290
closed trades
39%
win rate
-479.38
total pnl ($)
0.479
weight
7d window — n=52 wr=35% pnl=-91.25
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 02:06:35 (19.2d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
cross_asset_basis_div_siblings
n: 343
· wr: 38.8%
· total_bps: -6453.9
· mean_bps: -18.82
· sharpe: -0.22
· max_dd_bps: -6453.9
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 |
|---|---|---|---|---|---|
| 06-23 06:20 | LINK | Buy | 7.88337→7.7279 | -10.32 | stop_loss |
| 06-23 04:27 | ETH | Buy | 1731.67→1727.13 | -1.77 | timeout |
| 06-23 01:10 | ETH | Buy | 1739.87→1732.43 | -2.57 | timeout |
| 06-22 18:53 | ETH | Buy | 1749.17→1734.13 | -4.78 | timeout |
| 06-22 16:01 | ETH | Buy | 1772.88→1739.66 | -9.81 | stop_loss |
| 06-22 15:52 | ETH | Buy | 1747.97→1744.63 | -1.36 | timeout |
| 06-22 12:38 | LINK | Buy | 7.87957→8.11167 | +14.27 | timeout |
| 06-22 09:30 | ETH | Buy | 1751.98→1745.13 | -2.45 | timeout |
| 06-22 06:29 | LINK | Buy | 7.83636→7.93901 | +6.11 | timeout |
| 06-22 00:03 | ETH | Buy | 1728.97→1709.63 | -6.04 | timeout |
| 06-21 21:09 | ETH | Buy | 1734.17→1701.58 | -9.85 | stop_loss |
| 06-21 20:48 | LINK | Buy | 7.90938→7.87403 | -2.73 | timeout |
| 06-21 17:42 | ETH | Buy | 1731.37→1725.53 | -2.17 | timeout |
| 06-21 14:23 | ETH | Buy | 1734.97→1721.73 | -4.26 | timeout |
| 06-21 11:23 | ETH | Buy | 1739.77→1725.43 | -4.58 | timeout |
| 06-21 08:14 | ETH | Buy | 1737.67→1730.33 | -2.53 | timeout |
| 06-21 05:11 | ETH | Buy | 1730.87→1731.13 | -0.39 | timeout |
| 06-21 02:03 | ETH | Buy | 1729.87→1735.23 | +1.07 | timeout |
| 06-20 22:47 | LINK | Buy | 7.94629→7.9836 | +1.88 | timeout |
| 06-20 19:43 | ETH | Buy | 1727.57→1728.73 | -0.12 | timeout |
| 06-20 16:21 | LINK | Buy | 7.95339→7.94261 | -1.14 | timeout |
| 06-20 13:17 | LINK | Buy | 7.9822→7.92212 | -4.21 | timeout |
| 06-20 10:02 | ETH | Buy | 1709.67→1727.13 | +4.62 | timeout |
| 06-20 07:00 | ETH | Buy | 1708.07→1727.23 | +5.13 | timeout |
| 06-20 03:54 | LINK | Buy | 7.88397→7.88243 | -0.54 | timeout |
| 06-20 00:27 | LINK | Buy | 7.92718→7.90582 | -1.85 | timeout |
| 06-19 21:17 | LINK | Buy | 7.83796→7.92422 | +5.04 | timeout |
| 06-19 18:15 | ETH | Buy | 1690.67→1704.63 | +3.66 | timeout |
| 06-19 14:51 | ETH | Buy | 1698.07→1707.73 | +2.40 | timeout |
| 06-19 11:44 | ETH | Buy | 1696.07→1692.93 | -1.39 | timeout |
| 06-19 05:02 | ETH | Buy | 1711.37→1692.13 | -6.07 | timeout |
| 06-19 03:15 | LINK | Buy | 8.02201→7.8679 | -10.06 | stop_loss |
| 06-19 01:54 | LINK | Buy | 7.83346→8.0143 | +11.04 | timeout |
| 06-18 15:46 | ETH | Buy | 1724.97→1692.58 | -9.84 | stop_loss |
| 06-18 15:40 | LINK | Buy | 8.0033→7.85091 | -9.93 | stop_loss |
| 06-18 15:36 | LINK | Buy | 8.04501→7.88918 | -10.06 | stop_loss |
| 06-18 13:10 | LINK | Buy | 7.92188→8.09458 | +10.50 | timeout |
| 06-18 05:04 | LINK | Buy | 8.05311→7.89897 | -10.00 | stop_loss |
| 06-18 05:02 | LINK | Buy | 8.07422→7.92006 | -9.99 | stop_loss |
| 06-18 03:50 | LINK | Buy | 8.06151→8.03199 | -2.27 | timeout |
| 06-17 19:39 | ETH | Buy | 1764.98→1731.96 | -9.81 | stop_loss |
| 06-17 18:32 | LINK | Buy | 8.20055→8.22294 | +0.88 | timeout |
| 06-17 18:04 | LINK | Buy | 8.31258→8.15388 | -10.00 | stop_loss |
| 06-17 12:21 | ETH | Buy | 1784.78→1751.25 | -9.84 | stop_loss |
| 06-17 08:49 | LINK | Buy | 8.31938→8.16108 | -10.00 | stop_loss |
| 06-17 08:39 | ETH | Buy | 1793.78→1760.24 | -9.78 | stop_loss |
| 06-17 06:05 | LINK | Buy | 8.30478→8.34291 | +1.80 | timeout |
| 06-17 01:53 | LINK | Buy | 8.26337→8.33752 | +3.99 | timeout |
| 06-16 22:35 | LINK | Buy | 8.13973→8.30242 | +9.49 | timeout |
| 06-16 19:30 | ETH | Buy | 1793.38→1797.02 | +0.52 | timeout |
| 06-16 14:23 | LINK | Buy | 8.31448→8.14888 | -10.40 | stop_loss |
| 06-16 12:33 | LINK | Buy | 8.18375→8.44189 | +15.32 | take_profit |
| 06-16 09:38 | LINK | Buy | 8.27837→8.34621 | +3.60 | timeout |
| 06-16 02:28 | LINK | Buy | 8.30528→8.14499 | -10.10 | stop_loss |
| 06-15 22:24 | ETH | Buy | 1831.58→1797.32 | -9.81 | stop_loss |
| 06-15 21:14 | LINK | Buy | 8.4122→8.3839 | -2.18 | timeout |
| 06-15 19:19 | LINK | Buy | 8.54274→8.37691 | -10.17 | stop_loss |
| 06-15 13:18 | LINK | Buy | 8.20425→8.46448 | +15.37 | take_profit |
| 06-15 12:48 | ETH | Buy | 1721.07→1775.82 | +15.45 | take_profit |
| 06-15 11:40 | LINK | Buy | 8.20175→8.35931 | +9.11 | timeout |
| 06-15 07:54 | ETH | Buy | 1724.37→1718.33 | -2.23 | timeout |
| 06-14 21:50 | LINK | Buy | 7.86207→8.11497 | +15.64 | take_profit |
| 06-14 21:41 | LINK | Buy | 7.83166→8.08398 | +15.67 | take_profit |
| 06-14 21:40 | LINK | Buy | 7.79755→8.04349 | +15.34 | take_profit |
| 06-14 19:31 | LINK | Buy | 7.92798→7.83504 | -6.32 | timeout |
| 06-14 16:24 | LINK | Buy | 7.92008→7.86543 | -3.93 | timeout |
| 06-14 13:25 | LINK | Buy | 7.90348→7.87613 | -2.17 | timeout |
| 06-14 10:21 | ETH | Buy | 1683.57→1676.13 | -2.67 | timeout |
| 06-14 06:59 | LINK | Buy | 7.9825→7.91062 | -4.94 | timeout |
| 06-14 03:54 | ETH | Buy | 1678.87→1680.83 | +0.12 | timeout |
| 06-14 00:44 | LINK | Buy | 7.97399→7.96491 | -0.92 | timeout |
| 06-13 21:37 | ETH | Buy | 1680.07→1677.43 | -1.22 | timeout |
| 06-13 18:26 | ETH | Buy | 1673.07→1678.53 | +1.19 | timeout |
| 06-13 15:24 | LINK | Buy | 7.93138→8.0168 | +4.93 | timeout |
| 06-13 11:55 | LINK | Buy | 7.89317→7.97201 | +4.52 | timeout |
| 06-13 08:59 | LINK | Buy | 7.88717→7.95691 | +3.95 | timeout |
| 06-13 05:01 | LINK | Buy | 7.84346→7.87573 | +1.58 | timeout |
| 06-13 02:06 | ETH | Buy | 1665.97→1671.73 | +1.24 | timeout |
| 06-12 22:08 | LINK | Buy | 7.84696→7.82464 | -1.90 | timeout |
| 06-12 19:01 | LINK | Buy | 7.89157→7.83694 | -3.91 | timeout |
| 06-12 15:53 | LINK | Buy | 7.79505→7.87123 | +4.42 | timeout |
| 06-12 11:53 | ETH | Buy | 1671.67→1673.43 | +0.06 | timeout |
| 06-12 08:56 | ETH | Buy | 1675.07→1672.13 | -1.33 | timeout |
| 06-12 05:34 | ETH | Buy | 1678.67→1666.43 | -4.09 | timeout |
| 06-11 21:59 | ETH | Buy | 1653.07→1675.73 | +6.39 | timeout |
| 06-11 18:47 | ETH | Buy | 1657.47→1684.53 | +7.67 | timeout |
| 06-11 17:49 | ETH | Buy | 1640.26→1692.43 | +15.45 | take_profit |
| 06-11 15:17 | LINK | Buy | 7.76994→7.74206 | -2.27 | timeout |
| 06-11 12:18 | ETH | Buy | 1650.87→1659.63 | +2.18 | timeout |
| 06-11 09:03 | LINK | Buy | 7.62691→7.82554 | +12.52 | timeout |
| 06-11 03:55 | LINK | Buy | 7.49867→7.73557 | +15.35 | take_profit |
| 06-10 21:51 | LINK | Buy | 7.63471→7.48958 | -9.92 | stop_loss |
| 06-10 21:10 | ETH | Buy | 1647.96→1617.03 | -9.81 | stop_loss |
| 06-10 20:11 | LINK | Buy | 7.65591→7.5917 | -4.52 | timeout |
| 06-10 16:59 | ETH | Buy | 1620.26→1640.84 | +5.87 | timeout |
| 06-10 16:29 | ETH | Buy | 1633.16→1646.94 | +3.73 | timeout |
| 06-10 03:14 | ETH | Buy | 1648.76→1655.63 | +1.66 | timeout |
| 06-10 00:01 | LINK | Buy | 7.72983→7.87193 | +8.74 | timeout |
| 06-09 15:57 | LINK | Buy | 7.85296→7.70182 | -10.06 | stop_loss |
| 06-09 14:21 | LINK | Buy | 7.91488→7.76257 | -10.07 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
290
closed
39%
win rate
-479.38
total pnl ($)
-32.9 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| LINK | 154 | 38% | -33.3 | -258.72 |
| ETH | 136 | 40% | -32.3 | -220.65 |
Recent bounces (last 20 of 11)
| time | sym | side | reason |
|---|---|---|---|
| 06-23 02:48 | LINK | Buy | stale_intent |
| 06-22 23:57 | LINK | Buy | stale_intent |
| 06-22 23:57 | LINK | Buy | stale_intent |
| 06-22 20:46 | ETH | Buy | stale_intent |
| 06-22 20:45 | ETH | Buy | stale_intent |
| 06-22 14:22 | ETH | Buy | stale_intent |
| 06-22 14:22 | ETH | Buy | stale_intent |
| 06-22 11:08 | ETH | Buy | trigger_already_opened |
| 06-22 04:54 | LINK | Buy | stale_intent |
| 06-22 01:50 | ETH | Buy | stale_intent |
| 06-21 22:44 | LINK | Buy | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||