12
closed trades
17%
win rate
-62.71
total pnl ($)
1.118
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 06:00:40 (18.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
cross_asset_basis_div_siblings
n: 127
· wr: 43.3%
· total_bps: -2752.3
· mean_bps: -21.67
· sharpe: -0.20
· max_dd_bps: -2841.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 12 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 05-16 07:13 | BNB | Buy | 669.147→656.587 | -9.78 | stop_loss |
| 05-16 06:50 | BNB | Buy | 672.368→659.705 | -9.77 | stop_loss |
| 05-16 04:10 | BNB | Buy | 672.718→662.384 | -8.06 | timeout |
| 05-16 01:01 | BNB | Buy | 674.379→671.872 | -2.29 | timeout |
| 05-15 22:01 | BNB | Buy | 670.968→671.532 | -0.00 | timeout |
| 05-15 13:51 | BNB | Buy | 682.681→669.857 | -9.86 | stop_loss |
| 05-15 13:51 | ETH | Buy | 2256.03→2213.37 | -9.90 | stop_loss |
| 05-15 13:51 | ETH | Buy | 2256.93→2214.97 | -9.74 | stop_loss |
| 05-15 13:39 | ETH | Buy | 2266.73→2224.56 | -9.75 | stop_loss |
| 05-12 06:43 | ETH | Buy | 2339.83→2339.37 | -0.54 | timeout |
| 05-11 23:19 | ETH | Buy | 2319.83→2339.37 | +3.74 | timeout |
| 05-11 22:25 | ETH | Buy | 2321.23→2338.57 | +3.26 | timeout |
Paper vs Live
Paper (trades.jsonl)
12
closed
17%
win rate
-62.71
total pnl ($)
-104.9 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ETH | 6 | 33% | -76.3 | -22.94 |
| BNB | 6 | 0% | -133.4 | -39.77 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||