331
closed trades
38%
win rate
-660.14
total pnl ($)
0.759
weight
7d window — n=53 wr=43% pnl=-79.08
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 03:58:42 (24.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
cross_asset_basis_div_siblings
n: 345
· wr: 43.2%
· total_bps: -10071.2
· mean_bps: -29.19
· sharpe: -0.23
· max_dd_bps: -10696.7
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 |
|---|---|---|---|---|---|
| 06-28 10:54 | AVAX | Buy | 6.37009→6.31542 | -4.79 | timeout |
| 06-28 06:14 | AVAX | Buy | 6.43121→6.30837 | -10.01 | stop_loss |
| 06-28 04:07 | AVAX | Buy | 6.43491→6.3895 | -3.99 | timeout |
| 06-27 20:34 | AVAX | Buy | 6.51723→6.43739 | -6.55 | timeout |
| 06-27 19:25 | AVAX | Buy | 6.55174→6.42568 | -10.06 | stop_loss |
| 06-27 19:24 | AVAX | Buy | 6.57844→6.45326 | -9.95 | stop_loss |
| 06-27 17:16 | AVAX | Buy | 6.52873→6.54226 | +0.60 | timeout |
| 06-27 11:28 | AVAX | Buy | 6.57214→6.44686 | -10.01 | stop_loss |
| 06-27 07:38 | ETH | Buy | 1576.16→1581.44 | +1.25 | timeout |
| 06-27 05:29 | AVAX | Buy | 6.64616→6.51921 | -10.01 | stop_loss |
| 06-26 23:58 | AVAX | Buy | 6.4062→6.61515 | +15.84 | take_profit |
| 06-26 23:23 | AVAX | Buy | 6.3819→6.58335 | +15.29 | take_profit |
| 06-26 18:56 | ETH | Buy | 1547.75→1572.54 | +7.51 | timeout |
| 06-26 15:39 | AVAX | Buy | 6.14013→6.33442 | +15.36 | take_profit |
| 06-26 11:53 | ETH | Buy | 1552.56→1542.25 | -3.75 | timeout |
| 06-26 10:39 | ETH | Buy | 1576.96→1547.47 | -9.79 | stop_loss |
| 06-26 02:13 | AVAX | Buy | 6.15234→6.03257 | -10.15 | stop_loss |
| 06-26 02:12 | ETH | Buy | 1567.76→1538.08 | -9.91 | stop_loss |
| 06-26 00:56 | ETH | Buy | 1557.96→1564.34 | +1.64 | timeout |
| 06-25 22:21 | ETH | Buy | 1569.96→1567.44 | -1.26 | timeout |
| 06-25 13:42 | ETH | Buy | 1630.76→1600.04 | -9.86 | stop_loss |
| 06-25 13:32 | ETH | Buy | 1651.67→1620.53 | -9.85 | stop_loss |
| 06-25 12:59 | ETH | Buy | 1634.16→1634.74 | -0.24 | timeout |
| 06-25 09:34 | ETH | Buy | 1619.66→1648.04 | +8.29 | timeout |
| 06-25 06:21 | ETH | Buy | 1617.16→1645.64 | +8.33 | timeout |
| 06-24 20:40 | AVAX | Buy | 6.11423→6.30742 | +15.35 | take_profit |
| 06-24 16:51 | ETH | Buy | 1624.06→1593.24 | -9.93 | stop_loss |
| 06-24 15:45 | AVAX | Buy | 6.33818→6.21733 | -9.99 | stop_loss |
| 06-24 15:35 | AVAX | Buy | 6.3877→6.2651 | -10.08 | stop_loss |
| 06-24 13:23 | AVAX | Buy | 6.416→6.29228 | -10.10 | stop_loss |
| 06-24 12:06 | AVAX | Buy | 6.4132→6.43309 | +1.09 | timeout |
| 06-24 05:09 | ETH | Buy | 1664.37→1668.13 | +0.70 | timeout |
| 06-24 02:08 | AVAX | Buy | 6.53203→6.40789 | -9.96 | stop_loss |
| 06-24 02:03 | ETH | Buy | 1658.47→1669.63 | +2.92 | timeout |
| 06-23 22:12 | AVAX | Buy | 6.30808→6.47968 | +13.10 | timeout |
| 06-23 18:58 | ETH | Buy | 1651.77→1655.93 | +0.82 | timeout |
| 06-23 08:17 | ETH | Buy | 1687.37→1655.01 | -10.04 | stop_loss |
| 06-23 06:27 | AVAX | Buy | 6.20305→6.08523 | -9.93 | stop_loss |
| 06-23 06:21 | ETH | Buy | 1712.87→1680.79 | -9.81 | stop_loss |
| 06-23 06:18 | AVAX | Buy | 6.28427→6.16447 | -9.97 | stop_loss |
| 06-23 01:10 | ETH | Buy | 1740.37→1732.33 | -2.74 | timeout |
| 06-22 22:38 | AVAX | Buy | 6.28177→6.16158 | -10.01 | stop_loss |
| 06-22 16:01 | ETH | Buy | 1770.28→1737.06 | -9.83 | stop_loss |
| 06-22 15:34 | ETH | Buy | 1747.97→1754.12 | +1.34 | timeout |
| 06-22 13:48 | AVAX | Buy | 6.24966→6.44659 | +15.30 | take_profit |
| 06-22 12:33 | AVAX | Buy | 6.25106→6.35441 | +7.81 | timeout |
| 06-22 08:46 | AVAX | Buy | 6.17804→6.26703 | +6.72 | timeout |
| 06-22 05:35 | AVAX | Buy | 6.16034→6.29992 | +10.94 | timeout |
| 06-22 02:33 | ETH | Buy | 1732.57→1741.03 | +1.94 | timeout |
| 06-21 23:28 | ETH | Buy | 1730.77→1713.03 | -5.55 | timeout |
| 06-21 20:18 | ETH | Buy | 1718.47→1730.33 | +3.00 | timeout |
| 06-21 17:08 | AVAX | Buy | 6.27547→6.27043 | -0.83 | timeout |
| 06-21 13:55 | AVAX | Buy | 6.21155→6.27583 | +4.76 | timeout |
| 06-21 10:39 | ETH | Buy | 1736.07→1732.03 | -1.62 | timeout |
| 06-21 07:16 | AVAX | Buy | 6.23976→6.23254 | -1.08 | timeout |
| 06-21 04:11 | ETH | Buy | 1729.37→1735.43 | +1.29 | timeout |
| 06-21 01:11 | ETH | Buy | 1729.27→1735.63 | +1.35 | timeout |
| 06-20 21:57 | ETH | Buy | 1717.57→1733.53 | +4.17 | timeout |
| 06-20 18:42 | ETH | Buy | 1725.97→1727.03 | -0.15 | timeout |
| 06-20 13:27 | AVAX | Buy | 6.18845→6.06955 | -10.09 | stop_loss |
| 06-20 12:21 | ETH | Buy | 1709.17→1728.43 | +5.14 | timeout |
| 06-20 07:15 | AVAX | Buy | 5.91298→6.09967 | +15.37 | take_profit |
| 06-20 06:04 | AVAX | Buy | 5.94259→6.03739 | +7.59 | timeout |
| 06-19 23:55 | ETH | Buy | 1708.07→1707.43 | -0.69 | timeout |
| 06-19 19:09 | AVAX | Buy | 5.84236→5.72331 | -10.64 | stop_loss |
| 06-19 18:30 | AVAX | Buy | 6.06392→5.94874 | -9.96 | stop_loss |
| 06-19 17:38 | ETH | Buy | 1693.57→1700.03 | +1.45 | timeout |
| 06-19 14:35 | ETH | Buy | 1698.57→1704.13 | +1.20 | timeout |
| 06-19 04:57 | AVAX | Buy | 6.13783→6.02098 | -9.96 | stop_loss |
| 06-19 03:15 | AVAX | Buy | 6.29577→6.16827 | -10.56 | stop_loss |
| 06-19 03:15 | AVAX | Buy | 6.29847→6.17716 | -10.04 | stop_loss |
| 06-19 02:53 | AVAX | Buy | 6.30878→6.26633 | -3.77 | timeout |
| 06-19 00:06 | AVAX | Buy | 6.31338→6.30412 | -1.18 | timeout |
| 06-18 15:36 | ETH | Buy | 1746.87→1714.17 | -9.81 | stop_loss |
| 06-18 15:36 | ETH | Buy | 1748.97→1716.27 | -9.80 | stop_loss |
| 06-18 14:29 | AVAX | Buy | 6.61565→6.62544 | +0.31 | timeout |
| 06-18 11:24 | ETH | Buy | 1748.67→1740.93 | -2.71 | timeout |
| 06-18 04:11 | AVAX | Buy | 6.78129→6.65191 | -9.96 | stop_loss |
| 06-17 22:03 | AVAX | Buy | 6.7866→6.6572 | -9.98 | stop_loss |
| 06-17 21:29 | ETH | Buy | 1756.98→1742.83 | -4.48 | timeout |
| 06-17 19:28 | ETH | Buy | 1776.98→1743.75 | -9.80 | stop_loss |
| 06-17 18:05 | ETH | Buy | 1769.78→1746.63 | -7.03 | timeout |
| 06-17 12:30 | AVAX | Buy | 6.89042→6.75863 | -10.03 | stop_loss |
| 06-17 08:31 | AVAX | Buy | 6.95804→6.82578 | -9.95 | stop_loss |
| 06-17 08:08 | AVAX | Buy | 6.89672→6.88218 | -1.50 | timeout |
| 06-17 04:44 | ETH | Buy | 1797.98→1795.12 | -1.27 | timeout |
| 06-17 01:27 | AVAX | Buy | 6.7977→6.88398 | +5.90 | timeout |
| 06-16 14:33 | ETH | Buy | 1795.48→1761.34 | -9.97 | stop_loss |
| 06-16 14:31 | AVAX | Buy | 6.84461→6.71116 | -10.20 | stop_loss |
| 06-16 12:31 | ETH | Buy | 1773.38→1829.82 | +15.44 | take_profit |
| 06-16 12:16 | ETH | Buy | 1762.78→1818.92 | +15.43 | take_profit |
| 06-16 06:23 | AVAX | Buy | 6.85951→6.8096 | -4.10 | timeout |
| 06-16 04:31 | ETH | Buy | 1796.58→1762.94 | -9.81 | stop_loss |
| 06-15 22:24 | ETH | Buy | 1831.48→1797.12 | -9.84 | stop_loss |
| 06-15 21:14 | AVAX | Buy | 6.95284→6.87728 | -5.92 | timeout |
| 06-15 19:19 | AVAX | Buy | 7.03886→6.90512 | -9.97 | stop_loss |
| 06-15 13:18 | AVAX | Buy | 6.77829→6.99245 | +15.31 | take_profit |
| 06-15 13:16 | AVAX | Buy | 6.76879→6.98755 | +15.69 | take_profit |
| 06-15 11:05 | ETH | Buy | 1719.57→1738.53 | +5.05 | timeout |
| 06-15 08:02 | ETH | Buy | 1725.87→1716.73 | -3.10 | timeout |
Paper vs Live
Paper (trades.jsonl)
331
closed
38%
win rate
-660.14
total pnl ($)
-39.8 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| AVAX | 175 | 37% | -46.9 | -411.57 |
| ETH | 156 | 40% | -31.7 | -248.57 |
Recent bounces (last 20 of 2)
| time | sym | side | reason |
|---|---|---|---|
| 06-28 02:55 | AVAX | Buy | circuit_breaker |
| 06-27 23:54 | AVAX | Buy | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||