645
closed trades
40%
win rate
-586.70
total pnl ($)
0.250
weight
7d window — n=126 wr=42% pnl=-111.59
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 18:12:04 (18.8d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
perp_spot_basis_regime_gated_siblings
n: 902
· wr: 41.7%
· total_bps: -11400.7
· mean_bps: -12.64
· sharpe: -0.17
· max_dd_bps: -11821.9
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 |
|---|---|---|---|---|---|
| 06-22 12:35 | DOGE | Buy | 0.0836779→0.0843389 | +2.80 | timeout |
| 06-22 11:02 | AVAX | Buy | 6.27677→6.25604 | -1.68 | timeout |
| 06-22 09:42 | ADA | Buy | 0.16027→0.16008 | -0.82 | timeout |
| 06-22 08:41 | ADA | Buy | 0.16021→0.16103 | +1.69 | timeout |
| 06-22 07:13 | SOL | Buy | 73.617→74.2049 | +2.83 | timeout |
| 06-22 05:50 | LTC | Buy | 45.0423→44.9778 | -0.94 | timeout |
| 06-22 04:45 | AVAX | Buy | 6.27127→6.24124 | -2.26 | timeout |
| 06-22 03:41 | LINK | Buy | 7.89577→7.90592 | +0.14 | timeout |
| 06-22 01:26 | LINK | Buy | 7.81795→7.987 | +8.29 | take_profit |
| 06-22 01:23 | ADA | Buy | 0.157089→0.16061 | +8.60 | take_profit |
| 06-21 23:33 | ADA | Buy | 0.15923→0.156992 | -5.96 | stop_loss |
| 06-21 21:09 | ADA | Buy | 0.16153→0.15927 | -5.95 | stop_loss |
| 06-21 21:09 | LINK | Buy | 7.92588→7.81214 | -6.10 | stop_loss |
| 06-21 20:21 | LTC | Buy | 45.3773→45.1927 | -2.00 | timeout |
| 06-21 19:16 | AVAX | Buy | 6.29647→6.26193 | -2.55 | timeout |
| 06-21 18:05 | ADA | Buy | 0.162581→0.1608 | -4.74 | timeout |
| 06-21 17:00 | SOL | Buy | 73.9011→74.3298 | +1.95 | timeout |
| 06-21 15:39 | LINK | Buy | 7.90788→7.96771 | +2.65 | timeout |
| 06-21 14:25 | DOGE | Buy | 0.0830708→0.0833282 | +0.87 | timeout |
| 06-21 13:14 | ADA | Buy | 0.162161→0.16128 | -2.54 | timeout |
| 06-21 11:53 | SOL | Buy | 73.083→73.273 | +0.67 | timeout |
| 06-21 10:36 | ADA | Buy | 0.16171→0.16187 | +0.03 | timeout |
| 06-21 09:31 | LTC | Buy | 44.6342→44.8068 | +1.20 | timeout |
| 06-21 08:22 | ADA | Buy | 0.16032→0.16062 | +0.44 | timeout |
| 06-21 05:54 | LINK | Buy | 7.94739→7.91452 | -2.02 | timeout |
| 06-21 05:15 | ADA | Buy | 0.162381→0.1601 | -5.98 | stop_loss |
| 06-21 03:19 | LTC | Buy | 44.5871→44.5619 | -0.58 | timeout |
| 06-21 01:55 | AVAX | Buy | 6.23956→6.25654 | +0.71 | timeout |
| 06-21 00:48 | AVAX | Buy | 6.16804→6.24224 | +4.44 | timeout |
| 06-20 23:32 | ADA | Buy | 0.16129→0.163329 | +4.69 | timeout |
| 06-20 22:17 | LTC | Buy | 44.152→44.4239 | +2.09 | timeout |
| 06-20 20:32 | LINK | Buy | 7.91778→7.89393 | -1.56 | timeout |
| 06-20 19:16 | LTC | Buy | 44.3311→44.133 | -2.15 | timeout |
| 06-20 17:15 | ADA | Buy | 0.16019→0.16134 | +2.50 | timeout |
| 06-20 14:05 | ADA | Buy | 0.162531→0.16025 | -5.97 | stop_loss |
| 06-20 13:47 | LINK | Buy | 7.95399→7.88343 | -3.90 | timeout |
| 06-20 12:20 | ADA | Buy | 0.163101→0.162769 | -1.16 | timeout |
| 06-20 11:08 | AVAX | Buy | 6.09902→6.17236 | +4.43 | timeout |
| 06-20 09:48 | ADA | Buy | 0.163621→0.163389 | -0.93 | timeout |
| 06-20 08:41 | LTC | Buy | 44.201→44.108 | -1.20 | timeout |
| 06-20 06:56 | AVAX | Buy | 5.94649→5.8632 | -5.95 | stop_loss |
| 06-20 06:02 | LTC | Buy | 43.905→44.156 | +1.92 | timeout |
| 06-20 03:34 | AVAX | Buy | 5.94369→5.94481 | -0.27 | timeout |
| 06-20 02:18 | LTC | Buy | 43.859→43.805 | -0.86 | timeout |
| 06-20 00:58 | SOL | Buy | 68.9603→69.6396 | +3.57 | timeout |
| 06-19 20:27 | SOL | Buy | 68.9033→68.8727 | -0.53 | timeout |
| 06-19 19:54 | AVAX | Buy | 5.75794→5.88253 | +8.30 | take_profit |
| 06-19 18:37 | AVAX | Buy | 5.93668→5.85351 | -5.96 | stop_loss |
| 06-19 18:04 | LTC | Buy | 44.132→44.165 | -0.07 | timeout |
| 06-19 17:54 | AVAX | Buy | 6.11133→6.02428 | -6.06 | stop_loss |
| 06-19 15:59 | LTC | Buy | 43.7209→44.3669 | +5.55 | timeout |
| 06-19 14:30 | ADA | Buy | 0.15997→0.162209 | +5.25 | timeout |
| 06-19 13:26 | DOGE | Buy | 0.0823436→0.0825144 | +0.48 | timeout |
| 06-19 12:27 | ADA | Buy | 0.15956→0.15915 | -1.36 | timeout |
| 06-19 11:19 | LTC | Buy | 43.4799→43.4201 | -0.90 | timeout |
| 06-19 10:14 | ADA | Buy | 0.16025→0.15958 | -2.01 | timeout |
| 06-19 09:12 | LINK | Buy | 7.90218→7.81964 | -4.53 | timeout |
| 06-19 07:38 | ADA | Buy | 0.16095→0.158691 | -5.96 | stop_loss |
| 06-19 07:07 | ADA | Buy | 0.16149→0.16015 | -3.67 | timeout |
| 06-19 03:15 | SOL | Buy | 69.6254→68.6563 | -5.93 | stop_loss |
| 06-19 03:15 | ADA | Buy | 0.163991→0.161629 | -6.13 | stop_loss |
| 06-19 03:15 | AVAX | Buy | 6.30738→6.20524 | -6.83 | stop_loss |
| 06-19 02:29 | SOL | Buy | 69.5004→69.5376 | -0.16 | timeout |
| 06-19 00:54 | LINK | Buy | 7.98049→8.0131 | +1.26 | timeout |
| 06-18 22:59 | AVAX | Buy | 6.35409→6.29793 | -3.89 | timeout |
| 06-18 20:29 | LTC | Buy | 43.2418→43.6591 | +3.49 | timeout |
| 06-18 19:25 | DOGE | Buy | 0.0825116→0.0824004 | -0.90 | timeout |
| 06-18 15:57 | DOGE | Buy | 0.0829957→0.0818086 | -6.08 | stop_loss |
| 06-18 15:26 | DOGE | Buy | 0.084041→0.0828528 | -6.01 | stop_loss |
| 06-18 15:05 | SOL | Buy | 71.5437→70.5541 | -5.89 | stop_loss |
| 06-18 14:35 | LTC | Buy | 44.097→44.059 | -0.72 | timeout |
| 06-18 13:17 | DOGE | Buy | 0.0845461→0.0847758 | +0.74 | timeout |
| 06-18 11:34 | LINK | Buy | 8.05651→8.0088 | -2.73 | timeout |
| 06-18 09:53 | DOGE | Buy | 0.0846051→0.0850697 | +1.85 | timeout |
| 06-18 08:35 | LINK | Buy | 7.92608→8.05049 | +5.93 | timeout |
| 06-18 07:30 | SOL | Buy | 71.1717→71.6533 | +2.36 | timeout |
| 06-18 05:01 | LINK | Buy | 8.03821→7.92405 | -6.04 | stop_loss |
| 06-18 04:04 | SOL | Buy | 72.4189→71.4166 | -5.89 | stop_loss |
| 06-18 03:37 | LINK | Buy | 8.12733→8.01219 | -6.03 | stop_loss |
| 06-18 02:54 | ADA | Buy | 0.166632→0.168168 | +3.32 | timeout |
| 06-18 01:49 | ADA | Buy | 0.166822→0.167658 | +1.64 | timeout |
| 06-18 00:50 | ADA | Buy | 0.165651→0.167608 | +4.38 | timeout |
| 06-17 22:04 | ADA | Buy | 0.165821→0.163477 | -6.02 | stop_loss |
| 06-17 22:03 | LINK | Buy | 8.06992→7.95703 | -5.96 | stop_loss |
| 06-17 19:28 | LINK | Buy | 8.20905→8.09093 | -6.12 | stop_loss |
| 06-17 18:00 | SOL | Buy | 74.1461→73.1154 | -5.93 | stop_loss |
| 06-17 16:59 | LTC | Buy | 45.2573→45.5936 | +2.61 | timeout |
| 06-17 16:28 | SOL | Buy | 72.8109→74.3988 | +8.36 | take_profit |
| 06-17 15:31 | LINK | Buy | 8.10803→8.20835 | +4.58 | timeout |
| 06-17 14:25 | DOGE | Buy | 0.0854914→0.0863984 | +3.88 | timeout |
| 06-17 13:11 | LTC | Buy | 45.2893→45.2167 | -1.01 | timeout |
| 06-17 10:09 | LTC | Buy | 45.6394→45.2477 | -3.79 | timeout |
| 06-17 07:54 | ADA | Buy | 0.172583→0.170132 | -6.03 | stop_loss |
| 06-17 07:49 | SOL | Buy | 73.9931→73.185 | -4.73 | timeout |
| 06-17 06:39 | DOGE | Buy | 0.0874449→0.0867833 | -3.39 | timeout |
| 06-17 05:39 | SOL | Buy | 73.7951→73.7179 | -0.77 | timeout |
| 06-17 04:23 | SOL | Buy | 73.244→73.7069 | +2.17 | timeout |
| 06-17 02:32 | ADA | Buy | 0.172473→0.174386 | +4.06 | timeout |
| 06-17 01:03 | SOL | Buy | 73.8501→73.427 | -2.64 | timeout |
| 06-16 23:05 | ADA | Buy | 0.172333→0.172907 | +0.96 | timeout |
Paper vs Live
Paper (trades.jsonl)
645
closed
40%
win rate
-586.70
total pnl ($)
-22.8 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ADA | 153 | 35% | -35.4 | -216.60 |
| LTC | 134 | 35% | -23.2 | -124.44 |
| AVAX | 115 | 41% | -23.3 | -107.08 |
| LINK | 88 | 43% | -18.7 | -65.91 |
| SOL | 82 | 45% | -10.6 | -34.63 |
| DOGE | 73 | 47% | -13.0 | -38.03 |
Recent bounces (last 20 of 10)
| time | sym | side | reason |
|---|---|---|---|
| 06-22 13:00 | ADA | Buy | stale_intent |
| 06-22 12:59 | ADA | Buy | stale_intent |
| 06-22 09:54 | DOGE | Buy | stale_intent |
| 06-22 05:59 | ADA | Buy | stale_intent |
| 06-22 04:28 | SOL | Buy | trigger_already_opened |
| 06-22 03:16 | LTC | Buy | stale_intent |
| 06-22 00:56 | LINK | Buy | stale_intent |
| 06-22 00:03 | ADA | Buy | stale_intent |
| 06-21 23:06 | LINK | Buy | stale_intent |
| 06-21 23:05 | LINK | Buy | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||