78
closed trades
40%
win rate
-90.36
total pnl ($)
0.878
weight
7d window — n=23 wr=35% pnl=-57.26
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 16:09:09 (23.6d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_gq
n: 55
· wr: 30.9%
· total_bps: -1312.7
· mean_bps: -23.87
· sharpe: -0.30
· max_dd_bps: -1466.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 78 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-26 20:04 | ETH | Buy | 1583.76→1577.54 | -2.44 | timeout |
| 06-26 20:04 | SOL | Buy | 72.6879→73.349 | +4.07 | timeout |
| 06-26 18:53 | BTC | Buy | 60382→59559.2 | -7.28 | stop_loss |
| 06-26 09:51 | BTC | Buy | 60519→59691.2 | -7.29 | stop_loss |
| 06-26 09:04 | ETH | Buy | 1580.76→1559.06 | -7.31 | stop_loss |
| 06-26 08:27 | SOL | Buy | 70.7386→69.7626 | -7.35 | stop_loss |
| 06-25 20:06 | BTC | Buy | 59576→59699 | +0.58 | timeout |
| 06-25 20:02 | ETH | Sell | 1568.34→1565.76 | +0.38 | timeout |
| 06-25 16:45 | SOL | Buy | 66.622→65.6833 | -7.49 | stop_loss |
| 06-25 11:06 | BTC | Buy | 61862.1→61011.4 | -7.33 | stop_loss |
| 06-25 04:03 | SOL | Buy | 68.0452→67.6239 | -3.52 | timeout |
| 06-24 16:51 | SOL | Buy | 67.3391→66.4048 | -7.39 | stop_loss |
| 06-24 12:09 | SOL | Buy | 69.3234→69.7725 | +2.79 | timeout |
| 06-24 04:31 | SOL | Buy | 69.8105→69.0796 | -5.64 | timeout |
| 06-24 00:25 | SOL | Buy | 68.9013→69.8145 | +6.23 | timeout |
| 06-23 20:30 | SOL | Buy | 69.0564→68.9177 | -1.42 | timeout |
| 06-23 16:15 | SOL | Buy | 69.0924→69.0886 | -0.45 | timeout |
| 06-23 12:22 | ETH | Sell | 1653.33→1656.87 | -1.54 | timeout |
| 06-23 08:24 | SOL | Buy | 68.9733→67.9528 | -7.85 | stop_loss |
| 06-22 20:13 | SOL | Buy | 72.6839→72.7641 | +0.12 | timeout |
| 06-22 12:02 | SOL | Buy | 74.1111→74.1159 | -0.44 | timeout |
| 06-21 20:04 | SOL | Buy | 74.0221→74.4088 | +2.14 | timeout |
| 06-20 20:01 | ETH | Sell | 1735.33→1729.77 | +1.15 | timeout |
| 06-20 04:04 | BTC | Sell | 63538.8→63408.2 | +0.58 | timeout |
| 06-19 20:12 | BTC | Sell | 63140.8→63048.2 | +0.29 | timeout |
| 06-18 21:29 | BTC | Sell | 62475.9→62949.1 | -4.26 | timeout |
| 06-18 15:52 | BTC | Sell | 63933.8→62533.1 | +10.50 | take_profit |
| 06-18 12:04 | ETH | Buy | 1746.87→1743.83 | -1.34 | timeout |
| 06-18 12:04 | BTC | Sell | 64378.8→63990.2 | +2.58 | timeout |
| 06-17 18:04 | SOL | Buy | 73.8541→72.8346 | -7.36 | stop_loss |
| 06-17 15:50 | BTC | Sell | 64889.8→65775.2 | -7.27 | stop_loss |
| 06-17 13:26 | BTC | Sell | 65028.7→64878.2 | +0.72 | timeout |
| 06-16 20:06 | SOL | Buy | 73.366→73.6979 | +1.81 | timeout |
| 06-15 20:59 | SOL | Buy | 75.5123→74.8298 | -4.97 | timeout |
| 06-15 20:06 | BTC | Buy | 67144.4→66559.7 | -4.81 | timeout |
| 06-15 04:01 | BTC | Buy | 65725.3→65875.7 | +0.69 | timeout |
| 06-13 20:01 | BTC | Buy | 64247.2→64254.8 | -0.39 | timeout |
| 06-12 20:03 | SOL | Buy | 67.1441→66.516 | -5.10 | timeout |
| 06-12 04:09 | SOL | Buy | 66.97→66.88 | -1.13 | timeout |
| 06-11 12:46 | ETH | Buy | 1661.57→1650.03 | -3.93 | timeout |
| 06-11 04:21 | ETH | Buy | 1633.46→1651.63 | +5.09 | timeout |
| 06-10 17:32 | BTC | Buy | 62494.1→61644.1 | -7.25 | stop_loss |
| 06-10 16:47 | SOL | Buy | 65.2708→64.3681 | -7.36 | stop_loss |
| 06-08 04:18 | SOL | Buy | 66.2069→65.8081 | -3.42 | timeout |
| 06-07 22:13 | SOL | Buy | 64.1756→65.5702 | +10.46 | take_profit |
| 06-07 19:16 | SOL | Buy | 64.8097→63.9154 | -7.26 | stop_loss |
| 06-07 12:12 | SOL | Buy | 64.8367→63.9374 | -7.38 | stop_loss |
| 06-07 09:15 | SOL | Buy | 64.6907→66.0981 | +10.45 | take_profit |
| 06-07 01:08 | SOL | Sell | 62.1827→63.049 | -7.42 | stop_loss |
| 06-06 20:05 | SOL | Sell | 62.3306→61.4012 | +6.97 | timeout |
| 06-05 12:18 | ETH | Buy | 1664.27→1662.83 | -0.87 | timeout |
| 06-05 12:01 | BTC | Buy | 62582.1→61729 | -7.27 | stop_loss |
| 06-05 02:58 | SOL | Sell | 68.7107→67.2181 | +10.37 | take_profit |
| 06-05 02:20 | BTC | Buy | 63711.2→62844.4 | -7.25 | stop_loss |
| 06-04 21:31 | SOL | Sell | 69.6775→68.1602 | +10.42 | take_profit |
| 06-04 10:54 | SOL | Sell | 69.0326→67.5321 | +10.37 | take_profit |
| 06-04 00:38 | SOL | Sell | 71.9332→70.3706 | +10.40 | take_profit |
| 06-03 03:33 | ETH | Buy | 1861.29→1835.7 | -7.32 | stop_loss |
| 05-31 04:06 | BTC | Buy | 73840.7→74134.3 | +1.53 | timeout |
| 05-30 20:05 | ETH | Buy | 2025.6→2026.6 | -0.23 | timeout |
| 05-29 20:26 | BTC | Buy | 73534.7→73686.3 | +0.57 | timeout |
| 05-29 12:05 | BTC | Buy | 73637.7→73347.3 | -2.43 | timeout |
| 05-29 12:05 | ETH | Buy | 2008.6→2001.1 | -2.33 | timeout |
| 05-27 17:16 | SOL | Buy | 84.2706→83.107 | -7.35 | stop_loss |
| 05-27 12:02 | SOL | Buy | 84.1936→83.7274 | -3.22 | timeout |
| 05-23 12:01 | ETH | Buy | 2024.6→2029.5 | +0.76 | timeout |
| 05-23 04:02 | ETH | Buy | 2063.61→2069.89 | +1.07 | timeout |
| 05-23 04:01 | BTC | Buy | 75489.8→75597.2 | +0.26 | timeout |
| 05-22 04:02 | SOL | Buy | 87.2381→87.0569 | -1.51 | timeout |
| 05-21 04:02 | SOL | Buy | 86.1219→86.885 | +3.96 | timeout |
| 05-20 04:01 | ETH | Buy | 2110.31→2112.69 | +0.11 | timeout |
| 05-20 04:01 | BTC | Buy | 76792.8→76759.2 | -0.69 | timeout |
| 05-20 04:00 | SOL | Buy | 84.2836→84.0934 | -1.60 | timeout |
| 05-19 12:02 | SOL | Buy | 85.3308→84.3463 | -6.19 | timeout |
| 05-19 04:01 | SOL | Buy | 85.3688→85.0072 | -2.59 | timeout |
| 05-19 04:01 | BTC | Buy | 76973.8→76763.2 | -1.83 | timeout |
| 05-19 04:01 | ETH | Buy | 2129.21→2130.29 | -0.20 | timeout |
| 05-18 12:04 | BTC | Buy | 77099.9→77251.1 | +0.51 | timeout |
Paper vs Live
Paper (trades.jsonl)
78
closed
40%
win rate
-90.36
total pnl ($)
-23.1 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| SOL | 38 | 37% | -13.1 | -24.86 |
| BTC | 24 | 46% | -38.7 | -46.55 |
| ETH | 16 | 38% | -23.5 | -18.95 |
Recent bounces (last 20 of 6)
| time | sym | side | reason |
|---|---|---|---|
| 06-25 16:22 | SOL | Buy | below_min_notional_skip |
| 06-25 16:22 | BTC | Buy | stale_intent |
| 06-25 08:04 | BTC | Buy | below_min_notional_skip |
| 06-25 00:09 | SOL | Buy | below_min_notional_skip |
| 06-24 16:23 | SOL | Buy | stale_intent |
| 06-24 08:23 | SOL | Buy | below_min_notional_skip |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 20:10 | ETH | Buy | +1.31 | The market was in a low-volatility, sideways grind with neutral funding and steady open interest. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-08 20:03 | ETH | Buy | +4.64 | The market was in a short-term uptrend on the hourly chart but remained in a broader weekly decline, with ETH showing a slight recovery against a negative 24-hour and 7-day backdrop. The thesis failed because the trade was closed due to a timeout, indicatin… |
| 05-01 20:04 | BTC | Buy | -1.92 | At close, BTC was trading near $78,322 with mild consolidation (−0.22% 1h decline) despite a +2.56% 24h rally, while funding rates had compressed to −0.0044% (less negative than the −0.0281% Gate/−0.0016% GMX spread that triggered the trade). The thesis fai… |
| 04-27 04:05 | ETH | Buy | +3.40 | ETH was consolidating with modest intraday weakness (-0.13% on BTC in the final hour) while maintaining strong weekly gains of 4.62%, and funding rates had normalized to +0.003388% across the $1.91B open interest. The thesis failed to materialize because th… |
| 04-27 04:05 | BTC | Buy | +0.85 | Bitcoin was consolidating near $79,078 with modest 1-hour weakness (-0.13%) despite solid 24-hour gains of 2.11%, while funding rates remained positive at 0.007399%. The trade's cross-venue funding spread thesis failed to materialize as the GMX-side short d… |
| 04-26 20:16 | BTC | Buy | +0.79 | Bitcoin was consolidating with minimal intraday weakness (down 0.18% in 1h) while maintaining modest 24h gains of 0.99%, reflecting a stable macro environment. The trade's thesis worked because GMX's funding rate remained negative (-0.000995%) while GATE sh… |
| 04-26 12:08 | BTC | Buy | -0.88 | BTC was trading sideways near $78,000 with minimal 1-hour momentum (-0.08%) as the 4-hour timeout closed the position. The thesis failed because the initial -0.0256% spread gap between GATE and GMX didn't converge; instead, BTC declined 67 bps from entry to… |
| 04-26 12:03 | ETH | Buy | -0.09 | ETH was trading flat to slightly positive at $2335.31 with minimal volatility across all timeframes (1h: +0.04%, 24h: +0.81%) when the 4-hour timeout closed the position. The trade's thesis failed because the -2.67bps funding rate gap between Gate and GMX t… |
| 04-26 04:06 | ETH | Buy | -2.63 | At close, ETH was trading sideways near $2,311 with minimal directional pressure (down only 0.21% on the hour and 0.32% over 24 hours) while funding rates had normalized sharply to -0.0006%, indicating the arbitrage spread compression had eliminated the edg… |