13
closed trades
23%
win rate
-59.99
total pnl ($)
1.250
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 02:06:35 (24.0d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
cross_asset_basis_div_siblings
n: 125
· wr: 45.6%
· total_bps: -642.9
· mean_bps: -5.14
· sharpe: -0.06
· max_dd_bps: -1615.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 13 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 05-16 07:13 | ETH | Buy | 2223.92→2179.99 | -10.35 | stop_loss |
| 05-16 06:49 | DOGE | Buy | 0.112338→0.110197 | -9.96 | stop_loss |
| 05-16 04:09 | DOGE | Buy | 0.112788→0.112452 | -1.92 | timeout |
| 05-16 01:06 | DOGE | Buy | 0.112928→0.112772 | -1.16 | timeout |
| 05-15 22:01 | DOGE | Buy | 0.111228→0.112792 | +6.56 | timeout |
| 05-15 13:51 | ETH | Buy | 2252.63→2209.77 | -9.96 | stop_loss |
| 05-15 13:51 | ETH | Buy | 2252.53→2209.77 | -9.94 | stop_loss |
| 05-15 13:51 | ETH | Buy | 2252.53→2209.77 | -9.94 | stop_loss |
| 05-15 13:44 | ETH | Buy | 2264.23→2221.97 | -9.78 | stop_loss |
| 05-15 13:38 | DOGE | Buy | 0.114449→0.112196 | -10.29 | stop_loss |
| 05-12 06:43 | ETH | Buy | 2339.83→2339.37 | -0.52 | timeout |
| 05-11 23:19 | ETH | Buy | 2319.73→2339.37 | +3.76 | timeout |
| 05-11 22:20 | ETH | Buy | 2323.93→2342.37 | +3.49 | timeout |
Paper vs Live
Paper (trades.jsonl)
13
closed
23%
win rate
-59.99
total pnl ($)
-92.3 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 | 8 | 25% | -108.0 | -43.23 |
| DOGE | 5 | 20% | -67.1 | -16.77 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||