3
closed trades
33%
win rate
-8.77
total pnl ($)
1.193
weight
7d window — n=3 wr=33% pnl=-8.77
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 16:16:55 (24.4d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_gq
n: 124
· wr: 29.8%
· total_bps: -3145.7
· mean_bps: -25.37
· sharpe: -0.24
· max_dd_bps: -3666.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 3 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-27 21:40 | ADA | Buy | 0.146767→0.144691 | -7.44 | stop_loss |
| 06-27 17:23 | ADA | Sell | 0.147383→0.147217 | +0.09 | timeout |
| 06-27 12:19 | XRP | Sell | 1.05614→1.05816 | -1.42 | timeout |
Paper vs Live
Paper (trades.jsonl)
3
closed
33%
win rate
-8.77
total pnl ($)
-58.8 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ADA | 2 | 50% | -74.1 | -7.35 |
| XRP | 1 | 0% | -28.2 | -1.42 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 20:30 | ETH | Buy | +1.27 | The market was in a mild intraday uptick within a broader weekly downtrend, with ETH showing a slight 1h gain but still negative over 24h and 7d. The thesis failed because the trade was closed by timeout, likely due to insufficient directional conviction or… |
| 05-09 20:05 | ADA | Buy | +5.05 | The market was in a low-volatility, sideways grind with neutral funding and moderate open interest. The thesis failed because the trade was closed by a timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-08 20:03 | ADA | Buy | +4.80 | The market was in a short-term uptrend (+0.77% hourly) but a broader downtrend (-3.50% daily), with ADA showing relative strength against BTC and ETH. The thesis failed because the trade was closed by timeout before the expected move materialized, as the si… |
| 05-08 20:03 | ETH | Buy | +4.64 | The market was in a short-term recovery bounce within a broader weekly downtrend, with ETH up 0.44% on the hour but still down over 2% on the day. The thesis failed because the trade was closed by timeout before the expected continuation materialized, as th… |
| 05-01 20:04 | BTC | Buy | -1.92 | At close, BTC was consolidating near $78,322 with mild hourly weakness (-0.22%) but maintained positive daily and weekly momentum (+2.56% and +0.88%), while aggregate funding rates had compressed to -0.004% across venues, narrowing the arbitrage window. The… |
| 04-29 18:09 | ADA | Buy | -6.96 | Across the 4-hour horizon, ADA declined 1.69% intraday while BTC and ETH fell 0.95–1.23%, confirming a broad crypto downdraft that accelerated the directional headwind against your long position. The cross-venue funding spread thesis failed because the Gate… |
| 04-27 04:05 | ETH | Buy | +3.40 | ETH was consolidating in a modest uptrend with 1-hour volatility near flat (0.03%) while maintaining solid 24-hour gains of 3.55%, and funding rates had compressed to just 0.003388% by close. The trade's thesis failed to materialize as the gate/OKX funding … |
| 04-27 04:05 | BTC | Buy | +0.85 | At close, Bitcoin was trading at $79,078 with a modest 1-hour decline of -0.13% while maintaining strong weekly gains of 5.93%, and funding rates remained positive at 0.0074%. The trade's thesis succeeded because the 2.99 basis point funding spread between … |
| 04-26 04:06 | ETH | Buy | -2.63 | At close, ETH was trading flat to slightly down across all timeframes ($2311.87, -0.21% 1h, -0.32% 24h) while BTC showed similar consolidation, with ETH funding rates turning negative at -0.0061%. The trade's cross-venue funding spread thesis failed because… |