178
closed trades
40%
win rate
-63.50
total pnl ($)
1.225
weight
7d window — n=9 wr=33% pnl=-4.96
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 05:51:35 (40.1d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
xa
n: 214
· wr: 48.1%
· total_bps: +125.4
· mean_bps: +0.59
· sharpe: +0.01
· max_dd_bps: -620.9
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 23:50 | LINK | Sell | 7.57281→7.63181 | -3.48 | timeout |
| 06-23 20:55 | LTC | Buy | 41.9385→41.8195 | -1.49 | timeout |
| 06-23 15:50 | LTC | Buy | 42.4366→41.8236 | -6.14 | stop_loss |
| 06-23 12:00 | AVAX | Sell | 6.18135→6.2684 | -5.99 | stop_loss |
| 06-23 08:24 | ETH | Sell | 1683.33→1646.26 | +8.44 | take_profit |
| 06-23 08:13 | SOL | Sell | 71.0343→69.4924 | +8.29 | take_profit |
| 06-22 22:13 | AVAX | Buy | 6.25216→6.25654 | -0.07 | timeout |
| 06-22 13:48 | AVAX | Sell | 6.36851→6.45784 | -5.97 | stop_loss |
| 06-22 08:54 | AVAX | Sell | 6.29163→6.26337 | +1.44 | timeout |
| 06-22 04:38 | ETH | Buy | 1743.47→1731.73 | -3.06 | timeout |
| 06-22 00:24 | ETH | Sell | 1713.73→1715.07 | -0.66 | timeout |
| 06-21 17:40 | LTC | Buy | 45.7734→45.1331 | -5.95 | stop_loss |
| 06-21 11:21 | LTC | Sell | 44.8058→44.9692 | -1.83 | timeout |
| 06-21 09:13 | SOL | Sell | 73.075→73.156 | -0.79 | timeout |
| 06-21 04:21 | SOL | Sell | 72.9461→73.7391 | -4.70 | timeout |
| 06-21 01:55 | SOL | Sell | 73.586→73.268 | +1.38 | timeout |
| 06-20 14:46 | LINK | Sell | 7.84884→7.95997 | -6.03 | stop_loss |
| 06-20 09:48 | LTC | Buy | 44.3031→44.2239 | -1.08 | timeout |
| 06-20 05:10 | AVAX | Sell | 5.93202→6.02352 | -6.54 | stop_loss |
| 06-18 02:06 | LTC | Buy | 44.9042→45.0237 | +0.69 | timeout |
| 06-17 22:29 | LTC | Buy | 44.7782→44.8328 | +0.12 | timeout |
| 06-17 18:27 | LTC | Buy | 45.4424→45.3667 | -1.03 | timeout |
| 06-17 15:57 | LTC | Buy | 45.3393→45.6786 | +2.64 | timeout |
| 06-17 13:43 | LTC | Buy | 45.2843→45.3517 | +0.23 | timeout |
| 06-17 10:48 | LTC | Buy | 45.6394→45.2457 | -3.82 | timeout |
| 06-17 08:36 | LTC | Buy | 45.6834→45.4206 | -2.66 | timeout |
| 06-17 04:26 | AVAX | Buy | 6.88602→6.94906 | +3.29 | timeout |
| 06-17 02:18 | AVAX | Buy | 6.89052→6.97766 | +4.69 | timeout |
| 06-16 23:03 | AVAX | Buy | 6.85101→6.89318 | +2.09 | timeout |
| 06-16 21:00 | AVAX | Buy | 6.84881→6.92257 | +3.94 | timeout |
| 06-16 18:51 | AVAX | Buy | 6.7841→6.87478 | +4.99 | timeout |
| 06-16 14:23 | LTC | Buy | 45.3193→44.6765 | -6.03 | stop_loss |
| 06-16 13:53 | SOL | Sell | 74.8868→74.0201 | +4.28 | timeout |
| 06-16 11:59 | ETH | Sell | 1802.02→1799.08 | +0.31 | timeout |
| 06-16 07:01 | AVAX | Sell | 6.82579→6.85511 | -2.08 | timeout |
| 06-15 22:30 | AVAX | Sell | 6.90697→6.8134 | +5.06 | timeout |
| 06-15 19:04 | LTC | Sell | 46.0235→45.8535 | +1.13 | timeout |
| 06-15 16:53 | AVAX | Buy | 6.97164→7.03524 | +3.29 | timeout |
| 06-15 13:41 | LTC | Sell | 45.9295→46.1345 | -2.15 | timeout |
| 06-15 09:26 | LTC | Sell | 45.4246→45.0623 | +2.82 | timeout |
| 06-03 01:27 | AVAX | Sell | 8.15496→8.2698 | -5.98 | stop_loss |
| 06-02 22:30 | ETH | Sell | 1904.51→1901.39 | +0.29 | timeout |
| 06-02 16:15 | SOL | Sell | 76.3385→77.3933 | -5.89 | stop_loss |
| 06-02 14:27 | AVAX | Sell | 8.67423→8.48212 | +8.49 | take_profit |
| 06-02 10:46 | AVAX | Sell | 8.71232→8.70688 | -0.11 | timeout |
| 06-02 07:02 | LINK | Buy | 8.91683→8.7916 | -5.98 | stop_loss |
| 06-02 05:04 | LTC | Buy | 50.1445→49.4429 | -5.96 | stop_loss |
| 06-02 01:13 | LTC | Sell | 50.5164→50.6247 | -1.21 | timeout |
| 06-01 22:42 | SOL | Sell | 81.1978→80.7241 | +1.97 | timeout |
| 06-01 20:05 | LTC | Buy | 50.7657→50.8333 | +0.16 | timeout |
| 06-01 16:39 | AVAX | Sell | 8.83469→8.8041 | +1.04 | timeout |
| 06-01 12:58 | SOL | Buy | 81.0252→80.7869 | -1.55 | timeout |
| 06-01 08:31 | SOL | Buy | 81.4982→80.3657 | -5.93 | stop_loss |
| 06-01 01:55 | LINK | Buy | 9.16279→9.03462 | -5.96 | stop_loss |
| 05-31 23:47 | SOL | Buy | 81.8193→82.1447 | +1.23 | timeout |
| 05-31 19:35 | SOL | Buy | 81.4802→81.4278 | -0.63 | timeout |
| 05-31 14:02 | SOL | Buy | 82.7824→82.6016 | -1.22 | timeout |
| 05-31 09:00 | AVAX | Sell | 9.04464→8.99945 | +1.65 | timeout |
| 05-31 06:17 | LINK | Sell | 9.25049→9.2208 | +0.94 | timeout |
| 05-30 19:02 | SOL | Sell | 82.5966→82.9694 | -2.16 | timeout |
| 05-30 14:36 | SOL | Buy | 82.4144→82.6176 | +0.62 | timeout |
| 05-30 09:28 | SOL | Buy | 82.5754→82.2547 | -1.92 | timeout |
| 05-30 04:30 | AVAX | Buy | 8.97344→8.84576 | -6.06 | stop_loss |
| 05-30 00:37 | LINK | Sell | 8.95026→9.0758 | -5.98 | stop_loss |
| 05-29 15:01 | SOL | Sell | 81.6787→81.3692 | +1.17 | timeout |
| 05-29 01:30 | SOL | Sell | 82.0747→82.0683 | -0.32 | timeout |
| 05-28 17:45 | AVAX | Buy | 8.8071→8.99775 | +8.29 | take_profit |
| 05-28 08:22 | LINK | Buy | 8.8037→8.85299 | +1.91 | timeout |
| 05-28 03:58 | LINK | Sell | 9.00805→8.8066 | +8.59 | take_profit |
| 05-28 03:53 | LINK | Sell | 9.14371→8.94454 | +8.36 | take_profit |
| 05-27 23:27 | AVAX | Sell | 9.1936→8.99415 | +8.32 | take_profit |
| 05-27 21:15 | LINK | Sell | 9.24289→9.33213 | -4.21 | timeout |
| 05-27 17:14 | SOL | Buy | 84.4427→83.2748 | -5.89 | stop_loss |
| 05-27 16:19 | ETH | Sell | 2073.89→2062.61 | +1.82 | timeout |
| 05-27 14:13 | LINK | Buy | 9.37704→9.33487 | -2.17 | timeout |
| 05-27 12:05 | ETH | Buy | 2080.51→2079.59 | -0.53 | timeout |
| 05-27 09:57 | AVAX | Buy | 9.1857→9.13122 | -2.75 | timeout |
| 05-27 07:54 | AVAX | Buy | 9.12838→9.17301 | +1.59 | timeout |
| 05-27 05:10 | AVAX | Buy | 9.13428→9.13732 | -0.22 | timeout |
| 05-27 02:51 | SOL | Buy | 83.6495→83.6824 | -0.19 | timeout |
| 05-27 00:08 | LINK | Sell | 9.39715→9.41075 | -0.96 | timeout |
| 05-26 20:25 | SOL | Sell | 83.6225→83.7626 | -1.05 | timeout |
| 05-26 15:30 | ETH | Buy | 2121.81→2092.94 | -5.81 | stop_loss |
| 05-26 14:04 | LTC | Buy | 52.8712→52.7138 | -1.57 | timeout |
| 05-26 12:00 | LINK | Sell | 9.53961→9.58219 | -2.13 | timeout |
| 05-26 10:01 | LINK | Sell | 9.54161→9.48757 | +1.92 | timeout |
| 05-25 15:13 | LTC | Sell | 52.6758→52.9022 | -2.06 | timeout |
| 05-25 13:02 | AVAX | Sell | 9.37815→9.39865 | -1.22 | timeout |
| 05-25 11:00 | ETH | Sell | 2114.39→2116.31 | -0.71 | timeout |
| 05-25 06:13 | LTC | Sell | 52.5699→52.8742 | -2.66 | timeout |
| 05-25 04:13 | LINK | Sell | 9.43994→9.40045 | +1.31 | timeout |
| 05-25 02:07 | SOL | Sell | 85.0692→85.6708 | -3.22 | timeout |
| 05-24 23:54 | LTC | Buy | 52.6021→52.8078 | +1.20 | timeout |
| 05-24 21:35 | LTC | Buy | 52.8482→52.1059 | -5.98 | stop_loss |
| 05-24 19:34 | SOL | Buy | 85.4378→85.2022 | -1.47 | timeout |
| 05-24 17:31 | SOL | Sell | 85.1522→85.5648 | -2.29 | timeout |
| 05-24 15:28 | LTC | Sell | 53.4796→52.8172 | +4.60 | timeout |
| 05-24 13:29 | SOL | Buy | 86.397→86.1241 | -1.63 | timeout |
| 05-24 11:22 | SOL | Sell | 86.2121→86.731 | -2.76 | timeout |
| 05-24 08:36 | SOL | Sell | 85.6581→86.2619 | -3.16 | timeout |
Paper vs Live
Paper (trades.jsonl)
178
closed
40%
win rate
-63.50
total pnl ($)
-8.9 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| AVAX | 41 | 49% | +4.3 | +6.97 |
| LTC | 41 | 39% | -15.6 | -25.62 |
| SOL | 36 | 33% | -16.1 | -23.20 |
| ETH | 31 | 39% | -6.8 | -8.46 |
| LINK | 29 | 41% | -11.4 | -13.19 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 05:32 | ETH | Sell | -1.14 | The market was in a mild uptrend with ETH up 2.40% over 24 hours, but the short thesis failed because the trade expired via timeout before the expected bearish move materialized. |
| 05-10 01:26 | ETH | Sell | +1.52 | The market was in a mild uptrend with ETH gaining 1.06% in the hour and 1.51% over 24 hours, supported by positive funding and rising BTC. The thesis failed because the trade was closed by timeout, likely missing a favorable move as the short position would… |
| 05-09 20:41 | ETH | Buy | -0.77 | The market was in a mild downtrend with ETH losing 1.10% over 24 hours and 3.12% over 7 days, while funding remained neutral. The thesis failed because the trade was not executed before the timeout, resulting in a small negative PnL from the entry not being… |
| 05-07 09:34 | ETH | Buy | -0.17 | The market was in a mild downtrend with ETH losing 1.20% over 24 hours and 3.79% over the week, while funding remained neutral. The thesis failed because the trade was not triggered before the timeout, resulting in a small negative PnL from holding costs. |
| 05-06 19:22 | ETH | Sell | +0.66 | The market was in a short-term uptrend with ETH gaining 0.65% in the hour, but the broader 24-hour and 7-day trends were negative. The thesis failed because the trade was closed due to timeout, indicating the expected move did not materialize within the all… |
| 05-02 21:38 | ETH | Sell | -5.80 | ETH was consolidating with mild upside momentum (+0.61% 1h, +1.32% 24h) while BTC outpaced it on the week (+1.61% 7d vs +0.51%), narrowing the z-score divergence that justified the trade's short thesis. The trade's fade of ETH's extreme basis z-score (3.20)… |
| 04-30 02:34 | ETH | BUY | -5.57 | The market was experiencing mild weakness across both ETH and BTC at close, with ETH down 1.15% over the prior hour and 5.18% over the week, while BTC showed relative resilience at only -0.72% hourly decline. The trade's thesis failed because the basis dive… |