46
closed trades
37%
win rate
-42.53
total pnl ($)
1.218
weight
7d window — n=4 wr=50% pnl=-5.44
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 03:23:42 (41.4d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
mz
n: 15
· wr: 40.0%
· total_bps: -155.9
· mean_bps: -10.39
· sharpe: -0.18
· max_dd_bps: -295.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 46 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-29 03:02 | ETH | Sell | 1558.64→1580.25 | -7.38 | stop_loss |
| 06-28 06:45 | ETH | Sell | 1572.34→1565.96 | +1.57 | timeout |
| 06-26 13:55 | ETH | Sell | 1544.05→1565.24 | -7.31 | stop_loss |
| 06-26 11:22 | ETH | Sell | 1573.04→1547.45 | +7.68 | timeout |
| 06-22 06:45 | BTC | Sell | 64115.8→63992.2 | +0.52 | timeout |
| 06-22 00:41 | BTC | Sell | 63894.8→63960.2 | -0.96 | timeout |
| 06-21 15:12 | BTC | Sell | 64021.8→64163.2 | -1.56 | timeout |
| 06-21 11:58 | BTC | Sell | 63958.8→64118.2 | -1.70 | timeout |
| 06-21 08:21 | BTC | Sell | 64197.8→64031.2 | +0.86 | timeout |
| 06-20 15:38 | BTC | Sell | 63566.8→64102.2 | -4.65 | timeout |
| 06-20 08:52 | BTC | Sell | 63591.8→63376.2 | +1.26 | timeout |
| 06-19 08:19 | BTC | Sell | 62587.9→62621.1 | -0.73 | timeout |
| 06-15 23:05 | BTC | Sell | 66557.7→66240.3 | +1.94 | timeout |
| 06-15 18:20 | BTC | Sell | 66675.7→66808.3 | -1.43 | timeout |
| 06-13 15:07 | BTC | Sell | 63883.8→64231.2 | -3.16 | timeout |
| 06-11 08:36 | ETH | Sell | 1649.64→1661.17 | -3.93 | timeout |
| 06-10 22:23 | ETH | Sell | 1622.54→1609.36 | +3.60 | timeout |
| 06-10 19:01 | ETH | Sell | 1652.83→1632.26 | +5.76 | timeout |
| 06-09 18:18 | ETH | Sell | 1628.34→1650.89 | -7.37 | stop_loss |
| 06-08 21:07 | ETH | Sell | 1680.43→1703.72 | -7.39 | stop_loss |
| 06-07 22:12 | ETH | Sell | 1619.24→1641.68 | -7.39 | stop_loss |
| 06-07 13:56 | ETH | Sell | 1626.14→1618.36 | +1.92 | timeout |
| 06-07 08:54 | ETH | Sell | 1613.24→1635.38 | -7.31 | stop_loss |
| 06-07 01:16 | ETH | Sell | 1568.24→1589.75 | -7.31 | stop_loss |
| 06-06 20:53 | ETH | Sell | 1551.94→1557.96 | -2.40 | timeout |
| 06-06 14:18 | ETH | Sell | 1560.44→1559.56 | -0.17 | timeout |
| 06-06 05:22 | ETH | Sell | 1537.85→1559.34 | -7.45 | stop_loss |
| 06-06 01:25 | ETH | Sell | 1593.04→1580.86 | +3.36 | timeout |
| 06-05 15:25 | ETH | Sell | 1578.84→1600.56 | -7.33 | stop_loss |
| 06-04 01:22 | BTC | Sell | 64104.8→62700.1 | +10.51 | take_profit |
| 06-02 15:30 | BTC | Sell | 68783.6→67273.4 | +10.53 | take_profit |
| 06-02 10:32 | BTC | Sell | 70072.5→69638.5 | +2.67 | timeout |
| 05-21 16:12 | ETH | Sell | 2117.29→2134.21 | -4.43 | timeout |
| 05-21 13:11 | ETH | Sell | 2127.69→2117.91 | +1.85 | timeout |
| 05-21 04:36 | ETH | Sell | 2141.39→2142.41 | -0.67 | timeout |
| 05-21 01:10 | ETH | Sell | 2120.29→2145.71 | -6.43 | timeout |
| 05-20 17:32 | ETH | Sell | 2134.49→2142.41 | -2.30 | timeout |
| 05-20 12:03 | ETH | Sell | 2130.69→2129.71 | -0.21 | timeout |
| 05-20 01:42 | ETH | Sell | 2105.79→2105.21 | -0.31 | timeout |
| 05-18 19:01 | ETH | Sell | 2103.79→2083.91 | +4.29 | timeout |
| 05-18 15:05 | ETH | Sell | 2137.39→2097.71 | +8.83 | timeout |
| 05-18 11:04 | ETH | Sell | 2120.19→2113.21 | +1.19 | timeout |
| 05-08 10:36 | ETH | Sell | 2273.37→2286.73 | -3.39 | timeout |
| 04-26 14:20 | ETH | Sell | 2330.9→2344.9 | -3.45 | stop_loss |
| 04-26 10:23 | ETH | Sell | 2329.1→2333.2 | -1.33 | timeout |
| 04-26 00:04 | ETH | Sell | 2313.8→2318.2 | -1.40 | timeout |
Paper vs Live
Paper (trades.jsonl)
46
closed
37%
win rate
-42.53
total pnl ($)
-18.5 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ETH | 32 | 31% | -35.4 | -56.62 |
| BTC | 14 | 50% | +20.0 | +14.08 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 10:36 | ETH | Sell | -3.39 | The market was in a low-volatility, range-bound regime with neutral funding and steady open interest. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allotted time. |
| 04-26 14:20 | ETH | Sell | -3.45 | ETH was trading sideways with modest gains of 0.66% over the prior hour and 1.25% over 24 hours, while BTC lagged slightly with only 0.30% gains in the same period. The perps_spot_basis_divergence_eth_btc_rotation strategy's short thesis failed because the … |
| 04-26 10:23 | ETH | Sell | -1.33 | ETH was nearly flat at close with minimal 1-hour movement (+0.06%), while BTC showed slightly stronger relative performance (+0.07% 1h, +3.68% 7d), indicating the expected ETH/BTC rotation catalyst never materialized. The perps_spot_basis_divergence signal … |
| 04-26 00:04 | ETH | Sell | -1.40 | Ethereum was trading flat with minimal momentum at close, up just 0.06% over the prior hour while Bitcoin outperformed with a 2.50% weekly gain. The short ETH/BTC basis divergence thesis failed to materialize as both assets moved in tandem rather than rotat… |