328
closed trades
38%
win rate
-518.23
total pnl ($)
0.436
weight
7d window — n=54 wr=35% pnl=-136.62
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 01:59:22 (25.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
cross_asset_basis_div_siblings
n: 344
· wr: 38.7%
· total_bps: -6261.6
· mean_bps: -18.20
· sharpe: -0.20
· max_dd_bps: -7033.4
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 |
|---|---|---|---|---|---|
| 06-29 06:09 | OP | Buy | 0.100085→0.101255 | +5.34 | timeout |
| 06-29 04:00 | OP | Buy | 0.0994849→0.102624 | +15.31 | take_profit |
| 06-29 03:10 | BTC | Buy | 59517→60062 | +4.12 | timeout |
| 06-28 23:43 | BTC | Buy | 59940→59714 | -2.36 | timeout |
| 06-28 20:35 | BTC | Buy | 60287→59645 | -5.77 | timeout |
| 06-28 17:11 | OP | Buy | 0.100735→0.100005 | -4.00 | timeout |
| 06-28 10:46 | BTC | Buy | 60104→60111 | -0.40 | timeout |
| 06-28 09:55 | OP | Buy | 0.101275→0.0992555 | -10.42 | stop_loss |
| 06-28 07:38 | BTC | Buy | 59987→60204 | +1.34 | timeout |
| 06-28 04:24 | OP | Buy | 0.100125→0.101595 | +6.90 | timeout |
| 06-27 19:38 | BTC | Buy | 60189→60099 | -1.18 | timeout |
| 06-27 19:12 | OP | Buy | 0.102976→0.100994 | -10.06 | stop_loss |
| 06-27 18:01 | OP | Buy | 0.103346→0.101374 | -9.99 | stop_loss |
| 06-27 16:27 | BTC | Buy | 60442→60678 | +1.52 | timeout |
| 06-27 13:06 | OP | Buy | 0.104576→0.103404 | -5.97 | timeout |
| 06-27 10:06 | BTC | Buy | 59956→60400 | +3.24 | timeout |
| 06-27 06:55 | OP | Buy | 0.105996→0.104704 | -6.40 | timeout |
| 06-27 00:35 | BTC | Buy | 60273→59877 | -3.75 | timeout |
| 06-27 00:31 | OP | Buy | 0.106887→0.104811 | -10.09 | stop_loss |
| 06-26 13:55 | OP | Buy | 0.101845→0.105054 | +15.30 | take_profit |
| 06-26 11:52 | OP | Buy | 0.104746→0.102673 | -10.35 | stop_loss |
| 06-26 11:38 | BTC | Buy | 59358→59457 | +0.36 | timeout |
| 06-26 09:52 | OP | Buy | 0.106377→0.104252 | -10.41 | stop_loss |
| 06-26 02:13 | BTC | Buy | 59788→58670.7 | -9.79 | stop_loss |
| 06-25 22:25 | OP | Buy | 0.102876→0.106143 | +15.42 | take_profit |
| 06-25 19:03 | OP | Buy | 0.102916→0.100854 | -10.46 | stop_loss |
| 06-25 19:03 | OP | Buy | 0.102916→0.100854 | -10.45 | stop_loss |
| 06-25 13:44 | BTC | Buy | 61155.1→60017 | -9.75 | stop_loss |
| 06-25 13:40 | BTC | Buy | 61748.1→60599.7 | -9.74 | stop_loss |
| 06-25 13:32 | BTC | Buy | 61609.1→60900 | -6.19 | timeout |
| 06-25 10:11 | BTC | Buy | 60784→61622.9 | +6.45 | timeout |
| 06-25 07:08 | BTC | Buy | 60882→61660.9 | +5.96 | timeout |
| 06-24 23:04 | OP | Buy | 0.101205→0.104554 | +16.08 | take_profit |
| 06-24 17:22 | OP | Buy | 0.0965741→0.094669 | -10.31 | stop_loss |
| 06-24 15:45 | OP | Buy | 0.100715→0.098596 | -10.97 | stop_loss |
| 06-24 14:02 | BTC | Buy | 62328.1→61168.3 | -9.75 | stop_loss |
| 06-24 13:23 | OP | Buy | 0.101035→0.0990956 | -10.08 | stop_loss |
| 06-24 13:22 | OP | Buy | 0.101315→0.0992355 | -10.74 | stop_loss |
| 06-24 07:07 | OP | Buy | 0.100045→0.101445 | +6.82 | timeout |
| 06-24 04:24 | OP | Buy | 0.101305→0.0993155 | -10.22 | stop_loss |
| 06-24 00:16 | BTC | Buy | 62627.1→62835.9 | +1.22 | timeout |
| 06-23 23:56 | OP | Buy | 0.0981445→0.101255 | +15.52 | take_profit |
| 06-23 20:56 | OP | Buy | 0.0980945→0.0980355 | -0.76 | timeout |
| 06-23 17:47 | BTC | Buy | 62362.1→62488.9 | +0.56 | timeout |
| 06-23 08:17 | OP | Buy | 0.0985146→0.0966375 | -9.99 | stop_loss |
| 06-23 06:20 | BTC | Buy | 63980.2→62790.4 | -9.75 | stop_loss |
| 06-23 06:20 | BTC | Buy | 64013.2→62818.4 | -9.79 | stop_loss |
| 06-23 05:35 | OP | Buy | 0.100825→0.100145 | -3.87 | timeout |
| 06-23 02:29 | BTC | Buy | 64560.2→64140.8 | -3.70 | timeout |
| 06-22 22:28 | BTC | Buy | 65056.3→63845.9 | -9.75 | stop_loss |
| 06-22 19:10 | OP | Buy | 0.103036→0.101054 | -10.11 | stop_loss |
| 06-22 16:54 | OP | Buy | 0.103076→0.102214 | -4.61 | timeout |
| 06-22 13:43 | OP | Buy | 0.101255→0.104054 | +13.32 | timeout |
| 06-22 10:35 | OP | Buy | 0.101685→0.101895 | +0.53 | timeout |
| 06-22 07:31 | OP | Buy | 0.099895→0.102284 | +11.46 | timeout |
| 06-22 01:28 | BTC | Buy | 64082.2→64576.8 | +3.38 | timeout |
| 06-21 22:25 | BTC | Buy | 64053.2→63690.8 | -3.27 | timeout |
| 06-21 21:09 | OP | Buy | 0.101675→0.0996752 | -10.28 | stop_loss |
| 06-21 16:37 | OP | Buy | 0.103396→0.101414 | -9.98 | stop_loss |
| 06-21 16:03 | BTC | Buy | 64188.2→64207.8 | -0.29 | timeout |
| 06-21 13:00 | BTC | Buy | 64253.2→64142.8 | -1.29 | timeout |
| 06-21 09:54 | OP | Buy | 0.103366→0.102754 | -3.24 | timeout |
| 06-21 06:48 | BTC | Buy | 64233.2→64268.8 | -0.17 | timeout |
| 06-21 00:49 | BTC | Buy | 63970.2→64235.8 | +1.61 | timeout |
| 06-20 22:50 | OP | Buy | 0.101465→0.104664 | +15.30 | take_profit |
| 06-20 21:32 | OP | Buy | 0.100795→0.102324 | +7.17 | timeout |
| 06-20 18:26 | BTC | Buy | 63640.2→63842.8 | +1.14 | timeout |
| 06-20 15:22 | BTC | Buy | 63727.2→64182.8 | +3.10 | timeout |
| 06-20 12:06 | BTC | Buy | 63414.2→63700.8 | +1.80 | timeout |
| 06-20 09:04 | BTC | Buy | 63481.2→63431.8 | -0.88 | timeout |
| 06-20 05:58 | BTC | Buy | 63040.2→63644.8 | +4.34 | timeout |
| 06-20 02:53 | OP | Buy | 0.102286→0.102534 | +0.72 | timeout |
| 06-19 23:43 | BTC | Buy | 63207.2→63286.8 | +0.17 | timeout |
| 06-19 17:34 | BTC | Buy | 62426.1→63030.8 | +4.39 | timeout |
| 06-19 13:39 | OP | Buy | 0.101525→0.104784 | +15.60 | take_profit |
| 06-19 13:36 | OP | Buy | 0.101015→0.104204 | +15.33 | take_profit |
| 06-19 08:34 | BTC | Buy | 62999.1→62620.9 | -3.41 | timeout |
| 06-19 04:32 | OP | Buy | 0.102766→0.100784 | -10.10 | stop_loss |
| 06-19 01:27 | OP | Buy | 0.107777→0.105621 | -10.48 | stop_loss |
| 06-18 20:33 | OP | Buy | 0.106157→0.109543 | +15.48 | take_profit |
| 06-18 19:07 | OP | Buy | 0.104196→0.107663 | +16.17 | take_profit |
| 06-18 15:37 | OP | Buy | 0.108397→0.10627 | -10.28 | stop_loss |
| 06-18 11:20 | BTC | Buy | 64461.2→63944.8 | -4.48 | timeout |
| 06-18 10:08 | OP | Buy | 0.110308→0.108059 | -10.65 | stop_loss |
| 06-18 09:11 | OP | Buy | 0.104296→0.107583 | +15.29 | take_profit |
| 06-18 08:12 | BTC | Buy | 64594.2→64495.8 | -1.22 | timeout |
| 06-18 05:11 | BTC | Buy | 64327.2→63906.8 | -3.73 | timeout |
| 06-17 19:40 | OP | Buy | 0.107717→0.105511 | -10.72 | stop_loss |
| 06-17 19:38 | OP | Buy | 0.108087→0.106 | -10.11 | stop_loss |
| 06-17 14:47 | OP | Buy | 0.107417→0.105281 | -10.41 | stop_loss |
| 06-17 14:47 | OP | Buy | 0.107527→0.105481 | -10.00 | stop_loss |
| 06-17 10:22 | BTC | Buy | 65910.3→64959.8 | -7.69 | timeout |
| 06-17 08:51 | OP | Buy | 0.108977→0.10688 | -10.09 | stop_loss |
| 06-17 07:18 | BTC | Buy | 65679.3→65621.7 | -0.87 | timeout |
| 06-17 04:10 | BTC | Buy | 65636.3→65848.7 | +1.15 | timeout |
| 06-17 01:08 | BTC | Buy | 65783.3→65759.7 | -0.65 | timeout |
| 06-16 15:40 | OP | Buy | 0.106937→0.106633 | -1.57 | timeout |
| 06-16 14:31 | OP | Buy | 0.107377→0.105321 | -10.01 | stop_loss |
| 06-16 14:31 | OP | Buy | 0.107697→0.105641 | -9.94 | stop_loss |
| 06-16 12:33 | OP | Buy | 0.107447→0.109553 | +9.35 | timeout |
Paper vs Live
Paper (trades.jsonl)
328
closed
38%
win rate
-518.23
total pnl ($)
-31.6 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| OP | 177 | 38% | -29.5 | -259.33 |
| BTC | 151 | 38% | -34.1 | -258.90 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||