114
closed trades
39%
win rate
-96.57
total pnl ($)
1.251
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 08:03:57 (39.8d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
hi
n: 15
· wr: 26.7%
· total_bps: -287.7
· mean_bps: -19.18
· sharpe: -0.45
· max_dd_bps: -309.5
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 |
|---|---|---|---|---|---|
| 06-17 19:20 | BTC | Buy | 65493.3→64600.5 | -7.27 | stop_loss |
| 06-17 18:00 | ETH | Buy | 1788.78→1763.94 | -7.39 | stop_loss |
| 06-17 16:28 | BTC | Sell | 65432.7→66328.5 | -7.29 | stop_loss |
| 06-17 15:25 | BTC | Buy | 64666.2→65369.7 | +4.99 | timeout |
| 06-17 14:47 | ETH | Buy | 1765.98→1741.25 | -7.46 | stop_loss |
| 06-17 12:23 | ETH | Buy | 1769.78→1745.45 | -7.32 | stop_loss |
| 06-17 09:28 | ETH | Sell | 1790.22→1774.58 | +3.91 | timeout |
| 06-17 08:39 | BTC | Buy | 65814.3→64915.3 | -7.29 | stop_loss |
| 06-17 05:23 | ETH | Buy | 1804.48→1791.02 | -4.19 | timeout |
| 06-17 03:52 | BTC | Sell | 65687.7→65810.3 | -1.38 | timeout |
| 06-16 20:34 | ETH | Buy | 1784.98→1790.52 | +1.08 | timeout |
| 06-16 20:34 | BTC | Buy | 65740.3→65726.7 | -0.57 | timeout |
| 06-16 16:33 | BTC | Sell | 66077.7→65707.3 | +2.36 | timeout |
| 06-16 14:18 | ETH | Sell | 1819.52→1779.28 | +10.61 | take_profit |
| 06-16 12:41 | BTC | Buy | 66670.3→66443.7 | -2.16 | timeout |
| 06-16 11:32 | ETH | Buy | 1782.28→1792.42 | +2.38 | timeout |
| 06-16 09:35 | BTC | Buy | 66324.3→66684.7 | +2.26 | timeout |
| 06-16 06:25 | ETH | Sell | 1777.02→1764.58 | +3.04 | timeout |
| 06-16 05:14 | BTC | Buy | 66042.3→66022.7 | -0.59 | timeout |
| 06-16 01:35 | ETH | Buy | 1796.58→1794.42 | -1.04 | timeout |
| 06-16 01:35 | BTC | Buy | 66260.3→66337.7 | +0.13 | timeout |
| 06-15 19:18 | ETH | Buy | 1845.38→1820.01 | -7.33 | stop_loss |
| 06-15 19:13 | BTC | Buy | 67241.4→66831.7 | -3.50 | timeout |
| 06-15 14:31 | BTC | Sell | 66167.7→66509.3 | -3.03 | timeout |
| 06-15 10:30 | BTC | Sell | 65907.7→65693.3 | +1.18 | timeout |
| 06-15 08:21 | ETH | Buy | 1721.27→1717.23 | -1.63 | timeout |
| 06-15 06:00 | BTC | Sell | 65409.7→65818.3 | -3.57 | timeout |
| 06-15 05:08 | ETH | Buy | 1719.77→1715.93 | -1.57 | timeout |
| 06-14 21:50 | BTC | Sell | 64748.8→65634.1 | -7.29 | stop_loss |
| 06-14 21:40 | ETH | Sell | 1691.33→1714.93 | -7.42 | stop_loss |
| 06-14 19:27 | BTC | Sell | 64109.8→63788.2 | +2.06 | timeout |
| 06-14 17:32 | ETH | Sell | 1663.03→1664.17 | -0.77 | timeout |
| 06-14 16:06 | BTC | Buy | 64338.2→64014.8 | -2.97 | timeout |
| 06-14 13:28 | ETH | Sell | 1676.63→1665.77 | +2.79 | timeout |
| 06-14 12:24 | BTC | Sell | 64325.8→64477.2 | -1.63 | timeout |
| 06-14 09:23 | BTC | Sell | 64372.8→64333.2 | -0.14 | timeout |
| 06-14 04:16 | ETH | Buy | 1684.97→1680.33 | -1.83 | timeout |
| 06-14 03:23 | BTC | Buy | 64466.2→64509.8 | -0.11 | timeout |
| 06-14 00:14 | BTC | Buy | 64232.2→64398.8 | +0.85 | timeout |
| 06-14 00:13 | ETH | Buy | 1674.07→1679.13 | +1.06 | timeout |
| 06-13 19:48 | BTC | Sell | 64001.8→64277.2 | -2.60 | timeout |
| 06-13 19:47 | ETH | Sell | 1677.53→1678.77 | -0.83 | timeout |
| 06-13 16:45 | BTC | Sell | 64110.8→64034.2 | +0.15 | timeout |
| 06-13 16:45 | ETH | Sell | 1678.33→1674.27 | +0.76 | timeout |
| 06-13 12:00 | BTC | Buy | 63795.2→63939.8 | +0.67 | timeout |
| 06-13 11:10 | ETH | Sell | 1676.83→1676.57 | -0.35 | timeout |
| 06-13 07:51 | BTC | Sell | 63609.8→63838.2 | -2.23 | timeout |
| 06-12 23:47 | BTC | Sell | 63484.8→63508.2 | -0.62 | timeout |
| 06-12 23:47 | ETH | Sell | 1665.23→1662.97 | +0.25 | timeout |
| 06-12 15:00 | BTC | Sell | 63240.8→64104.2 | -7.27 | stop_loss |
| 06-12 14:53 | ETH | Sell | 1661.63→1684.51 | -7.33 | stop_loss |
| 06-12 12:59 | ETH | Sell | 1679.13→1666.07 | +3.44 | timeout |
| 06-12 12:45 | BTC | Sell | 63844.8→63399.2 | +3.05 | timeout |
| 05-26 15:06 | ETH | Sell | 2118.99→2103.51 | +3.21 | timeout |
| 05-26 15:06 | BTC | Sell | 77113.1→76837.8 | +1.34 | timeout |
| 05-26 11:39 | ETH | Buy | 2099.01→2119.09 | +4.32 | timeout |
| 05-26 11:39 | BTC | Buy | 76778.8→77150.1 | +1.97 | timeout |
| 05-26 08:30 | ETH | Sell | 2097.79→2097.71 | -0.42 | timeout |
| 05-26 08:06 | BTC | Sell | 76678.2→76675.8 | -0.43 | timeout |
| 05-26 04:44 | BTC | Buy | 76622.8→76727.2 | +0.23 | timeout |
| 05-26 03:51 | ETH | Sell | 2092.69→2091.51 | -0.18 | timeout |
| 05-26 01:44 | BTC | Buy | 77123.9→76595.2 | -3.87 | timeout |
| 05-26 00:46 | ETH | Buy | 2108.21→2098.69 | -2.69 | timeout |
| 05-25 21:43 | ETH | Sell | 2127.79→2110.51 | +3.63 | timeout |
| 05-25 20:08 | BTC | Sell | 77730.1→77414.9 | +1.59 | timeout |
| 05-25 17:46 | ETH | Buy | 2124.21→2130.69 | +1.06 | timeout |
| 05-25 17:08 | BTC | Sell | 77460.1→77737.9 | -2.22 | timeout |
| 05-25 14:23 | ETH | Sell | 2114.39→2121.11 | -2.03 | timeout |
| 05-25 12:58 | BTC | Sell | 77590.1→77383.9 | +0.89 | timeout |
| 05-25 10:59 | ETH | Sell | 2114.59→2116.21 | -0.82 | timeout |
| 05-25 09:08 | BTC | Sell | 77412.1→77413.9 | -0.44 | timeout |
| 05-25 07:31 | ETH | Buy | 2098.81→2106.49 | +1.37 | timeout |
| 05-25 04:16 | BTC | Buy | 77179.9→76967.2 | -1.83 | timeout |
| 05-25 04:01 | ETH | Sell | 2103.49→2094.81 | +1.62 | timeout |
| 05-25 00:30 | BTC | Buy | 76493.8→77185.1 | +4.06 | timeout |
| 05-24 21:46 | ETH | Buy | 2088.91→2060.46 | -7.26 | stop_loss |
| 05-24 21:25 | BTC | Sell | 76650.2→76624.8 | -0.28 | timeout |
| 05-24 21:02 | ETH | Sell | 2101.89→2095.21 | +1.15 | timeout |
| 05-24 16:42 | ETH | Sell | 2117.49→2097.51 | +4.27 | timeout |
| 05-24 14:16 | BTC | Buy | 77260.9→76194.1 | -7.36 | stop_loss |
| 05-24 13:32 | ETH | Sell | 2120.59→2120.01 | -0.30 | timeout |
| 05-24 11:06 | BTC | Sell | 76748.2→77271.9 | -3.85 | timeout |
| 05-24 08:36 | ETH | Sell | 2115.19→2119.91 | -1.55 | timeout |
| 05-24 07:51 | BTC | Buy | 76739.8→76764.2 | -0.31 | timeout |
| 05-24 04:37 | ETH | Sell | 2122.59→2120.51 | +0.05 | timeout |
| 05-24 04:37 | BTC | Sell | 76870.2→76710.8 | +0.60 | timeout |
| 05-24 00:26 | ETH | Buy | 2120.11→2112.29 | -2.30 | timeout |
| 05-24 00:23 | BTC | Sell | 77013.1→76622.8 | +2.09 | timeout |
| 05-23 05:17 | BTC | Sell | 75491.2→75511.8 | -0.59 | timeout |
| 05-23 01:44 | BTC | Buy | 75519.8→75371.2 | -1.44 | timeout |
| 05-23 01:43 | ETH | Sell | 2067.79→2066.71 | -0.17 | timeout |
| 05-22 21:47 | BTC | Buy | 76274.8→76023.2 | -2.11 | timeout |
| 05-22 19:30 | ETH | Sell | 2115.59→2066.41 | +11.18 | take_profit |
| 05-22 18:41 | BTC | Sell | 76635.2→76628.8 | -0.40 | timeout |
| 05-22 18:00 | ETH | Buy | 2116.91→2118.49 | -0.08 | timeout |
| 05-22 15:32 | BTC | Sell | 77406.1→76963.8 | +2.42 | timeout |
| 05-22 14:48 | ETH | Buy | 2130.01→2118.89 | -3.08 | timeout |
| 05-22 11:40 | BTC | Sell | 77241.1→77308.9 | -0.88 | timeout |
| 05-22 11:16 | ETH | Buy | 2131.01→2120.79 | -2.86 | timeout |
| 05-02 10:41 | ETH | Sell | 2301.87→2302.83 | -0.65 | timeout |
Paper vs Live
Paper (trades.jsonl)
114
closed
39%
win rate
-96.57
total pnl ($)
-17.0 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 59 | 34% | -22.3 | -65.59 |
| ETH | 55 | 44% | -11.3 | -30.98 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-02 10:41 | ETH | Sell | -0.65 | The ETH market was flat to slightly positive at close ($2303, +0.99% on the day) with subdued 1-hour momentum (-0.07%), offering no directional tailwind to rescue a basis compression trade in a low-volatility regime. The thesis failed because the z=2.03 ext… |
| 05-02 10:41 | BTC | Sell | -0.32 | At close, BTC had drifted marginally higher to $78,242 (+1.30% over 24h) while funding rates remained compressed at 0.0104%, offering no tail-wind for a short basis fade. The thesis failed because the z=2.04 extreme positive basis (+3.1 bps, well above the … |
| 05-02 05:51 | ETH | Buy | -0.97 | # Trade Analysis: ETH Perp-Spot Basis Fade ETH was trading in a subdued state with minimal funding pressure (0.35 bps annualized) and substantial open interest ($1.76B), indicating a balanced market without acute leverage stress or momentum. The thesis fai… |
| 05-02 05:51 | BTC | Buy | -1.90 | BTC declined 0.29% over the 3-hour holding period while funding rates remained deeply negative (-0.006%), signaling persistent short positioning and lack of buying pressure to expand the basis. The trade's thesis failed because the basis z-score extreme (-2… |
| 05-02 01:46 | ETH | Buy | +0.16 | At close, ETH was trading with positive funding rates (0.0054%) and elevated open interest ($1.76B), suggesting sustained long positioning without sharp directional conviction. The trade's thesis failed because the basis remained compressed rather than expa… |
| 05-02 01:31 | BTC | Buy | -0.27 | BTC was consolidating around $78,358 with modest intraday strength (+0.13% 1h, +2.37% 24h) and negative perpetual funding (-0.009613%), indicating weak long pressure despite recent gains. The thesis failed because the basis z-score signal (-2.41) predicted … |
| 05-01 22:19 | ETH | Sell | +0.71 | ETH traded sideways with modest strength into close (+0.37% 1h, +1.71% 24h), while funding rates remained slightly negative at -0.001342%, suggesting modest deleveraging pressure in perps. The thesis worked because the z=2.93 basis compression signal (extre… |
| 05-01 20:39 | BTC | Buy | -2.74 | BTC was consolidating near $78k with slightly negative perpetual funding (-0.0056%) and massive open interest ($4.17B), indicating balanced long-medium conviction despite spot-perp basis compression. The basis-zscore fade thesis failed because the extreme n… |
| 05-01 19:19 | ETH | Sell | +0.15 | ETH was consolidating with minimal directional momentum (down 0.30% in the prior hour, up 1.79% on the day) while funding rates remained benign at 0.0018%, suggesting balanced long/short positioning with no tail-risk unwind. The trade's thesis partially fai… |
| 05-01 13:37 | ETH | Sell | -7.26 | # Trade Analysis: basis-z-lowvol-ETH **Market Context:** ETH was consolidating with mild upward pressure (+0.27% in the last hour, +2.29% over 24h) while BTC led slightly stronger gains (+0.53% 1h), signaling broad-market risk appetite that undermined the … |