15
closed trades
33%
win rate
-60.19
total pnl ($)
1.085
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 02:06:35 (18.0d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
cross_asset_basis_div_siblings
n: 126
· wr: 40.5%
· total_bps: -2229.0
· mean_bps: -17.69
· sharpe: -0.22
· max_dd_bps: -2229.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 15 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 05-16 07:13 | ETH | Buy | 2224.12→2180.79 | -10.21 | stop_loss |
| 05-16 07:12 | SOL | Buy | 89.0764→87.4151 | -9.79 | stop_loss |
| 05-16 04:16 | ETH | Buy | 2222.42→2225.08 | +0.12 | timeout |
| 05-16 01:01 | ETH | Buy | 2223.42→2225.78 | +0.06 | timeout |
| 05-15 22:00 | SOL | Buy | 88.6223→88.9946 | +1.60 | timeout |
| 05-15 13:51 | ETH | Buy | 2252.13→2209.77 | -9.85 | stop_loss |
| 05-15 13:51 | ETH | Buy | 2252.33→2209.77 | -9.89 | stop_loss |
| 05-15 13:51 | ETH | Buy | 2253.33→2211.37 | -9.76 | stop_loss |
| 05-15 13:38 | SOL | Buy | 91.2217→89.4968 | -9.90 | stop_loss |
| 05-15 13:38 | SOL | Buy | 91.1877→89.4838 | -9.79 | stop_loss |
| 05-12 06:43 | ETH | Buy | 2339.83→2339.37 | -0.52 | timeout |
| 05-12 06:02 | ETH | Buy | 2342.43→2339.37 | -1.07 | timeout |
| 05-12 02:35 | ETH | Buy | 2340.23→2339.37 | -0.60 | timeout |
| 05-11 23:19 | ETH | Buy | 2319.33→2339.37 | +3.85 | timeout |
| 05-11 22:45 | ETH | Buy | 2311.43→2339.37 | +5.57 | timeout |
Paper vs Live
Paper (trades.jsonl)
15
closed
33%
win rate
-60.19
total pnl ($)
-80.2 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 | 11 | 36% | -58.7 | -32.30 |
| SOL | 4 | 25% | -139.1 | -27.89 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||