |
| 06-19 14:40 | BTC | Buy | 62730.1→63321.8 | +4.30 | timeout |
| 06-19 12:53 | ATOM | Buy | 1.79675→1.81795 | +5.47 | timeout |
| 06-19 06:30 | BTC | Buy | 62823.1→62845.9 | -0.25 | timeout |
| 06-19 03:24 | ATOM | Buy | 1.78405→1.80235 | +4.78 | timeout |
| 06-19 00:51 | ATOM | Buy | 1.79885→1.80795 | +2.14 | timeout |
| 06-18 15:53 | ATOM | Buy | 1.81915→1.78446 | -10.02 | stop_loss |
| 06-18 15:53 | ATOM | Buy | 1.82376→1.78856 | -10.11 | stop_loss |
| 06-18 15:18 | BTC | Buy | 64388.2→63190.2 | -9.65 | stop_loss |
| 06-18 09:10 | BTC | Buy | 64742.2→64310.8 | -3.82 | timeout |
| 06-18 06:06 | BTC | Buy | 64110.2→63945.8 | -1.73 | timeout |
| 06-18 03:21 | BTC | Buy | 64754.2→64452.8 | -2.79 | timeout |
| 06-17 18:05 | BTC | Buy | 65882.3→64657.4 | -9.75 | stop_loss |
| 06-17 18:02 | ATOM | Buy | 1.96669→1.95371 | -3.68 | timeout |
| 06-17 15:11 | ATOM | Buy | 1.9882→1.97741 | -3.18 | timeout |
| 06-17 11:52 | ATOM | Buy | 1.9926→1.97791 | -4.14 | timeout |
| 06-17 08:29 | ATOM | Buy | 2.008→1.96732 | -10.50 | stop_loss |
| 06-17 05:20 | ATOM | Buy | 1.9934→1.9941 | -0.20 | timeout |
| 06-17 02:06 | BTC | Buy | 66113.3→65855.7 | -2.41 | timeout |
| 06-16 22:47 | BTC | Buy | 65641.3→65663.7 | -0.30 | timeout |
| 06-16 19:44 | ATOM | Buy | 1.9828→1.993 | +2.12 | timeout |
| 06-16 14:33 | BTC | Buy | 66543.3→65305.1 | -9.77 | stop_loss |
| 06-16 13:27 | ATOM | Buy | 1.95459→1.9896 | +8.59 | timeout |
| 06-16 10:13 | BTC | Buy | 66079.3→66503.7 | +2.74 | timeout |
| 06-16 07:06 | ATOM | Buy | 1.95789→1.97271 | +3.59 | timeout |
| 06-16 03:53 | ATOM | Buy | 1.95829→1.95201 | -1.95 | timeout |
| 06-16 00:40 | BTC | Buy | 67173.4→66403.7 | -6.18 | timeout |
| 06-15 18:09 | BTC | Buy | 65663.3→66771.7 | +7.96 | timeout |
| 06-15 15:17 | ATOM | Buy | 2.0167→1.97822 | -9.93 | stop_loss |
| 06-15 14:40 | BTC | Buy | 65787.3→66495.7 | +4.94 | timeout |
| 06-15 11:35 | BTC | Buy | 65712.3→66177.7 | +3.09 | timeout |
| 06-15 08:39 | BTC | Buy | 65527.3→65683.7 | +0.75 | timeout |
| 06-15 05:30 | ATOM | Buy | 2.0006→1.9896 | -3.19 | timeout |
| 06-14 23:28 | BTC | Buy | 63683.2→65715.7 | +15.51 | take_profit |
| 06-14 23:27 | BTC | Buy | 64062.2→65665.7 | +12.07 | timeout |
| 06-14 18:38 | ATOM | Buy | 1.93448→1.9966 | +15.70 | take_profit |
| 06-14 17:12 | BTC | Buy | 64419.2→63933.8 | -4.24 | timeout |
| 06-14 14:04 | ATOM | Buy | 1.94759→1.93032 | -4.92 | timeout |
| 06-14 10:57 | ATOM | Buy | 1.94939→1.93832 | -3.31 | timeout |
| 06-14 07:54 | BTC | Buy | 64393.2→64395.8 | -0.44 | timeout |
| 06-14 04:29 | ATOM | Buy | 1.95589→1.93842 | -4.89 | timeout |
| 06-14 01:21 | BTC | Buy | 64018.2→64631.8 | +4.35 | timeout |
| 06-13 22:15 | ATOM | Buy | 1.97179→1.95451 | -4.86 | timeout |
| 06-13 19:04 | BTC | Buy | 63834.2→64168.8 | +2.17 | timeout |
| 06-13 12:51 | ATOM | Buy | 2.007→1.9832 | -6.43 | timeout |
| 06-13 11:03 | BTC | Buy | 63668.2→63814.8 | +0.67 | timeout |
| 06-13 07:59 | ATOM | Buy | 1.97899→1.9849 | +0.99 | timeout |
| 06-13 01:35 | ATOM | Buy | 1.96609→2.0142 | +11.73 | timeout |
| 06-13 01:12 | ATOM | Buy | 1.95699→2.0195 | +15.49 | take_profit |
| 06-12 22:22 | ATOM | Buy | 1.94749→1.96201 | +3.24 | timeout |
| 06-12 12:14 | ATOM | Buy | 1.981→1.94334 | -9.93 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
303
closed
36%
win rate
-530.94
total pnl ($)
-35.2 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ATOM | 169 | 33% | -42.4 | -355.38 |
| BTC | 134 | 39% | -26.0 | -175.55 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||