4
closed trades
25%
win rate
-16.33
total pnl ($)
1.224
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 15:53:40 (24.0d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_perp_spot_basis_momentum_siblings
n: 8
· wr: 12.5%
· total_bps: -545.7
· mean_bps: -68.21
· sharpe: -0.60
· max_dd_bps: -545.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 4 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 05-27 04:18 | BTC | Buy | 77311.9→75410.5 | -12.66 | stop_loss |
| 05-25 21:03 | BTC | Buy | 76996.8→77295.1 | +1.28 | timeout |
| 05-22 14:47 | BTC | Buy | 77379.9→76798.2 | -4.41 | timeout |
| 05-13 22:43 | BTC | Buy | 81724.1→81715.9 | -0.54 | timeout |
Paper vs Live
Paper (trades.jsonl)
4
closed
25%
win rate
-16.33
total pnl ($)
-79.8 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 | 4 | 25% | -79.8 | -16.33 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||