cross_asset_top_trader_rotation

not live
21
closed trades
48%
win rate
-10.81
total pnl ($)
1.266
weight
7d window — n=4 wr=50% pnl=+5.40  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-19 01:30:23 (35.3d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: vz
n: 4  ·  wr: 25.0%  ·  total_bps: -44.2  ·  mean_bps: -11.06  ·  sharpe: -0.31  ·  max_dd_bps: -91.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 21 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 22:07ETHBuy1736.87→1732.13-1.99timeout
06-22 06:06ETHBuy1712.37→1734.43+6.58timeout
06-21 18:06ETHBuy1725.57→1721.63-1.76timeout
06-17 18:07BTCBuy64839.2→65203.7+2.57timeout
06-15 06:08BTCBuy65712.3→65893.7+1.02timeout
06-14 14:07ETHBuy1674.67→1665.73-3.43timeout
06-11 02:08ETHBuy1626.06→1640.84+4.46timeout
06-09 22:05BTCBuy60971→62016.9+8.96timeout
06-08 22:08ETHBuy1693.67→1695.63+0.18timeout
06-08 10:08BTCBuy62936.1→63428.8+3.81timeout
06-06 04:12ETHBuy1567.86→1538.08-10.94stop_loss
06-02 13:10BTCBuy69984.5→68980.6-8.42timeout
06-02 02:07BTCBuy71480.6→70150.4-10.77stop_loss
05-31 22:05ETHBuy2010.2→2006.4-1.56timeout
05-29 02:05BTCBuy73306.7→73573.3+1.46timeout
05-27 22:09BTCBuy75241.8→74519.3-5.79timeout
05-23 02:04ETHBuy2069.21→2066.19-1.32timeout
05-21 18:05ETHBuy2114.41→2140.19+6.17timeout
05-12 04:43BTCBuy81724.1→81715.9-0.58timeout
05-12 04:43ETHBuy2339.83→2339.37-0.58timeout
05-07 10:04ETHBuy2321.93→2328.77+1.10timeout

Paper vs Live

Paper (trades.jsonl)
21
closed
48%
win rate
-10.81
total pnl ($)
-9.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH1242%-4.5-3.07
BTC956%-15.3-7.74

Recent bounces (last 20 of 1)

timesymsidereason
06-22 00:30ETHBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
05-07 10:04ETHBuy+1.10The market was in a short-term uptrend on the hourly chart but remained in a broader downtrend over the past week. The thesis failed because the trade was closed by timeout before the expected move materialized, likely due to insufficient momentum in a rang…