3
closed trades
33%
win rate
+20.93
total pnl ($)
1.257
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 15:53:39 (25.6d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_perp_spot_basis_momentum_siblings
n: 6
· wr: 50.0%
· total_bps: +29.7
· mean_bps: +4.95
· sharpe: +0.04
· max_dd_bps: -317.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 3 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 05-28 03:56 | BTC | Sell | 76469.2→73111.7 | +21.54 | take_profit |
| 05-17 15:20 | BTC | Sell | 79281→79285 | -0.28 | timeout |
| 05-13 22:43 | BTC | Sell | 81715.9→81724.1 | -0.33 | timeout |
Paper vs Live
Paper (trades.jsonl)
3
closed
33%
win rate
+20.93
total pnl ($)
+136.9 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 3 | 33% | +136.9 | +20.93 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||