117
closed trades
49%
win rate
-3.01
total pnl ($)
1.632
weight
7d window — n=24 wr=62% pnl=+58.70
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 15:36:56 (24.4d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
gq
n: 102
· wr: 49.0%
· total_bps: -121.7
· mean_bps: -1.19
· sharpe: -0.01
· max_dd_bps: -1479.6
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 |
|---|---|---|---|---|---|
| 06-26 20:07 | ETH | Sell | 1582.24→1575.56 | +1.68 | timeout |
| 06-26 20:07 | DOGE | Sell | 0.0752312→0.0757439 | -3.83 | timeout |
| 06-26 19:31 | SOL | Sell | 72.5801→73.5968 | -7.44 | stop_loss |
| 06-26 12:01 | BNB | Sell | 568.248→559.17 | +7.56 | timeout |
| 06-26 11:53 | DOGE | Sell | 0.0749683→0.0733493 | +10.37 | take_profit |
| 06-26 11:50 | ETH | Sell | 1577.04→1542.55 | +10.48 | take_profit |
| 06-26 11:15 | XRP | Sell | 1.04754→1.02496 | +10.33 | take_profit |
| 06-26 09:51 | SOL | Sell | 70.6124→69.0794 | +10.42 | take_profit |
| 06-25 01:07 | ADA | Buy | 0.148927→0.14681 | -7.54 | stop_loss |
| 06-25 00:07 | BNB | Buy | 560.65→564.919 | +3.36 | timeout |
| 06-24 17:47 | DOGE | Sell | 0.0746613→0.0730403 | +10.40 | take_profit |
| 06-24 17:19 | SOL | Sell | 67.4229→65.9559 | +10.43 | take_profit |
| 06-24 11:49 | SOL | Sell | 69.3096→70.2867 | -7.51 | stop_loss |
| 06-23 20:06 | SOL | Sell | 68.8457→68.9223 | -1.04 | timeout |
| 06-23 20:05 | ADA | Sell | 0.150602→0.150218 | +0.82 | timeout |
| 06-23 12:26 | DOGE | Sell | 0.0787323→0.0793888 | -4.65 | timeout |
| 06-23 12:13 | SOL | Sell | 68.9896→69.0924 | -1.26 | timeout |
| 06-23 08:24 | ETH | Sell | 1674.13→1637.26 | +10.56 | take_profit |
| 06-23 04:07 | ADA | Buy | 0.15841→0.15987 | +4.18 | timeout |
| 06-23 04:02 | XRP | Sell | 1.12742→1.12648 | -0.04 | timeout |
| 06-23 04:01 | DOGE | Sell | 0.0823444→0.0821895 | +0.46 | timeout |
| 06-22 20:15 | XRP | Sell | 1.13882→1.13368 | +1.78 | timeout |
| 06-22 12:03 | ADA | Sell | 0.16137→0.16169 | -1.43 | timeout |
| 06-21 12:06 | ADA | Sell | 0.1613→0.16096 | +0.60 | timeout |
| 06-19 12:02 | XRP | Sell | 1.12492→1.12758 | -1.64 | timeout |
| 06-18 12:03 | XRP | Sell | 1.17671→1.16529 | +4.40 | timeout |
| 06-17 18:05 | ADA | Sell | 0.171287→0.167592 | +10.35 | take_profit |
| 06-17 04:02 | XRP | Sell | 1.2167→1.2151 | +0.20 | timeout |
| 06-16 18:03 | SOL | Sell | 73.362→74.3793 | -7.39 | stop_loss |
| 06-16 18:02 | XRP | Sell | 1.2106→1.22772 | -7.52 | stop_loss |
| 06-16 02:12 | ADA | Buy | 0.178945→0.176428 | -7.49 | stop_loss |
| 06-15 20:05 | ETH | Sell | 1841.12→1822.78 | +4.54 | timeout |
| 06-15 16:21 | XRP | Sell | 1.25909→1.27676 | -7.47 | stop_loss |
| 06-14 20:07 | DOGE | Sell | 0.0863304→0.0863316 | -0.48 | timeout |
| 06-13 20:01 | BNB | Sell | 609.838→607.902 | +1.13 | timeout |
| 06-13 20:01 | XRP | Sell | 1.15371→1.14609 | +2.83 | timeout |
| 06-13 20:01 | ADA | Sell | 0.174416→0.172043 | +6.31 | timeout |
| 06-13 20:01 | DOGE | Sell | 0.0882349→0.0875829 | +3.25 | timeout |
| 06-12 20:04 | XRP | Sell | 1.12972→1.13158 | -1.30 | timeout |
| 06-12 17:05 | SOL | Sell | 67.1619→68.0902 | -7.37 | stop_loss |
| 06-12 16:50 | ADA | Sell | 0.170407→0.17284 | -7.58 | stop_loss |
| 06-12 16:39 | DOGE | Sell | 0.0873452→0.0885734 | -7.48 | stop_loss |
| 06-09 18:17 | BNB | Sell | 585.424→593.655 | -7.47 | stop_loss |
| 06-09 17:14 | DOGE | Sell | 0.083953→0.0851318 | -7.48 | stop_loss |
| 06-09 00:24 | ADA | Buy | 0.170423→0.168034 | -7.46 | stop_loss |
| 06-08 17:00 | ADA | Buy | 0.169852→0.167394 | -7.69 | stop_loss |
| 06-08 11:23 | XRP | Sell | 1.14491→1.16117 | -7.55 | stop_loss |
| 06-08 10:00 | ADA | Sell | 0.163509→0.165804 | -7.46 | stop_loss |
| 06-07 08:48 | XRP | Sell | 1.13292→1.14886 | -7.50 | stop_loss |
| 06-07 08:46 | SOL | Sell | 64.6553→65.5546 | -7.41 | stop_loss |
| 06-07 08:37 | ADA | Sell | 0.16195→0.164223 | -7.48 | stop_loss |
| 06-06 18:50 | ADA | Buy | 0.15899→0.156752 | -7.43 | stop_loss |
| 06-06 16:29 | SOL | Buy | 62.3594→61.499 | -7.35 | stop_loss |
| 06-05 12:01 | ETH | Sell | 1673.83→1658.87 | +4.00 | timeout |
| 06-05 08:53 | SOL | Buy | 66.0489→65.1366 | -7.34 | stop_loss |
| 06-05 03:02 | SOL | Sell | 68.5887→67.0961 | +10.38 | take_profit |
| 06-05 02:42 | XRP | Sell | 1.16581→1.14028 | +10.48 | take_profit |
| 06-05 02:29 | DOGE | Buy | 0.088091→0.0868558 | -7.46 | stop_loss |
| 06-05 00:58 | ADA | Sell | 0.178845→0.174964 | +10.41 | take_profit |
| 06-04 20:04 | DOGE | Sell | 0.0892287→0.0886822 | +2.64 | timeout |
| 06-04 20:04 | BNB | Sell | 604.629→604.651 | -0.48 | timeout |
| 06-04 20:04 | ADA | Sell | 0.188233→0.185386 | +7.09 | timeout |
| 06-04 20:03 | SOL | Sell | 69.5206→68.8803 | +4.14 | timeout |
| 06-04 18:30 | XRP | Sell | 1.16571→1.18229 | -7.56 | stop_loss |
| 06-04 01:21 | SOL | Sell | 71.0723→69.5184 | +10.47 | take_profit |
| 06-04 00:30 | ADA | Sell | 0.20123→0.196889 | +10.33 | take_profit |
| 06-03 12:02 | DOGE | Sell | 0.0939665→0.0938465 | +0.20 | timeout |
| 06-03 12:02 | BNB | Sell | 643.749→635.889 | +5.65 | timeout |
| 06-03 03:44 | ETH | Sell | 1864.01→1823.18 | +10.50 | take_profit |
| 06-03 01:27 | XRP | Sell | 1.2132→1.23032 | -7.52 | stop_loss |
| 06-02 19:31 | XRP | Sell | 1.24039→1.2137 | +10.28 | take_profit |
| 06-02 12:04 | ADA | Sell | 0.223594→0.223036 | +0.76 | timeout |
| 06-01 23:11 | DOGE | Sell | 0.0997591→0.101166 | -7.49 | stop_loss |
| 06-01 17:46 | BNB | Sell | 685.888→688.012 | -1.97 | timeout |
| 06-01 16:45 | ADA | Sell | 0.225844→0.229172 | -7.81 | stop_loss |
| 06-01 14:06 | ADA | Sell | 0.231082→0.228467 | +5.23 | timeout |
| 06-01 09:31 | BNB | Sell | 687.918→697.703 | -7.56 | stop_loss |
| 06-01 08:50 | ADA | Sell | 0.233812→0.231238 | +5.08 | timeout |
| 06-01 04:03 | ADA | Sell | 0.236221→0.237479 | -3.11 | timeout |
| 05-31 20:07 | ADA | Sell | 0.233961→0.233498 | +0.56 | timeout |
| 05-31 04:06 | DOGE | Sell | 0.100445→0.101325 | -4.81 | timeout |
| 05-31 03:44 | XRP | Sell | 1.33867→1.34314 | -2.12 | timeout |
| 05-31 03:32 | ADA | Sell | 0.235101→0.238449 | -7.62 | stop_loss |
| 05-30 21:14 | XRP | Sell | 1.34596→1.34934 | -1.70 | timeout |
| 05-29 12:05 | XRP | Sell | 1.31887→1.30913 | +3.27 | timeout |
| 05-29 12:05 | ETH | Sell | 2008.2→2001.5 | +1.23 | timeout |
| 05-28 16:31 | ADA | Buy | 0.230198→0.233492 | +6.68 | timeout |
| 05-28 12:07 | ADA | Buy | 0.231168→0.229783 | -3.42 | timeout |
| 05-27 20:08 | SOL | Sell | 84.3983→83.9776 | +2.05 | timeout |
| 05-27 20:04 | ADA | Sell | 0.24117→0.24092 | +0.09 | timeout |
| 05-27 20:04 | DOGE | Sell | 0.102464→0.102266 | +0.51 | timeout |
| 05-27 12:03 | ADA | Sell | 0.24035→0.23869 | +3.03 | timeout |
| 05-27 12:02 | SOL | Sell | 84.1684→83.7526 | +2.02 | timeout |
| 05-27 12:02 | XRP | Sell | 1.33127→1.32753 | +0.95 | timeout |
| 05-26 20:00 | BNB | Sell | 659.865→657.174 | +1.55 | timeout |
| 05-26 20:00 | ADA | Sell | 0.242269→0.24012 | +3.92 | timeout |
| 05-25 12:04 | DOGE | Sell | 0.102714→0.102706 | -0.40 | timeout |
| 05-25 04:01 | ADA | Sell | 0.242299→0.24109 | +2.05 | timeout |
| 05-24 12:01 | ADA | Sell | 0.245289→0.245511 | -0.91 | timeout |
| 05-23 12:04 | XRP | Sell | 1.31197→1.32393 | -5.03 | timeout |
Paper vs Live
Paper (trades.jsonl)
117
closed
49%
win rate
-3.01
total pnl ($)
-0.5 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 | 36 | 53% | -4.0 | -7.38 |
| XRP | 21 | 43% | -11.7 | -12.43 |
| SOL | 19 | 42% | -11.1 | -10.70 |
| DOGE | 18 | 44% | -19.3 | -17.33 |
| ETH | 11 | 73% | +87.7 | +48.27 |
| BNB | 11 | 45% | -4.0 | -2.17 |
| BTC | 1 | 0% | -25.2 | -1.26 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 18:33 | ETH | Sell | -7.25 | The market was in a short-term uptrend within a broader weekly downtrend, with ETH showing a slight 1h gain but significant 24h and 7d losses. The thesis failed because the stop_loss was triggered as the broader bearish momentum overwhelmed the minor intrad… |
| 04-29 18:12 | ADA | Sell | +10.59 | # Trade Closure Analysis ADA declined 1.63% in the hour before close while broader crypto (BTC -0.90%, ETH -2.06%) showed relative resilience, creating mild risk-off conditions that typically compress cross-venue spreads. The trade's thesis worked because … |
| 04-27 12:02 | ADA | Sell | -2.03 | At close, ADA was trading flat intraday (-0.06% 1h) while Bitcoin remained marginally weak (-0.03% 1h), providing a stable but directionless macro backdrop for the 4-hour arbitrage window. The trade's thesis failed because the expected kucoin-side fade neve… |
| 04-27 04:05 | BTC | Sell | -1.75 | At close, Bitcoin was trading at $79,078 with a mild 1-hour decline of -0.13%, while maintaining positive momentum over 24 hours (+2.11%) and the week (+5.93%). The trade's thesis failed because the funding rate spread between KuCoin (-0.0044%) and Gate (-0… |
| 04-27 01:01 | ETH | Sell | -6.45 | ETH was consolidating with modest upside momentum across all timeframes (0.59% 1h, 2.78% 24h, 4.35% 7d) when the trade hit its stop loss at $2402.40. The KuCoin-Gate spread arbitrage thesis failed because the expected +3.23bps gap convergence never material… |