302
closed trades
42%
win rate
-465.83
total pnl ($)
0.543
weight
7d window — n=50 wr=40% pnl=-114.33
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 02:06:35 (23.4d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
cross_asset_basis_div_siblings
n: 348
· wr: 43.7%
· total_bps: -4812.6
· mean_bps: -13.83
· sharpe: -0.17
· max_dd_bps: -6064.7
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 |
|---|---|---|---|---|---|
| 06-27 08:01 | ETH | Buy | 1579.06→1583.64 | +1.03 | timeout |
| 06-27 03:10 | BTC | Buy | 59990→60167 | +1.02 | timeout |
| 06-26 23:51 | ETH | Buy | 1573.86→1577.64 | +0.72 | timeout |
| 06-26 15:24 | ETH | Buy | 1530.05→1578.84 | +15.49 | take_profit |
| 06-26 13:19 | BTC | Buy | 59752→58637.7 | -9.79 | stop_loss |
| 06-26 13:18 | BTC | Buy | 59916→58800.6 | -9.76 | stop_loss |
| 06-26 10:12 | BTC | Buy | 59151→59669 | +3.92 | timeout |
| 06-26 02:13 | BTC | Buy | 59783→58669.7 | -9.76 | stop_loss |
| 06-26 02:13 | ETH | Buy | 1561.46→1532.18 | -9.78 | stop_loss |
| 06-25 23:57 | ETH | Buy | 1568.06→1566.24 | -1.02 | timeout |
| 06-25 13:44 | BTC | Buy | 61285.1→60144.9 | -9.75 | stop_loss |
| 06-25 13:40 | BTC | Buy | 61532.1→60386.8 | -9.75 | stop_loss |
| 06-25 13:40 | BTC | Buy | 61650.1→60503.7 | -9.74 | stop_loss |
| 06-25 10:30 | BTC | Buy | 60902→61540.9 | +4.79 | timeout |
| 06-25 07:24 | BTC | Buy | 60977→61800.9 | +6.32 | timeout |
| 06-25 03:08 | BTC | Buy | 59668→60752 | +8.64 | timeout |
| 06-24 16:51 | ETH | Buy | 1619.16→1588.85 | -9.81 | stop_loss |
| 06-24 15:12 | ETH | Buy | 1666.57→1635.42 | -9.80 | stop_loss |
| 06-24 13:41 | BTC | Buy | 62703.1→61537.1 | -9.75 | stop_loss |
| 06-24 13:23 | ETH | Buy | 1674.57→1642.11 | -10.15 | stop_loss |
| 06-24 11:10 | ETH | Buy | 1662.77→1659.13 | -1.55 | timeout |
| 06-24 07:15 | BTC | Buy | 62536.1→62753.9 | +1.27 | timeout |
| 06-24 03:16 | ETH | Buy | 1658.77→1659.83 | -0.13 | timeout |
| 06-23 23:58 | BTC | Buy | 62446.1→62712.9 | +1.69 | timeout |
| 06-23 20:41 | ETH | Buy | 1657.67→1662.23 | +0.93 | timeout |
| 06-23 17:38 | BTC | Buy | 62448.1→62587.9 | +0.67 | timeout |
| 06-23 07:59 | ETH | Buy | 1711.57→1679.39 | -9.84 | stop_loss |
| 06-23 06:20 | BTC | Buy | 64042.2→62843.4 | -9.82 | stop_loss |
| 06-23 06:18 | BTC | Buy | 64150.2→62955.4 | -9.77 | stop_loss |
| 06-23 03:13 | ETH | Buy | 1734.57→1727.23 | -2.59 | timeout |
| 06-22 23:51 | ETH | Buy | 1743.07→1725.53 | -5.47 | timeout |
| 06-22 17:34 | ETH | Buy | 1763.68→1730.06 | -9.98 | stop_loss |
| 06-22 17:19 | ETH | Buy | 1747.17→1738.53 | -2.92 | timeout |
| 06-22 13:50 | BTC | Buy | 64166.2→65527.7 | +10.11 | timeout |
| 06-22 10:39 | BTC | Buy | 64489.2→64091.8 | -3.56 | timeout |
| 06-22 07:11 | BTC | Buy | 63674.2→64159.8 | +3.36 | timeout |
| 06-22 04:06 | BTC | Buy | 64213.2→63901.8 | -2.89 | timeout |
| 06-22 01:03 | BTC | Buy | 64121.2→63978.8 | -1.58 | timeout |
| 06-21 22:02 | BTC | Buy | 64078.2→63754.8 | -2.97 | timeout |
| 06-21 18:56 | ETH | Buy | 1730.87→1733.93 | +0.43 | timeout |
| 06-21 15:51 | BTC | Buy | 64200.2→64225.8 | -0.23 | timeout |
| 06-21 12:49 | BTC | Buy | 64438.2→64016.8 | -3.70 | timeout |
| 06-21 09:47 | ETH | Buy | 1739.27→1730.73 | -2.88 | timeout |
| 06-21 06:40 | ETH | Buy | 1741.37→1737.63 | -1.53 | timeout |
| 06-21 03:33 | ETH | Buy | 1727.17→1736.93 | +2.36 | timeout |
| 06-21 00:27 | ETH | Buy | 1732.77→1735.73 | +0.35 | timeout |
| 06-20 21:20 | BTC | Buy | 63500.2→63928.8 | +2.93 | timeout |
| 06-20 17:53 | BTC | Buy | 63673.2→63800.8 | +0.55 | timeout |
| 06-20 14:45 | ETH | Buy | 1726.67→1720.73 | -2.20 | timeout |
| 06-20 11:46 | BTC | Buy | 63442.2→63698.8 | +1.56 | timeout |
| 06-20 07:44 | BTC | Buy | 63293.2→63720.8 | +2.93 | timeout |
| 06-20 04:41 | BTC | Buy | 63046.2→63570.8 | +3.72 | timeout |
| 06-20 01:20 | BTC | Buy | 63067.2→63465.8 | +2.71 | timeout |
| 06-19 21:28 | ETH | Buy | 1690.27→1704.63 | +3.80 | timeout |
| 06-19 18:08 | BTC | Buy | 62432.1→63098.8 | +4.89 | timeout |
| 06-19 13:50 | ETH | Buy | 1696.27→1704.43 | +1.96 | timeout |
| 06-19 10:49 | ETH | Buy | 1702.27→1689.83 | -4.11 | timeout |
| 06-19 07:48 | BTC | Buy | 62864.1→62506.9 | -3.28 | timeout |
| 06-19 04:46 | ETH | Buy | 1712.37→1691.43 | -6.58 | timeout |
| 06-19 01:28 | BTC | Buy | 62331.1→62936.9 | +4.45 | timeout |
| 06-18 15:40 | BTC | Buy | 63899.2→62710.5 | -9.75 | stop_loss |
| 06-18 15:37 | BTC | Buy | 64110.2→62898.4 | -9.90 | stop_loss |
| 06-18 15:24 | BTC | Buy | 64223.2→63309.8 | -7.55 | timeout |
| 06-18 12:13 | ETH | Buy | 1736.97→1744.83 | +1.78 | timeout |
| 06-18 05:45 | BTC | Buy | 64172.2→63894.8 | -2.62 | timeout |
| 06-18 04:46 | ETH | Buy | 1761.48→1728.36 | -9.85 | stop_loss |
| 06-17 19:39 | ETH | Buy | 1764.28→1731.16 | -9.84 | stop_loss |
| 06-17 19:38 | ETH | Buy | 1765.78→1732.56 | -9.87 | stop_loss |
| 06-17 19:20 | ETH | Buy | 1781.78→1748.35 | -9.83 | stop_loss |
| 06-17 16:38 | ETH | Buy | 1764.58→1775.22 | +2.54 | timeout |
| 06-17 08:39 | ETH | Buy | 1793.58→1760.04 | -9.78 | stop_loss |
| 06-17 08:31 | ETH | Buy | 1800.48→1766.74 | -9.79 | stop_loss |
| 06-17 07:14 | BTC | Buy | 65734.3→65658.7 | -1.03 | timeout |
| 06-17 03:24 | ETH | Buy | 1797.28→1788.02 | -3.06 | timeout |
| 06-16 23:16 | ETH | Buy | 1784.48→1795.32 | +2.54 | timeout |
| 06-16 20:12 | BTC | Buy | 66496.3→65703.7 | -6.44 | timeout |
| 06-16 14:33 | BTC | Buy | 66527.3→65290.1 | -9.77 | stop_loss |
| 06-16 12:16 | ETH | Buy | 1761.78→1817.82 | +15.41 | take_profit |
| 06-16 09:49 | BTC | Buy | 66351.3→66540.7 | +0.98 | timeout |
| 06-16 06:04 | BTC | Buy | 66423.3→66116.7 | -2.74 | timeout |
| 06-15 23:35 | BTC | Buy | 66622.3→66156.7 | -3.96 | timeout |
| 06-15 22:25 | ETH | Buy | 1829.08→1794.82 | -9.83 | stop_loss |
| 06-15 17:27 | BTC | Buy | 65682.3→66833.7 | +8.28 | timeout |
| 06-15 13:24 | ETH | Buy | 1764.98→1821.32 | +15.51 | take_profit |
| 06-15 12:48 | ETH | Buy | 1721.47→1776.22 | +15.44 | take_profit |
| 06-15 10:58 | BTC | Buy | 65412.3→65839.7 | +2.82 | timeout |
| 06-15 07:55 | BTC | Buy | 65762.3→65747.7 | -0.57 | timeout |
| 06-15 00:14 | BTC | Buy | 63785.2→65823.7 | +15.54 | take_profit |
| 06-14 22:38 | BTC | Buy | 63959.2→65377.7 | +10.62 | timeout |
| 06-14 21:50 | ETH | Buy | 1671.67→1724.83 | +15.45 | take_profit |
| 06-14 19:31 | BTC | Buy | 64560.2→63780.8 | -6.51 | timeout |
| 06-14 16:25 | BTC | Buy | 64467.2→64161.8 | -2.84 | timeout |
| 06-14 13:23 | BTC | Buy | 64328.2→64300.8 | -0.66 | timeout |
| 06-14 10:09 | BTC | Buy | 64588.2→64515.8 | -1.02 | timeout |
| 06-14 07:04 | ETH | Buy | 1680.47→1675.23 | -2.01 | timeout |
| 06-14 03:58 | ETH | Buy | 1678.47→1680.63 | +0.18 | timeout |
| 06-14 00:47 | BTC | Buy | 64009.2→64547.8 | +3.76 | timeout |
| 06-13 21:46 | ETH | Buy | 1676.57→1686.43 | +2.50 | timeout |
| 06-13 18:40 | BTC | Buy | 63818.2→64255.8 | +2.97 | timeout |
| 06-13 12:25 | BTC | Buy | 63524.2→63916.8 | +2.61 | timeout |
Paper vs Live
Paper (trades.jsonl)
302
closed
42%
win rate
-465.83
total pnl ($)
-30.7 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 | 153 | 43% | -18.7 | -144.97 |
| ETH | 149 | 41% | -42.9 | -320.86 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-27 09:57 | BTC | Buy | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||