257
closed trades
39%
win rate
-436.78
total pnl ($)
1.280
weight
7d window — n=37 wr=57% pnl=+9.58
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 01:50:50 (23.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
cross_asset_basis_div_siblings
n: 342
· wr: 41.5%
· total_bps: -4435.2
· mean_bps: -12.97
· sharpe: -0.15
· max_dd_bps: -5203.0
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 |
|---|---|---|---|---|---|
| 06-27 04:46 | BTC | Buy | 59640→60322 | +5.27 | timeout |
| 06-26 22:28 | BTC | Buy | 60082→59884 | -2.11 | timeout |
| 06-26 18:57 | AVAX | Buy | 6.51393→6.38841 | -10.09 | stop_loss |
| 06-26 15:37 | AVAX | Buy | 6.12883→6.32252 | +15.33 | take_profit |
| 06-26 12:34 | BTC | Buy | 59897→59967 | +0.12 | timeout |
| 06-26 09:48 | AVAX | Buy | 6.30918→6.18916 | -9.96 | stop_loss |
| 06-26 02:16 | BTC | Buy | 59544→58431.8 | -9.79 | stop_loss |
| 06-26 00:47 | BTC | Buy | 59159→59731 | +4.39 | timeout |
| 06-25 22:03 | AVAX | Buy | 6.08062→6.24534 | +13.10 | timeout |
| 06-25 12:45 | BTC | Buy | 60949→61334.9 | +2.72 | timeout |
| 06-25 11:47 | AVAX | Buy | 6.52483→6.4008 | -9.97 | stop_loss |
| 06-25 05:14 | AVAX | Buy | 6.37589→6.57736 | +15.36 | take_profit |
| 06-25 01:57 | BTC | Buy | 59398→60924 | +12.40 | timeout |
| 06-24 16:51 | AVAX | Buy | 6.29887→6.17327 | -10.43 | stop_loss |
| 06-24 13:48 | AVAX | Buy | 6.4008→6.27799 | -10.05 | stop_loss |
| 06-24 13:12 | AVAX | Buy | 6.43411→6.30986 | -10.11 | stop_loss |
| 06-24 09:35 | BTC | Buy | 63043.2→62650.9 | -3.59 | timeout |
| 06-24 05:49 | BTC | Buy | 62619.1→62910.9 | +1.86 | timeout |
| 06-23 22:07 | AVAX | Buy | 6.27537→6.47688 | +15.58 | take_profit |
| 06-23 18:53 | BTC | Buy | 62246.1→62175.9 | -1.02 | timeout |
| 06-23 15:47 | BTC | Buy | 62914.1→62208.9 | -6.06 | timeout |
| 06-23 08:17 | BTC | Buy | 63645.2→62438.6 | -9.94 | stop_loss |
| 06-23 06:20 | BTC | Buy | 64106.2→62906.4 | -9.81 | stop_loss |
| 06-23 03:39 | AVAX | Buy | 6.25566→6.28593 | +2.01 | timeout |
| 06-22 22:28 | AVAX | Buy | 6.30218→6.18226 | -9.95 | stop_loss |
| 06-22 15:13 | BTC | Buy | 64201.2→65086.7 | +6.42 | timeout |
| 06-22 13:48 | AVAX | Buy | 6.25526→6.45229 | +15.30 | take_profit |
| 06-22 08:49 | AVAX | Buy | 6.18094→6.25044 | +5.14 | timeout |
| 06-22 05:53 | BTC | Buy | 63818.2→64151.8 | +2.16 | timeout |
| 06-21 23:52 | BTC | Buy | 64222.2→63333.8 | -7.42 | timeout |
| 06-21 20:32 | BTC | Buy | 63988.2→64056.8 | +0.08 | timeout |
| 06-21 14:09 | BTC | Buy | 64177.2→64044.8 | -1.46 | timeout |
| 06-21 11:03 | AVAX | Buy | 6.22616→6.30622 | +5.99 | timeout |
| 06-21 04:55 | BTC | Buy | 63900.2→64291.8 | +2.62 | timeout |
| 06-21 02:03 | BTC | Buy | 63885.2→64202.8 | +2.02 | timeout |
| 06-20 18:46 | BTC | Buy | 63595.2→63798.8 | +1.16 | timeout |
| 06-20 15:35 | BTC | Buy | 63708.2→64064.8 | +2.33 | timeout |
| 06-20 07:26 | AVAX | Buy | 5.92748→6.12597 | +16.31 | take_profit |
| 06-20 06:14 | BTC | Buy | 63060.2→63624.8 | +4.02 | timeout |
| 06-19 23:50 | BTC | Buy | 63194.2→63277.8 | +0.20 | timeout |
| 06-19 19:09 | AVAX | Buy | 5.83726→5.72331 | -10.21 | stop_loss |
| 06-19 17:59 | AVAX | Buy | 6.09012→5.97292 | -10.09 | stop_loss |
| 06-19 14:35 | BTC | Buy | 62765.1→63258.8 | +3.52 | timeout |
| 06-19 11:37 | BTC | Buy | 62677.1→62580.9 | -1.19 | timeout |
| 06-19 03:15 | AVAX | Buy | 6.31348→6.19015 | -10.19 | stop_loss |
| 06-19 02:01 | AVAX | Buy | 6.28517→6.29683 | +0.52 | timeout |
| 06-18 23:27 | BTC | Buy | 63371.2→62792.9 | -4.99 | timeout |
| 06-18 15:18 | BTC | Buy | 64395.2→63195.2 | -9.67 | stop_loss |
| 06-18 13:40 | AVAX | Buy | 6.59855→6.57826 | -1.96 | timeout |
| 06-18 04:45 | AVAX | Buy | 6.75959→6.62992 | -9.98 | stop_loss |
| 06-18 04:32 | AVAX | Buy | 6.75949→6.65484 | -8.10 | timeout |
| 06-17 19:42 | AVAX | Buy | 6.84881→6.71836 | -9.94 | stop_loss |
| 06-17 18:05 | BTC | Buy | 65954.3→64664.4 | -10.23 | stop_loss |
| 06-17 16:28 | AVAX | Buy | 6.7934→7.00825 | +15.34 | take_profit |
| 06-17 11:05 | BTC | Buy | 65812.3→64587.5 | -9.78 | stop_loss |
| 06-17 08:20 | AVAX | Buy | 6.96824→6.83417 | -10.08 | stop_loss |
| 06-17 02:56 | AVAX | Buy | 6.88232→6.97126 | +5.99 | timeout |
| 06-16 23:43 | AVAX | Buy | 6.7876→6.89048 | +7.10 | timeout |
| 06-16 14:33 | BTC | Buy | 66553.3→65302.1 | -9.86 | stop_loss |
| 06-16 14:31 | BTC | Buy | 66635.3→65396 | -9.77 | stop_loss |
| 06-16 10:42 | BTC | Buy | 65852.3→66559.7 | +4.90 | timeout |
| 06-16 07:13 | BTC | Buy | 66233.3→66340.7 | +0.37 | timeout |
| 06-16 00:33 | BTC | Buy | 67169.4→66327.7 | -6.71 | timeout |
| 06-15 21:23 | BTC | Buy | 66865.3→66506.7 | -3.15 | timeout |
| 06-15 13:16 | AVAX | Buy | 6.76979→6.98415 | +15.34 | take_profit |
| 06-15 11:27 | BTC | Buy | 65703.3→66274.7 | +3.90 | timeout |
| 06-15 05:03 | BTC | Buy | 64000.2→65591.7 | +11.98 | timeout |
| 06-14 23:55 | BTC | Buy | 63708.2→65741.7 | +15.51 | take_profit |
| 06-14 18:22 | AVAX | Buy | 6.50673→6.38311 | -9.91 | stop_loss |
| 06-14 14:30 | AVAX | Buy | 6.65596→6.528 | -10.03 | stop_loss |
| 06-14 13:28 | BTC | Buy | 64287.2→64290.8 | -0.42 | timeout |
| 06-14 07:00 | BTC | Buy | 64428.2→64257.8 | -1.77 | timeout |
| 06-14 03:58 | AVAX | Buy | 6.71148→6.71432 | -0.25 | timeout |
| 06-13 21:35 | BTC | Buy | 64199.2→64255.8 | -0.02 | timeout |
| 06-13 18:28 | BTC | Buy | 63757.2→64176.8 | +2.83 | timeout |
| 06-13 10:49 | BTC | Buy | 63572.2→63857.8 | +1.77 | timeout |
| 06-13 07:35 | AVAX | Buy | 6.54474→6.65834 | +8.25 | timeout |
| 06-13 01:25 | AVAX | Buy | 6.59995→6.59565 | -0.74 | timeout |
| 06-12 22:00 | BTC | Buy | 63249.2→63468.8 | +1.27 | timeout |
| 06-12 15:30 | BTC | Buy | 63003.2→64049.8 | +7.83 | timeout |
| 06-12 11:50 | BTC | Buy | 63467.2→63786.8 | +2.04 | timeout |
| 06-12 04:31 | AVAX | Buy | 6.61845→6.67033 | +3.47 | timeout |
| 06-12 01:29 | AVAX | Buy | 6.53403→6.60565 | +5.04 | timeout |
| 06-11 19:01 | BTC | Buy | 63048.2→63441.8 | +2.63 | timeout |
| 06-11 15:04 | BTC | Buy | 62651.1→62657.9 | -0.43 | timeout |
| 06-11 09:02 | AVAX | Buy | 6.45481→6.59635 | +10.46 | timeout |
| 06-11 05:43 | BTC | Buy | 61632.1→62671.9 | +7.94 | timeout |
| 06-10 21:10 | AVAX | Buy | 6.49142→6.36742 | -9.98 | stop_loss |
| 06-10 16:59 | AVAX | Buy | 6.46452→6.50027 | +2.38 | timeout |
| 06-10 16:21 | BTC | Buy | 61596.1→62250.9 | +4.86 | timeout |
| 06-10 00:53 | AVAX | Buy | 6.47492→6.65704 | +13.62 | timeout |
| 06-09 14:20 | AVAX | Buy | 6.71038→6.58066 | -10.11 | stop_loss |
| 06-09 14:11 | BTC | Buy | 63123.2→61943.9 | -9.79 | stop_loss |
| 06-09 12:04 | BTC | Buy | 62781.1→62787.9 | -0.38 | timeout |
| 06-09 00:31 | BTC | Buy | 63711.2→62525.6 | -9.76 | stop_loss |
| 06-09 00:20 | AVAX | Buy | 6.8054→6.67569 | -9.88 | stop_loss |
| 06-08 19:37 | BTC | Buy | 63785.2→63498.8 | -2.71 | timeout |
| 06-08 16:33 | BTC | Buy | 63102.2→63725.8 | +4.46 | timeout |
| 06-08 09:35 | BTC | Buy | 63063.2→63135.8 | +0.12 | timeout |
| 06-08 06:30 | BTC | Buy | 63000.1→63024.8 | -0.26 | timeout |
Paper vs Live
Paper (trades.jsonl)
257
closed
39%
win rate
-436.78
total pnl ($)
-33.9 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 129 | 39% | -29.8 | -193.40 |
| AVAX | 128 | 38% | -38.0 | -243.38 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||