kimchi_premium_arbitrage_convergence

not live
12
closed trades
33%
win rate
-27.40
total pnl ($)
1.127
weight
7d window — n=3 wr=0% pnl=-19.31  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-19 00:11:29 (40.2d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: aib
n: 2  ·  wr: 100.0%  ·  total_bps: +276.4  ·  mean_bps: +138.19  ·  sharpe: +40.31  ·  max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 12 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 05:01BTCSell59149→60221-5.23timeout
06-25 14:33BTCSell58691.1→60139.1-7.03stop_loss
06-24 20:47BTCSell59510→60977.5-7.04stop_loss
06-17 00:45BTCSell66566.7→65809.3+2.90timeout
06-15 16:08BTCSell65712.7→67078.4-5.96timeout
06-14 17:21BTCSell64645.8→63913.2+2.90timeout
06-13 23:18BTCSell63677.8→64575.2-4.12timeout
06-13 05:17BTCSell63439.8→63527.2-0.63timeout
06-12 11:10BTCSell63416.8→63740.2-1.62timeout
06-10 23:50BTCSell61674.9→61466.1+0.68timeout
06-09 23:45BTCSell63181.8→62023.1+4.77timeout
06-08 15:11BTCSell62580.9→64122.2-7.01stop_loss

Paper vs Live

Paper (trades.jsonl)
12
closed
33%
win rate
-27.40
total pnl ($)
-83.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1233%-83.2-27.40

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems