eth_btc_relative_momentum_v1

62

closed trades

35%

win rate

-18.76

total pnl ($)

1.274

weight

7d window — n=8 wr=50% pnl=+3.15 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-30 12:44:23 (28.8d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: agent_session_disp_12_full

n: 136 · wr: 54.4% · total_bps: +3741.9 · mean_bps: +27.51 · sharpe: +0.22 · max_dd_bps: -606.6

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-28 01:17	ETH	Sell	1572.24→1571.46	-0.20	timeout
06-27 18:51	ETH	Sell	1605.34→1592.56	+3.53	timeout
06-27 12:33	ETH	Sell	1581.24→1583.66	-1.22	timeout
06-27 06:33	ETH	Sell	1581.74→1580.56	-0.08	timeout
06-27 00:30	ETH	Buy	1571.86→1576.34	+0.98	timeout
06-26 18:27	ETH	Buy	1575.36→1577.44	+0.20	timeout
06-26 12:28	ETH	Buy	1553.66→1549.75	-1.70	timeout
06-26 06:25	ETH	Buy	1550.76→1557.24	+1.64	timeout
06-21 00:38	ETH	Buy	1741.27→1738.03	-1.40	timeout
06-20 18:36	ETH	Buy	1731.37→1728.33	-1.33	timeout
06-20 12:37	ETH	Buy	1725.57→1726.23	-0.27	timeout
06-20 06:31	ETH	Buy	1713.47→1727.23	+3.56	timeout
06-20 00:29	ETH	Buy	1709.87→1712.23	+0.23	timeout
06-19 18:27	ETH	Buy	1709.07→1704.03	-1.93	timeout
06-19 12:24	ETH	Buy	1688.87→1688.33	-0.61	timeout
06-19 06:52	ETH	Buy	1688.67→1696.83	+1.97	timeout
06-19 00:31	ETH	Sell	1702.33→1714.07	-3.89	timeout
06-18 18:34	ETH	Sell	1685.73→1684.67	-0.14	timeout
06-18 12:42	ETH	Sell	1741.33→1748.37	-2.47	timeout
06-18 06:23	ETH	Sell	1734.73→1729.67	+1.00	timeout
06-15 00:21	ETH	Buy	1723.47→1725.63	+0.18	timeout
06-14 18:18	ETH	Buy	1664.57→1659.53	-1.97	timeout
06-14 12:16	ETH	Buy	1675.37→1672.63	-1.27	timeout
06-14 06:14	ETH	Buy	1680.37→1680.63	-0.37	timeout
06-13 04:28	ETH	Buy	1669.87→1664.93	-1.93	timeout
06-12 22:24	ETH	Buy	1665.87→1664.63	-0.82	timeout
06-12 16:27	ETH	Buy	1669.17→1668.83	-0.54	timeout
06-12 10:23	ETH	Buy	1674.97→1675.43	-0.31	timeout
06-12 04:20	ETH	Sell	1672.53→1672.27	-0.37	timeout
06-11 22:15	ETH	Sell	1677.93→1680.17	-1.11	timeout
06-11 16:12	ETH	Sell	1645.84→1647.56	-0.96	timeout
06-11 10:05	ETH	Sell	1655.53→1657.27	-0.96	timeout
06-11 03:55	ETH	Sell	1642.54→1658.69	-5.36	stop_loss
06-10 21:56	ETH	Sell	1629.34→1609.76	+5.55	timeout
06-10 15:57	ETH	Sell	1652.53→1660.97	-2.99	timeout
06-10 08:41	ETH	Buy	1638.66→1622.73	-5.31	stop_loss
06-09 18:48	ETH	Buy	1628.76→1648.14	+5.49	timeout
06-09 13:11	ETH	Buy	1669.57→1677.43	+1.91	timeout
06-09 06:55	ETH	Buy	1689.87→1684.73	-1.97	timeout
06-09 00:09	ETH	Buy	1699.77→1683.29	-5.28	stop_loss
06-08 17:03	ETH	Buy	1691.87→1675.39	-5.32	stop_loss
06-08 12:39	ETH	Buy	1670.67→1683.33	+3.34	timeout
06-08 05:41	ETH	Buy	1659.67→1643.41	-5.34	stop_loss
06-07 23:49	ETH	Sell	1674.13→1690.51	-5.35	stop_loss
06-07 18:29	ETH	Sell	1627.14→1632.16	-2.01	timeout
06-07 12:24	ETH	Sell	1632.84→1610.96	+6.24	timeout
06-07 05:13	ETH	Sell	1588.74→1604.56	-5.43	stop_loss
06-05 05:43	ETH	Sell	1732.13→1697.57	+9.52	take_profit
06-04 22:56	ETH	Sell	1772.82→1765.38	+1.65	timeout
06-04 17:15	ETH	Sell	1787.32→1771.28	+4.04	timeout
06-04 11:12	ETH	Sell	1763.52→1736.57	+7.19	timeout
06-04 06:27	ETH	Sell	1812.42→1796.88	+3.84	timeout
06-03 20:54	ETH	Buy	1798.48→1781.03	-5.30	stop_loss
06-03 15:18	ETH	Buy	1862.89→1844.79	-5.31	stop_loss
06-03 07:17	ETH	Buy	1869.29→1878.21	+1.93	timeout
06-03 06:24	ETH	Buy	1841.88→1873.61	+8.16	timeout
06-01 01:13	ETH	Buy	2015→2007.2	-2.38	timeout
05-31 15:48	ETH	Buy	2021.9→2012	-2.90	timeout
05-31 07:43	ETH	Buy	2030.6→2022.6	-2.43	timeout
05-31 01:43	ETH	Sell	2019.6→2028.2	-2.57	timeout
05-30 23:27	ETH	Sell	2029.5→2022	+1.41	timeout
05-30 11:40	ETH	Sell	2014.7→2017.7	-1.19	timeout

Paper (trades.jsonl)

62

closed

35%

win rate

-18.76

total pnl ($)

-6.0 bps

avg bps net

Live (dry_run=0)

1

closed

0%

win rate

-0.99

total pnl ($)

-22.9 bps

avg bps net

Live: 1 trades (insufficient sample, <5)

symbol	n	wr	net bps	total pnl ($)
ETH	62	35%	-6.0	-18.76

time	sym	side	reason
06-27 23:19	ETH	Sell	circuit_breaker

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 62 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 1)

Postmortem feed (last 10)