347
closed trades
40%
win rate
-328.47
total pnl ($)
0.323
weight
7d window — n=68 wr=37% pnl=-80.25
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 18:18:18 (18.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
perp_spot_basis_regime_gated_siblings
n: 468
· wr: 41.2%
· total_bps: -5745.9
· mean_bps: -12.28
· sharpe: -0.17
· max_dd_bps: -5879.6
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 04:54 | DOGE | Buy | 0.0836499→0.0831482 | -2.76 | timeout |
| 06-21 23:55 | ADA | Buy | 0.15835→0.156113 | -6.00 | stop_loss |
| 06-21 21:09 | SOL | Buy | 73.38→72.3619 | -5.91 | stop_loss |
| 06-21 21:09 | LINK | Buy | 7.95599→7.84461 | -5.97 | stop_loss |
| 06-21 19:45 | SOL | Buy | 74.0571→74.3958 | +1.45 | timeout |
| 06-21 17:24 | LTC | Buy | 45.2093→45.3497 | +0.89 | timeout |
| 06-21 14:55 | LTC | Buy | 45.0012→45.2917 | +2.21 | timeout |
| 06-21 12:48 | ADA | Buy | 0.16172→0.16043 | -3.55 | timeout |
| 06-21 10:36 | ADA | Buy | 0.16171→0.16187 | +0.04 | timeout |
| 06-21 07:54 | ADA | Buy | 0.16099→0.1614 | +0.67 | timeout |
| 06-21 05:48 | AVAX | Buy | 6.22956→6.22274 | -0.81 | timeout |
| 06-21 03:20 | LTC | Buy | 44.5571→44.5619 | -0.31 | timeout |
| 06-21 00:22 | LTC | Buy | 44.2941→44.5629 | +2.07 | timeout |
| 06-20 21:48 | LTC | Buy | 44.152→44.3049 | +1.02 | timeout |
| 06-20 17:35 | DOGE | Buy | 0.083995→0.0828029 | -6.04 | stop_loss |
| 06-20 15:53 | LINK | Buy | 7.91938→7.95781 | +1.59 | timeout |
| 06-20 12:53 | DOGE | Buy | 0.084211→0.0837171 | -2.71 | timeout |
| 06-20 10:45 | DOGE | Buy | 0.084071→0.083852 | -1.40 | timeout |
| 06-20 08:34 | LTC | Buy | 44.139→44.068 | -1.00 | timeout |
| 06-20 06:00 | LTC | Buy | 43.891→44.173 | +2.20 | timeout |
| 06-20 02:49 | LTC | Buy | 43.937→43.935 | -0.39 | timeout |
| 06-20 00:48 | DOGE | Buy | 0.0829297→0.0835621 | +2.70 | timeout |
| 06-19 21:15 | LTC | Buy | 44.155→44.11 | -0.76 | timeout |
| 06-19 19:12 | SOL | Buy | 69.3994→68.8597 | -3.47 | timeout |
| 06-19 17:01 | SOL | Buy | 69.1874→68.6777 | -3.30 | timeout |
| 06-19 13:21 | LTC | Buy | 43.3758→43.6451 | +2.13 | timeout |
| 06-19 10:45 | LTC | Buy | 43.3718→43.3342 | -0.70 | timeout |
| 06-19 08:39 | LINK | Buy | 7.85336→7.86903 | +0.44 | timeout |
| 06-19 04:32 | ADA | Buy | 0.162521→0.16017 | -6.15 | stop_loss |
| 06-19 03:15 | ADA | Buy | 0.164041→0.161709 | -6.05 | stop_loss |
| 06-19 01:34 | AVAX | Buy | 6.27927→6.26813 | -1.06 | timeout |
| 06-18 23:27 | SOL | Buy | 69.7725→69.4426 | -2.27 | timeout |
| 06-18 20:20 | LINK | Buy | 7.80755→7.97601 | +8.27 | take_profit |
| 06-18 15:36 | AVAX | Buy | 6.3957→6.30617 | -5.96 | stop_loss |
| 06-18 14:01 | LTC | Buy | 44.187→44.01 | -1.97 | timeout |
| 06-18 13:43 | LINK | Buy | 8.09712→7.98381 | -5.95 | stop_loss |
| 06-18 11:45 | LTC | Buy | 44.5091→44.003 | -4.91 | timeout |
| 06-18 09:14 | SOL | Buy | 71.1267→71.9072 | +4.03 | timeout |
| 06-18 05:00 | AVAX | Buy | 6.70728→6.61304 | -5.97 | stop_loss |
| 06-18 04:11 | ADA | Buy | 0.167432→0.165066 | -6.00 | stop_loss |
| 06-18 02:38 | ADA | Buy | 0.166562→0.168148 | +3.44 | timeout |
| 06-17 22:03 | ADA | Buy | 0.166742→0.164317 | -6.18 | stop_loss |
| 06-17 19:29 | DOGE | Buy | 0.0867117→0.0854789 | -6.05 | stop_loss |
| 06-17 16:28 | SOL | Buy | 72.8109→74.3988 | +8.36 | take_profit |
| 06-17 15:45 | LTC | Buy | 45.1973→45.5456 | +2.72 | timeout |
| 06-17 13:17 | DOGE | Buy | 0.0860885→0.0861475 | -0.09 | timeout |
| 06-17 11:03 | SOL | Buy | 72.8689→71.8563 | -5.91 | stop_loss |
| 06-17 08:20 | LINK | Buy | 8.34709→8.22733 | -6.11 | stop_loss |
| 06-17 06:05 | LTC | Buy | 45.7224→45.6416 | -1.07 | timeout |
| 06-17 04:05 | SOL | Buy | 73.446→73.6869 | +0.96 | timeout |
| 06-17 01:23 | LTC | Buy | 45.8815→45.4346 | -4.26 | timeout |
| 06-16 23:11 | SOL | Buy | 73.8881→73.7519 | -1.10 | timeout |
| 06-16 20:52 | AVAX | Buy | 6.85171→6.93687 | +4.61 | timeout |
| 06-16 18:47 | ADA | Buy | 0.173343→0.174146 | +1.52 | timeout |
| 06-16 14:27 | LTC | Buy | 45.2643→44.6245 | -6.01 | stop_loss |
| 06-16 13:10 | AVAX | Buy | 6.97014→6.87064 | -6.06 | stop_loss |
| 06-16 11:39 | SOL | Buy | 74.7562→74.4408 | -2.05 | timeout |
| 06-16 08:45 | AVAX | Buy | 6.83531→6.98425 | +8.36 | take_profit |
| 06-16 07:32 | LINK | Buy | 8.19005→8.27573 | +3.82 | timeout |
| 06-16 05:13 | LINK | Buy | 8.21995→8.21325 | -0.69 | timeout |
| 06-16 02:14 | ADA | Buy | 0.178635→0.176128 | -5.98 | stop_loss |
| 06-15 22:38 | DOGE | Buy | 0.0890002→0.0882049 | -3.92 | timeout |
| 06-15 22:27 | ADA | Buy | 0.180305→0.177727 | -6.08 | stop_loss |
| 06-15 20:35 | DOGE | Buy | 0.0894234→0.0889358 | -2.52 | timeout |
| 06-15 16:27 | AVAX | Buy | 6.91323→7.06313 | +8.31 | take_profit |
| 06-15 15:33 | ADA | Buy | 0.188977→0.18628 | -6.07 | stop_loss |
| 06-15 12:10 | ADA | Buy | 0.181675→0.185634 | +8.35 | take_profit |
| 06-15 10:07 | ADA | Buy | 0.180915→0.181585 | +1.13 | timeout |
| 06-15 06:05 | LTC | Buy | 45.2753→45.4526 | +1.21 | timeout |
| 06-15 02:47 | ADA | Buy | 0.182056→0.179415 | -6.16 | stop_loss |
| 06-15 01:02 | LINK | Buy | 8.09572→8.13057 | +1.36 | timeout |
| 06-14 22:24 | LTC | Buy | 44.145→44.8968 | +6.45 | timeout |
| 06-14 18:18 | AVAX | Buy | 6.53083→6.43597 | -6.16 | stop_loss |
| 06-14 17:43 | LINK | Buy | 7.79925→7.82884 | +1.15 | timeout |
| 06-14 14:30 | ADA | Buy | 0.169012→0.166635 | -5.98 | stop_loss |
| 06-14 13:34 | LINK | Buy | 7.94088→7.86053 | -4.41 | timeout |
| 06-14 11:31 | ADA | Buy | 0.171113→0.169858 | -3.27 | timeout |
| 06-14 09:27 | LINK | Buy | 7.93348→7.89263 | -2.42 | timeout |
| 06-14 07:21 | AVAX | Buy | 6.71368→6.64714 | -4.31 | timeout |
| 06-14 05:15 | LTC | Buy | 44.4021→44.09 | -3.17 | timeout |
| 06-14 02:54 | LINK | Buy | 7.97209→7.95101 | -1.40 | timeout |
| 06-13 22:40 | AVAX | Buy | 6.71838→6.73692 | +0.74 | timeout |
| 06-13 20:15 | AVAX | Buy | 6.69637→6.70422 | +0.11 | timeout |
| 06-13 18:05 | AVAX | Buy | 6.69327→6.69343 | -0.36 | timeout |
| 06-13 15:23 | LTC | Buy | 43.865→43.936 | +0.30 | timeout |
| 06-13 13:23 | LTC | Buy | 43.6369→43.933 | +2.36 | timeout |
| 06-13 11:03 | DOGE | Buy | 0.0869197→0.0872322 | +1.07 | timeout |
| 06-13 08:56 | LINK | Buy | 7.87137→7.95691 | +3.98 | timeout |
| 06-13 06:55 | ADA | Buy | 0.170553→0.171897 | +2.80 | timeout |
| 06-13 03:14 | AVAX | Buy | 6.57424→6.59735 | +1.05 | timeout |
| 06-13 00:09 | LINK | Buy | 7.85096→7.86003 | +0.10 | timeout |
| 06-12 15:48 | LINK | Buy | 7.96529→7.85311 | -5.99 | stop_loss |
| 06-12 15:07 | SOL | Buy | 66.876→68.3317 | +8.33 | take_profit |
| 06-12 12:52 | SOL | Buy | 67.2371→66.839 | -2.74 | timeout |
| 06-12 10:17 | DOGE | Buy | 0.0854764→0.0868563 | +6.08 | timeout |
| 06-12 06:33 | SOL | Buy | 67.0931→66.164 | -5.90 | stop_loss |
| 06-12 05:07 | DOGE | Buy | 0.0860055→0.0869443 | +3.99 | timeout |
| 06-12 02:52 | SOL | Buy | 66.768→67.1709 | +2.05 | timeout |
| 06-11 23:53 | DOGE | Buy | 0.0861815→0.0859785 | -1.32 | timeout |
| 06-11 20:30 | DOGE | Buy | 0.0854764→0.0860585 | +2.35 | timeout |
Paper vs Live
Paper (trades.jsonl)
347
closed
40%
win rate
-328.47
total pnl ($)
-23.7 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 | 84 | 39% | -27.5 | -92.23 |
| LTC | 68 | 43% | -9.0 | -24.48 |
| LINK | 52 | 44% | -20.2 | -41.97 |
| SOL | 50 | 34% | -33.8 | -67.63 |
| AVAX | 48 | 44% | -22.7 | -43.59 |
| DOGE | 45 | 38% | -32.5 | -58.57 |
Recent bounces (last 20 of 2)
| time | sym | side | reason |
|---|---|---|---|
| 06-21 23:33 | ADA | Buy | stale_intent |
| 06-21 23:33 | ADA | Buy | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||