467
closed trades
37%
win rate
-634.96
total pnl ($)
1.023
weight
7d window — n=69 wr=46% pnl=-33.91
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-17 00:07:32 (41.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
gv
n: 112
· wr: 50.9%
· total_bps: -642.8
· mean_bps: -5.74
· sharpe: -0.05
· max_dd_bps: -1844.4
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 |
|---|---|---|---|---|---|
| 06-27 11:47 | DOGE | Buy | 0.0756849→0.0752292 | -3.47 | timeout |
| 06-27 11:42 | SOL | Buy | 72.2338→71.5963 | -4.84 | timeout |
| 06-27 11:35 | LTC | Buy | 42.2966→42.4544 | +1.46 | timeout |
| 06-27 11:28 | AVAX | Buy | 6.57044→6.44516 | -9.97 | stop_loss |
| 06-27 03:31 | ETH | Buy | 1579.86→1581.44 | +0.05 | timeout |
| 06-27 03:10 | DOGE | Buy | 0.0756199→0.0755641 | -0.76 | timeout |
| 06-26 23:23 | AVAX | Buy | 6.3849→6.58995 | +15.60 | take_profit |
| 06-26 20:46 | BTC | Buy | 59502→59646 | +0.72 | timeout |
| 06-26 20:33 | SOL | Buy | 73.667→72.277 | -9.89 | stop_loss |
| 06-26 16:00 | XRP | Buy | 1.01945→1.05194 | +15.49 | take_profit |
| 06-26 15:26 | ETH | Buy | 1535.55→1584.44 | +15.46 | take_profit |
| 06-26 13:57 | SOL | Buy | 68.7313→70.9384 | +15.60 | take_profit |
| 06-26 10:34 | DOGE | Buy | 0.0731263→0.0739165 | +4.90 | timeout |
| 06-26 03:41 | DOGE | Buy | 0.0732303→0.0736376 | +2.34 | timeout |
| 06-26 02:16 | AVAX | Buy | 6.10833→5.9911 | -10.02 | stop_loss |
| 06-26 02:14 | BTC | Buy | 59728→58616.7 | -9.75 | stop_loss |
| 06-26 02:13 | ETH | Buy | 1556.96→1526.58 | -10.20 | stop_loss |
| 06-25 14:33 | ADA | Buy | 0.140415→0.144844 | +15.32 | take_profit |
| 06-25 13:48 | LINK | Buy | 7.32833→7.18811 | -10.02 | stop_loss |
| 06-25 13:44 | BTC | Buy | 61261.1→60121.9 | -9.75 | stop_loss |
| 06-25 13:41 | SOL | Buy | 68.2662→66.9664 | -9.97 | stop_loss |
| 06-25 13:40 | ETH | Buy | 1637.06→1606.14 | -9.89 | stop_loss |
| 06-25 12:57 | ETH | Buy | 1632.36→1633.84 | +0.02 | timeout |
| 06-25 12:56 | BTC | Buy | 61292.1→61154.9 | -1.57 | timeout |
| 06-25 07:03 | LINK | Buy | 7.40345→7.51742 | +7.26 | timeout |
| 06-25 05:19 | AVAX | Buy | 6.4183→6.62314 | +15.53 | take_profit |
| 06-25 03:08 | BTC | Buy | 59658→60751 | +8.72 | timeout |
| 06-25 03:07 | XRP | Buy | 1.05706→1.07113 | +6.24 | timeout |
| 06-24 21:37 | ADA | Buy | 0.141615→0.146123 | +15.52 | take_profit |
| 06-24 20:49 | SOL | Buy | 65.7389→67.8308 | +15.47 | take_profit |
| 06-24 14:13 | BTC | Buy | 62289.1→61127.4 | -9.77 | stop_loss |
| 06-24 13:48 | ADA | Buy | 0.147297→0.144422 | -10.20 | stop_loss |
| 06-24 13:46 | DOGE | Buy | 0.0784766→0.0769742 | -10.02 | stop_loss |
| 06-24 13:23 | LTC | Buy | 42.1235→41.319 | -10.00 | stop_loss |
| 06-24 11:59 | LTC | Buy | 41.7444→42.1625 | +4.58 | timeout |
| 06-24 04:51 | ADA | Buy | 0.150118→0.152222 | +6.51 | timeout |
| 06-24 01:21 | DOGE | Buy | 0.0789307→0.0789962 | -0.01 | timeout |
| 06-24 00:13 | SOL | Buy | 69.2024→69.7665 | +3.71 | timeout |
| 06-23 20:41 | XRP | Buy | 1.10348→1.10312 | -0.62 | timeout |
| 06-23 16:25 | DOGE | Buy | 0.0787377→0.0789053 | +0.70 | timeout |
| 06-23 16:18 | SOL | Buy | 68.6453→69.1006 | +2.92 | timeout |
| 06-23 14:50 | BTC | Buy | 62911.1→62492.9 | -3.75 | timeout |
| 06-23 08:17 | LTC | Buy | 44.2381→43.3735 | -10.23 | stop_loss |
| 06-23 08:17 | LINK | Buy | 7.69792→7.55053 | -10.02 | stop_loss |
| 06-23 08:17 | ETH | Buy | 1691.17→1659.5 | -9.80 | stop_loss |
| 06-23 06:21 | AVAX | Buy | 6.23446→6.11341 | -10.16 | stop_loss |
| 06-23 06:09 | XRP | Buy | 1.13218→1.11312 | -8.83 | timeout |
| 06-23 06:08 | AVAX | Buy | 6.24736→6.19695 | -4.47 | timeout |
| 06-23 05:51 | LTC | Buy | 44.6312→44.3229 | -3.90 | timeout |
| 06-23 03:49 | ADA | Buy | 0.15822→0.15954 | +3.78 | timeout |
| 06-22 16:49 | ETH | Buy | 1747.47→1735.13 | -3.96 | timeout |
| 06-22 16:48 | BTC | Buy | 64146.2→64589.8 | +3.01 | timeout |
| 06-22 16:48 | XRP | Buy | 1.13368→1.13602 | +0.62 | timeout |
| 06-22 16:48 | SOL | Buy | 73.8521→72.6861 | -8.34 | timeout |
| 06-22 06:03 | LINK | Buy | 7.87167→7.94401 | +4.14 | timeout |
| 06-22 06:03 | AVAX | Buy | 6.18154→6.28923 | +8.32 | timeout |
| 06-22 06:03 | LTC | Buy | 44.9352→44.9658 | -0.13 | timeout |
| 06-22 05:14 | SOL | Buy | 72.6889→74.0889 | +9.17 | timeout |
| 06-21 21:09 | LINK | Buy | 7.9882→7.83242 | -10.23 | stop_loss |
| 06-21 20:48 | LTC | Buy | 45.8064→44.9283 | -10.06 | stop_loss |
| 06-21 20:47 | ADA | Buy | 0.16047→0.16064 | +0.06 | timeout |
| 06-21 20:05 | BTC | Buy | 64177.2→64173.8 | -0.47 | timeout |
| 06-21 11:20 | SOL | Buy | 73.647→73.472 | -1.69 | timeout |
| 06-21 11:20 | XRP | Buy | 1.14819→1.14301 | -2.74 | timeout |
| 06-21 11:20 | LINK | Buy | 7.95939→7.93272 | -2.18 | timeout |
| 06-21 11:19 | DOGE | Buy | 0.0835989→0.0829003 | -4.68 | timeout |
| 06-20 22:58 | ETH | Buy | 1733.27→1744.13 | +2.64 | timeout |
| 06-20 22:48 | XRP | Buy | 1.14809→1.15131 | +0.91 | timeout |
| 06-20 22:47 | BTC | Buy | 63875.2→64232.8 | +2.35 | timeout |
| 06-20 21:26 | LINK | Buy | 7.87547→7.91772 | +2.23 | timeout |
| 06-20 14:08 | DOGE | Buy | 0.08422→0.082619 | -9.97 | stop_loss |
| 06-20 13:10 | SOL | Buy | 72.0098→71.5403 | -3.74 | timeout |
| 06-20 13:10 | ETH | Buy | 1731.57→1726.33 | -2.00 | timeout |
| 06-20 08:24 | BTC | Buy | 63505.2→63482.8 | -0.65 | timeout |
| 06-20 05:57 | LTC | Buy | 43.818→44.145 | +3.25 | timeout |
| 06-20 03:54 | SOL | Buy | 69.0844→69.9965 | +6.12 | timeout |
| 06-20 03:54 | LINK | Buy | 7.88397→7.88243 | -0.54 | timeout |
| 06-19 21:46 | XRP | Buy | 1.14269→1.12922 | -6.35 | timeout |
| 06-19 21:46 | LINK | Buy | 7.93948→7.88583 | -3.84 | timeout |
| 06-19 16:55 | AVAX | Buy | 6.18555→6.06615 | -10.10 | stop_loss |
| 06-19 13:09 | ETH | Buy | 1696.97→1695.33 | -0.94 | timeout |
| 06-19 13:08 | LINK | Buy | 7.86197→7.85684 | -0.77 | timeout |
| 06-19 13:08 | XRP | Buy | 1.13218→1.13222 | -0.42 | timeout |
| 06-19 12:05 | LTC | Buy | 43.4189→43.5401 | +0.98 | timeout |
| 06-19 04:33 | DOGE | Buy | 0.0838119→0.0822193 | -9.96 | stop_loss |
| 06-19 03:16 | ADA | Buy | 0.164511→0.161349 | -10.06 | stop_loss |
| 06-19 03:15 | SOL | Buy | 70.0005→68.6733 | -9.94 | stop_loss |
| 06-19 03:15 | AVAX | Buy | 6.30878→6.18656 | -10.13 | stop_loss |
| 06-18 23:59 | ETH | Buy | 1683.17→1711.03 | +7.78 | timeout |
| 06-18 23:59 | AVAX | Buy | 6.24166→6.30972 | +5.04 | timeout |
| 06-18 23:58 | DOGE | Buy | 0.0819975→0.0834721 | +8.49 | timeout |
| 06-18 23:58 | BTC | Buy | 62298.1→62947.9 | +4.78 | timeout |
| 06-18 15:17 | SOL | Buy | 71.5567→70.2123 | -9.84 | stop_loss |
| 06-18 15:17 | LINK | Buy | 8.10443→7.95003 | -9.96 | stop_loss |
| 06-18 13:08 | ETH | Buy | 1722.87→1748.53 | +6.99 | timeout |
| 06-18 12:12 | XRP | Buy | 1.17319→1.16401 | -4.36 | timeout |
| 06-18 11:32 | LTC | Buy | 44.6452→44.064 | -6.97 | timeout |
| 06-17 19:40 | BTC | Buy | 65400.3→64182.7 | -9.76 | stop_loss |
| 06-17 19:40 | DOGE | Buy | 0.0869317→0.085246 | -10.15 | stop_loss |
| 06-17 19:38 | ETH | Buy | 1767.48→1734.36 | -9.82 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
467
closed
37%
win rate
-634.96
total pnl ($)
-27.2 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 75 | 36% | -19.7 | -74.52 |
| ETH | 63 | 38% | -26.1 | -82.57 |
| XRP | 55 | 33% | -24.0 | -65.72 |
| SOL | 52 | 40% | -18.1 | -46.52 |
| ADA | 49 | 41% | -23.2 | -57.02 |
| AVAX | 48 | 46% | -4.2 | -10.36 |
| LTC | 46 | 28% | -72.2 | -166.11 |
| DOGE | 43 | 35% | -38.6 | -83.12 |
| LINK | 36 | 36% | -27.1 | -49.02 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-02 09:25 | ADA | Buy | -0.27 | ADA traded flat to slightly positive across all timeframes at close ($0.24869, +0.34% 1h, +0.21% 24h), while BTC and ETH posted modest gains, indicating a risk-on micro-recovery environment that undermined the fear-regime setup. The trade's thesis failed be… |
| 05-02 01:55 | ETH | Buy | -3.30 | Ethereum was essentially flat intraday (0.09% 1h, 1.36% 24h) with mild weakness over 7 days (-0.88%), while Bitcoin outpaced it with +2.18% daily gains, indicating rotation away from alts despite stable near-term conditions. The trade's thesis failed becaus… |
| 05-02 01:38 | BTC | Buy | -0.95 | When the trade closed after 8 hours, BTC funding rates had turned slightly negative (-0.0092%) and open interest remained elevated at $4.2B, indicating the initial panic selling pressure had stabilized but the oversold condition the strategy relied on for m… |
| 05-01 18:08 | BTC | Buy | +7.80 | BTC rallied +0.44% in the final hour into close, with the broader 24h uptrend (+2.88%) continuing to extend as funding rates turned slightly negative (-0.001903%), signaling reduced leverage appetite after the initial panic flush. The trade's thesis partial… |
| 05-01 11:37 | BTC | Buy | +0.21 | Bitcoin was consolidating marginally higher after a modest 1.66% daily gain, with perpetual funding rates stable at 0.001485%, indicating balanced long/short positioning without extreme leverage unwinding. The trade's thesis partially worked—the -7.9bps bas… |
| 05-01 04:51 | ADA | Buy | +4.17 | # Trade Analysis: ADA Basis Fear-Greed Trade ADA was trading in a low-leverage, neutral funding environment (0.01% funding rate, $68.5M OI) with no catalyst-driven volatility at close after an 8-hour hold. The trade's thesis partially failed because the in… |
| 04-30 08:00 | ETH | Buy | +0.18 | ETH was consolidating after a mild 24-hour decline (-2.88%) with slight positive momentum in the final hour (+0.43%), while BTC held relatively steadier (-1.27% daily), suggesting selective weakness in alts. The trade's thesis partially worked—the -10.9bps … |
| 04-30 06:40 | BTC | Buy | -1.41 | # Trade Analysis: basis-fg-BTC-1777502396 **Market Context at Close:** Bitcoin was trading sideways at $75,695 with mild 1-hour momentum (0.05%) but sustained 24-hour weakness (-1.63%), reflecting a consolidation phase within a 7-day downtrend as funding r… |
| 04-29 18:09 | ADA | Buy | -9.66 | The market was in a broad sell-off across crypto majors (ADA -1.90% 1h, BTC -1.16%, ETH -2.16%), with ADA's perpetual funding rate turning sharply negative (-0.025%) as leverage longs capitulated. The trade's thesis failed because the -13.9bps basis z-score… |
| 04-29 15:53 | BTC | Buy | -9.45 | BTC was trading sideways to slightly lower at $75,931 (down 0.72% in the last hour) with minimal daily momentum but a 4% weekly decline, while funding rates remained near-neutral at 0.0048%, suggesting neither euphoria nor panic among perpetual traders. The… |