272
closed trades
44%
win rate
-347.56
total pnl ($)
0.558
weight
7d window — n=51 wr=39% pnl=-55.82
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 01:59:22 (18.2d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
cross_asset_basis_div_siblings
n: 340
· wr: 40.3%
· total_bps: -5573.7
· mean_bps: -16.39
· sharpe: -0.21
· max_dd_bps: -6349.3
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 |
|---|---|---|---|---|---|
| 06-22 04:24 | ETH | Buy | 1729.87→1733.13 | +0.49 | timeout |
| 06-22 01:15 | BTC | Buy | 64175.2→63904.8 | -2.58 | timeout |
| 06-21 22:05 | BTC | Buy | 64090.2→63757.8 | -3.04 | timeout |
| 06-21 18:51 | ETH | Buy | 1732.77→1735.43 | +0.32 | timeout |
| 06-21 15:36 | BTC | Buy | 64193.2→64157.8 | -0.72 | timeout |
| 06-21 12:05 | ETH | Buy | 1736.57→1724.03 | -4.05 | timeout |
| 06-21 08:57 | ETH | Buy | 1736.37→1727.63 | -2.94 | timeout |
| 06-21 05:53 | BTC | Buy | 63995.2→64203.8 | +1.18 | timeout |
| 06-21 02:41 | BTC | Buy | 63814.2→64217.8 | +2.71 | timeout |
| 06-20 23:35 | ETH | Buy | 1739.17→1740.33 | -0.16 | timeout |
| 06-20 20:05 | ETH | Buy | 1728.97→1728.13 | -0.70 | timeout |
| 06-20 17:03 | ETH | Buy | 1724.27→1731.63 | +1.68 | timeout |
| 06-20 13:14 | BTC | Buy | 63785.2→63557.8 | -2.25 | timeout |
| 06-20 10:03 | ETH | Buy | 1709.67→1727.23 | +4.65 | timeout |
| 06-20 06:57 | BTC | Buy | 63310.2→63722.8 | +2.81 | timeout |
| 06-20 03:43 | ETH | Buy | 1700.67→1708.03 | +1.70 | timeout |
| 06-20 00:43 | ETH | Buy | 1705.17→1710.43 | +1.06 | timeout |
| 06-19 21:10 | BTC | Buy | 62812.1→63199.8 | +2.62 | timeout |
| 06-19 18:08 | BTC | Buy | 62447.1→63096.8 | +4.75 | timeout |
| 06-19 13:35 | ETH | Buy | 1693.87→1692.53 | -0.84 | timeout |
| 06-19 10:32 | ETH | Buy | 1702.07→1687.13 | -4.85 | timeout |
| 06-19 07:29 | BTC | Buy | 62837.1→62714.9 | -1.41 | timeout |
| 06-19 03:19 | ETH | Buy | 1713.17→1680.99 | -9.86 | stop_loss |
| 06-19 01:25 | BTC | Buy | 62350.1→62978.9 | +4.63 | timeout |
| 06-18 15:51 | BTC | Buy | 63770.2→62584.6 | -9.72 | stop_loss |
| 06-18 15:37 | BTC | Buy | 64077.2→62879.4 | -9.79 | stop_loss |
| 06-18 15:18 | BTC | Buy | 64387.2→63182.2 | -9.80 | stop_loss |
| 06-18 10:57 | BTC | Buy | 64668.2→64116.8 | -4.75 | timeout |
| 06-18 07:47 | BTC | Buy | 64443.2→64457.8 | -0.33 | timeout |
| 06-18 04:45 | BTC | Buy | 64200.2→63822.8 | -3.40 | timeout |
| 06-17 19:50 | BTC | Buy | 65214.3→63972.8 | -9.97 | stop_loss |
| 06-17 18:28 | ETH | Buy | 1771.68→1766.32 | -2.00 | timeout |
| 06-17 18:05 | BTC | Buy | 65990.3→64762.4 | -9.76 | stop_loss |
| 06-17 15:22 | BTC | Buy | 65506.3→65280.7 | -2.18 | timeout |
| 06-17 11:05 | BTC | Buy | 65826.3→64602.5 | -9.77 | stop_loss |
| 06-17 08:45 | BTC | Buy | 65811.3→64919.8 | -7.23 | timeout |
| 06-17 05:44 | BTC | Buy | 65705.3→65893.7 | +0.97 | timeout |
| 06-17 02:14 | BTC | Buy | 66084.3→65868.7 | -2.09 | timeout |
| 06-16 22:58 | ETH | Buy | 1780.68→1795.82 | +3.75 | timeout |
| 06-16 19:26 | BTC | Buy | 66392.3→65664.7 | -5.96 | timeout |
| 06-16 16:26 | BTC | Buy | 66492.3→65758.7 | -6.00 | timeout |
| 06-16 12:16 | ETH | Buy | 1761.18→1817.42 | +15.47 | take_profit |
| 06-16 10:00 | BTC | Buy | 66312.3→66503.7 | +0.99 | timeout |
| 06-16 04:31 | ETH | Buy | 1793.18→1759.54 | -9.82 | stop_loss |
| 06-16 03:30 | BTC | Buy | 66511.3→65944.7 | -4.70 | timeout |
| 06-16 00:05 | BTC | Buy | 67120.4→66275.7 | -6.73 | timeout |
| 06-15 17:28 | BTC | Buy | 65651.3→66823.7 | +8.44 | timeout |
| 06-15 15:42 | ETH | Buy | 1775.88→1832.52 | +15.50 | take_profit |
| 06-15 12:48 | ETH | Buy | 1721.37→1776.22 | +15.47 | take_profit |
| 06-15 10:59 | BTC | Buy | 65434.3→65884.7 | +2.99 | timeout |
| 06-15 07:55 | BTC | Buy | 65762.3→65743.7 | -0.60 | timeout |
| 06-15 03:50 | BTC | Buy | 63928.2→65971.7 | +15.52 | take_profit |
| 06-15 01:28 | BTC | Buy | 63886.2→65387.7 | +11.29 | timeout |
| 06-14 22:27 | BTC | Buy | 64222.2→65119.7 | +6.52 | timeout |
| 06-14 19:19 | ETH | Buy | 1672.87→1666.73 | -2.31 | timeout |
| 06-14 16:18 | BTC | Buy | 64488.2→64066.8 | -3.74 | timeout |
| 06-14 13:14 | BTC | Buy | 64315.2→64336.8 | -0.28 | timeout |
| 06-14 10:09 | BTC | Buy | 64591.2→64514.8 | -1.05 | timeout |
| 06-14 06:59 | BTC | Buy | 64434.2→64257.8 | -1.82 | timeout |
| 06-14 03:58 | ETH | Buy | 1678.47→1680.53 | +0.15 | timeout |
| 06-14 00:47 | BTC | Buy | 64024.2→64548.8 | +3.65 | timeout |
| 06-13 21:46 | ETH | Buy | 1677.27→1686.43 | +2.29 | timeout |
| 06-13 18:40 | BTC | Buy | 63820.2→64247.8 | +2.90 | timeout |
| 06-13 15:32 | BTC | Buy | 63754.2→64303.8 | +3.85 | timeout |
| 06-13 11:36 | BTC | Buy | 63475.2→63912.8 | +2.97 | timeout |
| 06-13 08:21 | ETH | Buy | 1667.27→1673.73 | +1.45 | timeout |
| 06-13 05:16 | ETH | Buy | 1667.17→1663.73 | -1.48 | timeout |
| 06-13 01:09 | ETH | Buy | 1674.67→1667.53 | -2.63 | timeout |
| 06-12 22:00 | ETH | Buy | 1661.67→1663.93 | +0.25 | timeout |
| 06-12 18:33 | BTC | Buy | 63675.2→63770.8 | +0.30 | timeout |
| 06-12 15:30 | BTC | Buy | 63003.2→64040.8 | +7.76 | timeout |
| 06-12 13:32 | ETH | Buy | 1667.97→1660.93 | -2.56 | timeout |
| 06-12 10:00 | BTC | Buy | 63420.2→63657.8 | +1.39 | timeout |
| 06-12 06:49 | ETH | Buy | 1676.47→1654.93 | -6.85 | timeout |
| 06-12 03:48 | ETH | Buy | 1682.17→1672.13 | -3.44 | timeout |
| 06-12 00:37 | BTC | Buy | 62755.1→63665.8 | +6.76 | timeout |
| 06-11 21:20 | ETH | Buy | 1653.37→1679.73 | +7.50 | timeout |
| 06-11 18:01 | BTC | Buy | 62909.1→63658.8 | +5.47 | timeout |
| 06-11 15:01 | BTC | Buy | 62725.1→62661.9 | -0.99 | timeout |
| 06-11 11:40 | BTC | Buy | 62345.1→63115.8 | +5.69 | timeout |
| 06-11 08:27 | ETH | Buy | 1628.56→1659.13 | +8.89 | timeout |
| 06-11 05:20 | BTC | Buy | 61548.1→62611.9 | +8.14 | timeout |
| 06-11 02:17 | ETH | Buy | 1628.06→1640.24 | +3.24 | timeout |
| 06-10 20:01 | BTC | Buy | 60966→61863.9 | +6.89 | timeout |
| 06-10 16:59 | ETH | Buy | 1620.66→1640.84 | +5.75 | timeout |
| 06-10 16:21 | BTC | Buy | 61594.1→62227.9 | +4.68 | timeout |
| 06-10 02:30 | ETH | Buy | 1650.87→1655.63 | +1.02 | timeout |
| 06-09 23:24 | BTC | Buy | 61453.1→62016.9 | +4.16 | timeout |
| 06-09 14:20 | ETH | Buy | 1673.17→1641.81 | -9.82 | stop_loss |
| 06-09 14:17 | ETH | Buy | 1679.47→1648.01 | -9.82 | stop_loss |
| 06-09 13:42 | ETH | Buy | 1690.47→1669.33 | -6.69 | timeout |
| 06-09 10:39 | BTC | Buy | 62524.1→62648.9 | +0.56 | timeout |
| 06-09 02:14 | ETH | Buy | 1687.27→1666.93 | -6.33 | timeout |
| 06-09 00:23 | ETH | Buy | 1709.77→1677.79 | -9.78 | stop_loss |
| 06-08 22:59 | ETH | Buy | 1691.07→1702.63 | +3.02 | timeout |
| 06-08 19:28 | BTC | Buy | 63599.2→63502.8 | -1.23 | timeout |
| 06-08 16:14 | BTC | Buy | 63135.2→63812.8 | +4.87 | timeout |
| 06-08 13:11 | ETH | Buy | 1655.37→1690.33 | +10.09 | timeout |
| 06-08 10:09 | BTC | Buy | 62985.1→63411.8 | +2.93 | timeout |
| 06-08 06:35 | BTC | Buy | 63093.2→62986.9 | -1.30 | timeout |
Paper vs Live
Paper (trades.jsonl)
272
closed
44%
win rate
-347.56
total pnl ($)
-25.4 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 148 | 43% | -22.9 | -171.23 |
| ETH | 124 | 45% | -28.3 | -176.33 |
Recent bounces (last 20 of 3)
| time | sym | side | reason |
|---|---|---|---|
| 06-22 06:07 | BTC | Buy | trigger_already_opened |
| 06-22 02:48 | BTC | Buy | stale_intent |
| 06-21 23:43 | BTC | Buy | trigger_already_opened |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||