18
closed trades
22%
win rate
-60.00
total pnl ($)
1.254
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 02:06:35 (24.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
cross_asset_basis_div_siblings
n: 135
· wr: 40.0%
· total_bps: -2444.8
· mean_bps: -18.11
· sharpe: -0.24
· max_dd_bps: -2444.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 18 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 05-16 07:13 | ETH | Buy | 2229.32→2187.69 | -9.80 | stop_loss |
| 05-16 07:06 | ETH | Buy | 2222.12→2209.98 | -3.20 | timeout |
| 05-16 04:05 | BTC | Buy | 79096→79058 | -0.68 | timeout |
| 05-16 01:00 | ETH | Buy | 2224.02→2225.68 | -0.10 | timeout |
| 05-15 22:01 | BTC | Buy | 78692.9→78930.1 | +1.08 | timeout |
| 05-15 13:51 | ETH | Buy | 2252.53→2210.47 | -9.78 | stop_loss |
| 05-15 13:51 | ETH | Buy | 2253.73→2211.77 | -9.76 | stop_loss |
| 05-15 13:51 | ETH | Buy | 2256.63→2213.37 | -10.03 | stop_loss |
| 05-15 13:51 | ETH | Buy | 2256.03→2213.37 | -9.90 | stop_loss |
| 05-15 13:42 | ETH | Buy | 2264.83→2222.67 | -9.76 | stop_loss |
| 05-12 06:43 | BTC | Buy | 81724.1→81715.9 | -0.52 | timeout |
| 05-12 06:43 | ETH | Buy | 2339.83→2339.37 | -0.52 | timeout |
| 05-12 06:01 | BTC | Buy | 81832.1→81715.9 | -1.15 | timeout |
| 05-12 02:46 | BTC | Buy | 81872.1→81715.9 | -1.40 | timeout |
| 05-12 02:05 | BTC | Buy | 81945.1→81715.9 | -1.85 | timeout |
| 05-11 23:19 | ETH | Buy | 2320.53→2339.37 | +3.59 | timeout |
| 05-11 22:20 | ETH | Buy | 2324.63→2342.17 | +3.29 | timeout |
| 05-11 19:38 | ETH | Buy | 2334.33→2338.87 | +0.48 | timeout |
Paper vs Live
Paper (trades.jsonl)
18
closed
22%
win rate
-60.00
total pnl ($)
-66.6 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ETH | 12 | 25% | -92.3 | -55.49 |
| BTC | 6 | 17% | -15.2 | -4.52 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||