605
closed trades
39%
win rate
-1946.94
total pnl ($)
0.949
weight
7d window — n=98 wr=43% pnl=-48.82
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-16 22:52:24 (42.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
aq
n: 54
· wr: 44.4%
· total_bps: -672.6
· mean_bps: -12.46
· sharpe: -0.15
· max_dd_bps: -1088.3
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 |
|---|---|---|---|---|---|
| 06-28 10:57 | APT | Buy | 0.579745→0.581455 | +3.20 | timeout |
| 06-28 10:03 | INJ | Buy | 4.67707→4.68283 | +0.46 | timeout |
| 06-28 07:03 | ADA | Buy | 0.145026→0.144554 | -6.11 | timeout |
| 06-28 06:07 | OP | Buy | 0.101765→0.101075 | -11.48 | timeout |
| 06-28 04:06 | ATOM | Sell | 1.57121→1.57049 | -0.69 | timeout |
| 06-28 00:09 | OP | Buy | 0.0997649→0.100575 | +10.95 | timeout |
| 06-28 00:02 | SUI | Buy | 0.686382→0.684659 | -5.05 | timeout |
| 06-27 22:16 | INJ | Buy | 4.74729→4.67939 | -22.80 | stop_loss |
| 06-27 22:16 | APT | Buy | 0.586046→0.577567 | -23.05 | stop_loss |
| 06-27 19:37 | ADA | Buy | 0.146887→0.144791 | -22.64 | stop_loss |
| 06-27 18:23 | ATOM | Buy | 1.5983→1.57562 | -22.56 | stop_loss |
| 06-27 17:25 | APT | Buy | 0.602151→0.593654 | -22.57 | stop_loss |
| 06-27 17:02 | OP | Buy | 0.103256→0.101754 | -23.16 | stop_loss |
| 06-27 14:13 | INJ | Buy | 4.86892→4.97486 | +31.29 | take_profit |
| 06-27 12:32 | LTC | Sell | 42.4524→42.5816 | -5.97 | timeout |
| 06-27 12:11 | OP | Sell | 0.104794→0.103616 | +15.38 | timeout |
| 06-27 11:01 | ADA | Buy | 0.147737→0.147163 | -7.06 | timeout |
| 06-27 10:06 | APT | Buy | 0.602751→0.602449 | -2.17 | timeout |
| 06-27 09:01 | INJ | Buy | 5.03866→4.96577 | -23.02 | stop_loss |
| 06-27 02:00 | SOL | Buy | 72.0138→71.3833 | -14.47 | timeout |
| 06-27 02:00 | DOGE | Buy | 0.0754209→0.0753682 | -2.31 | timeout |
| 06-27 02:00 | OP | Buy | 0.105416→0.104904 | -8.61 | timeout |
| 06-27 02:00 | ARB | Buy | 0.0738585→0.0744614 | +10.82 | timeout |
| 06-27 01:38 | ADA | Buy | 0.147607→0.148133 | +4.01 | timeout |
| 06-26 19:08 | INJ | Buy | 4.71628→4.81899 | +31.31 | take_profit |
| 06-26 17:59 | ATOM | Sell | 1.5876→1.61011 | -22.63 | stop_loss |
| 06-26 15:25 | ARB | Buy | 0.0716079→0.0731717 | +31.43 | take_profit |
| 06-26 13:55 | SUI | Buy | 0.673068→0.687598 | +30.98 | take_profit |
| 06-26 10:06 | ATOM | Buy | 1.6169→1.6004 | -16.74 | timeout |
| 06-26 07:31 | ARB | Buy | 0.0726382→0.0742014 | +30.90 | take_profit |
| 06-26 07:13 | APT | Buy | 0.589347→0.602149 | +31.23 | take_profit |
| 06-25 23:02 | ADA | Buy | 0.141585→0.143134 | +15.06 | timeout |
| 06-25 19:04 | ATOM | Sell | 1.62199→1.5852 | +32.64 | take_profit |
| 06-25 18:03 | XRP | Buy | 1.02826→1.04304 | +20.35 | timeout |
| 06-25 16:19 | APT | Sell | 0.585354→0.593645 | -22.61 | stop_loss |
| 06-25 13:47 | BNB | Buy | 561.96→553.844 | -23.06 | stop_loss |
| 06-25 13:32 | AVAX | Buy | 6.3879→6.29827 | -22.39 | stop_loss |
| 06-25 11:53 | ADA | Buy | 0.149167→0.14708 | -22.36 | stop_loss |
| 06-25 11:40 | NEAR | Sell | 1.97041→1.92548 | +32.67 | take_profit |
| 06-25 11:04 | INJ | Sell | 4.27923→4.18695 | +31.03 | take_profit |
| 06-25 09:07 | ATOM | Buy | 1.67172→1.64826 | -22.33 | stop_loss |
| 06-25 07:00 | ADA | Buy | 0.147727→0.149713 | +18.93 | timeout |
| 06-25 04:35 | ATOM | Sell | 1.63989→1.64051 | -2.04 | timeout |
| 06-25 04:03 | APT | Sell | 0.629842→0.622956 | +15.06 | timeout |
| 06-25 02:41 | INJ | Buy | 4.23756→4.17796 | -22.51 | stop_loss |
| 06-25 00:21 | OP | Buy | 0.103836→0.106133 | +31.82 | take_profit |
| 06-24 20:26 | ARB | Buy | 0.0743186→0.075921 | +31.00 | take_profit |
| 06-24 20:21 | ADA | Buy | 0.140785→0.143814 | +30.93 | take_profit |
| 06-24 17:25 | LTC | Buy | 40.4071→39.8331 | -22.66 | stop_loss |
| 06-24 17:22 | ATOM | Sell | 1.63509→1.5997 | +31.07 | take_profit |
| 06-24 17:20 | SOL | Buy | 66.3409→65.4245 | -22.07 | stop_loss |
| 06-24 17:20 | AVAX | Buy | 6.15304→6.06685 | -22.37 | stop_loss |
| 06-24 16:51 | APT | Sell | 0.614746→0.60085 | +32.54 | take_profit |
| 06-24 16:18 | OP | Sell | 0.0983254→0.0997848 | -23.62 | stop_loss |
| 06-24 15:45 | LINK | Buy | 7.48587→7.38056 | -22.48 | stop_loss |
| 06-24 13:10 | ADA | Buy | 0.148097→0.14594 | -23.18 | stop_loss |
| 06-24 12:00 | ARB | Sell | 0.0782504→0.0784796 | -5.71 | timeout |
| 06-24 12:00 | OP | Sell | 0.101315→0.101925 | -10.38 | timeout |
| 06-24 11:49 | SUI | Sell | 0.701195→0.711043 | -22.52 | stop_loss |
| 06-24 10:56 | ATOM | Sell | 1.69188→1.65541 | +30.96 | take_profit |
| 06-24 07:53 | ADA | Buy | 0.152088→0.149927 | -22.61 | stop_loss |
| 06-24 06:06 | AVAX | Buy | 6.43441→6.43609 | -1.01 | timeout |
| 06-24 04:20 | OP | Sell | 0.102394→0.100175 | +30.89 | take_profit |
| 06-24 04:14 | APT | Sell | 0.648738→0.63926 | +20.53 | timeout |
| 06-24 02:01 | ATOM | Buy | 1.72713→1.72677 | -1.65 | timeout |
| 06-24 02:01 | ARB | Buy | 0.0790097→0.0786103 | -8.75 | timeout |
| 06-24 01:18 | ADA | Buy | 0.150368→0.152352 | +18.37 | timeout |
| 06-23 20:01 | INJ | Sell | 4.51927→4.58364 | -22.84 | stop_loss |
| 06-23 20:01 | APT | Sell | 0.631442→0.64038 | -22.57 | stop_loss |
| 06-23 19:14 | SOL | Buy | 68.7353→68.8737 | +1.78 | timeout |
| 06-23 19:04 | ADA | Buy | 0.151098→0.149992 | -12.31 | timeout |
| 06-23 18:43 | LTC | Buy | 42.3626→41.7697 | -22.28 | stop_loss |
| 06-23 13:02 | ATOM | Buy | 1.76804→1.74309 | -22.52 | stop_loss |
| 06-23 13:02 | BNB | Sell | 574.146→573.283 | +0.63 | timeout |
| 06-23 12:18 | SOL | Buy | 68.5723→69.0716 | +9.76 | timeout |
| 06-23 11:45 | INJ | Sell | 4.53906→4.60495 | -23.29 | stop_loss |
| 06-23 11:21 | OP | Sell | 0.0962059→0.0975932 | -22.93 | stop_loss |
| 06-23 08:28 | ADA | Sell | 0.154131→0.150808 | +30.98 | take_profit |
| 06-23 06:21 | SUI | Buy | 0.689352→0.67961 | -22.55 | stop_loss |
| 06-23 06:21 | ATOM | Buy | 1.77574→1.74899 | -23.95 | stop_loss |
| 06-23 04:02 | SOL | Sell | 71.8712→71.9308 | -2.74 | timeout |
| 06-23 04:02 | LTC | Sell | 44.5189→44.6302 | -5.13 | timeout |
| 06-23 04:02 | ARB | Sell | 0.0829393→0.0827507 | +1.89 | timeout |
| 06-23 04:01 | APT | Sell | 0.660735→0.658765 | +3.16 | timeout |
| 06-23 03:01 | AVAX | Buy | 6.20435→6.29043 | +19.53 | timeout |
| 06-22 22:37 | ADA | Buy | 0.15968→0.157402 | -22.73 | stop_loss |
| 06-22 20:30 | OP | Sell | 0.102274→0.101535 | +9.56 | timeout |
| 06-22 11:10 | SUI | Buy | 0.710968→0.726248 | +30.85 | take_profit |
| 06-22 11:00 | INJ | Buy | 4.87772→4.89038 | +2.47 | timeout |
| 06-22 11:00 | OP | Buy | 0.101205→0.102134 | +12.35 | timeout |
| 06-22 10:04 | ADA | Buy | 0.16026→0.16026 | -1.28 | timeout |
| 06-22 10:04 | APT | Buy | 0.665966→0.665334 | -2.75 | timeout |
| 06-22 08:18 | ATOM | Buy | 1.79115→1.79815 | +4.62 | timeout |
| 06-22 01:25 | SUI | Buy | 0.694774→0.709723 | +30.91 | take_profit |
| 06-21 22:25 | ATOM | Buy | 1.76624→1.75986 | -6.78 | timeout |
| 06-21 21:09 | ADA | Buy | 0.16173→0.15944 | -22.59 | stop_loss |
| 06-21 20:08 | OP | Sell | 0.102804→0.101855 | +12.39 | timeout |
| 06-21 16:10 | ADA | Buy | 0.16097→0.16196 | +8.09 | timeout |
| 06-21 14:17 | ATOM | Buy | 1.78505→1.77266 | -11.74 | timeout |
| 06-21 11:12 | OP | Sell | 0.102254→0.103748 | -23.28 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
605
closed
39%
win rate
-1946.94
total pnl ($)
-21.4 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 | 86 | 42% | -16.2 | -208.40 |
| OP | 83 | 37% | -25.4 | -316.96 |
| ATOM | 83 | 45% | -2.6 | -31.85 |
| APT | 71 | 38% | -26.1 | -278.44 |
| INJ | 68 | 41% | -11.9 | -123.16 |
| NEAR | 50 | 30% | -50.6 | -380.02 |
| ARB | 49 | 37% | -24.4 | -179.94 |
| AVAX | 29 | 31% | -27.6 | -120.60 |
| SUI | 21 | 19% | -69.5 | -219.28 |
| LINK | 14 | 64% | +6.9 | +14.05 |
| LTC | 13 | 31% | -17.0 | -33.56 |
| SOL | 11 | 27% | -43.0 | -70.61 |
| BNB | 10 | 80% | +45.0 | +66.76 |
| DOGE | 8 | 62% | +35.1 | +42.07 |
| XRP | 6 | 17% | -78.2 | -70.22 |
| ETH | 2 | 0% | -148.9 | -44.79 |
| BTC | 1 | 100% | +53.4 | +8.00 |
Recent bounces (last 20 of 7)
| time | sym | side | reason |
|---|---|---|---|
| 06-28 09:42 | ADA | Buy | circuit_breaker |
| 06-28 08:51 | LTC | Sell | circuit_breaker |
| 06-28 06:06 | INJ | Buy | circuit_breaker |
| 06-28 03:04 | ADA | Buy | circuit_breaker |
| 06-28 02:11 | OP | Buy | circuit_breaker |
| 06-28 00:10 | ATOM | Sell | circuit_breaker |
| 06-27 22:08 | INJ | Buy | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-07 04:04 | ADA | Sell | +16.16 | ADA was trending lower across multiple timeframes with negative funding, indicating persistent bearish pressure. The short thesis worked as the price continued to decline, but the trade was closed by timeout before capturing the full move. |
| 05-05 07:18 | ADA | Buy | +31.64 | The market was in a low volatility consolidation phase with ADA showing strong weekly momentum while funding rates remained neutral. The trade thesis succeeded because the price reached the predefined take-profit level, locking in the gains from the prior w… |
| 05-02 04:01 | ADA | Sell | -0.26 | The ADA market was essentially flat to slightly negative on the 1h/24h timeframe (−0.03% to −0.36%), while BTC rallied +1.57% over 24h and funding rates turned negative (−0.56%), signaling reduced leveraged long positioning and potential deleveraging pressu… |
| 05-01 03:00 | ADA | Buy | +6.55 | ADA traded sideways to slightly positive during the 4-hour hold (+0.34% over 24h), with funding rates remaining benign at 0.01%, providing no tailwind for mean reversion of the funding spread. The thesis failed because the -4.10 bps spread between HL and By… |
| 04-29 18:10 | ADA | Sell | +31.73 | ADA was declining modestly across all timeframes (1h=-1.63%, 24h=-2.52%) as the broader market sold off, with BTC and ETH showing similar weakness. The trade's thesis worked because the funding rate spread (HL at -0.0186% vs Bybit at -0.0566%) compressed by… |
| 04-27 10:01 | ADA | Buy | -6.55 | ADA was consolidating with mild downward pressure (−1.85% over 24h), while BTC and ETH showed relative stability, creating a low-volatility environment where the cross-venue funding spread arbitrage had minimal directional catalyst. The thesis failed becaus… |
| 04-26 20:03 | ADA | Sell | +0.49 | At close, ADA was flat over the 1-hour timeframe while Bitcoin and Ethereum each posted modest 1-hour gains, indicating a stable but slightly bullish market environment. The thesis failed to deliver because the funding rate spread compressed from the initia… |
| 04-26 12:01 | ADA | Sell | -13.39 | ADA was consolidating sideways with minimal momentum, up just 0.40% in the hour and 0.78% over 24 hours as Bitcoin and broader crypto showed similarly flat performance. The trade's thesis failed because the funding spread advantage (+0.0395% edge between ex… |
| 04-26 04:03 | ADA | Sell | +3.09 | ADA was consolidating with minimal intraday movement (0.08% in 1h) while Bitcoin showed slight weakness (-0.11% in 1h) and broader altcoin sentiment remained flat to negative. The trade's thesis failed because the wide funding rate spread (+3.54% HL vs Bybi… |
| 04-25 12:02 | ADA | Sell | -1.05 | At close, ADA was trading at $0.2517 with mild weakness over the 1-hour period (-0.69%), while Bitcoin and Ethereum both showed slight consolidation with minimal intraday moves. The thesis failed because Bybit's funding rate remained negative (-0.003163%) r… |