292
closed trades
42%
win rate
-132.41
total pnl ($)
1.303
weight
7d window — n=46 wr=46% pnl=+7.15
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 18:18:18 (25.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
perp_spot_basis_regime_gated_siblings
n: 275
· wr: 42.5%
· total_bps: -3062.7
· mean_bps: -11.14
· sharpe: -0.15
· max_dd_bps: -3513.9
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 |
|---|---|---|---|---|---|
| 06-28 22:53 | LTC | Buy | 42.6046→42.0015 | -6.03 | stop_loss |
| 06-28 20:05 | ADA | Buy | 0.143496→0.142874 | -2.09 | timeout |
| 06-28 17:01 | LTC | Buy | 43.0108→42.8873 | -1.49 | timeout |
| 06-28 13:11 | DOGE | Buy | 0.0735234→0.0733767 | -1.15 | timeout |
| 06-28 07:03 | DOGE | Buy | 0.0741435→0.0735636 | -3.48 | timeout |
| 06-28 03:39 | DOGE | Buy | 0.0746397→0.0740885 | -3.32 | timeout |
| 06-28 00:52 | DOGE | Buy | 0.0744286→0.0745084 | +0.08 | timeout |
| 06-27 22:16 | ADA | Buy | 0.145496→0.143452 | -5.95 | stop_loss |
| 06-27 18:25 | LTC | Buy | 43.1938→42.587 | -5.98 | stop_loss |
| 06-27 16:18 | DOGE | Buy | 0.0755729→0.075945 | +1.60 | timeout |
| 06-27 13:49 | ADA | Buy | 0.147267→0.147843 | +1.22 | timeout |
| 06-27 11:32 | LTC | Buy | 42.4736→42.4324 | -0.74 | timeout |
| 06-27 07:39 | LTC | Buy | 42.2936→42.3814 | +0.51 | timeout |
| 06-27 02:24 | AVAX | Buy | 6.51353→6.65354 | +8.24 | take_profit |
| 06-27 00:00 | AVAX | Buy | 6.49922→6.63934 | +8.26 | take_profit |
| 06-26 17:24 | AVAX | Buy | 6.32758→6.46518 | +8.33 | take_profit |
| 06-26 13:55 | SOL | Buy | 69.0904→70.6144 | +8.46 | take_profit |
| 06-26 11:45 | LTC | Buy | 41.4384→40.8563 | -5.99 | stop_loss |
| 06-26 03:46 | LTC | Buy | 40.099→40.9898 | +8.53 | take_profit |
| 06-25 22:34 | ADA | Buy | 0.141275→0.143334 | +5.47 | timeout |
| 06-25 14:45 | LTC | Buy | 40.7132→40.1349 | -6.04 | stop_loss |
| 06-25 13:45 | DOGE | Buy | 0.0756739→0.074598 | -6.04 | stop_loss |
| 06-25 08:07 | AVAX | Buy | 6.54344→6.51307 | -2.23 | timeout |
| 06-25 05:02 | AVAX | Buy | 6.43161→6.52187 | +5.26 | timeout |
| 06-25 02:04 | AVAX | Buy | 6.4195→6.43709 | +0.75 | timeout |
| 06-24 22:00 | ADA | Buy | 0.144636→0.147763 | +8.30 | take_profit |
| 06-24 20:06 | SOL | Buy | 65.8679→67.2969 | +8.33 | take_profit |
| 06-24 16:51 | LINK | Buy | 7.40235→7.29563 | -6.13 | stop_loss |
| 06-24 14:02 | DOGE | Buy | 0.0774774→0.0763907 | -5.97 | stop_loss |
| 06-24 13:23 | LTC | Buy | 41.9145→41.325 | -5.98 | stop_loss |
| 06-24 10:10 | ADA | Buy | 0.150458→0.148319 | -6.03 | stop_loss |
| 06-24 08:08 | LINK | Buy | 7.5957→7.6014 | -0.06 | timeout |
| 06-24 05:35 | LINK | Buy | 7.6069→7.64779 | +1.80 | timeout |
| 06-24 01:07 | AVAX | Buy | 6.48322→6.48318 | -0.36 | timeout |
| 06-23 20:33 | AVAX | Buy | 6.32468→6.42589 | +6.03 | timeout |
| 06-23 18:13 | LTC | Buy | 42.3436→41.9835 | -3.75 | timeout |
| 06-23 16:05 | ADA | Buy | 0.150017→0.150712 | +1.48 | timeout |
| 06-23 13:26 | LTC | Buy | 43.4359→43.1702 | -2.81 | timeout |
| 06-23 11:26 | SOL | Buy | 68.4133→68.9707 | +2.93 | timeout |
| 06-23 06:20 | LINK | Buy | 7.82786→7.71521 | -6.12 | stop_loss |
| 06-23 04:08 | LINK | Buy | 7.90177→7.89283 | -0.82 | timeout |
| 06-23 01:51 | DOGE | Buy | 0.0820815→0.0815796 | -2.79 | timeout |
| 06-22 19:53 | LINK | Buy | 7.97479→7.90332 | -3.95 | timeout |
| 06-22 17:30 | LINK | Buy | 8.03461→7.92205 | -5.98 | stop_loss |
| 06-22 11:48 | AVAX | Buy | 6.24386→6.35551 | +6.79 | timeout |
| 06-22 06:14 | SOL | Buy | 73.659→74.0319 | +1.66 | timeout |
| 06-22 01:26 | LINK | Buy | 7.80075→7.97101 | +8.37 | take_profit |
| 06-21 23:55 | ADA | Buy | 0.15898→0.156682 | -6.15 | stop_loss |
| 06-21 21:09 | LTC | Buy | 45.2833→44.6425 | -6.03 | stop_loss |
| 06-21 19:47 | SOL | Buy | 74.1201→74.3638 | +0.94 | timeout |
| 06-21 16:40 | DOGE | Buy | 0.0833348→0.0831532 | -1.23 | timeout |
| 06-21 14:26 | ADA | Buy | 0.16125→0.16194 | +1.34 | timeout |
| 06-21 10:43 | LTC | Buy | 44.8912→45.0917 | +1.44 | timeout |
| 06-21 08:20 | AVAX | Buy | 6.24606→6.27873 | +1.73 | timeout |
| 06-21 05:48 | LTC | Buy | 44.5821→44.4509 | -1.52 | timeout |
| 06-21 00:14 | AVAX | Buy | 6.20035→6.24524 | +2.52 | timeout |
| 06-20 16:26 | LINK | Buy | 7.87547→7.94161 | +3.00 | timeout |
| 06-20 10:48 | DOGE | Buy | 0.084086→0.083877 | -1.35 | timeout |
| 06-20 03:00 | LTC | Buy | 44.121→43.869 | -2.65 | timeout |
| 06-20 00:57 | LTC | Buy | 43.83→43.91 | +0.36 | timeout |
| 06-19 19:54 | AVAX | Buy | 5.75984→5.88493 | +8.33 | take_profit |
| 06-19 18:44 | LTC | Buy | 44.3911→44.038 | -3.54 | timeout |
| 06-19 11:58 | ADA | Buy | 0.16032→0.15968 | -1.92 | timeout |
| 06-19 08:51 | LINK | Buy | 7.88657→7.85424 | -2.00 | timeout |
| 06-19 04:33 | ADA | Buy | 0.162321→0.15992 | -6.28 | stop_loss |
| 06-19 03:15 | AVAX | Buy | 6.30258→6.21274 | -6.04 | stop_loss |
| 06-18 20:29 | LTC | Buy | 43.2418→43.6591 | +3.49 | timeout |
| 06-18 18:51 | AVAX | Buy | 6.26257→6.30872 | +2.61 | timeout |
| 06-18 15:25 | DOGE | Buy | 0.084125→0.0829378 | -6.00 | stop_loss |
| 06-18 03:42 | SOL | Buy | 72.5259→71.5175 | -5.92 | stop_loss |
| 06-18 03:27 | ADA | Buy | 0.167142→0.166808 | -1.15 | timeout |
| 06-18 00:49 | ADA | Buy | 0.165541→0.167618 | +4.66 | timeout |
| 06-17 19:29 | LINK | Buy | 8.19355→8.07824 | -5.99 | stop_loss |
| 06-17 18:00 | SOL | Buy | 74.2771→73.2524 | -5.89 | stop_loss |
| 06-17 15:47 | ADA | Buy | 0.169052→0.169558 | +0.82 | timeout |
| 06-17 10:56 | SOL | Buy | 73.068→72.1972 | -5.11 | timeout |
| 06-17 06:32 | DOGE | Buy | 0.0875179→0.0868993 | -3.19 | timeout |
| 06-17 03:17 | DOGE | Buy | 0.0871988→0.0873572 | +0.36 | timeout |
| 06-16 23:30 | LTC | Buy | 45.5794→45.7326 | +0.97 | timeout |
| 06-16 19:29 | ADA | Buy | 0.173463→0.172917 | -1.61 | timeout |
| 06-16 14:18 | LTC | Buy | 45.3733→44.7254 | -6.07 | stop_loss |
| 06-16 08:13 | AVAX | Buy | 6.8094→6.94396 | +7.54 | timeout |
| 06-16 05:13 | LINK | Buy | 8.22306→8.21675 | -0.67 | timeout |
| 06-15 19:19 | ADA | Buy | 0.188187→0.185471 | -6.13 | stop_loss |
| 06-15 17:03 | SOL | Buy | 75.8584→74.8103 | -5.89 | stop_loss |
| 06-15 16:09 | SOL | Buy | 73.8591→75.4847 | +8.44 | take_profit |
| 06-15 15:18 | AVAX | Buy | 6.88072→6.93217 | +2.62 | timeout |
| 06-15 11:45 | SOL | Buy | 71.4417→72.5011 | +5.57 | timeout |
| 06-15 08:20 | LTC | Buy | 45.2983→45.1657 | -1.52 | timeout |
| 06-15 04:31 | LTC | Buy | 45.0783→45.1467 | +0.25 | timeout |
| 06-15 00:00 | LINK | Buy | 8.05231→8.22894 | +8.42 | take_profit |
| 06-14 21:18 | ADA | Buy | 0.166222→0.169818 | +8.29 | take_profit |
| 06-14 20:17 | LTC | Buy | 44.173→44.168 | -0.40 | timeout |
| 06-14 17:20 | DOGE | Buy | 0.0864146→0.0864924 | +0.01 | timeout |
| 06-14 15:11 | LTC | Buy | 44.051→43.965 | -1.13 | timeout |
| 06-14 12:41 | DOGE | Buy | 0.0873598→0.0865674 | -4.00 | timeout |
| 06-14 09:34 | AVAX | Buy | 6.66487→6.64204 | -1.71 | timeout |
| 06-14 07:21 | AVAX | Buy | 6.71368→6.64714 | -4.31 | timeout |
| 06-14 04:47 | AVAX | Buy | 6.70768→6.67083 | -2.56 | timeout |
| 06-13 22:18 | AVAX | Buy | 6.69877→6.73252 | +1.65 | timeout |
Paper vs Live
Paper (trades.jsonl)
292
closed
42%
win rate
-132.41
total pnl ($)
-11.4 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| LTC | 59 | 32% | -31.7 | -74.66 |
| ADA | 56 | 39% | -26.4 | -59.06 |
| SOL | 50 | 50% | +11.9 | +23.94 |
| DOGE | 46 | 39% | -28.3 | -52.03 |
| AVAX | 43 | 56% | +26.7 | +45.86 |
| LINK | 38 | 42% | -10.8 | -16.45 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-29 01:01 | LTC | Buy | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||