71
closed trades
37%
win rate
-161.33
total pnl ($)
0.951
weight
7d window — n=7 wr=57% pnl=-16.25
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 03:31:03 (34.3d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
ol
n: 38
· wr: 52.6%
· total_bps: +424.6
· mean_bps: +11.17
· sharpe: +0.09
· max_dd_bps: -513.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 71 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-21 18:30 | ETH | Buy | 1718.07→1724.63 | +1.45 | timeout |
| 06-19 08:28 | ETH | Sell | 1704.53→1696.67 | +1.86 | timeout |
| 06-18 15:37 | ETH | Buy | 1744.97→1711.97 | -9.91 | stop_loss |
| 06-18 00:05 | ETH | Sell | 1755.62→1753.08 | +0.28 | timeout |
| 06-17 14:56 | ETH | Buy | 1766.28→1756.52 | -3.21 | timeout |
| 06-16 04:31 | ETH | Buy | 1796.28→1762.64 | -9.81 | stop_loss |
| 06-15 19:46 | ETH | Buy | 1812.98→1825.82 | +3.08 | timeout |
| 06-14 21:26 | ETH | Sell | 1681.53→1713.03 | -9.81 | stop_loss |
| 06-13 19:45 | ETH | Sell | 1678.03→1679.07 | -0.78 | timeout |
| 06-11 17:32 | ETH | Sell | 1646.94→1678.01 | -9.87 | stop_loss |
| 06-10 12:30 | ETH | Sell | 1612.44→1642.89 | -9.90 | stop_loss |
| 06-09 22:53 | ETH | Buy | 1624.26→1655.63 | +9.22 | timeout |
| 06-08 18:01 | ETH | Sell | 1687.83→1688.87 | -0.79 | timeout |
| 06-08 05:20 | ETH | Buy | 1673.87→1650.53 | -7.36 | timeout |
| 06-07 21:10 | ETH | Sell | 1623.14→1625.26 | -1.16 | timeout |
| 06-07 06:28 | ETH | Sell | 1587.54→1617.27 | -9.84 | stop_loss |
| 06-06 05:22 | ETH | Sell | 1516.75→1545.33 | -9.87 | stop_loss |
| 06-05 16:10 | ETH | Buy | 1583.06→1553.47 | -9.79 | stop_loss |
| 06-05 09:13 | ETH | Sell | 1653.83→1684.81 | -9.82 | stop_loss |
| 06-05 04:09 | ETH | Sell | 1758.32→1731.87 | +7.05 | timeout |
| 06-04 01:23 | ETH | Buy | 1802.48→1768.74 | -9.82 | stop_loss |
| 06-03 11:36 | ETH | Sell | 1862.11→1879.49 | -5.09 | timeout |
| 06-03 05:26 | ETH | Sell | 1841.62→1868.19 | -7.65 | timeout |
| 06-02 07:44 | ETH | Buy | 1986.8→1986.6 | -0.50 | timeout |
| 06-01 19:12 | ETH | Buy | 1974→1993.5 | +4.48 | timeout |
| 05-31 22:44 | ETH | Sell | 2000.2→2010.9 | -3.11 | timeout |
| 05-28 21:07 | ETH | Buy | 1995.6→2016.2 | +4.68 | timeout |
| 05-28 09:12 | ETH | Sell | 2012.3→1986 | +6.06 | timeout |
| 05-27 21:40 | ETH | Buy | 2067.21→2028.48 | -9.83 | stop_loss |
| 05-27 14:21 | ETH | Buy | 2085.11→2060.99 | -6.23 | timeout |
| 05-27 06:05 | ETH | Sell | 2076.99→2077.61 | -0.61 | timeout |
| 05-26 15:40 | ETH | Buy | 2124.01→2084.45 | -9.77 | stop_loss |
| 05-26 11:35 | ETH | Sell | 2102.29→2121.51 | -4.99 | timeout |
| 05-26 02:45 | ETH | Buy | 2111.91→2086.89 | -6.35 | timeout |
| 05-25 18:24 | ETH | Buy | 2115.21→2128.99 | +2.77 | timeout |
| 05-25 02:32 | ETH | Sell | 2094.69→2099.01 | -1.47 | timeout |
| 05-24 16:31 | ETH | Sell | 2121.49→2100.61 | +4.47 | timeout |
| 05-23 20:38 | ETH | Sell | 2075.79→2114.57 | -9.78 | stop_loss |
| 05-23 13:46 | ETH | Sell | 2055.19→2039 | +3.50 | timeout |
| 05-22 18:45 | ETH | Buy | 2126.21→2086.65 | -9.76 | stop_loss |
| 05-22 14:40 | ETH | Sell | 2124.29→2120.71 | +0.42 | timeout |
| 05-22 06:40 | ETH | Sell | 2131.49→2126.41 | +0.77 | timeout |
| 05-21 18:37 | ETH | Buy | 2116.21→2138.59 | +4.80 | timeout |
| 05-21 10:12 | ETH | Sell | 2144.09→2127.91 | +3.33 | timeout |
| 05-21 02:01 | ETH | Sell | 2136.09→2140.71 | -1.50 | timeout |
| 05-20 16:32 | ETH | Buy | 2133.21→2127.89 | -1.68 | timeout |
| 05-20 06:37 | ETH | Sell | 2108.59→2127.21 | -4.85 | timeout |
| 05-19 19:41 | ETH | Buy | 2118.61→2113.69 | -1.65 | timeout |
| 05-19 02:32 | ETH | Sell | 2126.59→2130.41 | -1.34 | timeout |
| 05-18 17:40 | ETH | Sell | 2126.59→2104.51 | +4.75 | timeout |
| 05-16 13:16 | ETH | Buy | 2188.42→2188.2 | -0.51 | timeout |
| 05-15 13:51 | ETH | Buy | 2256.43→2213.67 | -9.92 | stop_loss |
| 05-12 04:43 | ETH | Buy | 2339.83→2339.37 | -0.52 | timeout |
| 05-11 19:35 | ETH | Buy | 2318.33→2337.47 | +3.65 | timeout |
| 05-11 04:35 | ETH | Sell | 2369.56→2333.63 | +7.16 | timeout |
| 05-08 20:17 | ETH | Sell | 2283.77→2313.83 | -6.99 | timeout |
| 05-08 09:06 | ETH | Buy | 2270.33→2280.17 | +1.73 | timeout |
| 05-08 00:31 | ETH | Sell | 2299.97→2290.13 | +1.72 | timeout |
| 05-07 14:32 | ETH | Buy | 2332.53→2289.13 | -9.76 | stop_loss |
| 05-07 05:03 | ETH | Sell | 2343.17→2329.93 | +2.36 | timeout |
| 05-04 16:04 | ETH | Buy | 2351.74→2347.67 | -1.30 | timeout |
| 05-04 02:41 | ETH | Sell | 2338.27→2381.83 | -9.74 | stop_loss |
| 05-03 10:06 | ETH | Sell | 2299.87→2312.23 | -3.13 | timeout |
| 05-01 18:08 | ETH | Sell | 2285.77→2308.83 | -5.49 | timeout |
| 04-30 06:01 | ETH | Buy | 2254→2241 | -3.33 | timeout |
| 04-29 18:09 | ETH | Sell | 2311.5→2237.5 | +15.56 | take_profit |
| 04-28 19:11 | ETH | Sell | 2263.5→2292.6 | -6.88 | timeout |
| 04-28 08:29 | ETH | Sell | 2292.4→2288 | +0.51 | timeout |
| 04-27 19:50 | ETH | Sell | 2305.1→2286.6 | +3.56 | timeout |
| 04-27 05:17 | ETH | Buy | 2384.9→2349.1 | -7.96 | stop_loss |
| 04-26 23:06 | ETH | Buy | 2342.4→2358.2 | +2.92 | timeout |
Paper vs Live
Paper (trades.jsonl)
71
closed
37%
win rate
-161.33
total pnl ($)
-45.5 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ETH | 71 | 37% | -45.5 | -161.33 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 20:17 | ETH | Sell | -6.99 | The market was in a short-term uptrend with ETH gaining 0.44% in the hour, but the broader 24-hour and 7-day trends were negative. The thesis failed because the trade was closed due to timeout, likely missing a favorable entry or exit as the short-term boun… |
| 05-08 09:06 | ETH | Buy | +1.73 | ETH was in a mild downtrend across all timeframes with negative funding and declining open interest. The trade timed out without triggering entry, so the small positive PnL came from not being exposed to the ongoing bearish drift. |
| 05-08 00:31 | ETH | Sell | +1.72 | ETH traded in a narrow range with slight bearish bias, down 0.04% on the hour and 1.01% over 24 hours. The thesis failed because the trade was closed by timeout before the expected move materialized, resulting in a small positive PnL from minor price drift. |
| 05-07 14:32 | ETH | Buy | -9.76 | The market was in a broad downtrend with ETH declining 1.31% over 24 hours and 3.99% over 7 days, reflecting persistent bearish momentum. The thesis failed because the stop-loss was triggered as the downward trend continued, confirming that the entry was ag… |
| 05-07 05:03 | ETH | Sell | +2.36 | The market was in a mild downtrend with ETH declining across all timeframes alongside BTC. The thesis failed because the trade was closed due to a timeout, likely indicating the expected move did not materialize within the allotted time. |
| 05-04 16:04 | ETH | Buy | -1.30 | The market was in a neutral consolidation phase with flat funding rates and modest positive momentum over the 24-hour period. The thesis failed because the trade was closed due to a timeout before any significant price movement occurred to validate the dire… |
| 05-01 18:08 | ETH | Sell | -5.49 | Ethereum was consolidating with modest gains (+0.27% hourly, +2.26% daily) while Bitcoin outpaced it (+0.44% hourly, +2.88% daily), causing ETH's dominance to drift sideways near its 7-day average of 58.31% despite the strategy's initial +3.35σ basis richne… |
| 04-30 06:01 | ETH | Buy | -3.33 | # Trade Analysis Ethereum was consolidating within a downtrend, declining 3.77% over 24 hours and 4.55% over 7 days, while Bitcoin outperformed with only -2.21% daily loss, suggesting the dominant altcoin was underperforming systemically despite tight intr… |
| 04-29 18:09 | ETH | Sell | +15.56 | At close, ETH was down 2.16% in the 1h and 7.36% over 7d while BTC declined more modestly (-1.16% 1h, -4.69% 7d), indicating relative ETH weakness and a potential shift in dominance dynamics. The trade's thesis worked because the +3.03 z-score basis signal … |
| 04-27 05:17 | ETH | Buy | -7.96 | Ethereum was declining moderately in the hour before exit, down 2.57% in the preceding 60 minutes, while Bitcoin softened 1.73%, suggesting broad weakness in the crypto complex despite positive weekly performance. The trade's thesis failed because the extre… |