204
closed trades
40%
win rate
-195.56
total pnl ($)
1.099
weight
7d window — n=36 wr=47% pnl=-21.16
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 18:12:04 (23.8d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
perp_spot_basis_regime_gated_siblings
n: 0
· wr: 0.0%
· total_bps: +0.0
· mean_bps: +0.00
· sharpe: +0.00
· max_dd_bps: +0.0
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 11:53 | ADA | Buy | 0.147377→0.146833 | -1.81 | timeout |
| 06-27 09:39 | ADA | Buy | 0.147467→0.146843 | -2.06 | timeout |
| 06-27 04:55 | ADA | Buy | 0.148037→0.148203 | +0.08 | timeout |
| 06-27 00:35 | ADA | Buy | 0.147507→0.147293 | -0.95 | timeout |
| 06-26 18:57 | ADA | Buy | 0.148677→0.14658 | -6.00 | stop_loss |
| 06-26 07:07 | ADA | Buy | 0.142726→0.145814 | +8.30 | take_profit |
| 06-26 02:12 | ADA | Buy | 0.142206→0.140175 | -6.07 | stop_loss |
| 06-26 02:01 | ADA | Buy | 0.143286→0.141945 | -4.10 | timeout |
| 06-25 23:43 | ADA | Buy | 0.141445→0.143734 | +6.11 | timeout |
| 06-25 17:14 | ADA | Buy | 0.142936→0.143564 | +1.40 | timeout |
| 06-25 12:26 | ADA | Buy | 0.148407→0.14628 | -6.10 | stop_loss |
| 06-25 05:15 | ADA | Buy | 0.147537→0.149913 | +6.10 | timeout |
| 06-25 02:03 | ADA | Buy | 0.146937→0.147753 | +1.88 | timeout |
| 06-24 22:00 | ADA | Buy | 0.144746→0.147863 | +8.26 | take_profit |
| 06-24 19:16 | ADA | Buy | 0.141895→0.139905 | -5.97 | stop_loss |
| 06-24 10:00 | ADA | Buy | 0.151408→0.150152 | -3.67 | timeout |
| 06-24 02:15 | ADA | Buy | 0.151028→0.152452 | +3.40 | timeout |
| 06-23 23:51 | ADA | Buy | 0.150118→0.151352 | +2.93 | timeout |
| 06-23 18:40 | ADA | Buy | 0.151648→0.149488 | -6.05 | stop_loss |
| 06-23 16:32 | ADA | Buy | 0.151808→0.150782 | -3.07 | timeout |
| 06-23 12:50 | ADA | Buy | 0.153058→0.150817 | -6.23 | stop_loss |
| 06-23 11:28 | ADA | Buy | 0.151468→0.153562 | +5.16 | timeout |
| 06-23 08:17 | ADA | Buy | 0.154459→0.152286 | -5.96 | stop_loss |
| 06-23 06:07 | ADA | Buy | 0.1594→0.157162 | -5.97 | stop_loss |
| 06-23 03:31 | ADA | Buy | 0.15862→0.15889 | +0.34 | timeout |
| 06-22 23:33 | ADA | Buy | 0.15913→0.1581 | -2.92 | timeout |
| 06-22 17:44 | ADA | Buy | 0.16001→0.15893 | -3.02 | timeout |
| 06-22 12:44 | ADA | Buy | 0.16018→0.16185 | +3.80 | timeout |
| 06-22 08:50 | ADA | Buy | 0.16048→0.16117 | +1.36 | timeout |
| 06-22 01:23 | ADA | Buy | 0.157429→0.16084 | +8.30 | take_profit |
| 06-21 23:33 | ADA | Buy | 0.15922→0.156992 | -5.95 | stop_loss |
| 06-21 20:45 | ADA | Buy | 0.16159→0.16097 | -1.90 | timeout |
| 06-21 15:45 | ADA | Buy | 0.16045→0.162209 | +4.02 | timeout |
| 06-21 09:04 | ADA | Buy | 0.16063→0.16079 | +0.07 | timeout |
| 06-21 05:15 | ADA | Buy | 0.162411→0.1601 | -6.05 | stop_loss |
| 06-21 01:09 | ADA | Buy | 0.162181→0.162809 | +1.18 | timeout |
| 06-20 11:48 | ADA | Buy | 0.162781→0.162919 | -0.01 | timeout |
| 06-20 01:40 | ADA | Buy | 0.16161→0.162669 | +2.25 | timeout |
| 06-19 23:00 | ADA | Buy | 0.16077→0.16152 | +1.52 | timeout |
| 06-19 10:20 | ADA | Buy | 0.15995→0.159 | -2.71 | timeout |
| 06-19 07:06 | ADA | Buy | 0.16128→0.16032 | -2.73 | timeout |
| 06-19 03:15 | ADA | Buy | 0.164211→0.161869 | -6.07 | stop_loss |
| 06-18 15:53 | ADA | Buy | 0.162261→0.15997 | -6.01 | stop_loss |
| 06-18 09:04 | ADA | Buy | 0.165031→0.166658 | +3.57 | timeout |
| 06-17 22:03 | ADA | Buy | 0.166502→0.164097 | -6.14 | stop_loss |
| 06-17 19:20 | ADA | Buy | 0.169112→0.166725 | -6.01 | stop_loss |
| 06-17 14:07 | ADA | Buy | 0.168402→0.167818 | -1.73 | timeout |
| 06-17 04:22 | ADA | Buy | 0.171193→0.172527 | +2.76 | timeout |
| 06-16 22:45 | ADA | Buy | 0.173633→0.172577 | -2.80 | timeout |
| 06-16 20:10 | ADA | Buy | 0.173413→0.172737 | -1.91 | timeout |
| 06-16 14:32 | ADA | Buy | 0.175694→0.17319 | -6.06 | stop_loss |
| 06-16 02:27 | ADA | Buy | 0.178515→0.175858 | -6.32 | stop_loss |
| 06-16 01:36 | ADA | Buy | 0.178205→0.177076 | -2.89 | timeout |
| 06-15 20:43 | ADA | Buy | 0.185896→0.183252 | -6.05 | stop_loss |
| 06-15 18:41 | ADA | Buy | 0.187407→0.187473 | -0.21 | timeout |
| 06-15 15:33 | ADA | Buy | 0.189047→0.18628 | -6.22 | stop_loss |
| 06-15 05:01 | ADA | Buy | 0.180115→0.179825 | -1.01 | timeout |
| 06-15 00:14 | ADA | Buy | 0.182176→0.186093 | +8.24 | take_profit |
| 06-14 21:25 | ADA | Buy | 0.167192→0.170827 | +8.34 | take_profit |
| 06-14 20:34 | ADA | Buy | 0.166972→0.166648 | -1.14 | timeout |
| 06-14 14:35 | ADA | Buy | 0.167682→0.165336 | -5.96 | stop_loss |
| 06-14 13:25 | ADA | Buy | 0.170022→0.167624 | -5.99 | stop_loss |
| 06-14 12:36 | ADA | Buy | 0.171103→0.169058 | -5.12 | timeout |
| 06-14 06:16 | ADA | Buy | 0.172583→0.172387 | -0.81 | timeout |
| 06-13 21:43 | ADA | Buy | 0.173003→0.172767 | -0.90 | timeout |
| 06-13 19:41 | ADA | Buy | 0.173493→0.172637 | -2.31 | timeout |
| 06-13 07:58 | ADA | Buy | 0.170303→0.173067 | +6.12 | timeout |
| 06-12 13:30 | ADA | Buy | 0.171673→0.169253 | -6.00 | stop_loss |
| 06-12 13:13 | ADA | Buy | 0.171503→0.169878 | -4.17 | timeout |
| 06-12 06:01 | ADA | Buy | 0.171043→0.170147 | -2.47 | timeout |
| 06-12 00:37 | ADA | Buy | 0.170143→0.170687 | +0.91 | timeout |
| 06-11 20:36 | ADA | Buy | 0.169992→0.167584 | -6.04 | stop_loss |
| 06-11 17:19 | ADA | Buy | 0.166562→0.164137 | -6.19 | stop_loss |
| 06-11 15:32 | ADA | Buy | 0.164851→0.166668 | +4.04 | timeout |
| 06-11 09:01 | ADA | Buy | 0.165681→0.166588 | +1.83 | timeout |
| 06-11 01:41 | ADA | Buy | 0.15949→0.162979 | +8.38 | take_profit |
| 06-10 19:17 | ADA | Buy | 0.164421→0.162108 | -5.99 | stop_loss |
| 06-10 14:15 | ADA | Buy | 0.165261→0.162918 | -6.03 | stop_loss |
| 06-10 12:33 | ADA | Buy | 0.15944→0.162869 | +8.25 | take_profit |
| 06-09 21:35 | ADA | Buy | 0.166272→0.168578 | +5.19 | timeout |
| 06-09 16:38 | ADA | Buy | 0.163321→0.161029 | -5.98 | stop_loss |
| 06-09 14:29 | ADA | Buy | 0.167322→0.164836 | -6.31 | stop_loss |
| 06-09 12:06 | ADA | Buy | 0.168682→0.167548 | -3.05 | timeout |
| 06-08 23:47 | ADA | Buy | 0.172213→0.169693 | -6.20 | stop_loss |
| 06-08 20:17 | ADA | Buy | 0.171403→0.168973 | -6.02 | stop_loss |
| 06-08 15:12 | ADA | Buy | 0.167062→0.170677 | +8.29 | take_profit |
| 06-08 11:39 | ADA | Buy | 0.164231→0.167768 | +8.24 | take_profit |
| 06-07 22:14 | ADA | Buy | 0.162581→0.166088 | +8.27 | take_profit |
| 06-07 22:12 | ADA | Buy | 0.15835→0.16178 | +8.29 | take_profit |
| 06-07 01:05 | ADA | Buy | 0.156109→0.15948 | +8.29 | take_profit |
| 06-06 18:10 | ADA | Buy | 0.15811→0.157901 | -0.84 | timeout |
| 06-06 12:49 | ADA | Buy | 0.154249→0.157601 | +8.37 | take_profit |
| 06-06 05:49 | ADA | Buy | 0.151228→0.154521 | +8.36 | take_profit |
| 06-06 02:04 | ADA | Buy | 0.15953→0.157292 | -5.96 | stop_loss |
| 06-05 23:33 | ADA | Buy | 0.157229→0.155014 | -5.99 | stop_loss |
| 06-05 18:47 | ADA | Buy | 0.16011→0.157832 | -6.05 | stop_loss |
| 06-05 16:49 | ADA | Buy | 0.157839→0.16128 | +8.36 | take_profit |
| 06-05 15:36 | ADA | Buy | 0.15956→0.157262 | -6.11 | stop_loss |
| 06-05 11:05 | ADA | Buy | 0.164221→0.161899 | -6.01 | stop_loss |
| 06-05 07:27 | ADA | Buy | 0.15939→0.162839 | +8.30 | take_profit |
Paper vs Live
Paper (trades.jsonl)
204
closed
40%
win rate
-195.56
total pnl ($)
-24.0 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ADA | 204 | 40% | -24.0 | -195.56 |
Recent bounces (last 20 of 2)
| time | sym | side | reason |
|---|---|---|---|
| 06-27 11:22 | ADA | Buy | circuit_breaker |
| 06-27 11:22 | ADA | Buy | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||