198
closed trades
44%
win rate
-277.25
total pnl ($)
0.915
weight
7d window — n=27 wr=52% pnl=-20.78
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 02:06:35 (18.4d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
cross_asset_basis_div_siblings
n: 335
· wr: 39.7%
· total_bps: -4678.8
· mean_bps: -13.97
· sharpe: -0.16
· max_dd_bps: -6669.6
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 03:28 | ETH | Buy | 1730.77→1735.43 | +0.85 | timeout |
| 06-22 00:12 | BTC | Buy | 64028.2→63416.8 | -5.24 | timeout |
| 06-21 14:25 | ETH | Buy | 1735.97→1723.13 | -4.14 | timeout |
| 06-21 11:22 | BTC | Buy | 64259.2→64274.8 | -0.31 | timeout |
| 06-21 01:34 | ETH | Buy | 1716.97→1734.43 | +4.57 | timeout |
| 06-20 22:36 | BTC | Buy | 63593.2→64269.8 | +4.87 | timeout |
| 06-20 11:44 | BTC | Buy | 63291.2→63703.8 | +2.79 | timeout |
| 06-20 08:37 | BTC | Buy | 63042.2→63440.8 | +2.67 | timeout |
| 06-19 22:51 | ETH | Buy | 1689.67→1707.73 | +4.90 | timeout |
| 06-19 17:51 | BTC | Buy | 62692.1→63170.8 | +3.37 | timeout |
| 06-19 08:33 | ETH | Buy | 1714.27→1696.03 | -5.77 | timeout |
| 06-19 05:25 | BTC | Buy | 62350.1→62587.9 | +1.48 | timeout |
| 06-18 15:57 | BTC | Buy | 63906.2→62292.7 | -13.00 | stop_loss |
| 06-18 15:53 | ETH | Buy | 1726.87→1684.19 | -12.69 | stop_loss |
| 06-18 09:55 | ETH | Buy | 1738.57→1747.13 | +1.93 | timeout |
| 06-18 03:48 | ETH | Buy | 1767.28→1742.83 | -7.40 | timeout |
| 06-17 19:51 | ETH | Buy | 1771.58→1727.76 | -12.82 | stop_loss |
| 06-17 18:12 | BTC | Buy | 65809.3→65358.7 | -3.92 | timeout |
| 06-17 14:38 | BTC | Buy | 65842.3→65089.7 | -6.17 | timeout |
| 06-17 04:49 | ETH | Buy | 1776.58→1800.02 | +6.11 | timeout |
| 06-17 01:30 | BTC | Buy | 66013.3→65547.7 | -4.00 | timeout |
| 06-16 15:12 | ETH | Buy | 1772.28→1783.32 | +2.64 | timeout |
| 06-16 12:06 | BTC | Buy | 66304.3→66376.7 | +0.05 | timeout |
| 06-16 02:02 | BTC | Buy | 66326.3→66247.7 | -1.04 | timeout |
| 06-15 22:32 | ETH | Buy | 1831.58→1786.33 | -12.82 | stop_loss |
| 06-15 16:26 | BTC | Buy | 65691.3→67169.6 | +10.78 | timeout |
| 06-15 13:11 | ETH | Buy | 1716.97→1792.52 | +21.54 | take_profit |
| 06-15 06:25 | BTC | Buy | 63701.2→65900.7 | +16.81 | timeout |
| 06-15 03:22 | BTC | Buy | 64080.2→65664.7 | +11.90 | timeout |
| 06-14 17:59 | BTC | Buy | 64341.2→63705.8 | -5.43 | timeout |
| 06-14 14:57 | BTC | Buy | 64473.2→63931.8 | -4.65 | timeout |
| 06-14 05:07 | BTC | Buy | 63991.2→64348.8 | +2.36 | timeout |
| 06-14 01:59 | ETH | Buy | 1677.67→1683.13 | +1.15 | timeout |
| 06-13 16:45 | BTC | Buy | 63595.2→64027.8 | +2.96 | timeout |
| 06-13 11:41 | ETH | Buy | 1663.67→1676.73 | +3.41 | timeout |
| 06-13 03:21 | ETH | Buy | 1683.37→1663.93 | -6.26 | timeout |
| 06-12 21:11 | BTC | Buy | 63501.2→63584.8 | +0.20 | timeout |
| 06-12 12:52 | ETH | Buy | 1675.07→1666.93 | -2.89 | timeout |
| 06-12 04:51 | ETH | Buy | 1640.16→1677.03 | +10.78 | timeout |
| 06-11 22:01 | BTC | Buy | 62909.1→63531.8 | +4.43 | timeout |
| 06-11 13:51 | BTC | Buy | 62239.1→63038.8 | +5.92 | timeout |
| 06-11 09:44 | BTC | Buy | 61641.1→62875.9 | +9.50 | timeout |
| 06-10 20:59 | ETH | Buy | 1620.66→1630.04 | +2.50 | timeout |
| 06-10 20:40 | BTC | Buy | 61296.1→61821.9 | +3.81 | timeout |
| 06-10 07:31 | BTC | Buy | 61936.1→62016.9 | +0.24 | timeout |
| 06-10 03:58 | BTC | Buy | 61060.1→62016.9 | +7.42 | timeout |
| 06-09 14:47 | ETH | Buy | 1674.97→1633.62 | -12.79 | stop_loss |
| 06-09 14:39 | BTC | Buy | 62884.1→61337.2 | -12.76 | stop_loss |
| 06-09 12:16 | BTC | Buy | 63141.2→62744.9 | -3.56 | timeout |
| 06-09 02:59 | ETH | Buy | 1691.07→1666.63 | -7.49 | timeout |
| 06-08 23:28 | BTC | Buy | 63599.2→63119.8 | -4.23 | timeout |
| 06-08 14:09 | BTC | Buy | 62985.1→63791.8 | +5.93 | timeout |
| 06-08 10:35 | BTC | Buy | 63093.2→63226.8 | +0.61 | timeout |
| 06-07 22:15 | BTC | Buy | 61348.1→64041.8 | +21.51 | take_profit |
| 06-07 21:50 | ETH | Buy | 1632.16→1627.84 | -1.69 | timeout |
| 06-07 18:16 | BTC | Buy | 61648.1→62162.9 | +3.75 | timeout |
| 06-07 08:46 | ETH | Buy | 1560.36→1629.24 | +21.60 | take_profit |
| 06-07 05:08 | BTC | Buy | 60654→61769.9 | +8.76 | timeout |
| 06-06 22:19 | BTC | Buy | 60496→60692 | +1.21 | timeout |
| 06-06 17:00 | BTC | Buy | 60003→60758 | +5.86 | timeout |
| 06-06 08:02 | BTC | Buy | 60150→60896 | +5.77 | timeout |
| 06-06 03:48 | BTC | Buy | 60242→60621 | +2.69 | timeout |
| 06-05 18:52 | BTC | Buy | 60809→59313.4 | -12.75 | stop_loss |
| 06-05 14:06 | ETH | Buy | 1641.96→1601.14 | -12.85 | stop_loss |
| 06-05 13:56 | ETH | Buy | 1664.27→1622.93 | -12.84 | stop_loss |
| 06-05 06:03 | ETH | Buy | 1709.67→1667 | -12.93 | stop_loss |
| 06-05 05:57 | ETH | Buy | 1723.37→1680.79 | -12.80 | stop_loss |
| 06-05 02:43 | ETH | Buy | 1771.68→1727.86 | -12.78 | stop_loss |
| 06-05 00:44 | BTC | Buy | 63611.2→63694.8 | +0.21 | timeout |
| 06-04 20:01 | BTC | Buy | 63510.2→63536.8 | -0.24 | timeout |
| 06-04 10:28 | BTC | Buy | 64089.2→62512.6 | -12.72 | stop_loss |
| 06-04 01:51 | ETH | Buy | 1806.98→1762.34 | -12.82 | stop_loss |
| 06-04 00:26 | BTC | Buy | 65210.3→63607 | -12.74 | stop_loss |
| 06-03 16:56 | BTC | Buy | 66339.3→66014.7 | -2.93 | timeout |
| 06-03 12:55 | BTC | Buy | 66998.3→67006.6 | -0.36 | timeout |
| 06-03 03:43 | BTC | Buy | 67378.4→65720.8 | -12.75 | stop_loss |
| 06-02 14:24 | ETH | Buy | 1984.8→1935.74 | -12.81 | stop_loss |
| 06-02 14:22 | ETH | Buy | 1992.3→1941.13 | -13.29 | stop_loss |
| 06-01 22:30 | ETH | Buy | 1985.6→1999.7 | +3.09 | timeout |
| 06-01 18:24 | ETH | Buy | 1988.8→1986.2 | -1.17 | timeout |
| 06-01 02:17 | BTC | Buy | 73676.7→73503.3 | -1.67 | timeout |
| 05-31 22:12 | ETH | Buy | 2019.9→2008.9 | -3.22 | timeout |
| 05-31 17:38 | BTC | Buy | 74098.7→73677.3 | -3.32 | timeout |
| 05-31 11:44 | ETH | Buy | 2020→2021.9 | +0.01 | timeout |
| 05-31 09:18 | BTC | Buy | 73965.7→73935.3 | -0.73 | timeout |
| 05-31 03:31 | BTC | Buy | 73865.7→74146.3 | +1.42 | timeout |
| 05-30 21:41 | ETH | Buy | 2015→2029.2 | +3.00 | timeout |
| 05-30 17:52 | ETH | Buy | 2015.5→2026.3 | +2.15 | timeout |
| 05-30 11:26 | BTC | Buy | 73346.7→73553.3 | +0.93 | timeout |
| 05-30 05:52 | ETH | Buy | 2029.7→2015.2 | -4.08 | timeout |
| 05-30 00:12 | BTC | Buy | 73335.7→73477.3 | +0.49 | timeout |
| 05-29 20:39 | BTC | Buy | 73774.7→73665.3 | -1.21 | timeout |
| 05-29 18:34 | BTC | Buy | 73685.7→73799.3 | +0.27 | timeout |
| 05-29 13:18 | BTC | Buy | 73726.7→73091.3 | -4.77 | timeout |
| 05-29 08:57 | BTC | Buy | 73570.7→73615.3 | -0.17 | timeout |
| 05-29 08:16 | BTC | Buy | 73442.7→73674.3 | +1.12 | timeout |
| 05-29 04:33 | ETH | Buy | 2000.8→2000 | -0.68 | timeout |
| 05-29 01:03 | BTC | Buy | 73463.7→73740.3 | +1.36 | timeout |
| 05-28 22:32 | ETH | Buy | 1991.7→2009.8 | +4.06 | timeout |
| 05-28 19:23 | ETH | Buy | 1990.7→2021.2 | +7.14 | timeout |
Paper vs Live
Paper (trades.jsonl)
198
closed
44%
win rate
-277.25
total pnl ($)
-27.6 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 102 | 47% | -11.3 | -59.37 |
| ETH | 96 | 42% | -45.0 | -217.88 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||