221
closed trades
38%
win rate
-487.95
total pnl ($)
0.554
weight
7d window — n=29 wr=38% pnl=-110.68
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 01:59:22 (24.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
cross_asset_basis_div_siblings
n: 338
· wr: 38.8%
· total_bps: -6731.7
· mean_bps: -19.92
· sharpe: -0.24
· max_dd_bps: -7081.3
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 05:03 | XRP | Buy | 1.06447→1.04614 | -8.91 | timeout |
| 06-27 19:50 | XRP | Buy | 1.05946→1.05504 | -2.40 | timeout |
| 06-27 16:46 | XRP | Buy | 1.05896→1.06893 | +4.42 | timeout |
| 06-27 06:01 | XRP | Buy | 1.04736→1.05704 | +4.20 | timeout |
| 06-27 02:19 | XRP | Buy | 1.03706→1.05744 | +9.41 | timeout |
| 06-26 15:46 | XRP | Buy | 1.02946→1.04434 | +6.87 | timeout |
| 06-26 13:18 | BTC | Buy | 60244→58749.7 | -12.86 | stop_loss |
| 06-26 02:24 | XRP | Buy | 1.03696→1.01104 | -12.93 | stop_loss |
| 06-26 02:21 | XRP | Buy | 1.03916→1.01314 | -12.95 | stop_loss |
| 06-25 13:44 | BTC | Buy | 61647.1→60130.9 | -12.74 | stop_loss |
| 06-25 13:41 | XRP | Buy | 1.08777→1.0601 | -13.14 | stop_loss |
| 06-25 09:10 | BTC | Buy | 60819→61718.9 | +6.94 | timeout |
| 06-25 06:08 | XRP | Buy | 1.05566→1.08433 | +13.20 | timeout |
| 06-24 17:47 | XRP | Buy | 1.07217→1.04512 | -13.04 | stop_loss |
| 06-24 13:46 | BTC | Buy | 62848.1→61301.3 | -12.75 | stop_loss |
| 06-24 13:46 | BTC | Buy | 62856.1→61308.3 | -12.76 | stop_loss |
| 06-24 10:52 | BTC | Buy | 62530.1→62458.9 | -1.04 | timeout |
| 06-24 01:21 | XRP | Buy | 1.09987→1.10762 | +3.12 | timeout |
| 06-23 21:55 | BTC | Buy | 62347.1→62570.9 | +1.35 | timeout |
| 06-23 08:17 | XRP | Buy | 1.13148→1.10317 | -12.93 | stop_loss |
| 06-23 08:17 | BTC | Buy | 64027.2→62439.6 | -12.86 | stop_loss |
| 06-23 03:35 | BTC | Buy | 65042.3→63995.8 | -8.49 | timeout |
| 06-22 22:38 | XRP | Buy | 1.14929→1.12056 | -12.88 | stop_loss |
| 06-22 14:39 | XRP | Buy | 1.13958→1.14061 | +0.01 | timeout |
| 06-22 11:35 | XRP | Buy | 1.12458→1.14591 | +8.99 | timeout |
| 06-22 02:00 | BTC | Buy | 64112.2→64563.8 | +3.03 | timeout |
| 06-21 22:26 | BTC | Buy | 64294.2→63693.8 | -5.11 | timeout |
| 06-21 12:44 | XRP | Buy | 1.14849→1.14101 | -3.68 | timeout |
| 06-21 09:43 | XRP | Buy | 1.14809→1.14761 | -0.73 | timeout |
| 06-21 00:17 | BTC | Buy | 63730.2→64213.8 | +3.31 | timeout |
| 06-20 21:15 | BTC | Buy | 63501.2→63953.8 | +3.12 | timeout |
| 06-20 11:38 | XRP | Buy | 1.13608→1.14791 | +4.79 | timeout |
| 06-20 07:48 | XRP | Buy | 1.13038→1.14681 | +6.88 | timeout |
| 06-19 22:09 | BTC | Buy | 62522.1→63028.8 | +3.58 | timeout |
| 06-19 18:13 | XRP | Buy | 1.13338→1.13242 | -0.84 | timeout |
| 06-19 07:37 | XRP | Buy | 1.15189→1.12306 | -12.95 | stop_loss |
| 06-19 05:32 | XRP | Buy | 1.14569→1.13002 | -7.27 | timeout |
| 06-18 15:55 | BTC | Buy | 63985.2→62410.7 | -12.73 | stop_loss |
| 06-18 15:43 | XRP | Buy | 1.16709→1.13765 | -13.04 | stop_loss |
| 06-18 12:44 | BTC | Buy | 64560.2→64227.8 | -3.04 | timeout |
| 06-18 08:52 | BTC | Buy | 64269.2→64424.8 | +0.75 | timeout |
| 06-17 20:32 | BTC | Buy | 65198.3→64416.8 | -6.44 | timeout |
| 06-17 19:29 | BTC | Buy | 65872.3→64246.6 | -12.79 | stop_loss |
| 06-17 17:23 | XRP | Buy | 1.2151→1.2097 | -2.68 | timeout |
| 06-17 07:38 | XRP | Buy | 1.22271→1.2083 | -6.34 | timeout |
| 06-17 04:21 | XRP | Buy | 1.2133→1.2148 | +0.16 | timeout |
| 06-16 14:49 | BTC | Buy | 65829.3→65625.7 | -2.04 | timeout |
| 06-16 14:33 | XRP | Buy | 1.23641→1.2054 | -12.99 | stop_loss |
| 06-16 10:58 | BTC | Buy | 66189.3→66483.7 | +1.75 | timeout |
| 06-16 01:44 | BTC | Buy | 66518.3→66319.7 | -1.94 | timeout |
| 06-15 22:35 | BTC | Buy | 65699.3→66267.7 | +3.85 | timeout |
| 06-15 12:23 | XRP | Buy | 1.1833→1.23489 | +21.34 | take_profit |
| 06-15 09:34 | BTC | Buy | 64931.2→65532.7 | +4.19 | timeout |
| 06-15 06:31 | BTC | Buy | 63739.2→65924.7 | +16.69 | timeout |
| 06-14 21:06 | XRP | Buy | 1.14409→1.13832 | -2.85 | timeout |
| 06-14 18:04 | XRP | Buy | 1.15009→1.13322 | -7.64 | timeout |
| 06-14 08:46 | XRP | Buy | 1.14569→1.14601 | -0.16 | timeout |
| 06-14 05:40 | XRP | Buy | 1.14789→1.14631 | -1.07 | timeout |
| 06-13 19:57 | BTC | Buy | 63809.2→64298.8 | +3.39 | timeout |
| 06-13 15:22 | BTC | Buy | 63556.2→64301.8 | +5.40 | timeout |
| 06-13 05:52 | XRP | Buy | 1.13178→1.12902 | -1.61 | timeout |
| 06-13 02:31 | XRP | Buy | 1.13668→1.13472 | -1.24 | timeout |
| 06-12 15:08 | XRP | Buy | 1.14449→1.15001 | +1.95 | timeout |
| 06-12 11:52 | XRP | Buy | 1.14039→1.14081 | -0.26 | timeout |
| 06-12 02:27 | XRP | Buy | 1.11448→1.14301 | +12.33 | timeout |
| 06-11 23:27 | XRP | Buy | 1.12008→1.13912 | +8.02 | timeout |
| 06-11 13:43 | XRP | Buy | 1.11718→1.11192 | -2.86 | timeout |
| 06-11 10:20 | BTC | Buy | 61091.1→62809.9 | +13.55 | timeout |
| 06-10 21:00 | XRP | Buy | 1.10658→1.09793 | -4.33 | timeout |
| 06-10 20:21 | BTC | Buy | 61594.1→61764.9 | +0.91 | timeout |
| 06-10 04:36 | XRP | Buy | 1.12988→1.14301 | +5.36 | timeout |
| 06-09 14:47 | BTC | Buy | 62713.1→61169.3 | -12.77 | stop_loss |
| 06-09 14:20 | BTC | Buy | 63211.2→61654.1 | -12.77 | stop_loss |
| 06-09 05:00 | BTC | Buy | 63524.2→63223.8 | -2.81 | timeout |
| 06-09 01:23 | XRP | Buy | 1.16699→1.15521 | -5.32 | timeout |
| 06-08 13:51 | BTC | Buy | 63010.2→63579.8 | +4.05 | timeout |
| 06-08 10:23 | XRP | Buy | 1.15329→1.14591 | -3.63 | timeout |
| 06-08 00:51 | BTC | Buy | 61851.1→63677.8 | +14.26 | timeout |
| 06-07 22:15 | XRP | Buy | 1.12358→1.17321 | +21.64 | take_profit |
| 06-07 18:16 | BTC | Buy | 61647.1→62156.9 | +3.71 | timeout |
| 06-07 12:11 | XRP | Buy | 1.15209→1.12326 | -12.94 | stop_loss |
| 06-07 08:45 | XRP | Buy | 1.09257→1.14011 | +21.43 | take_profit |
| 06-07 05:13 | XRP | Buy | 1.07937→1.12632 | +21.32 | take_profit |
| 06-06 21:50 | BTC | Buy | 60940→60825 | -1.36 | timeout |
| 06-06 18:49 | BTC | Buy | 60787→60510 | -2.70 | timeout |
| 06-06 07:31 | BTC | Buy | 59672→60909 | +9.89 | timeout |
| 06-06 03:48 | BTC | Buy | 60238→60617 | +2.69 | timeout |
| 06-05 19:00 | XRP | Buy | 1.10528→1.07739 | -13.09 | stop_loss |
| 06-05 15:40 | XRP | Buy | 1.12048→1.09238 | -13.01 | stop_loss |
| 06-05 14:28 | BTC | Buy | 61818.1→60291.8 | -12.79 | stop_loss |
| 06-05 06:15 | XRP | Buy | 1.14179→1.11326 | -12.92 | stop_loss |
| 06-05 05:59 | BTC | Buy | 63796.2→62226.8 | -12.73 | stop_loss |
| 06-05 01:18 | XRP | Buy | 1.17249→1.15701 | -7.00 | timeout |
| 06-04 20:37 | BTC | Buy | 63530.2→63411.8 | -1.38 | timeout |
| 06-04 10:28 | BTC | Buy | 64072.2→62492.6 | -12.75 | stop_loss |
| 06-04 02:02 | BTC | Buy | 63286.2→61729 | -12.75 | stop_loss |
| 06-04 01:51 | XRP | Buy | 1.1894→1.15963 | -12.94 | stop_loss |
| 06-03 20:45 | BTC | Buy | 66724.3→65058.2 | -12.96 | stop_loss |
| 06-03 16:51 | BTC | Buy | 66408.3→65813.7 | -4.96 | timeout |
| 06-03 03:43 | BTC | Buy | 67431.4→65772.8 | -12.75 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
221
closed
38%
win rate
-487.95
total pnl ($)
-44.1 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| XRP | 114 | 35% | -44.6 | -253.19 |
| BTC | 107 | 42% | -43.5 | -234.76 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-28 06:27 | XRP | Buy | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||