343
closed trades
42%
win rate
-67.48
total pnl ($)
0.913
weight
7d window — n=76 wr=33% pnl=-51.90
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 02:39:28 (23.7d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
gp
n: 298
· wr: 46.3%
· total_bps: +325.5
· mean_bps: +1.09
· sharpe: +0.01
· max_dd_bps: -2440.7
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 17:44 | ARB | Buy | 0.0756589→0.0747713 | -6.31 | timeout |
| 06-27 14:14 | SOL | Sell | 71.6712→72.6672 | -7.40 | stop_loss |
| 06-27 12:01 | LINK | Sell | 7.37566→7.35864 | +0.70 | timeout |
| 06-27 12:01 | BTC | Buy | 60459→60323 | -1.58 | timeout |
| 06-27 09:34 | ARB | Buy | 0.0747087→0.0742314 | -3.62 | timeout |
| 06-27 08:15 | SOL | Sell | 72.2322→72.2438 | -0.53 | timeout |
| 06-27 05:46 | ARB | Buy | 0.0745186→0.0747413 | +1.02 | timeout |
| 06-27 04:17 | SOL | Sell | 72.2522→72.3048 | -0.84 | timeout |
| 06-27 01:44 | ARB | Buy | 0.0742085→0.0745414 | +1.77 | timeout |
| 06-26 20:46 | ARB | Buy | 0.0739585→0.0737816 | -1.64 | timeout |
| 06-26 20:04 | LINK | Sell | 7.36386→7.36154 | -0.29 | timeout |
| 06-26 13:57 | ARB | Buy | 0.0713778→0.0729118 | +10.29 | take_profit |
| 06-26 10:51 | LINK | Sell | 7.31117→7.15359 | +10.34 | take_profit |
| 06-26 09:51 | ARB | Buy | 0.0731283→0.0720959 | -7.51 | stop_loss |
| 06-26 07:28 | ARB | Buy | 0.0725881→0.0741515 | +10.30 | take_profit |
| 06-26 01:33 | ARB | Buy | 0.0734184→0.0723557 | -7.69 | stop_loss |
| 06-26 00:02 | ARB | Buy | 0.0725681→0.0731717 | +3.75 | timeout |
| 06-25 20:12 | SOL | Sell | 66.569→66.522 | -0.11 | timeout |
| 06-25 20:00 | ETH | Buy | 1571.96→1561.44 | -3.80 | timeout |
| 06-25 16:56 | ARB | Buy | 0.0732683→0.0721758 | -7.89 | stop_loss |
| 06-25 14:33 | BTC | Sell | 59276→60096 | -7.37 | stop_loss |
| 06-25 13:45 | LINK | Sell | 7.42814→7.26712 | +10.38 | take_profit |
| 06-25 12:10 | LINK | Sell | 7.52312→7.44216 | +4.92 | timeout |
| 06-25 11:06 | ETH | Buy | 1652.97→1630.32 | -7.30 | stop_loss |
| 06-25 10:46 | ARB | Buy | 0.0772893→0.0761928 | -7.54 | stop_loss |
| 06-25 04:56 | SOL | Sell | 67.4419→68.3924 | -7.50 | stop_loss |
| 06-25 04:17 | ARB | Buy | 0.0762591→0.0754211 | -5.94 | timeout |
| 06-24 20:06 | SOL | Sell | 66.2691→67.1977 | -7.46 | stop_loss |
| 06-24 20:06 | LINK | Sell | 7.22739→7.32949 | -7.51 | stop_loss |
| 06-24 17:20 | LINK | Sell | 7.36866→7.2073 | +10.49 | take_profit |
| 06-24 17:19 | SOL | Sell | 67.4209→65.9559 | +10.42 | take_profit |
| 06-24 17:13 | ETH | Sell | 1618.04→1582.66 | +10.48 | take_profit |
| 06-24 16:51 | ARB | Sell | 0.0754711→0.0737984 | +10.63 | take_profit |
| 06-24 13:32 | LINK | Sell | 7.5983→7.52688 | +4.27 | timeout |
| 06-24 12:03 | ARB | Sell | 0.0783404→0.0786096 | -2.16 | timeout |
| 06-24 11:49 | SOL | Sell | 69.4826→70.4458 | -7.39 | stop_loss |
| 06-24 05:37 | SOL | Sell | 69.2506→70.2086 | -7.38 | stop_loss |
| 06-24 04:38 | LINK | Sell | 7.65419→7.56629 | +5.28 | timeout |
| 06-24 04:33 | SOL | Sell | 69.7995→69.3074 | +3.03 | timeout |
| 06-24 04:09 | ETH | Buy | 1670.97→1664.03 | -2.52 | timeout |
| 06-24 01:26 | ARB | Buy | 0.0792298→0.0787903 | -3.17 | timeout |
| 06-24 00:00 | LINK | Sell | 7.5784→7.63811 | -4.40 | timeout |
| 06-23 22:17 | SOL | Sell | 68.8807→69.8354 | -7.40 | stop_loss |
| 06-23 20:29 | SOL | Sell | 69.0026→68.9863 | -0.37 | timeout |
| 06-23 20:15 | ETH | Buy | 1667.57→1663.13 | -1.78 | timeout |
| 06-23 20:04 | ARB | Sell | 0.0782804→0.0787897 | -3.70 | timeout |
| 06-23 16:20 | SOL | Sell | 69.1376→69.1114 | -0.29 | timeout |
| 06-23 14:20 | LINK | Sell | 7.56311→7.67175 | -7.64 | stop_loss |
| 06-23 13:02 | LINK | Sell | 7.53242→7.58119 | -3.73 | timeout |
| 06-23 12:18 | SOL | Sell | 68.5817→69.0874 | -4.20 | timeout |
| 06-23 08:17 | ARB | Buy | 0.0792398→0.0781214 | -7.51 | stop_loss |
| 06-23 06:18 | SOL | Sell | 71.8892→70.3215 | +10.43 | take_profit |
| 06-23 04:12 | SOL | Sell | 71.7692→71.7928 | -0.67 | timeout |
| 06-23 04:00 | ARB | Buy | 0.0831208→0.0826993 | -2.92 | timeout |
| 06-23 03:59 | BTC | Buy | 64015.2→64030.8 | -0.33 | timeout |
| 06-22 22:28 | SOL | Sell | 72.7241→71.1307 | +10.49 | take_profit |
| 06-22 20:06 | SOL | Sell | 72.9221→72.9009 | -0.33 | timeout |
| 06-22 20:06 | ARB | Buy | 0.0843311→0.083799 | -3.59 | timeout |
| 06-22 13:50 | BTC | Buy | 64133.2→65537.7 | +10.48 | take_profit |
| 06-22 12:10 | ARB | Buy | 0.0849712→0.0859085 | +5.10 | timeout |
| 06-22 11:06 | LINK | Sell | 7.95471→8.06675 | -7.48 | stop_loss |
| 06-22 01:23 | ARB | Buy | 0.0824306→0.0842089 | +10.34 | take_profit |
| 06-22 01:18 | LINK | Sell | 7.81904→7.93004 | -7.55 | stop_loss |
| 06-22 01:18 | SOL | Sell | 72.6711→73.6749 | -7.36 | stop_loss |
| 06-21 21:09 | ARB | Buy | 0.0837009→0.0825181 | -7.53 | stop_loss |
| 06-21 16:43 | ARB | Buy | 0.0835109→0.0836491 | +0.38 | timeout |
| 06-21 12:10 | ARB | Buy | 0.0834809→0.0836191 | +0.36 | timeout |
| 06-21 06:47 | ARB | Buy | 0.0837909→0.0833192 | -3.26 | timeout |
| 06-21 06:07 | ETH | Buy | 1736.87→1732.63 | -1.68 | timeout |
| 06-21 04:08 | BTC | Buy | 64234.2→64359.8 | +0.53 | timeout |
| 06-21 04:03 | LINK | Sell | 7.97501→7.97089 | -0.18 | timeout |
| 06-21 02:45 | ARB | Buy | 0.0847412→0.0837091 | -6.56 | timeout |
| 06-21 02:04 | ETH | Buy | 1735.47→1737.03 | -0.02 | timeout |
| 06-20 22:41 | ARB | Buy | 0.0831008→0.0844889 | +7.88 | timeout |
| 06-20 20:21 | ETH | Buy | 1735.87→1729.83 | -2.20 | timeout |
| 06-20 20:01 | BTC | Buy | 63995.2→63939.8 | -0.88 | timeout |
| 06-20 16:18 | ETH | Buy | 1729.57→1737.43 | +1.81 | timeout |
| 06-20 15:18 | ARB | Buy | 0.0822706→0.084079 | +10.54 | take_profit |
| 06-20 12:16 | ETH | Buy | 1725.77→1728.43 | +0.30 | timeout |
| 06-20 12:10 | ARB | Sell | 0.084079→0.083871 | +0.78 | timeout |
| 06-20 12:04 | BTC | Buy | 63607.2→63659.8 | -0.04 | timeout |
| 06-20 05:10 | ARB | Sell | 0.0828693→0.084093 | -7.87 | stop_loss |
| 06-20 04:05 | ETH | Buy | 1709.57→1707.43 | -1.08 | timeout |
| 06-20 00:57 | ARB | Buy | 0.0837009→0.0836691 | -0.60 | timeout |
| 06-19 19:33 | ARB | Buy | 0.084061→0.0828778 | -7.49 | stop_loss |
| 06-19 13:41 | ARB | Buy | 0.0824106→0.0841889 | +10.34 | take_profit |
| 06-19 12:02 | ARB | Sell | 0.0829193→0.0828107 | +0.19 | timeout |
| 06-19 04:02 | ARB | Buy | 0.0852613→0.0840469 | -7.57 | stop_loss |
| 06-18 23:53 | ARB | Buy | 0.0836009→0.0851187 | +8.60 | timeout |
| 06-18 20:01 | ETH | Sell | 1688.53→1711.73 | -7.31 | stop_loss |
| 06-18 19:54 | LINK | Sell | 7.82844→7.93975 | -7.56 | stop_loss |
| 06-18 15:37 | ARB | Buy | 0.084211→0.0829977 | -7.67 | stop_loss |
| 06-18 15:23 | SOL | Sell | 71.6493→70.0855 | +10.46 | take_profit |
| 06-18 13:53 | BTC | Buy | 64240.2→64050.8 | -1.92 | timeout |
| 06-18 12:12 | SOL | Sell | 71.7882→71.0086 | +4.97 | timeout |
| 06-18 12:06 | ARB | Buy | 0.0850613→0.0842289 | -5.37 | timeout |
| 06-18 12:06 | LINK | Sell | 8.0169→8.0051 | +0.28 | timeout |
| 06-18 08:06 | SOL | Sell | 71.4293→71.7108 | -2.45 | timeout |
| 06-18 07:37 | ETH | Sell | 1728.83→1752.95 | -7.43 | stop_loss |
| 06-18 04:13 | BTC | Buy | 64598.2→63961.8 | -5.38 | timeout |
Paper vs Live
Paper (trades.jsonl)
343
closed
42%
win rate
-67.48
total pnl ($)
-3.8 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ARB | 134 | 47% | +9.3 | +61.56 |
| LINK | 67 | 49% | -4.4 | -15.13 |
| SOL | 65 | 34% | -14.9 | -49.25 |
| ETH | 43 | 33% | -21.4 | -46.04 |
| BTC | 34 | 32% | -10.9 | -18.62 |
Recent bounces (last 20 of 2)
| time | sym | side | reason |
|---|---|---|---|
| 06-27 16:18 | LINK | Sell | circuit_breaker |
| 06-27 12:10 | SOL | Sell | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 04:06 | ETH | Sell | -1.15 | The market was in a low-volatility, sideways grind with neutral funding and stable open interest. The thesis failed because the trade was prematurely closed by a timeout before the anticipated move materialized, resulting in a small loss from fees or slippage. |
| 05-09 12:01 | ETH | Sell | -0.76 | The market was in a broad downtrend with ETH falling 2.74% over 24 hours and 3.75% over 7 days, while funding remained slightly positive. The thesis failed because the short position was closed by timeout before the downtrend could fully materialize, result… |
| 05-08 12:04 | ETH | Sell | -3.90 | ETH traded in a narrow range with slight bearish bias, showing low volatility and weak momentum across timeframes. The thesis failed because the trade was closed by timeout without reaching target or stop, as the market lacked directional conviction to trig… |
| 05-06 20:01 | BTC | Buy | -2.01 | The market was in a short-term uptrend with BTC gaining 0.46% on the hour, but the broader 24-hour and 7-day trends remained negative. The thesis failed because the trade was not executed (entry=None) and was closed due to a timeout, resulting in a small ne… |
| 05-04 17:53 | BTC | Sell | -7.24 | The market was in a short-term consolidation phase within a broader weekly uptrend, characterized by neutral funding rates and high open interest. The trade thesis failed because price action immediately breached the defined support level, triggering the st… |
| 05-03 04:01 | BTC | Buy | -3.79 | Bitcoin was ranging tightly around $78.6k with minimal directional momentum (1h +0.11%, 24h +0.38%), while funding rates had compressed sharply to +0.007114%—eroding the -2.42 basis point GMX-versus-Bybit spread that initially justified the fade. The thesis… |
| 05-01 04:13 | BTC | Sell | -4.70 | # Trade Analysis: GMX vs Bybit BTC Funding Spread Bitcoin was consolidating near $77,126 with mild downward pressure (−0.28% in the last hour) and a slightly negative weekly trend (−1.31% over 7 days), while funding rates had compressed to −0.0115% system-… |
| 04-26 20:02 | BTC | Sell | -1.68 | The market closed with BTC flat over the hour at $78,252 while maintaining modest 24-hour and weekly gains of 1.18% and 4.62%, respectively. The trade's thesis failed because the 2.1% funding spread advantage that justified the short position evaporated as … |
| 04-26 00:10 | BTC | Sell | -1.80 | Bitcoin was trading sideways near $77,513 with minimal intraday movement (-0.09% in the past hour) while maintaining modest weekly gains of 2.36%. The thesis failed because the 2.12 basis point funding spread between GMX and Bybit proved insufficient to ove… |
| 04-25 20:09 | BTC | Sell | -0.04 | BTC was essentially flat to slightly negative at close, with the hourly change of +0.03% showing minimal directional momentum and 24-hour decline of -0.27% indicating mild consolidation. The trade thesis failed because the GMX funding premium (+0.0143%) nev… |