309
closed trades
40%
win rate
-526.53
total pnl ($)
0.628
weight
7d window — n=50 wr=40% pnl=-96.65
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 00:48:03 (24.1d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_cross_asset_basis_div_siblings
n: 343
· wr: 47.2%
· total_bps: -5441.1
· mean_bps: -15.86
· sharpe: -0.13
· max_dd_bps: -8444.8
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 21:44 | LINK | Buy | 7.39235→7.30327 | -6.51 | timeout |
| 06-27 19:37 | LINK | Buy | 7.43986→7.29732 | -10.03 | stop_loss |
| 06-27 18:46 | BTC | Buy | 60395→60514 | +0.54 | timeout |
| 06-27 15:44 | BTC | Buy | 60439→60766 | +2.26 | timeout |
| 06-27 12:44 | LINK | Buy | 7.37654→7.35806 | -1.71 | timeout |
| 06-27 09:35 | LINK | Buy | 7.35804→7.35616 | -0.56 | timeout |
| 06-27 06:20 | BTC | Buy | 59948→60143 | +1.18 | timeout |
| 06-27 01:23 | LINK | Buy | 7.36624→7.34986 | -1.54 | timeout |
| 06-26 22:29 | BTC | Buy | 60127→59884 | -2.49 | timeout |
| 06-26 16:00 | LINK | Buy | 7.15759→7.38325 | +15.31 | take_profit |
| 06-26 13:19 | BTC | Buy | 59787→58667.7 | -9.82 | stop_loss |
| 06-26 07:15 | BTC | Buy | 58652.9→60524 | +15.50 | take_profit |
| 06-26 02:12 | LINK | Buy | 7.23891→7.09448 | -10.48 | stop_loss |
| 06-26 02:12 | LINK | Buy | 7.25541→7.11756 | -9.97 | stop_loss |
| 06-25 23:17 | BTC | Buy | 58934.9→59944 | +8.10 | timeout |
| 06-25 13:44 | BTC | Buy | 61186.1→60042 | -9.80 | stop_loss |
| 06-25 13:40 | BTC | Buy | 61745.1→60595.7 | -9.75 | stop_loss |
| 06-25 12:28 | LINK | Buy | 7.52538→7.38226 | -9.93 | stop_loss |
| 06-25 10:29 | BTC | Buy | 60903→61543.9 | +4.81 | timeout |
| 06-25 07:24 | BTC | Buy | 60977→61800.9 | +6.32 | timeout |
| 06-25 04:10 | BTC | Buy | 60679→60811 | +0.64 | timeout |
| 06-25 01:08 | BTC | Buy | 59811→60734 | +7.26 | timeout |
| 06-24 16:46 | LINK | Buy | 7.48887→7.34629 | -9.97 | stop_loss |
| 06-24 14:02 | LINK | Buy | 7.5838→7.43972 | -9.97 | stop_loss |
| 06-24 13:43 | BTC | Buy | 62649.1→61483.2 | -9.76 | stop_loss |
| 06-24 11:53 | LINK | Buy | 7.5866→7.64019 | +3.05 | timeout |
| 06-24 08:48 | BTC | Buy | 62937.1→62745.9 | -2.00 | timeout |
| 06-24 05:43 | LINK | Buy | 7.6077→7.65309 | +2.55 | timeout |
| 06-24 02:06 | BTC | Buy | 62354.1→62813.9 | +3.22 | timeout |
| 06-23 23:00 | BTC | Buy | 62419.1→62529.9 | +0.44 | timeout |
| 06-23 19:42 | LINK | Buy | 7.6145→7.56371 | -3.72 | timeout |
| 06-23 16:35 | LINK | Buy | 7.54339→7.6063 | +3.70 | timeout |
| 06-23 06:21 | LINK | Buy | 7.82436→7.66875 | -10.40 | stop_loss |
| 06-23 06:20 | LINK | Buy | 7.85936→7.70662 | -10.18 | stop_loss |
| 06-23 06:20 | BTC | Buy | 64083.2→62891.4 | -9.76 | stop_loss |
| 06-23 03:20 | LINK | Buy | 7.91838→7.87703 | -3.06 | timeout |
| 06-22 22:28 | LINK | Buy | 7.986→7.83132 | -10.15 | stop_loss |
| 06-22 20:26 | BTC | Buy | 64934.2→64378.8 | -4.74 | timeout |
| 06-22 17:21 | BTC | Buy | 64123.2→64586.8 | +3.16 | timeout |
| 06-22 14:04 | BTC | Buy | 64155.2→65388.7 | +9.11 | timeout |
| 06-22 10:14 | BTC | Buy | 64520.2→64203.8 | -2.93 | timeout |
| 06-22 07:11 | LINK | Buy | 7.81225→7.95491 | +8.69 | timeout |
| 06-22 04:06 | BTC | Buy | 64213.2→63901.8 | -2.89 | timeout |
| 06-21 21:25 | BTC | Buy | 64135.2→63608.8 | -4.55 | timeout |
| 06-21 21:09 | LINK | Buy | 7.94529→7.79445 | -9.97 | stop_loss |
| 06-21 18:24 | BTC | Buy | 64358.2→63981.8 | -3.35 | timeout |
| 06-21 15:21 | LINK | Buy | 7.93998→7.96371 | +0.99 | timeout |
| 06-21 11:30 | BTC | Buy | 64362.2→64324.8 | -0.73 | timeout |
| 06-21 08:29 | LINK | Buy | 7.97229→7.92542 | -3.43 | timeout |
| 06-21 05:04 | LINK | Buy | 7.90808→7.92602 | +0.67 | timeout |
| 06-21 01:57 | LINK | Buy | 7.90408→7.95831 | +2.94 | timeout |
| 06-20 22:53 | LINK | Buy | 7.93978→7.9953 | +3.03 | timeout |
| 06-20 19:49 | LINK | Buy | 7.94839→7.89433 | -3.83 | timeout |
| 06-20 16:37 | BTC | Buy | 63448.2→63895.8 | +3.05 | timeout |
| 06-20 13:10 | LINK | Buy | 7.9953→7.92942 | -4.56 | timeout |
| 06-20 09:51 | BTC | Buy | 63544.2→63648.8 | +0.34 | timeout |
| 06-20 06:44 | BTC | Buy | 63284.2→63734.8 | +3.11 | timeout |
| 06-20 03:42 | LINK | Buy | 7.86557→7.89123 | +1.19 | timeout |
| 06-20 00:34 | LINK | Buy | 7.91938→7.92792 | +0.04 | timeout |
| 06-19 21:33 | BTC | Buy | 62775.1→63115.8 | +2.25 | timeout |
| 06-19 18:03 | LINK | Buy | 7.82686→7.90322 | +4.42 | timeout |
| 06-19 14:35 | BTC | Buy | 62764.1→63238.8 | +3.36 | timeout |
| 06-19 11:33 | LINK | Buy | 7.89327→7.82304 | -4.88 | timeout |
| 06-19 08:18 | BTC | Buy | 62849.1→62582.9 | -2.52 | timeout |
| 06-19 04:34 | LINK | Buy | 7.96089→7.80924 | -9.97 | stop_loss |
| 06-19 02:11 | BTC | Buy | 62694.1→63019.8 | +2.18 | timeout |
| 06-18 15:51 | BTC | Buy | 63690.2→62505.6 | -9.75 | stop_loss |
| 06-18 15:40 | BTC | Buy | 63912.2→62720.5 | -9.77 | stop_loss |
| 06-18 15:36 | LINK | Buy | 8.04731→7.89308 | -9.99 | stop_loss |
| 06-18 12:06 | BTC | Buy | 64208.2→63928.8 | -2.65 | timeout |
| 06-18 04:08 | LINK | Buy | 8.13093→7.97601 | -9.98 | stop_loss |
| 06-18 04:05 | BTC | Buy | 64427.2→64167.8 | -2.47 | timeout |
| 06-17 19:50 | BTC | Buy | 65201.3→63964.8 | -9.94 | stop_loss |
| 06-17 18:22 | LINK | Buy | 8.19895→8.20425 | -0.18 | timeout |
| 06-17 18:05 | BTC | Buy | 65893.3→64664.4 | -9.78 | stop_loss |
| 06-17 14:57 | BTC | Buy | 65583.3→65131.7 | -3.89 | timeout |
| 06-17 11:05 | BTC | Buy | 65751.3→64527.5 | -9.78 | stop_loss |
| 06-17 07:52 | BTC | Buy | 65634.3→65436.7 | -1.96 | timeout |
| 06-17 04:35 | LINK | Buy | 8.27947→8.35511 | +4.07 | timeout |
| 06-17 01:26 | LINK | Buy | 8.19365→8.26983 | +4.15 | timeout |
| 06-16 19:10 | BTC | Buy | 66460.3→65735.7 | -5.93 | timeout |
| 06-16 16:08 | BTC | Buy | 66342.3→65809.7 | -4.46 | timeout |
| 06-16 14:33 | LINK | Buy | 8.23706→8.07964 | -10.01 | stop_loss |
| 06-16 12:33 | LINK | Buy | 8.18335→8.44109 | +15.28 | take_profit |
| 06-16 08:55 | LINK | Buy | 8.29237→8.4138 | +6.82 | timeout |
| 06-16 02:27 | LINK | Buy | 8.35809→8.19755 | -10.05 | stop_loss |
| 06-15 22:32 | BTC | Buy | 66478.3→66093.7 | -3.36 | timeout |
| 06-15 21:31 | LINK | Buy | 8.49552→8.33305 | -10.04 | stop_loss |
| 06-15 19:32 | BTC | Buy | 66165.3→66575.7 | +2.62 | timeout |
| 06-15 16:18 | BTC | Buy | 65692.3→67106.6 | +10.32 | timeout |
| 06-15 13:09 | BTC | Buy | 65624.3→66659.7 | +7.45 | timeout |
| 06-15 10:08 | BTC | Buy | 65583.3→65654.7 | +0.10 | timeout |
| 06-15 07:06 | BTC | Buy | 65253.3→65753.7 | +3.38 | timeout |
| 06-15 00:46 | BTC | Buy | 64110.2→65487.7 | +10.29 | timeout |
| 06-14 21:40 | LINK | Buy | 7.81995→8.06618 | +15.30 | take_profit |
| 06-14 21:38 | BTC | Buy | 64273.2→64896.8 | +4.39 | timeout |
| 06-14 18:11 | BTC | Buy | 64543.2→63688.8 | -7.10 | timeout |
| 06-14 14:27 | LINK | Buy | 7.93348→7.85694 | -5.29 | timeout |
| 06-14 11:27 | LINK | Buy | 7.97229→7.91432 | -4.08 | timeout |
| 06-14 07:48 | LINK | Buy | 7.96469→7.89563 | -4.77 | timeout |
Paper vs Live
Paper (trades.jsonl)
309
closed
40%
win rate
-526.53
total pnl ($)
-33.9 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| LINK | 161 | 35% | -49.6 | -400.54 |
| BTC | 148 | 45% | -16.8 | -125.99 |
Recent bounces (last 20 of 2)
| time | sym | side | reason |
|---|---|---|---|
| 06-28 02:16 | BTC | Buy | circuit_breaker |
| 06-27 23:06 | LINK | Buy | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||