242
closed trades
41%
win rate
-341.56
total pnl ($)
0.882
weight
7d window — n=52 wr=37% pnl=-57.23
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=CrossAssetBasisDivergenceArbBoostV2 in strategies_batch_boost_n.py
Backtest evidence
run: 2026-05-24 11:42:36 (33.9d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
boost_ae__restored_b8a2fc43
n: 0
· wr: 0.0%
· total_bps: +0.0
· mean_bps: +0.00
· sharpe: +0.00
· max_dd_bps: +0.0
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 |
|---|---|---|---|---|---|
| 06-27 06:32 | BTC | Buy | 59871→60275 | +2.92 | timeout |
| 06-27 03:12 | BTC | Buy | 59954→60185 | +1.48 | timeout |
| 06-26 23:57 | ETH | Buy | 1579.96→1577.64 | -1.16 | timeout |
| 06-26 15:25 | ETH | Buy | 1532.65→1581.44 | +15.45 | take_profit |
| 06-26 12:43 | ETH | Buy | 1554.86→1525.78 | -9.79 | stop_loss |
| 06-26 12:39 | ETH | Buy | 1564.96→1535.68 | -9.79 | stop_loss |
| 06-26 07:31 | ETH | Buy | 1532.15→1580.94 | +15.47 | take_profit |
| 06-26 02:21 | BTC | Buy | 59478→58370.9 | -9.75 | stop_loss |
| 06-26 02:13 | BTC | Buy | 59807→58693.7 | -9.75 | stop_loss |
| 06-26 01:08 | ETH | Buy | 1560.06→1561.34 | -0.01 | timeout |
| 06-25 21:53 | ETH | Buy | 1557.26→1576.64 | +5.76 | timeout |
| 06-25 13:40 | ETH | Buy | 1638.26→1607.44 | -9.85 | stop_loss |
| 06-25 13:38 | BTC | Buy | 61902.1→60747.6 | -9.76 | stop_loss |
| 06-25 12:37 | ETH | Buy | 1618.26→1635.94 | +5.03 | timeout |
| 06-25 09:04 | ETH | Buy | 1617.36→1653.13 | +10.57 | timeout |
| 06-25 06:03 | ETH | Buy | 1623.56→1645.24 | +6.20 | timeout |
| 06-24 22:00 | ETH | Buy | 1572.06→1622.24 | +15.51 | take_profit |
| 06-24 17:44 | BTC | Buy | 60383→59260.4 | -9.73 | stop_loss |
| 06-24 13:43 | BTC | Buy | 62600.1→61436.2 | -9.75 | stop_loss |
| 06-24 13:43 | BTC | Buy | 62625.1→61459.2 | -9.76 | stop_loss |
| 06-24 13:23 | ETH | Buy | 1676.57→1645.21 | -9.81 | stop_loss |
| 06-24 12:05 | BTC | Buy | 62634.1→62899.9 | +1.67 | timeout |
| 06-24 08:51 | ETH | Buy | 1670.97→1671.73 | -0.24 | timeout |
| 06-24 05:42 | BTC | Buy | 62563.1→62929.9 | +2.46 | timeout |
| 06-24 02:10 | ETH | Buy | 1656.27→1670.03 | +3.70 | timeout |
| 06-23 22:38 | BTC | Buy | 62678.1→62521.9 | -1.69 | timeout |
| 06-23 19:22 | ETH | Buy | 1661.27→1656.63 | -1.84 | timeout |
| 06-23 16:00 | BTC | Buy | 62852.1→62473.9 | -3.45 | timeout |
| 06-23 06:21 | ETH | Buy | 1718.97→1686.79 | -9.81 | stop_loss |
| 06-23 06:18 | BTC | Buy | 64148.2→62953.4 | -9.77 | stop_loss |
| 06-23 06:17 | ETH | Buy | 1732.27→1706.93 | -7.73 | timeout |
| 06-23 03:00 | BTC | Buy | 64329.2→64154.8 | -1.81 | timeout |
| 06-22 23:51 | ETH | Buy | 1743.27→1725.83 | -5.43 | timeout |
| 06-22 20:13 | BTC | Buy | 64737.2→64502.8 | -2.27 | timeout |
| 06-22 17:02 | ETH | Buy | 1747.97→1738.53 | -3.15 | timeout |
| 06-22 13:37 | BTC | Buy | 64204.2→65260.7 | +7.73 | timeout |
| 06-22 10:07 | BTC | Buy | 64535.2→64208.8 | -3.01 | timeout |
| 06-22 07:09 | BTC | Buy | 63712.2→64065.8 | +2.32 | timeout |
| 06-22 04:06 | BTC | Buy | 64214.2→63912.8 | -2.81 | timeout |
| 06-22 00:41 | BTC | Buy | 64065.2→63959.8 | -1.28 | timeout |
| 06-21 21:39 | BTC | Buy | 64005.2→63901.8 | -1.26 | timeout |
| 06-21 18:36 | ETH | Buy | 1732.57→1731.63 | -0.73 | timeout |
| 06-21 15:22 | ETH | Buy | 1733.67→1728.63 | -1.90 | timeout |
| 06-21 12:21 | BTC | Buy | 64468.2→63970.8 | -4.29 | timeout |
| 06-21 08:36 | ETH | Buy | 1736.87→1723.43 | -4.30 | timeout |
| 06-21 05:36 | BTC | Buy | 63933.2→64272.8 | +2.21 | timeout |
| 06-21 02:27 | ETH | Buy | 1728.67→1735.83 | +1.60 | timeout |
| 06-20 22:55 | BTC | Buy | 63956.2→64259.8 | +1.92 | timeout |
| 06-20 19:49 | ETH | Buy | 1728.67→1728.33 | -0.56 | timeout |
| 06-20 16:48 | BTC | Buy | 63412.2→63963.8 | +3.88 | timeout |
| 06-20 13:42 | BTC | Buy | 63629.2→63425.8 | -2.06 | timeout |
| 06-20 10:33 | ETH | Buy | 1707.37→1726.73 | +5.17 | timeout |
| 06-20 07:07 | BTC | Buy | 63272.2→63587.8 | +2.04 | timeout |
| 06-20 03:49 | ETH | Buy | 1701.37→1707.03 | +1.20 | timeout |
| 06-20 00:13 | BTC | Buy | 63242.2→63456.8 | +1.25 | timeout |
| 06-19 20:44 | ETH | Buy | 1686.57→1702.33 | +4.22 | timeout |
| 06-19 17:34 | BTC | Buy | 62426.1→63030.8 | +4.39 | timeout |
| 06-19 14:29 | ETH | Buy | 1701.07→1704.03 | +0.43 | timeout |
| 06-19 13:11 | BTC | Buy | 62614.1→62789.9 | +0.98 | timeout |
| 06-19 06:40 | ETH | Buy | 1703.37→1697.43 | -2.19 | timeout |
| 06-19 03:26 | ETH | Buy | 1690.47→1698.73 | +1.97 | timeout |
| 06-19 03:15 | ETH | Buy | 1714.67→1682.29 | -9.90 | stop_loss |
| 06-19 00:49 | ETH | Buy | 1684.17→1715.13 | +8.71 | timeout |
| 06-18 15:40 | BTC | Buy | 63795.2→62608.5 | -9.73 | stop_loss |
| 06-18 15:37 | BTC | Buy | 64140.2→62946.4 | -9.69 | stop_loss |
| 06-18 15:17 | BTC | Buy | 64425.2→63205.2 | -9.79 | stop_loss |
| 06-18 12:22 | ETH | Buy | 1735.07→1749.13 | +3.59 | timeout |
| 06-18 08:49 | BTC | Buy | 64582.2→64465.8 | -1.37 | timeout |
| 06-18 05:44 | ETH | Buy | 1738.77→1727.93 | -3.55 | timeout |
| 06-17 23:02 | ETH | Buy | 1754.88→1741.63 | -4.23 | timeout |
| 06-17 19:38 | ETH | Buy | 1765.68→1732.66 | -9.80 | stop_loss |
| 06-17 19:29 | BTC | Buy | 65483.3→64257.6 | -9.81 | stop_loss |
| 06-17 16:42 | ETH | Buy | 1766.08→1774.92 | +2.02 | timeout |
| 06-17 11:05 | ETH | Buy | 1791.28→1757.74 | -9.80 | stop_loss |
| 06-17 08:37 | ETH | Buy | 1798.68→1765.04 | -9.77 | stop_loss |
| 06-17 07:12 | BTC | Buy | 65699.3→65657.7 | -0.75 | timeout |
| 06-17 04:04 | ETH | Buy | 1793.68→1794.22 | -0.33 | timeout |
| 06-17 00:49 | ETH | Buy | 1776.78→1797.12 | +5.24 | timeout |
| 06-16 21:47 | BTC | Buy | 66106.3→65715.7 | -3.44 | timeout |
| 06-16 15:40 | BTC | Buy | 66401.3→65833.7 | -4.72 | timeout |
| 06-16 14:33 | ETH | Buy | 1795.48→1761.34 | -9.97 | stop_loss |
| 06-16 12:16 | ETH | Buy | 1763.78→1820.22 | +15.51 | take_profit |
| 06-16 08:55 | BTC | Buy | 66306.3→66896.7 | +4.00 | timeout |
| 06-16 02:27 | ETH | Buy | 1814.38→1780.43 | -9.80 | stop_loss |
| 06-15 23:08 | BTC | Buy | 66644.3→66209.7 | -3.73 | timeout |
| 06-15 22:24 | ETH | Buy | 1829.58→1795.22 | -9.85 | stop_loss |
| 06-15 20:12 | BTC | Buy | 66257.3→66530.7 | +1.59 | timeout |
| 06-15 12:48 | ETH | Buy | 1721.07→1776.32 | +15.58 | take_profit |
| 06-15 12:48 | ETH | Buy | 1720.67→1775.42 | +15.45 | take_profit |
| 06-15 11:00 | BTC | Buy | 65433.3→65883.7 | +2.99 | timeout |
| 06-15 08:01 | ETH | Buy | 1726.77→1715.43 | -3.76 | timeout |
| 06-15 01:27 | BTC | Buy | 63885.2→65385.7 | +11.29 | timeout |
| 06-14 22:14 | BTC | Buy | 64282.2→65098.7 | +5.89 | timeout |
| 06-14 21:50 | ETH | Buy | 1671.87→1725.43 | +15.56 | take_profit |
| 06-14 19:02 | BTC | Buy | 64477.2→63781.8 | -5.87 | timeout |
| 06-14 16:00 | ETH | Buy | 1675.37→1662.13 | -4.42 | timeout |
| 06-14 12:58 | BTC | Buy | 64349.2→64292.8 | -0.89 | timeout |
| 06-14 09:52 | BTC | Buy | 64615.2→64557.8 | -0.91 | timeout |
| 06-14 06:49 | BTC | Buy | 64474.2→64250.8 | -2.18 | timeout |
| 06-14 03:48 | BTC | Buy | 64275.2→64480.8 | +1.16 | timeout |
Paper vs Live
Paper (trades.jsonl)
242
closed
41%
win rate
-341.56
total pnl ($)
-28.1 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 122 | 42% | -32.0 | -196.08 |
| ETH | 120 | 41% | -24.2 | -145.48 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||