250
closed trades
38%
win rate
-484.31
total pnl ($)
0.772
weight
7d window — n=34 wr=29% pnl=-73.12
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 01:50:50 (24.0d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
cross_asset_basis_div_siblings
n: 337
· wr: 39.5%
· total_bps: -6257.8
· mean_bps: -18.57
· sharpe: -0.23
· max_dd_bps: -6800.7
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 18:21 | BTC | Buy | 60452→60461 | -0.37 | timeout |
| 06-27 14:35 | DOGE | Buy | 0.0756999→0.07585 | +0.54 | timeout |
| 06-27 10:16 | DOGE | Buy | 0.0756929→0.0753412 | -2.77 | timeout |
| 06-27 06:30 | BTC | Buy | 59851→60188 | +2.37 | timeout |
| 06-26 22:31 | BTC | Buy | 59983→59847 | -1.60 | timeout |
| 06-26 18:53 | DOGE | Buy | 0.0736734→0.0751212 | +9.33 | timeout |
| 06-26 12:40 | BTC | Buy | 60265→59143.5 | -9.77 | stop_loss |
| 06-26 06:43 | DOGE | Buy | 0.0727582→0.0750512 | +15.29 | take_profit |
| 06-26 02:13 | BTC | Buy | 59826→58712.7 | -9.75 | stop_loss |
| 06-25 18:34 | DOGE | Buy | 0.0748767→0.0734419 | -10.03 | stop_loss |
| 06-25 13:45 | DOGE | Buy | 0.076031→0.074564 | -10.09 | stop_loss |
| 06-25 13:40 | BTC | Buy | 61633.1→60486.7 | -9.74 | stop_loss |
| 06-25 11:07 | BTC | Buy | 60753→61084.9 | +2.27 | timeout |
| 06-25 04:11 | DOGE | Buy | 0.0751738→0.075978 | +4.91 | timeout |
| 06-25 01:12 | DOGE | Buy | 0.0741325→0.076111 | +12.86 | timeout |
| 06-24 15:33 | DOGE | Buy | 0.0767972→0.0753255 | -10.03 | stop_loss |
| 06-24 13:43 | BTC | Buy | 62649.1→61483.2 | -9.76 | stop_loss |
| 06-24 12:32 | DOGE | Buy | 0.0788107→0.0788103 | -0.43 | timeout |
| 06-24 06:08 | BTC | Buy | 62695.1→62824.9 | +0.56 | timeout |
| 06-24 02:52 | DOGE | Buy | 0.0786197→0.0791702 | +3.07 | timeout |
| 06-23 18:58 | BTC | Buy | 62278.1→62230.9 | -0.84 | timeout |
| 06-23 15:55 | BTC | Buy | 62900.1→62352.9 | -4.85 | timeout |
| 06-23 06:08 | DOGE | Buy | 0.0820495→0.0804796 | -10.02 | stop_loss |
| 06-23 01:50 | BTC | Buy | 64509.2→63888.8 | -5.25 | timeout |
| 06-23 01:50 | DOGE | Buy | 0.0826437→0.0810742 | -9.94 | stop_loss |
| 06-22 16:35 | DOGE | Buy | 0.0848392→0.0832255 | -9.96 | stop_loss |
| 06-22 14:31 | BTC | Buy | 64043.2→64860.8 | +5.89 | timeout |
| 06-22 10:39 | DOGE | Buy | 0.0836149→0.0835791 | -0.65 | timeout |
| 06-22 04:00 | BTC | Buy | 64178.2→63890.8 | -2.71 | timeout |
| 06-22 00:51 | DOGE | Buy | 0.0833378→0.0828783 | -3.20 | timeout |
| 06-21 18:45 | BTC | Buy | 64321.2→64143.8 | -1.81 | timeout |
| 06-21 15:36 | BTC | Buy | 64193.2→64157.8 | -0.71 | timeout |
| 06-21 08:43 | DOGE | Buy | 0.0836029→0.0830382 | -3.84 | timeout |
| 06-21 05:43 | DOGE | Buy | 0.0835629→0.0832872 | -2.09 | timeout |
| 06-20 23:09 | BTC | Buy | 63873.2→64260.8 | +2.58 | timeout |
| 06-20 20:06 | BTC | Buy | 63706.2→63924.8 | +1.28 | timeout |
| 06-20 13:47 | BTC | Buy | 63568.2→63427.8 | -1.57 | timeout |
| 06-20 10:42 | BTC | Buy | 63349.2→63564.8 | +1.23 | timeout |
| 06-20 04:11 | BTC | Buy | 63041.2→63382.8 | +2.26 | timeout |
| 06-20 00:41 | DOGE | Buy | 0.0832028→0.0835851 | +1.85 | timeout |
| 06-19 14:35 | BTC | Buy | 62764.1→63238.8 | +3.36 | timeout |
| 06-19 14:04 | DOGE | Buy | 0.0827207→0.0832182 | +2.57 | timeout |
| 06-19 04:52 | DOGE | Buy | 0.0836209→0.0820334 | -9.95 | stop_loss |
| 06-19 04:06 | DOGE | Buy | 0.0831698→0.0824274 | -4.94 | timeout |
| 06-19 00:47 | DOGE | Buy | 0.0824976→0.0835651 | +6.00 | timeout |
| 06-18 15:17 | DOGE | Buy | 0.0847822→0.0831686 | -9.95 | stop_loss |
| 06-18 15:03 | DOGE | Buy | 0.0849472→0.0833235 | -9.98 | stop_loss |
| 06-18 08:27 | BTC | Buy | 64527.2→64542.8 | -0.34 | timeout |
| 06-18 05:13 | BTC | Buy | 64287.2→63856.8 | -3.81 | timeout |
| 06-17 19:20 | BTC | Buy | 65840.3→64615.4 | -9.75 | stop_loss |
| 06-17 19:02 | DOGE | Buy | 0.0858765→0.0871412 | +6.86 | timeout |
| 06-17 16:07 | BTC | Buy | 65450.3→65790.7 | +2.17 | timeout |
| 06-17 08:38 | DOGE | Buy | 0.0876919→0.0860244 | -9.99 | stop_loss |
| 06-17 06:36 | DOGE | Buy | 0.0873258→0.0869902 | -2.37 | timeout |
| 06-16 23:04 | DOGE | Buy | 0.0867087→0.0872642 | +2.70 | timeout |
| 06-16 20:00 | BTC | Buy | 66452.3→65601.7 | -6.88 | timeout |
| 06-16 13:21 | DOGE | Buy | 0.0870898→0.0877291 | +3.24 | timeout |
| 06-16 09:13 | BTC | Buy | 66263.3→66712.7 | +2.95 | timeout |
| 06-16 02:27 | DOGE | Buy | 0.0888072→0.0871206 | -9.94 | stop_loss |
| 06-15 22:31 | DOGE | Buy | 0.0896314→0.087919 | -9.96 | stop_loss |
| 06-15 19:44 | BTC | Buy | 66161.3→66675.7 | +3.41 | timeout |
| 06-15 13:31 | BTC | Buy | 65804.3→66695.7 | +6.33 | timeout |
| 06-15 10:15 | BTC | Buy | 65659.3→65719.7 | +0.01 | timeout |
| 06-15 03:18 | DOGE | Buy | 0.0865476→0.0890567 | +14.00 | timeout |
| 06-15 00:06 | DOGE | Buy | 0.0863636→0.0888638 | +13.97 | timeout |
| 06-14 14:52 | BTC | Buy | 64242.2→63865.8 | -3.38 | timeout |
| 06-14 14:35 | DOGE | Buy | 0.0873638→0.0856757 | -10.14 | stop_loss |
| 06-14 08:23 | BTC | Buy | 64436.2→64472.8 | -0.18 | timeout |
| 06-14 05:14 | BTC | Buy | 64234.2→64302.8 | +0.09 | timeout |
| 06-13 22:52 | DOGE | Buy | 0.0882851→0.087865 | -2.88 | timeout |
| 06-13 19:37 | DOGE | Buy | 0.087867→0.0876511 | -1.70 | timeout |
| 06-13 12:45 | BTC | Buy | 63597.2→63988.8 | +2.60 | timeout |
| 06-13 08:20 | DOGE | Buy | 0.0858565→0.0870362 | +6.44 | timeout |
| 06-13 00:00 | BTC | Buy | 63625.2→63562.8 | -0.92 | timeout |
| 06-12 23:02 | DOGE | Buy | 0.0876329→0.0859505 | -10.05 | stop_loss |
| 06-12 19:47 | BTC | Buy | 63805.2→63590.8 | -2.13 | timeout |
| 06-12 12:24 | BTC | Buy | 63696.2→63543.8 | -1.67 | timeout |
| 06-12 08:04 | BTC | Buy | 63563.2→63103.8 | -4.06 | timeout |
| 06-12 00:30 | DOGE | Buy | 0.0847712→0.0859785 | +6.62 | timeout |
| 06-11 21:24 | BTC | Buy | 62807.1→63479.8 | +4.86 | timeout |
| 06-11 13:52 | BTC | Buy | 62603.1→63033.8 | +2.95 | timeout |
| 06-11 10:12 | BTC | Buy | 62108.1→62892.9 | +5.82 | timeout |
| 06-11 03:55 | DOGE | Buy | 0.0823076→0.0849088 | +15.35 | take_profit |
| 06-10 21:58 | DOGE | Buy | 0.0833578→0.0817566 | -10.03 | stop_loss |
| 06-10 20:11 | BTC | Buy | 61129.1→61768.9 | +4.76 | timeout |
| 06-10 16:36 | BTC | Buy | 61413.1→62314.9 | +6.86 | timeout |
| 06-10 02:14 | BTC | Buy | 61723.1→62016.9 | +1.95 | timeout |
| 06-09 16:19 | DOGE | Buy | 0.0852133→0.0835873 | -9.99 | stop_loss |
| 06-09 16:06 | DOGE | Buy | 0.0853273→0.0836922 | -9.99 | stop_loss |
| 06-09 11:33 | BTC | Buy | 62707.1→62589.9 | -1.37 | timeout |
| 06-09 08:31 | DOGE | Buy | 0.0853273→0.0857426 | +1.95 | timeout |
| 06-09 00:31 | DOGE | Buy | 0.0868517→0.0852031 | -9.95 | stop_loss |
| 06-09 00:00 | DOGE | Buy | 0.0869767→0.0862984 | -4.38 | timeout |
| 06-08 17:39 | BTC | Buy | 63301.2→63408.8 | +0.37 | timeout |
| 06-08 14:15 | DOGE | Buy | 0.0850913→0.0863534 | +6.92 | timeout |
| 06-08 06:14 | BTC | Buy | 63103.2→62918.9 | -1.91 | timeout |
| 06-08 05:41 | DOGE | Buy | 0.0860315→0.0843837 | -10.03 | stop_loss |
| 06-07 22:15 | BTC | Buy | 61949.1→63925.8 | +15.51 | take_profit |
| 06-07 20:41 | DOGE | Buy | 0.0834269→0.083812 | +1.83 | timeout |
| 06-07 12:11 | DOGE | Buy | 0.0852303→0.0835983 | -10.04 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
250
closed
38%
win rate
-484.31
total pnl ($)
-38.6 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| DOGE | 130 | 39% | -50.9 | -331.40 |
| BTC | 120 | 38% | -25.3 | -152.91 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||