217
closed trades
38%
win rate
-514.17
total pnl ($)
0.802
weight
7d window — n=36 wr=33% pnl=-70.15
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 18:14:14 (24.1d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
perp_spot_basis_regime_gated_siblings
n: 246
· wr: 38.6%
· total_bps: -4201.7
· mean_bps: -17.08
· sharpe: -0.11
· max_dd_bps: -6465.8
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 16:01 | LTC | Buy | 41.6044→43.0512 | +13.45 | timeout |
| 06-26 15:58 | AVAX | Buy | 6.10393→6.36941 | +16.98 | take_profit |
| 06-26 14:28 | SOL | Buy | 68.8673→71.8892 | +17.19 | take_profit |
| 06-26 11:53 | ADA | Buy | 0.146337→0.142653 | -10.44 | stop_loss |
| 06-26 03:02 | ADA | Buy | 0.142206→0.138546 | -10.64 | stop_loss |
| 06-26 02:13 | AVAX | Buy | 6.16014→6.0028 | -10.54 | stop_loss |
| 06-26 02:13 | ADA | Buy | 0.143316→0.139695 | -10.41 | stop_loss |
| 06-25 17:16 | DOGE | Buy | 0.0716109→0.0747263 | +17.03 | take_profit |
| 06-25 13:47 | ADA | Buy | 0.147277→0.143582 | -10.40 | stop_loss |
| 06-25 13:45 | ADA | Buy | 0.148327→0.144621 | -10.35 | stop_loss |
| 06-25 13:44 | SOL | Buy | 68.1142→66.4088 | -10.35 | stop_loss |
| 06-25 13:42 | AVAX | Buy | 6.4092→6.24831 | -10.37 | stop_loss |
| 06-25 05:02 | LTC | Buy | 39.963→41.7086 | +17.13 | take_profit |
| 06-24 22:01 | LTC | Buy | 39.4319→41.1577 | +17.16 | take_profit |
| 06-24 17:16 | SOL | Buy | 67.7532→66.059 | -10.36 | stop_loss |
| 06-24 16:51 | LTC | Buy | 41.6394→40.5965 | -10.37 | stop_loss |
| 06-24 15:38 | LINK | Buy | 7.6088→7.41783 | -10.32 | stop_loss |
| 06-24 15:33 | ADA | Buy | 0.147527→0.143822 | -10.41 | stop_loss |
| 06-24 12:29 | LINK | Buy | 7.605→7.6057 | -0.44 | timeout |
| 06-24 10:15 | ADA | Buy | 0.150038→0.14625 | -10.41 | stop_loss |
| 06-24 10:10 | ADA | Buy | 0.151768→0.147889 | -10.52 | stop_loss |
| 06-24 08:21 | SOL | Buy | 68.7773→69.2496 | +2.44 | timeout |
| 06-23 22:16 | AVAX | Buy | 6.23846→6.51057 | +17.18 | take_profit |
| 06-23 08:17 | SOL | Buy | 69.9645→68.2176 | -10.32 | stop_loss |
| 06-23 06:21 | LINK | Buy | 7.84066→7.64426 | -10.35 | stop_loss |
| 06-23 05:39 | ADA | Buy | 0.16014→0.157291 | -7.18 | timeout |
| 06-23 01:45 | AVAX | Buy | 6.26877→6.24574 | -1.76 | timeout |
| 06-22 22:32 | DOGE | Buy | 0.083951→0.0818386 | -10.42 | stop_loss |
| 06-22 22:28 | SOL | Buy | 72.9029→71.0698 | -10.18 | stop_loss |
| 06-22 20:26 | DOGE | Buy | 0.0834319→0.0826773 | -4.06 | timeout |
| 06-22 06:33 | LTC | Buy | 44.6432→44.9588 | +2.40 | timeout |
| 06-21 22:30 | ADA | Buy | 0.162381→0.158301 | -10.50 | stop_loss |
| 06-21 19:20 | SOL | Buy | 71.6938→74.3099 | +14.12 | timeout |
| 06-21 16:39 | LINK | Buy | 7.93998→7.91532 | -1.70 | timeout |
| 06-21 13:27 | LINK | Buy | 7.87517→7.93682 | +2.65 | timeout |
| 06-20 23:39 | LTC | Buy | 43.943→44.5209 | +4.93 | timeout |
| 06-20 16:34 | LINK | Buy | 7.91938→7.92552 | +0.01 | timeout |
| 06-20 10:02 | LTC | Buy | 43.4119→44.2839 | +7.65 | timeout |
| 06-20 05:51 | LINK | Buy | 7.88497→7.95861 | +3.41 | timeout |
| 06-20 05:10 | AVAX | Buy | 5.75324→6.0043 | +17.17 | take_profit |
| 06-19 18:36 | AVAX | Buy | 6.03481→5.88209 | -10.48 | stop_loss |
| 06-19 17:30 | LTC | Buy | 43.2768→44.184 | +7.99 | timeout |
| 06-19 15:34 | DOGE | Buy | 0.0829737→0.0831232 | +0.24 | timeout |
| 06-19 03:15 | AVAX | Buy | 6.30107→6.14009 | -10.57 | stop_loss |
| 06-19 03:15 | AVAX | Buy | 6.30198→6.14009 | -10.61 | stop_loss |
| 06-18 15:51 | LTC | Buy | 44.158→43.0437 | -10.46 | stop_loss |
| 06-18 15:44 | LTC | Buy | 44.2541→43.1276 | -10.58 | stop_loss |
| 06-18 15:17 | ADA | Buy | 0.167082→0.162878 | -10.24 | stop_loss |
| 06-18 15:16 | LTC | Buy | 44.8922→43.7672 | -10.46 | stop_loss |
| 06-18 12:26 | LTC | Buy | 44.9602→44.087 | -8.21 | timeout |
| 06-18 05:03 | SOL | Buy | 72.5549→70.754 | -10.28 | stop_loss |
| 06-17 22:03 | LTC | Buy | 45.5794→44.4407 | -10.38 | stop_loss |
| 06-17 19:38 | LTC | Buy | 45.8465→44.6475 | -10.86 | stop_loss |
| 06-17 19:29 | LTC | Buy | 45.9195→44.7684 | -10.43 | stop_loss |
| 06-17 17:33 | LTC | Buy | 45.2243→45.6896 | +3.70 | timeout |
| 06-17 05:34 | SOL | Buy | 73.586→73.7049 | +0.30 | timeout |
| 06-17 03:13 | DOGE | Buy | 0.0869767→0.0875531 | +2.27 | timeout |
| 06-16 22:47 | DOGE | Buy | 0.087979→0.0872252 | -3.91 | timeout |
| 06-16 14:23 | ADA | Buy | 0.179735→0.175229 | -10.38 | stop_loss |
| 06-16 11:51 | AVAX | Buy | 6.89972→6.93557 | +1.82 | timeout |
| 06-16 07:17 | AVAX | Buy | 6.7985→6.86438 | +3.62 | timeout |
| 06-16 02:12 | AVAX | Buy | 6.96404→6.7895 | -10.37 | stop_loss |
| 06-15 22:11 | DOGE | Buy | 0.0883921→0.0888848 | +1.98 | timeout |
| 06-15 21:30 | AVAX | Buy | 7.03106→6.85486 | -10.40 | stop_loss |
| 06-15 12:44 | ADA | Buy | 0.180825→0.188743 | +17.13 | take_profit |
| 06-15 12:43 | DOGE | Buy | 0.0864216→0.0901864 | +16.96 | take_profit |
| 06-15 09:42 | DOGE | Buy | 0.0873478→0.0882689 | +3.74 | timeout |
| 06-14 21:50 | ADA | Buy | 0.167622→0.174926 | +17.03 | take_profit |
| 06-14 21:40 | ADA | Buy | 0.166392→0.173647 | +17.07 | take_profit |
| 06-14 14:35 | SOL | Buy | 68.7583→67.0544 | -10.20 | stop_loss |
| 06-14 14:30 | AVAX | Buy | 6.69327→6.5253 | -10.30 | stop_loss |
| 06-14 14:29 | AVAX | Buy | 6.71048→6.54239 | -10.29 | stop_loss |
| 06-14 12:37 | ADA | Buy | 0.172583→0.168224 | -10.41 | stop_loss |
| 06-14 09:00 | SOL | Buy | 67.3371→68.1808 | +4.74 | timeout |
| 06-14 00:31 | LTC | Buy | 43.0978→44.3069 | +10.75 | timeout |
| 06-13 18:26 | LINK | Buy | 7.83736→8 | +8.05 | timeout |
| 06-13 14:21 | ADA | Buy | 0.169572→0.174076 | +10.18 | timeout |
| 06-13 12:15 | ADA | Buy | 0.171723→0.173537 | +3.81 | timeout |
| 06-13 05:37 | ADA | Buy | 0.171203→0.169708 | -3.81 | timeout |
| 06-12 19:11 | AVAX | Buy | 6.63106→6.59545 | -2.42 | timeout |
| 06-12 12:27 | SOL | Buy | 65.1638→66.81 | +9.64 | timeout |
| 06-12 09:51 | SOL | Buy | 65.4858→67.2439 | +10.36 | timeout |
| 06-12 04:27 | ADA | Buy | 0.165681→0.172887 | +16.92 | take_profit |
| 06-12 01:32 | LINK | Buy | 7.67482→7.85504 | +8.97 | timeout |
| 06-11 17:32 | DOGE | Buy | 0.0822716→0.0858565 | +16.97 | take_profit |
| 06-10 21:11 | LINK | Buy | 7.70763→7.51496 | -10.22 | stop_loss |
| 06-10 21:05 | AVAX | Buy | 6.55594→6.3915 | -10.36 | stop_loss |
| 06-10 21:05 | AVAX | Buy | 6.55524→6.3915 | -10.30 | stop_loss |
| 06-10 19:46 | ADA | Buy | 0.164421→0.1602 | -10.63 | stop_loss |
| 06-10 16:26 | ADA | Buy | 0.16187→0.163799 | +4.32 | timeout |
| 06-10 01:59 | LTC | Buy | 42.4396→43.3762 | +8.43 | timeout |
| 06-09 16:39 | DOGE | Buy | 0.0853693→0.0832315 | -10.35 | stop_loss |
| 06-09 16:20 | LINK | Buy | 7.85986→7.66305 | -10.39 | stop_loss |
| 06-09 14:18 | SOL | Buy | 66.624→64.9677 | -10.29 | stop_loss |
| 06-09 13:03 | ADA | Buy | 0.167732→0.168828 | +2.23 | timeout |
| 06-09 09:39 | SOL | Buy | 66.0979→66.1041 | -0.23 | timeout |
| 06-09 03:31 | ADA | Buy | 0.169712→0.165466 | -10.31 | stop_loss |
| 06-09 00:34 | ADA | Buy | 0.171533→0.167244 | -10.33 | stop_loss |
| 06-08 22:23 | LTC | Buy | 42.6887→43.4311 | +6.50 | timeout |
| 06-08 15:12 | AVAX | Buy | 6.56474→6.85479 | +17.32 | take_profit |
Paper vs Live
Paper (trades.jsonl)
217
closed
38%
win rate
-514.17
total pnl ($)
-59.2 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ADA | 46 | 33% | -83.0 | -152.61 |
| LTC | 41 | 41% | -29.7 | -50.14 |
| SOL | 39 | 41% | -37.4 | -57.21 |
| AVAX | 37 | 30% | -108.6 | -159.99 |
| DOGE | 30 | 53% | -0.2 | -1.15 |
| LINK | 24 | 33% | -97.2 | -93.07 |
Recent bounces (last 20 of 2)
| time | sym | side | reason |
|---|---|---|---|
| 06-27 16:06 | LTC | Buy | circuit_breaker |
| 06-27 09:40 | LTC | Buy | trigger_already_opened |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||