554
closed trades
42%
win rate
-286.20
total pnl ($)
0.250
weight
7d window — n=103 wr=36% pnl=-140.92
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-17 00:50:02 (36.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
l
n: 26
· wr: 42.3%
· total_bps: +259.4
· mean_bps: +9.98
· sharpe: +0.07
· max_dd_bps: -828.8
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 |
|---|---|---|---|---|---|
| 06-22 11:21 | APT | Buy | 0.670968→0.670932 | -0.47 | timeout |
| 06-22 05:39 | UNI | Sell | 3.01765→3.06109 | -7.65 | stop_loss |
| 06-22 05:39 | NEAR | Sell | 2.13637→2.16632 | -7.46 | stop_loss |
| 06-22 03:46 | AAVE | Sell | 76.6858→75.0288 | +10.35 | take_profit |
| 06-22 00:18 | UNI | Sell | 2.99285→3.03528 | -7.54 | stop_loss |
| 06-21 20:52 | AAVE | Buy | 74.4986→74.1934 | -2.50 | timeout |
| 06-21 20:52 | SUI | Buy | 0.710378→0.705694 | -3.76 | timeout |
| 06-21 20:48 | SOL | Buy | 74.5352→73.5042 | -7.39 | stop_loss |
| 06-21 20:47 | AVAX | Buy | 6.27597→6.18506 | -7.68 | stop_loss |
| 06-21 18:18 | INJ | Sell | 4.96626→4.90433 | +5.76 | timeout |
| 06-21 15:29 | UNI | Sell | 3.03874→3.08151 | -7.49 | stop_loss |
| 06-21 15:17 | LTC | Sell | 44.9818→45.4954 | -6.14 | timeout |
| 06-21 14:24 | AVAX | Sell | 6.27713→6.36647 | -7.58 | stop_loss |
| 06-21 12:49 | AAVE | Sell | 74.8233→74.2796 | +3.18 | timeout |
| 06-21 12:21 | NEAR | Sell | 2.24714→2.19875 | +10.32 | take_profit |
| 06-21 08:40 | UNI | Sell | 2.97945→2.98034 | -0.60 | timeout |
| 06-21 07:28 | NEAR | Sell | 2.20765→2.21395 | -1.88 | timeout |
| 06-21 04:01 | INJ | Sell | 5.02134→5.09712 | -8.01 | stop_loss |
| 06-21 02:57 | AAVE | Sell | 76.6628→75.7499 | +5.50 | timeout |
| 06-21 02:36 | SOL | Sell | 74.1689→73.253 | +5.74 | timeout |
| 06-21 00:22 | NEAR | Sell | 2.19145→2.22227 | -7.47 | stop_loss |
| 06-20 22:40 | LINK | Sell | 7.90902→7.9915 | -5.66 | timeout |
| 06-20 20:50 | AAVE | Sell | 73.7226→74.7981 | -7.74 | stop_loss |
| 06-20 19:22 | ETH | Sell | 1741.73→1725.97 | +4.08 | timeout |
| 06-20 19:02 | SOL | Sell | 71.7072→71.7768 | -0.91 | timeout |
| 06-20 18:55 | NEAR | Buy | 2.15314→2.13637 | -4.31 | timeout |
| 06-20 14:46 | SUI | Sell | 0.705014→0.715116 | -7.61 | stop_loss |
| 06-20 14:45 | AAVE | Sell | 73.7036→74.74 | -7.48 | stop_loss |
| 06-20 12:30 | NEAR | Sell | 2.13627→2.15094 | -3.92 | timeout |
| 06-20 09:20 | SOL | Sell | 71.9492→71.2417 | +4.49 | timeout |
| 06-20 09:15 | ADA | Buy | 0.164341→0.162979 | -4.60 | timeout |
| 06-20 07:43 | AVAX | Buy | 6.23536→6.14749 | -7.50 | stop_loss |
| 06-20 04:00 | ADA | Buy | 0.162321→0.162379 | -0.27 | timeout |
| 06-20 04:00 | AVAX | Buy | 5.91158→5.94371 | +2.30 | timeout |
| 06-19 20:56 | NEAR | Sell | 2.13677→2.14544 | -2.45 | timeout |
| 06-19 18:44 | AVAX | Buy | 5.82606→5.74219 | -7.65 | stop_loss |
| 06-19 08:34 | ETH | Sell | 1688.73→1696.67 | -2.80 | timeout |
| 06-19 08:34 | SUI | Sell | 0.710932→0.714859 | -3.25 | timeout |
| 06-19 08:34 | AVAX | Sell | 6.04449→6.02411 | +1.21 | timeout |
| 06-19 08:33 | BNB | Sell | 573.906→574.314 | -0.79 | timeout |
| 06-19 05:50 | AAVE | Sell | 71.975→72.9847 | -7.46 | stop_loss |
| 06-19 00:19 | ARB | Sell | 0.0843789→0.0855741 | -7.52 | stop_loss |
| 06-19 00:00 | AAVE | Sell | 74.0915→75.1403 | -7.53 | stop_loss |
| 06-18 23:55 | UNI | Buy | 3.13748→3.2051 | +10.33 | take_profit |
| 06-18 23:14 | NEAR | Buy | 2.21425→2.18206 | -7.72 | stop_loss |
| 06-18 21:30 | SUI | Buy | 0.716789→0.721959 | +3.15 | timeout |
| 06-18 19:59 | ADA | Buy | 0.16046→0.163149 | +7.90 | timeout |
| 06-18 19:53 | AAVE | Buy | 71.7239→73.3007 | +10.54 | take_profit |
| 06-18 16:27 | NEAR | Buy | 2.17984→2.22754 | +10.49 | take_profit |
| 06-18 16:15 | UNI | Buy | 3.01295→2.97077 | -7.45 | stop_loss |
| 06-18 15:29 | SUI | Sell | 0.744184→0.728032 | +10.40 | take_profit |
| 06-18 11:02 | UNI | Buy | 3.11078→3.17801 | +10.36 | take_profit |
| 06-18 09:41 | INJ | Buy | 5.23081→5.28038 | +4.28 | timeout |
| 06-18 09:01 | AVAX | Sell | 6.60545→6.65926 | -4.54 | timeout |
| 06-18 07:37 | LINK | Sell | 7.93112→8.04303 | -7.52 | stop_loss |
| 06-18 07:26 | AAVE | Sell | 73.5496→74.5849 | -7.49 | stop_loss |
| 06-18 06:41 | NEAR | Sell | 2.16716→2.19895 | -7.79 | stop_loss |
| 06-17 23:36 | ETH | Buy | 1742.27→1748.03 | +1.20 | timeout |
| 06-17 23:35 | BTC | Buy | 64458.2→64412.8 | -0.81 | timeout |
| 06-17 22:04 | UNI | Sell | 3.29148→3.2196 | +10.47 | take_profit |
| 06-17 22:03 | SOL | Buy | 72.1028→71.1048 | -7.37 | stop_loss |
| 06-17 19:46 | AAVE | Buy | 74.4796→73.4319 | -7.48 | stop_loss |
| 06-17 19:20 | ADA | Buy | 0.169012→0.166625 | -7.52 | stop_loss |
| 06-17 18:42 | ARB | Sell | 0.0860585→0.0872754 | -7.52 | stop_loss |
| 06-17 16:16 | ADA | Buy | 0.167902→0.171597 | +10.54 | take_profit |
| 06-17 15:56 | INJ | Sell | 5.40315→5.47931 | -7.52 | stop_loss |
| 06-17 15:50 | BTC | Sell | 64914.8→65798.2 | -7.25 | stop_loss |
| 06-17 15:48 | ETH | Sell | 1747.43→1771.46 | -7.32 | stop_loss |
| 06-17 15:31 | NEAR | Sell | 2.31602→2.34866 | -7.48 | stop_loss |
| 06-17 12:20 | INJ | Sell | 5.46883→5.41035 | +4.92 | timeout |
| 06-17 12:19 | BNB | Sell | 602.989→606.552 | -3.38 | timeout |
| 06-17 08:51 | UNI | Sell | 3.52992→3.44616 | +11.41 | take_profit |
| 06-17 08:06 | LINK | Buy | 8.36309→8.28203 | -5.32 | timeout |
| 06-17 07:54 | AVAX | Buy | 6.96494→6.86595 | -7.56 | stop_loss |
| 06-17 06:29 | INJ | Buy | 5.63641→5.55233 | -7.91 | stop_loss |
| 06-17 06:19 | AAVE | Sell | 77.3247→76.7242 | +3.43 | timeout |
| 06-17 05:16 | LTC | Sell | 45.5276→45.6724 | -2.04 | timeout |
| 06-17 01:46 | SUI | Sell | 0.80045→0.811718 | -7.48 | stop_loss |
| 06-17 01:41 | UNI | Sell | 3.40205→3.45079 | -7.61 | stop_loss |
| 06-17 01:09 | LINK | Buy | 8.33708→8.31792 | -1.62 | timeout |
| 06-16 22:14 | INJ | Buy | 5.66202→5.58071 | -7.62 | stop_loss |
| 06-16 21:17 | UNI | Sell | 3.28948→3.2185 | +10.34 | take_profit |
| 06-16 19:24 | ADA | Buy | 0.173863→0.172637 | -3.97 | timeout |
| 06-16 18:02 | SUI | Sell | 0.782904→0.793995 | -7.53 | stop_loss |
| 06-16 18:02 | AAVE | Buy | 74.1155→75.7211 | +10.38 | take_profit |
| 06-16 11:53 | AAVE | Sell | 75.929→75.2938 | +3.73 | timeout |
| 06-16 08:52 | NEAR | Sell | 2.45968→2.49547 | -7.73 | stop_loss |
| 06-16 07:50 | ADA | Buy | 0.177014→0.178445 | +3.59 | timeout |
| 06-16 06:54 | SUI | Sell | 0.780975→0.789447 | -5.85 | timeout |
| 06-16 01:50 | AAVE | Sell | 74.1155→73.8034 | +1.65 | timeout |
| 06-16 01:24 | UNI | Sell | 3.01025→2.94504 | +10.38 | take_profit |
| 06-16 00:14 | INJ | Sell | 5.53782→5.61581 | -7.48 | stop_loss |
| 06-15 23:29 | SUI | Sell | 0.79979→0.792008 | +4.43 | timeout |
| 06-15 23:24 | NEAR | Sell | 2.42819→2.37579 | +10.35 | take_profit |
| 06-15 22:48 | XRP | Sell | 1.26598→1.23861 | +10.37 | take_profit |
| 06-15 20:48 | ADA | Sell | 0.186033→0.181725 | +11.12 | take_profit |
| 06-15 19:47 | BTC | Buy | 67035.4→66620.7 | -3.55 | timeout |
| 06-15 18:08 | ADA | Sell | 0.188323→0.187547 | +1.61 | timeout |
| 06-15 15:41 | ETH | Sell | 1804.62→1829.4 | -7.31 | stop_loss |
| 06-15 15:25 | NEAR | Buy | 2.53563→2.49912 | -7.65 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
554
closed
42%
win rate
-286.20
total pnl ($)
-10.3 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| UNI | 94 | 45% | +1.1 | +4.94 |
| NEAR | 79 | 33% | -30.0 | -118.40 |
| INJ | 72 | 36% | -28.7 | -103.59 |
| AAVE | 51 | 37% | -28.5 | -72.72 |
| SUI | 38 | 55% | +16.0 | +30.36 |
| ADA | 28 | 36% | -0.5 | -0.85 |
| ETH | 27 | 44% | -25.4 | -34.33 |
| AVAX | 27 | 37% | -37.2 | -50.28 |
| LINK | 26 | 46% | +30.0 | +38.80 |
| SOL | 25 | 52% | +10.6 | +13.35 |
| ATOM | 17 | 65% | +76.4 | +64.76 |
| FIL | 15 | 33% | -38.7 | -29.03 |
| XRP | 13 | 46% | +8.2 | +5.39 |
| LTC | 11 | 55% | -17.2 | -9.53 |
| BNB | 10 | 40% | +11.7 | +5.75 |
| BTC | 8 | 50% | -7.3 | -2.93 |
| DOGE | 6 | 17% | -57.9 | -17.38 |
| ARB | 5 | 40% | -42.4 | -10.58 |
| APT | 2 | 50% | +0.9 | +0.07 |
Recent bounces (last 20 of 5)
| time | sym | side | reason |
|---|---|---|---|
| 06-22 11:55 | SUI | Sell | stale_intent |
| 06-22 11:55 | SUI | Sell | stale_intent |
| 06-22 03:19 | UNI | Sell | stale_intent |
| 06-22 01:50 | AAVE | Sell | stale_intent |
| 06-21 22:46 | UNI | Sell | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 04-29 22:09 | ETH | Sell | -2.75 | ETH was consolidating with modest intraday weakness (-1.56% over 24h, -6.22% weekly) when the trade closed after 4 hours, with Bitcoin showing relative stability at -0.54% daily decline. The trade's thesis failed because the +19.5bps basis spread on HL vs B… |
| 04-23 13:11 | ETH | Sell | -2.57 | ETH was trading flat to slightly negative at close ($2309.66, down 0.27% in 1h) while Bitcoin showed mild weakness, providing a risk-off backdrop that likely pressured the basis convergence trade. The thesis failed because the +15.3bps basis spread between … |