165
closed trades
41%
win rate
-359.79
total pnl ($)
0.544
weight
7d window — n=26 wr=42% pnl=-72.72
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 02:06:35 (18.6d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
cross_asset_basis_div_siblings
n: 281
· wr: 39.9%
· total_bps: -3699.5
· mean_bps: -13.17
· sharpe: -0.14
· max_dd_bps: -6272.6
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 11:51 | BTC | Buy | 64100.2→64649.8 | +3.69 | timeout |
| 06-22 08:35 | BTC | Buy | 63868.2→64108.8 | +1.38 | timeout |
| 06-22 05:33 | BTC | Buy | 64276.2→64214.8 | -0.94 | timeout |
| 06-22 00:29 | ETH | Buy | 1736.77→1719.13 | -5.61 | timeout |
| 06-21 08:21 | BTC | Buy | 63530.2→64031.8 | +3.39 | timeout |
| 06-21 05:02 | ETH | Buy | 1712.87→1732.63 | +5.28 | timeout |
| 06-20 23:59 | BTC | Buy | 63515.2→64272.8 | +5.51 | timeout |
| 06-20 20:57 | BTC | Buy | 63216.2→63892.8 | +4.92 | timeout |
| 06-20 07:51 | BTC | Buy | 62579.1→63707.8 | +8.57 | timeout |
| 06-20 02:19 | BTC | Buy | 62968.1→63377.8 | +2.82 | timeout |
| 06-19 23:11 | BTC | Buy | 62768.1→63250.8 | +3.36 | timeout |
| 06-19 20:12 | ETH | Buy | 1711.77→1703.13 | -2.99 | timeout |
| 06-18 15:57 | BTC | Buy | 63932.2→62359.7 | -12.73 | stop_loss |
| 06-18 15:45 | ETH | Buy | 1736.97→1693.98 | -12.82 | stop_loss |
| 06-18 15:40 | BTC | Buy | 64223.2→62643.5 | -12.74 | stop_loss |
| 06-18 15:40 | ETH | Buy | 1745.77→1702.68 | -12.79 | stop_loss |
| 06-18 05:05 | ETH | Buy | 1765.78→1722.17 | -12.77 | stop_loss |
| 06-18 05:03 | ETH | Buy | 1767.48→1723.77 | -12.78 | stop_loss |
| 06-17 19:51 | ETH | Buy | 1771.38→1727.56 | -12.82 | stop_loss |
| 06-17 19:40 | BTC | Buy | 65813.3→64192.7 | -12.79 | stop_loss |
| 06-17 16:57 | BTC | Buy | 65740.3→65873.7 | +0.52 | timeout |
| 06-17 07:53 | BTC | Buy | 66922.3→65267.1 | -12.84 | stop_loss |
| 06-17 05:34 | BTC | Buy | 66020.3→65799.7 | -2.16 | timeout |
| 06-17 00:55 | ETH | Buy | 1792.58→1793.52 | -0.34 | timeout |
| 06-16 15:18 | BTC | Buy | 66628.3→65827.7 | -6.54 | timeout |
| 06-15 15:47 | ETH | Buy | 1763.88→1841.42 | +21.53 | take_profit |
| 06-15 13:12 | ETH | Buy | 1719.57→1794.92 | +21.45 | take_profit |
| 06-15 12:50 | BTC | Buy | 63708.2→66516.7 | +21.60 | take_profit |
| 06-15 12:13 | BTC | Buy | 64489.2→66266.7 | +13.34 | timeout |
| 06-15 09:06 | ETH | Buy | 1675.17→1720.33 | +13.00 | timeout |
| 06-15 05:23 | BTC | Buy | 64328.2→65838.7 | +11.27 | timeout |
| 06-14 15:42 | BTC | Buy | 64306.2→64013.8 | -2.74 | timeout |
| 06-14 09:00 | BTC | Buy | 63795.2→64429.8 | +4.48 | timeout |
| 06-14 05:43 | BTC | Buy | 63564.2→64341.8 | +5.68 | timeout |
| 06-14 01:12 | ETH | Buy | 1668.27→1685.03 | +4.51 | timeout |
| 06-13 13:52 | ETH | Buy | 1657.17→1677.43 | +5.57 | timeout |
| 06-13 00:32 | ETH | Buy | 1672.37→1666.93 | -2.20 | timeout |
| 06-12 20:47 | ETH | Buy | 1669.07→1663.93 | -1.95 | timeout |
| 06-12 17:17 | ETH | Buy | 1635.96→1669.93 | +10.00 | timeout |
| 06-12 12:39 | ETH | Buy | 1647.56→1666.33 | +5.22 | timeout |
| 06-11 21:19 | BTC | Buy | 61553.1→63492.8 | +15.16 | timeout |
| 06-11 17:35 | ETH | Buy | 1628.76→1671.23 | +12.50 | timeout |
| 06-11 12:00 | BTC | Buy | 60967→63006.8 | +16.15 | timeout |
| 06-11 08:41 | BTC | Buy | 61263.1→62905.9 | +12.84 | timeout |
| 06-09 16:39 | ETH | Buy | 1649.56→1608.83 | -12.78 | stop_loss |
| 06-09 14:47 | ETH | Buy | 1674.07→1632.72 | -12.80 | stop_loss |
| 06-09 14:43 | BTC | Buy | 62838.1→61289.3 | -12.78 | stop_loss |
| 06-09 14:21 | BTC | Buy | 63153.2→61591.1 | -12.82 | stop_loss |
| 06-09 12:01 | ETH | Buy | 1687.97→1672.33 | -4.97 | timeout |
| 06-09 05:24 | BTC | Buy | 62602.1→63296.8 | +5.09 | timeout |
| 06-09 00:49 | BTC | Buy | 63963.2→62386.7 | -12.78 | stop_loss |
| 06-08 22:36 | BTC | Buy | 63172.2→63326.8 | +0.74 | timeout |
| 06-07 22:14 | ETH | Buy | 1632.46→1705.13 | +21.88 | take_profit |
| 06-07 22:14 | ETH | Buy | 1629.86→1701.43 | +21.53 | take_profit |
| 06-07 22:14 | ETH | Buy | 1615.16→1685.93 | +21.51 | take_profit |
| 06-07 22:14 | ETH | Buy | 1611.66→1682.33 | +21.57 | take_profit |
| 06-07 12:30 | BTC | Buy | 60620→61897.9 | +10.08 | timeout |
| 06-07 09:08 | BTC | Buy | 61205.1→62803.9 | +12.65 | timeout |
| 06-07 06:36 | ETH | Buy | 1552.96→1621.14 | +21.57 | take_profit |
| 06-07 03:25 | BTC | Buy | 60710→61606.9 | +6.88 | timeout |
| 06-06 15:48 | BTC | Buy | 60242→60731 | +3.61 | timeout |
| 06-05 23:25 | ETH | Buy | 1611.86→1572.06 | -12.80 | stop_loss |
| 06-05 18:52 | BTC | Buy | 60834→59337.3 | -12.76 | stop_loss |
| 06-05 13:57 | ETH | Buy | 1660.17→1619.03 | -12.81 | stop_loss |
| 06-05 13:56 | BTC | Buy | 62447.1→60909.5 | -12.76 | stop_loss |
| 06-05 13:56 | ETH | Buy | 1664.47→1623.23 | -12.81 | stop_loss |
| 06-05 13:49 | ETH | Buy | 1680.47→1638.82 | -12.83 | stop_loss |
| 06-05 06:20 | BTC | Buy | 63266.2→61709 | -12.73 | stop_loss |
| 06-05 03:06 | ETH | Buy | 1765.58→1721.97 | -12.69 | stop_loss |
| 06-05 02:29 | ETH | Buy | 1778.68→1734.76 | -12.73 | stop_loss |
| 06-05 02:21 | ETH | Buy | 1780.28→1736.26 | -12.77 | stop_loss |
| 06-04 09:22 | ETH | Buy | 1797.08→1752.65 | -12.80 | stop_loss |
| 06-04 02:03 | ETH | Buy | 1778.48→1733.76 | -13.04 | stop_loss |
| 06-04 02:02 | BTC | Buy | 63286.2→61729 | -12.75 | stop_loss |
| 06-03 23:07 | BTC | Buy | 66051.3→64423.5 | -12.77 | stop_loss |
| 06-03 20:45 | BTC | Buy | 66724.3→65058.2 | -12.96 | stop_loss |
| 06-03 19:54 | ETH | Buy | 1848.38→1802.52 | -12.85 | stop_loss |
| 06-03 16:27 | ETH | Buy | 1855.09→1809.11 | -12.84 | stop_loss |
| 06-02 23:01 | ETH | Buy | 1902.39→1855.39 | -12.80 | stop_loss |
| 06-02 22:18 | ETH | Buy | 1922.59→1875.07 | -12.81 | stop_loss |
| 06-02 15:26 | BTC | Buy | 69038.5→67340.9 | -12.75 | stop_loss |
| 06-02 14:09 | BTC | Buy | 70130.5→68402.4 | -12.78 | stop_loss |
| 06-02 12:30 | BTC | Buy | 70920.5→69175.9 | -12.82 | stop_loss |
| 06-02 07:40 | ETH | Buy | 1983.6→1986.1 | +0.16 | timeout |
| 06-02 07:02 | BTC | Buy | 71555.6→69795.6 | -12.81 | stop_loss |
| 06-01 22:22 | BTC | Buy | 73674.7→71135.9 | -17.82 | stop_loss |
| 06-01 13:55 | ETH | Buy | 2011.3→1961.62 | -12.95 | stop_loss |
| 06-01 10:11 | ETH | Buy | 2019.5→1986.3 | -8.82 | timeout |
| 05-31 23:44 | ETH | Buy | 2019.9→2002.3 | -4.87 | timeout |
| 05-31 16:12 | BTC | Buy | 73906.7→73669.3 | -2.12 | timeout |
| 05-31 10:13 | BTC | Buy | 73608.7→73816.3 | +0.83 | timeout |
| 05-30 12:05 | BTC | Buy | 73360.7→73563.3 | +0.88 | timeout |
| 05-30 08:39 | BTC | Buy | 73775.7→73500.3 | -2.36 | timeout |
| 05-30 06:34 | BTC | Buy | 73685.7→73643.3 | -0.78 | timeout |
| 05-29 14:03 | ETH | Buy | 1975.1→1997.2 | +5.03 | timeout |
| 05-29 12:04 | ETH | Buy | 1987.3→2001.8 | +3.08 | timeout |
| 05-29 07:23 | ETH | Buy | 1990.6→2018 | +6.37 | timeout |
| 05-29 06:22 | ETH | Buy | 1979.6→2000 | +4.64 | timeout |
| 05-29 03:22 | ETH | Buy | 1993.4→2004 | +2.15 | timeout |
| 05-28 03:18 | BTC | Buy | 75339.8→73480.6 | -12.79 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
165
closed
41%
win rate
-359.79
total pnl ($)
-42.9 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 | 85 | 39% | -51.2 | -219.17 |
| BTC | 80 | 44% | -34.2 | -140.62 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-22 03:25 | ETH | Buy | trigger_already_opened |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||