0
closed trades
0%
win rate
+0.00
total pnl ($)
0.000
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 03:17:43 (39.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
ka
n: 64
· wr: 40.6%
· total_bps: -236.4
· mean_bps: -3.69
· sharpe: -0.07
· max_dd_bps: -747.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 0 closed)
no closed trades to chart
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| none | |||||
Paper vs Live
Paper (trades.jsonl)
0
closed
0%
win rate
+0.00
total pnl ($)
—
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| no paper trades | ||||
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-04 21:25 | ETH | Sell | +0.88 | The market exhibited a neutral regime with minimal volatility and flat funding rates, suggesting a lack of strong directional momentum. The trade closed due to a timeout because the anticipated move failed to materialize within the allotted session window. |
| 05-04 18:54 | BTC | Buy | +0.64 | The market was in a neutral consolidation phase with flat funding rates and slight intraday weakness despite a positive weekly trend. The trade failed because the thesis lacked immediate confirmation, resulting in a timeout exit before any directional move … |
| 05-04 14:48 | BTC | Sell | -7.23 | The market was exhibiting strong bullish momentum with a 5.90% weekly gain and neutral funding rates, indicating sustained upward pressure on Bitcoin. The thesis failed because the anticipated reversal did not materialize, forcing an exit via stop loss as p… |
| 05-04 13:08 | ETH | Sell | -0.18 | The market was in a neutral consolidation phase with low funding rates and steady gains across both ETH and BTC. The trade failed because the sell thesis lacked immediate confirmation, resulting in a timeout exit before any significant price movement occurred. |
| 05-02 05:51 | ETH | Buy | -0.97 | ETH was consolidating near $2,298 with elevated funding rates (0.003492%) and $1.76B open interest, suggesting market equilibrium without directional pressure. The basis mean-reversion thesis failed because the 5.9σ HL/Bybit discount (-8.5 bps) did not comp… |
| 05-02 01:46 | BTC | Buy | +0.14 | At close, BTC funding rates had turned slightly negative (-0.009%) while open interest remained elevated at $4.2B, indicating a shift from the leveraged long positioning that typically sustains positive basis. The trade's perp-basis mean reversion thesis fa… |
| 05-01 17:34 | ETH | Sell | +0.64 | Ethereum was consolidating with modest upside momentum (2.19% over 24h, +0.20% in the final hour) as BTC led the broader rally, while funding rates remained near equilibrium at 0.0491%, offering no tail-wind for basis compression. The trade's thesis partial… |
| 05-01 13:37 | ETH | Sell | -7.26 | # Trade Analysis Ethereum was consolidating with modest intraday gains (+0.27% 1h) while Bitcoin led slightly stronger (+0.53% 1h), indicating stable macro conditions at close but no momentum surge to reverse the basis compression. The perp-perp basis mean… |
| 04-30 03:00 | BTC | Buy | -1.27 | BTC was in a mild downtrend at close ($75,716, -0.72% 1h, -3.37% 7d) with negative funding (-0.002345%), suggesting weak bullish conviction in perpetual futures. The perp-perp basis mean reversion thesis failed because the 4.5σ basis compression signal from… |
| 04-29 21:09 | ETH | Sell | -0.32 | # Trade Analysis: perp_perp_basis_zscore_mean_reversion ETH **Market Context at Close:** ETH was consolidating in a mild downtrend (−6.32% over 7 days, −1.91% over 24h) with low volatility (0.68% 1h move), while funding rates remained benign at 0.0055%, in… |