322
closed trades
40%
win rate
-340.37
total pnl ($)
0.250
weight
7d window — n=51 wr=31% pnl=-171.21
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 01:59:22 (24.4d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
cross_asset_basis_div_siblings
n: 344
· wr: 35.5%
· total_bps: -8196.0
· mean_bps: -23.83
· sharpe: -0.28
· max_dd_bps: -8196.0
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 |
|---|---|---|---|---|---|
| 06-28 11:01 | BTC | Buy | 60142→60146 | -0.43 | timeout |
| 06-28 10:42 | NEAR | Buy | 1.88767→1.85161 | -10.00 | stop_loss |
| 06-28 07:17 | BTC | Buy | 59995→60115 | +0.56 | timeout |
| 06-28 00:39 | BTC | Buy | 60744→60108 | -5.66 | timeout |
| 06-28 00:09 | NEAR | Buy | 1.87507→1.93422 | +15.33 | take_profit |
| 06-27 21:10 | BTC | Buy | 60401→60325 | -1.06 | timeout |
| 06-27 14:40 | NEAR | Buy | 1.80905→1.86633 | +15.39 | take_profit |
| 06-27 14:05 | NEAR | Buy | 1.79995→1.85664 | +15.28 | take_profit |
| 06-27 11:28 | NEAR | Buy | 1.82106→1.80085 | -5.99 | timeout |
| 06-27 08:24 | BTC | Buy | 60007→60437 | +3.12 | timeout |
| 06-27 04:50 | NEAR | Buy | 1.81075→1.80365 | -2.42 | timeout |
| 06-26 22:35 | NEAR | Buy | 1.79525→1.78255 | -4.04 | timeout |
| 06-26 21:05 | NEAR | Buy | 1.81975→1.78466 | -10.11 | stop_loss |
| 06-26 13:29 | NEAR | Buy | 1.79255→1.75848 | -9.96 | stop_loss |
| 06-26 11:21 | NEAR | Buy | 1.82106→1.78526 | -10.30 | stop_loss |
| 06-26 09:52 | BTC | Buy | 60654→59526.2 | -9.75 | stop_loss |
| 06-26 02:24 | BTC | Buy | 59410→58303.9 | -9.75 | stop_loss |
| 06-26 02:16 | BTC | Buy | 59644→58528.8 | -9.80 | stop_loss |
| 06-26 02:13 | BTC | Buy | 59841→58727.7 | -9.75 | stop_loss |
| 06-25 17:03 | NEAR | Buy | 1.86137→1.82593 | -9.98 | stop_loss |
| 06-25 13:44 | BTC | Buy | 61253.1→60111.9 | -9.76 | stop_loss |
| 06-25 11:41 | NEAR | Buy | 1.95329→1.91546 | -10.06 | stop_loss |
| 06-25 11:06 | NEAR | Buy | 1.96739→1.92975 | -9.81 | 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 01:06 | BTC | Buy | 59831→60761 | +7.32 | timeout |
| 06-24 15:56 | BTC | Buy | 61422.1→60271.8 | -9.81 | stop_loss |
| 06-24 13:45 | BTC | Buy | 62496.1→61334.2 | -9.75 | stop_loss |
| 06-24 13:43 | BTC | Buy | 62654.1→61489.2 | -9.75 | stop_loss |
| 06-24 12:27 | NEAR | Buy | 1.95609→1.97191 | +3.57 | timeout |
| 06-24 09:20 | BTC | Buy | 62779.1→62694.9 | -1.14 | timeout |
| 06-24 03:15 | NEAR | Buy | 1.9994→1.96143 | -9.93 | stop_loss |
| 06-24 03:10 | NEAR | Buy | 1.9867→1.97051 | -4.50 | timeout |
| 06-24 00:09 | NEAR | Buy | 1.9923→1.9925 | -0.41 | timeout |
| 06-23 18:07 | NEAR | Buy | 2.0001→1.96203 | -9.98 | stop_loss |
| 06-23 17:15 | NEAR | Buy | 1.9881→1.97061 | -4.86 | timeout |
| 06-23 08:27 | BTC | Buy | 63190.2→62013.9 | -9.75 | stop_loss |
| 06-23 06:20 | BTC | Buy | 64069.2→62873.4 | -9.79 | stop_loss |
| 06-23 01:36 | NEAR | Buy | 2.06732→2.02598 | -10.45 | stop_loss |
| 06-22 22:36 | NEAR | Buy | 2.12123→2.08074 | -10.02 | stop_loss |
| 06-22 22:35 | BTC | Buy | 65009.3→64073.8 | -7.64 | timeout |
| 06-22 22:28 | NEAR | Buy | 2.13883→2.09773 | -10.07 | stop_loss |
| 06-22 16:16 | BTC | Buy | 64283.2→64666.8 | +2.54 | timeout |
| 06-22 16:01 | NEAR | Buy | 2.15134→2.11042 | -9.99 | stop_loss |
| 06-22 12:21 | NEAR | Buy | 2.13763→2.16636 | +6.24 | timeout |
| 06-22 07:15 | NEAR | Buy | 2.12973→2.19715 | +15.38 | take_profit |
| 06-22 05:52 | NEAR | Buy | 2.12343→2.14966 | +5.73 | timeout |
| 06-21 23:33 | BTC | Buy | 64171.2→63338.8 | -6.93 | timeout |
| 06-21 20:48 | NEAR | Buy | 2.17894→2.1375 | -9.96 | stop_loss |
| 06-21 20:24 | BTC | Buy | 63989.2→64083.8 | +0.29 | timeout |
| 06-21 17:23 | BTC | Buy | 63988.2→64106.8 | +0.50 | timeout |
| 06-21 14:09 | BTC | Buy | 64176.2→64061.8 | -1.32 | timeout |
| 06-21 07:58 | NEAR | Buy | 2.19645→2.21625 | +4.18 | timeout |
| 06-21 07:39 | NEAR | Buy | 2.16884→2.23734 | +15.34 | take_profit |
| 06-21 00:22 | NEAR | Buy | 2.15134→2.21915 | +15.29 | take_profit |
| 06-21 00:20 | NEAR | Buy | 2.14234→2.20985 | +15.26 | take_profit |
| 06-20 19:04 | BTC | Buy | 63643.2→63828.8 | +1.01 | timeout |
| 06-20 15:48 | BTC | Buy | 63707.2→64160.8 | +3.09 | timeout |
| 06-20 15:19 | NEAR | Buy | 2.10773→2.17646 | +15.86 | take_profit |
| 06-20 11:08 | NEAR | Buy | 2.17204→2.1308 | -9.88 | stop_loss |
| 06-20 09:24 | BTC | Buy | 63431.2→63544.8 | +0.41 | timeout |
| 06-20 06:19 | BTC | Buy | 63163.2→63629.8 | +3.24 | timeout |
| 06-20 03:17 | BTC | Buy | 63030.2→63348.8 | +2.08 | timeout |
| 06-20 00:12 | BTC | Buy | 63147.2→63449.8 | +1.96 | timeout |
| 06-19 17:51 | NEAR | Buy | 2.11683→2.15836 | +9.31 | timeout |
| 06-19 14:35 | BTC | Buy | 62764.1→63238.8 | +3.36 | timeout |
| 06-19 13:34 | NEAR | Buy | 2.11683→2.13697 | +4.27 | timeout |
| 06-19 07:21 | BTC | Buy | 62795.1→62718.9 | -1.04 | timeout |
| 06-19 03:15 | NEAR | Buy | 2.20025→2.15838 | -9.97 | stop_loss |
| 06-19 03:14 | NEAR | Buy | 2.20685→2.16478 | -9.98 | stop_loss |
| 06-19 00:45 | BTC | Buy | 62750.1→63027.8 | +1.77 | timeout |
| 06-18 15:37 | NEAR | Buy | 2.25186→2.20834 | -10.11 | stop_loss |
| 06-18 15:35 | BTC | Buy | 64274.2→63204.8 | -8.76 | timeout |
| 06-18 13:25 | NEAR | Buy | 2.22286→2.29293 | +15.32 | take_profit |
| 06-18 12:06 | BTC | Buy | 64208.2→63928.8 | -2.65 | timeout |
| 06-18 05:03 | NEAR | Buy | 2.19735→2.15378 | -10.36 | stop_loss |
| 06-17 23:41 | NEAR | Buy | 2.22246→2.17906 | -10.22 | stop_loss |
| 06-17 19:44 | BTC | Buy | 64783.2→64192.8 | -5.02 | timeout |
| 06-17 19:20 | NEAR | Buy | 2.31298→2.269 | -9.97 | stop_loss |
| 06-17 18:05 | NEAR | Buy | 2.31998→2.27579 | -9.99 | stop_loss |
| 06-17 15:33 | NEAR | Buy | 2.27837→2.35031 | +15.30 | take_profit |
| 06-17 11:05 | BTC | Buy | 65833.3→64609.4 | -9.76 | stop_loss |
| 06-17 08:49 | BTC | Buy | 66053.3→64825.3 | -9.75 | stop_loss |
| 06-17 07:24 | NEAR | Buy | 2.31968→2.27379 | -10.36 | stop_loss |
| 06-17 04:03 | NEAR | Buy | 2.31408→2.31792 | +0.34 | timeout |
| 06-17 01:01 | NEAR | Buy | 2.32208→2.31302 | -2.42 | timeout |
| 06-16 21:48 | BTC | Buy | 66102.3→65714.7 | -3.41 | timeout |
| 06-16 15:38 | BTC | Buy | 66345.3→65894.7 | -3.87 | timeout |
| 06-16 12:33 | BTC | Buy | 65865.3→66636.7 | +5.38 | timeout |
| 06-16 10:55 | NEAR | Buy | 2.54064→2.49193 | -10.03 | stop_loss |
| 06-16 02:14 | NEAR | Buy | 2.4126→2.36582 | -10.15 | stop_loss |
| 06-15 22:49 | NEAR | Buy | 2.45251→2.40529 | -10.08 | stop_loss |
| 06-15 21:31 | NEAR | Buy | 2.49552→2.44806 | -9.98 | stop_loss |
| 06-15 21:31 | NEAR | Buy | 2.49622→2.44856 | -10.03 | stop_loss |
| 06-15 20:18 | BTC | Buy | 66194.3→66501.7 | +1.85 | timeout |
| 06-15 10:58 | BTC | Buy | 65412.3→65824.7 | +2.70 | timeout |
| 06-15 10:54 | NEAR | Buy | 2.36379→2.44219 | +16.13 | take_profit |
| 06-15 10:54 | NEAR | Buy | 2.36539→2.44219 | +15.78 | take_profit |
| 06-15 07:55 | BTC | Buy | 65736.3→65727.7 | -0.52 | timeout |
Paper vs Live
Paper (trades.jsonl)
322
closed
40%
win rate
-340.37
total pnl ($)
-21.0 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| NEAR | 167 | 37% | -21.8 | -182.44 |
| BTC | 155 | 43% | -20.1 | -157.94 |
Recent bounces (last 20 of 5)
| time | sym | side | reason |
|---|---|---|---|
| 06-28 09:25 | NEAR | Buy | circuit_breaker |
| 06-28 06:20 | BTC | Buy | circuit_breaker |
| 06-28 03:04 | BTC | Buy | circuit_breaker |
| 06-28 03:04 | BTC | Buy | circuit_breaker |
| 06-27 23:19 | BTC | Buy | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||