1140
closed trades
42%
win rate
-1224.48
total pnl ($)
0.250
weight
7d window — n=121 wr=37% pnl=-267.20
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-17 02:22:51 (42.1d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
restored_perp_basis_percentile_rank_mean_reversion
n: 0
· wr: 0.0%
· total_bps: +0.0
· mean_bps: +0.00
· sharpe: +0.00
· max_dd_bps: +0.0
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 02:10 | APT | Buy | 0.585446→0.581755 | -3.59 | timeout |
| 06-28 02:10 | OP | Buy | 0.099855→0.101585 | +8.24 | timeout |
| 06-28 01:50 | SUI | Buy | 0.687232→0.684269 | -2.55 | timeout |
| 06-28 01:22 | BNB | Buy | 561.3→556.791 | -4.44 | timeout |
| 06-27 22:16 | ARB | Buy | 0.0744886→0.0730652 | -10.00 | stop_loss |
| 06-27 19:34 | BTC | Buy | 60432→60156 | -2.72 | timeout |
| 06-27 19:27 | APT | Buy | 0.593848→0.581963 | -10.46 | stop_loss |
| 06-27 19:25 | ARB | Buy | 0.0752988→0.0738546 | -10.03 | stop_loss |
| 06-27 18:27 | ARB | Buy | 0.0755889→0.0741444 | -10.00 | stop_loss |
| 06-27 18:01 | OP | Buy | 0.103376→0.101374 | -10.14 | stop_loss |
| 06-27 17:02 | OP | Buy | 0.103666→0.101644 | -10.20 | stop_loss |
| 06-27 15:36 | APT | Buy | 0.60085→0.604549 | +2.59 | timeout |
| 06-27 13:22 | LTC | Buy | 42.4116→42.9733 | +6.19 | timeout |
| 06-27 13:10 | APT | Buy | 0.60165→0.59785 | -3.65 | timeout |
| 06-27 12:40 | NEAR | Buy | 1.80985→1.81155 | +0.01 | timeout |
| 06-27 10:30 | LTC | Buy | 42.2936→42.5884 | +3.06 | timeout |
| 06-27 07:26 | ATOM | Buy | 1.5836→1.5925 | +2.45 | timeout |
| 06-27 04:56 | BNB | Buy | 568.392→564.439 | -3.97 | timeout |
| 06-27 04:56 | SOL | Buy | 71.7918→71.8582 | +0.04 | timeout |
| 06-27 04:34 | OP | Buy | 0.105216→0.105404 | +0.58 | timeout |
| 06-27 02:39 | DOGE | Buy | 0.0755139→0.075841 | +1.75 | timeout |
| 06-26 22:04 | APT | Buy | 0.606652→0.594454 | -10.47 | stop_loss |
| 06-26 21:01 | SUI | Buy | 0.683851→0.697786 | +9.70 | timeout |
| 06-26 20:46 | OP | Buy | 0.105926→0.105454 | -2.71 | timeout |
| 06-26 19:51 | LINK | Buy | 7.1963→7.34806 | +10.08 | timeout |
| 06-26 18:22 | ATOM | Buy | 1.5976→1.6106 | +3.70 | timeout |
| 06-26 15:38 | SUI | Buy | 0.673708→0.695186 | +15.46 | take_profit |
| 06-26 13:19 | NEAR | Buy | 1.79695→1.76218 | -10.13 | stop_loss |
| 06-26 11:52 | LTC | Buy | 41.5884→40.7984 | -9.98 | stop_loss |
| 06-26 11:41 | ATOM | Buy | 1.6145→1.6006 | -4.77 | timeout |
| 06-26 10:21 | ARB | Buy | 0.0726782→0.072012 | -5.07 | timeout |
| 06-26 09:53 | ETH | Buy | 1552.36→1548.65 | -1.63 | timeout |
| 06-26 07:13 | ADA | Buy | 0.141765→0.146253 | +15.36 | take_profit |
| 06-26 04:51 | INJ | Buy | 4.44531→4.36093 | -9.95 | stop_loss |
| 06-26 03:15 | BNB | Buy | 557.509→556.881 | -1.05 | timeout |
| 06-26 02:13 | BTC | Buy | 59780→58668.7 | -9.73 | stop_loss |
| 06-26 02:13 | INJ | Buy | 4.30118→4.21604 | -10.34 | stop_loss |
| 06-26 02:12 | ADA | Buy | 0.143346→0.140565 | -10.09 | stop_loss |
| 06-26 02:12 | ARB | Buy | 0.0730483→0.0716462 | -10.03 | stop_loss |
| 06-25 22:50 | DOGE | Buy | 0.0733283→0.0745943 | +8.15 | timeout |
| 06-25 21:21 | LINK | Buy | 7.15649→7.2093 | +3.20 | timeout |
| 06-25 21:21 | ADA | Buy | 0.141995→0.142114 | -0.05 | timeout |
| 06-25 21:02 | LTC | Buy | 40.3121→40.7778 | +5.29 | timeout |
| 06-25 19:19 | OP | Buy | 0.102196→0.100125 | -10.59 | stop_loss |
| 06-25 15:14 | AVAX | Buy | 6.17794→6.06065 | -9.93 | stop_loss |
| 06-25 13:46 | APT | Buy | 0.618255→0.606445 | -10.00 | stop_loss |
| 06-25 13:45 | INJ | Buy | 4.29507→4.20814 | -10.56 | stop_loss |
| 06-25 13:42 | AVAX | Buy | 6.36669→6.24581 | -9.94 | stop_loss |
| 06-25 13:41 | ATOM | Buy | 1.62961→1.5967 | -10.51 | stop_loss |
| 06-25 12:28 | ARB | Buy | 0.0768592→0.0753734 | -10.10 | stop_loss |
| 06-25 10:46 | SOL | Buy | 69.4054→68.0737 | -10.05 | stop_loss |
| 06-25 10:13 | ATOM | Buy | 1.64171→1.65509 | +3.70 | timeout |
| 06-25 10:03 | NEAR | Buy | 1.94349→1.94651 | +0.40 | timeout |
| 06-25 07:53 | ATOM | Buy | 1.63901→1.65579 | +4.73 | timeout |
| 06-25 06:45 | ARB | Buy | 0.076029→0.0769308 | +5.47 | timeout |
| 06-25 05:02 | OP | Buy | 0.103976→0.107253 | +15.27 | take_profit |
| 06-25 00:46 | ATOM | Buy | 1.62721→1.63849 | +3.10 | timeout |
| 06-25 00:41 | BNB | Buy | 552.968→564.219 | +9.69 | timeout |
| 06-24 22:01 | LTC | Buy | 39.886→41.1447 | +15.34 | take_profit |
| 06-24 21:37 | NEAR | Buy | 1.89837→1.95871 | +15.44 | take_profit |
| 06-24 20:29 | ARB | Buy | 0.0736584→0.076011 | +15.53 | take_profit |
| 06-24 16:51 | LINK | Buy | 7.40235→7.26155 | -9.95 | stop_loss |
| 06-24 16:51 | ETH | Buy | 1630.06→1597.34 | -10.48 | stop_loss |
| 06-24 16:51 | APT | Buy | 0.616454→0.604546 | -10.09 | stop_loss |
| 06-24 16:51 | BNB | Buy | 567.982→557.082 | -10.02 | stop_loss |
| 06-24 16:47 | INJ | Buy | 4.31198→4.22853 | -10.11 | stop_loss |
| 06-24 13:48 | ETH | Buy | 1672.67→1641.31 | -9.74 | stop_loss |
| 06-24 13:23 | LTC | Buy | 42.1305→41.319 | -10.08 | stop_loss |
| 06-24 13:22 | SOL | Buy | 69.5794→68.4747 | -8.39 | timeout |
| 06-24 12:32 | ARB | Buy | 0.0783696→0.0784804 | +0.29 | timeout |
| 06-24 09:24 | OP | Buy | 0.100765→0.101805 | +4.69 | timeout |
| 06-24 07:33 | DOGE | Buy | 0.0796229→0.0789303 | -4.79 | timeout |
| 06-24 04:24 | ARB | Buy | 0.0788997→0.0773719 | -10.12 | stop_loss |
| 06-24 04:11 | ATOM | Buy | 1.72763→1.69323 | -10.37 | stop_loss |
| 06-24 03:15 | INJ | Buy | 4.57174→4.48483 | -9.94 | stop_loss |
| 06-24 00:32 | OP | Buy | 0.0992848→0.102434 | +15.42 | take_profit |
| 06-23 23:01 | LTC | Buy | 41.9985→41.9465 | -1.06 | timeout |
| 06-23 22:57 | NEAR | Buy | 1.97429→1.9829 | +1.75 | timeout |
| 06-23 22:14 | APT | Buy | 0.637259→0.650737 | +10.17 | timeout |
| 06-23 21:50 | LINK | Buy | 7.57559→7.602 | +1.33 | timeout |
| 06-23 18:43 | OP | Buy | 0.0997649→0.0978666 | -9.96 | stop_loss |
| 06-23 14:59 | NEAR | Buy | 1.9813→1.9887 | +1.42 | timeout |
| 06-23 14:55 | LTC | Buy | 43.3888→42.5251 | -10.35 | stop_loss |
| 06-23 14:32 | LTC | Buy | 43.3008→43.1502 | -2.14 | timeout |
| 06-23 14:25 | DOGE | Buy | 0.0789107→0.0793502 | +2.42 | timeout |
| 06-23 13:58 | OP | Buy | 0.0966141→0.0996651 | +15.31 | take_profit |
| 06-23 07:45 | NEAR | Buy | 2.03041→2.018 | -3.51 | timeout |
| 06-23 06:21 | ATOM | Buy | 1.77884→1.74419 | -10.18 | stop_loss |
| 06-23 06:18 | ETH | Buy | 1732.37→1699.98 | -9.75 | stop_loss |
| 06-23 05:40 | SUI | Buy | 0.718139→0.704501 | -9.93 | stop_loss |
| 06-23 05:39 | ATOM | Buy | 1.79865→1.76278 | -10.36 | stop_loss |
| 06-23 00:45 | ATOM | Buy | 1.79775→1.79655 | -0.75 | timeout |
| 06-22 22:48 | BNB | Buy | 592.858→588.533 | -4.07 | timeout |
| 06-22 22:28 | SOL | Buy | 72.7609→71.3866 | -9.85 | stop_loss |
| 06-22 22:28 | ARB | Buy | 0.084211→0.082568 | -10.13 | stop_loss |
| 06-22 22:28 | AVAX | Buy | 6.31578→6.19535 | -9.92 | stop_loss |
| 06-22 16:21 | APT | Buy | 0.665866→0.670132 | +2.72 | timeout |
| 06-22 16:08 | ARB | Buy | 0.0855914→0.0842389 | -8.39 | timeout |
| 06-22 16:01 | ETH | Buy | 1771.58→1738.46 | -9.80 | stop_loss |
| 06-22 15:44 | ADA | Buy | 0.16027→0.15964 | -2.30 | timeout |
Paper vs Live
Paper (trades.jsonl)
1140
closed
42%
win rate
-1224.48
total pnl ($)
-21.5 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ADA | 123 | 50% | -0.1 | -1.10 |
| BTC | 122 | 47% | -5.4 | -33.67 |
| ETH | 104 | 35% | -37.3 | -194.26 |
| APT | 88 | 42% | -28.4 | -124.64 |
| ARB | 86 | 33% | -73.4 | -314.52 |
| ATOM | 72 | 39% | -43.5 | -155.50 |
| OP | 65 | 49% | +21.9 | +71.75 |
| BNB | 62 | 32% | -32.3 | -100.26 |
| NEAR | 62 | 48% | +24.4 | +75.65 |
| SUI | 60 | 38% | -36.8 | -110.88 |
| LTC | 59 | 34% | -28.5 | -84.10 |
| LINK | 53 | 49% | -6.8 | -18.20 |
| DOGE | 51 | 39% | -50.9 | -129.81 |
| INJ | 48 | 42% | -15.8 | -37.84 |
| AVAX | 46 | 54% | -1.0 | -2.34 |
| SOL | 39 | 38% | -33.3 | -64.75 |
Recent bounces (last 20 of 4)
| time | sym | side | reason |
|---|---|---|---|
| 06-28 03:27 | NEAR | Buy | circuit_breaker |
| 06-28 02:41 | ARB | Buy | circuit_breaker |
| 06-28 02:41 | LTC | Buy | circuit_breaker |
| 06-27 22:42 | APT | Buy | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 11:56 | BTC | Buy | +0.53 | BTC was trading in a narrow range with low volatility, showing slight positive momentum across timeframes. The thesis failed because the trade was closed due to a timeout, likely as the market lacked sufficient directional movement to trigger an exit within… |
| 05-10 11:56 | BTC | Buy | +0.53 | BTC was in a mild uptrend across timeframes with low funding and stable OI. The thesis failed because the trade was closed by timeout, not by reaching a target or stop, indicating the expected directional move did not materialize within the allotted time. |
| 05-10 11:56 | BTC | Buy | +0.53 | The market was in a low-volatility, sideways consolidation with BTC flat across multiple timeframes and neutral funding. The thesis failed because the trade expired via timeout without reaching target or stop, as the lack of directional momentum prevented a… |
| 05-10 11:56 | BTC | Buy | +0.53 | BTC traded in a narrow range with low volatility, showing slight positive momentum over the 1-hour and 24-hour periods. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allott… |
| 05-10 11:56 | BTC | Buy | +0.53 | BTC traded in a narrow range with low volatility, showing minimal directional movement across timeframes. The thesis failed because the trade was closed by timeout without reaching any target or stop, as the market lacked the momentum needed to trigger an e… |
| 05-10 11:56 | BTC | Buy | +0.53 | BTC traded in a narrow range with low volatility, showing slight positive momentum over the past 24 hours. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-10 11:56 | BTC | Buy | +0.53 | The market was in a low-funding, sideways regime with stable open interest, offering no clear directional catalyst. The thesis failed because the trade expired via timeout without reaching any target or stop, as the lack of volatility prevented the expected… |
| 05-10 11:56 | BTC | Buy | +0.53 | The market exhibited low volatility with neutral funding and stable open interest, lacking directional momentum. The thesis failed because the trade was closed by timeout without reaching target or stop, as the sideways regime offered no exploitable move. |
| 05-10 11:56 | BTC | Buy | +0.53 | BTC traded in a narrow range with low volatility, showing slight upward drift over the hour and week. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-10 11:56 | BTC | Buy | +0.53 | BTC was trading in a narrow range with low volatility, showing slight gains over the 1h and 24h periods. The trade was closed due to timeout, as the thesis failed to trigger an entry or exit within the expected timeframe. |