eth_lead_btc_lag

36

closed trades

44%

win rate

-1.71

total pnl ($)

1.201

weight

7d window — n=4 wr=50% pnl=-1.80 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-19 03:58:03 (38.9d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: y__restored_73150ede

n: 4 · wr: 0.0% · total_bps: -187.4 · mean_bps: -46.86 · sharpe: -1.53 · max_dd_bps: -187.4

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

time	sym	side	entry→exit	pnl	close
06-26 17:53	BTC	Buy	60098→59958	-1.62	timeout
06-26 15:40	BTC	Buy	60004→60402	+2.86	timeout
06-26 09:56	BTC	Sell	60091→59772	+2.21	timeout
06-25 14:33	BTC	Sell	59305→59874.9	-5.25	stop_loss
06-17 12:59	BTC	Sell	64674.8→65025.3	-3.16	timeout
06-16 12:48	BTC	Buy	66583.3→66444.7	-1.49	timeout
06-15 23:09	BTC	Sell	66268.7→66211.3	-0.02	timeout
06-15 13:42	BTC	Buy	66606.3→66486.7	-1.35	timeout
06-14 22:03	BTC	Buy	64817.2→65459.7	+4.51	timeout
06-08 21:51	BTC	Buy	63678.2→63755.8	+0.16	timeout
06-06 10:23	BTC	Sell	60901→60645	+1.65	timeout
06-05 19:46	BTC	Sell	59666→60240.1	-5.26	stop_loss
06-05 16:14	BTC	Sell	60511→61095.6	-5.28	stop_loss
06-05 15:23	BTC	Sell	60874→60760	+0.48	timeout
06-05 13:36	BTC	Buy	62020.1→62120.9	+0.36	timeout
06-05 05:59	BTC	Sell	63184.8→62243.1	+7.00	take_profit
06-04 06:44	BTC	Sell	64193.8→64293.2	-1.22	timeout
06-04 03:03	BTC	Sell	63191.8→63466.2	-2.62	timeout
06-03 22:08	BTC	Buy	65545.3→65437.7	-1.27	timeout
06-03 14:21	BTC	Sell	66980.7→66662.3	+1.93	timeout
06-03 00:23	BTC	Sell	66668.7→66853.3	-1.83	timeout
06-02 23:00	BTC	Sell	67186.6→66254.3	+6.49	timeout
06-02 21:09	BTC	Sell	67263.6→67619.4	-3.10	timeout
06-02 01:28	BTC	Buy	71282.6→71271.4	-0.53	timeout
05-31 19:45	BTC	Sell	73555.3→73504.7	-0.10	timeout
05-31 17:58	BTC	Sell	73569.3→73680.7	-1.21	timeout
05-29 18:54	BTC	Sell	73798.3→73287.7	+3.01	timeout
05-24 14:46	BTC	Sell	76356.2→76392.8	-0.69	timeout
05-23 08:18	BTC	Sell	75046.2→74676.7	+2.01	timeout
05-18 19:35	BTC	Buy	76711.8→76711.2	-0.46	timeout
05-18 00:15	BTC	Sell	77124.1→77157.9	-0.67	timeout
05-16 07:43	BTC	Sell	78240.1→78461.9	-1.87	timeout
05-11 00:48	BTC	Sell	81807.9→81572.1	+0.99	timeout
05-03 22:33	BTC	Buy	78931.9→79018	+0.09	timeout
04-29 18:38	BTC	Sell	75800→75212	+3.43	timeout
04-27 05:52	BTC	Sell	77839→77753	+0.10	timeout

Paper (trades.jsonl)

36

closed

44%

win rate

-1.71

total pnl ($)

-0.9 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	36	44%	-0.9	-1.71

time	sym	side	reason
06-26 17:39	BTC	Buy	stale_intent

time	sym	side	pnl	narrative
04-29 18:38	BTC	Sell	+3.43	The Bitcoin market was declining modestly at close (-0.90% 1h, -1.12% 24h) while Ethereum had already rolled over harder (-2.06% 1h, -2.68% 24h), reflecting broader weakness in the altcoin complex. The trade's thesis worked because the initial -74 bps ETH l…
04-27 05:52	BTC	Sell	+0.10	BTC was consolidating around $77,753 with elevated funding rates at 0.0066%, suggesting persistent long positioning despite the recent decline. The trade's thesis failed to materialize because while ETH had led with a -91 bps 5-minute decline, BTC's lagging…

More…

Cumulative P&L (last 36 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 1)

Postmortem feed (last 10)