xasset_basis_rank_horizon_12h

not live
275
closed trades
39%
win rate
-857.74
total pnl ($)
0.464
weight
7d window — n=45 wr=42% pnl=-125.07  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-04 03:13:57 (23.6d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: xasset_basis_rank_siblings
n: 276  ·  wr: 44.6%  ·  total_bps: -5507.1  ·  mean_bps: -19.95  ·  sharpe: -0.14  ·  max_dd_bps: -8085.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 13:45ADABuy0.148287→0.148163-1.23timeout
06-27 06:07ADABuy0.148327→0.147523-4.78timeout
06-27 01:31XRPBuy1.01945→1.04944+21.41timeout
06-26 12:39ETHBuy1573.46→1534.38-19.29stop_loss
06-26 07:13ADABuy0.140085→0.146223+32.20take_profit
06-26 07:03SOLBuy67.5471→70.4994+32.07take_profit
06-26 02:12ETHBuy1574.16→1535.28-19.16stop_loss
06-25 23:31DOGEBuy0.072102→0.0752422+31.90take_profit
06-25 13:44SOLBuy68.1432→66.4518-19.29stop_loss
06-25 13:43SOLBuy68.3202→66.6227-19.31stop_loss
06-25 13:41XRPBuy1.08787→1.0601-19.80stop_loss
06-25 13:40ETHBuy1646.36→1605.54-19.24stop_loss
06-25 09:10ADABuy0.145126→0.149263+20.60timeout
06-25 05:08XRPBuy1.05636→1.08283+18.20timeout
06-24 22:01SOLBuy65.5728→68.4587+32.35take_profit
06-24 17:48ETHBuy1591.16→1551.87-19.18stop_loss
06-24 15:58BTCBuy61740.1→60219.9-19.13stop_loss
06-24 15:47SOLBuy68.9973→67.2862-19.28stop_loss
06-24 15:33ETHBuy1676.37→1634.92-19.23stop_loss
06-24 15:32DOGEBuy0.0777724→0.0758211-19.48stop_loss
06-24 13:06DOGEBuy0.0796059→0.0775918-19.60stop_loss
06-24 11:15BTCBuy62536.1→62324.9-3.22timeout
06-24 10:13SOLBuy69.6154→69.1706-5.40timeout
06-24 01:31XRPBuy1.10118→1.11072+5.88timeout
06-24 00:51ADABuy0.151118→0.152802+7.57timeout
06-23 20:17SOLBuy68.8643→68.9237+0.14timeout
06-23 17:39BTCBuy63396.2→62563.9-10.52timeout
06-23 08:28XRPBuy1.12428→1.09598-19.45stop_loss
06-23 06:21DOGEBuy0.0820755→0.08-19.62stop_loss
06-23 00:38BTCBuy65035.3→63946.8-13.22timeout
06-22 21:39DOGEBuy0.0844741→0.0823582-19.51stop_loss
06-22 19:08ADABuy0.16158→0.157522-19.45stop_loss
06-22 17:41ADABuy0.16021→0.15867-7.61timeout
06-22 11:16XRPBuy1.12788→1.14081+7.85timeout
06-22 10:02SOLBuy73.0099→73.7519+6.84timeout
06-22 07:02ETHBuy1737.57→1735.13-1.75timeout
06-21 21:27SOLBuy73.641→72.8191-9.16timeout
06-21 16:53DOGEBuy0.0833238→0.0834111+0.16timeout
06-21 15:24ADABuy0.163091→0.162009-5.68timeout
06-21 15:06SOLBuy73.37→74.2279+7.98timeout
06-21 07:31BTCBuy63869.2→64150.8+2.64timeout
06-21 02:45ETHBuy1727.97→1735.83+2.69timeout
06-21 01:48XRPBuy1.14159→1.14911+4.27timeout
06-21 01:25BTCBuy63280.2→64217.8+10.40timeout
06-20 16:26XRPBuy1.14139→1.14621+2.39timeout
06-20 12:35ETHBuy1716.07→1726.93+3.98timeout
06-20 12:35SOLBuy70.0715→71.6692+16.38timeout
06-20 10:11DOGEBuy0.0829267→0.084118+10.10timeout
06-20 01:45ADABuy0.162671→0.162129-3.28timeout
06-19 19:44BTCBuy62491.1→62986.9+5.25timeout
06-19 12:19BTCBuy62945.1→62506.9-5.83timeout
06-19 04:33ADABuy0.164001→0.15988-19.53stop_loss
06-18 15:56BTCBuy63947.2→62374.7-18.88stop_loss
06-18 15:39SOLBuy71.2037→69.4308-19.36stop_loss
06-18 15:38ADABuy0.165431→0.161249-19.61stop_loss
06-17 20:32ETHBuy1770.08→1740.73-13.12timeout
06-17 20:13SOLBuy72.8679→71.9102-10.64timeout
06-17 19:29ETHBuy1781.18→1737.16-19.21stop_loss
06-17 18:33DOGEBuy0.0868527→0.0867153-1.97timeout
06-17 18:05XRPBuy1.22431→1.1936-19.48stop_loss
06-17 11:05XRPBuy1.22121→1.19061-19.42stop_loss
06-17 06:03DOGEBuy0.0877539→0.0872882-4.67timeout
06-17 06:02ETHBuy1805.48→1793.42-5.76timeout
06-17 04:40ADABuy0.173213→0.173297-0.20timeout
06-16 20:32ETHBuy1783.18→1789.82+2.01timeout
06-16 14:27ADABuy0.178425→0.173939-19.52stop_loss
06-16 14:23XRPBuy1.24701→1.21579-19.46stop_loss
06-16 14:18SOLBuy75.0553→73.1914-19.31stop_loss
06-16 02:14DOGEBuy0.0895294→0.0872845-19.49stop_loss
06-16 01:36SOLBuy73.8801→74.0669+1.22timeout
06-15 23:02BTCBuy65933.3→66189.7+2.21timeout
06-15 21:29XRPBuy1.28232→1.25026-19.44stop_loss
06-15 16:22XRPBuy1.22281→1.27608+32.02take_profit
06-15 13:52ADABuy0.181595→0.189643+32.54take_profit
06-15 13:16ETHBuy1725.07→1800.82+32.24take_profit
06-15 10:35XRPBuy1.17389→1.1857+6.89timeout
06-15 04:01DOGEBuy0.0863216→0.0889168+21.76timeout
06-15 01:43BTCBuy64356.2→65627.7+14.12timeout
06-14 23:49XRPBuy1.13558→1.185+32.04take_profit
06-14 21:49ADABuy0.167092→0.174386+32.01take_profit
06-14 14:34ADABuy0.170363→0.166095-19.45stop_loss
06-14 13:45BTCBuy64570.2→64353.8-3.19timeout
06-14 13:33XRPBuy1.15419→1.13452-13.30timeout
06-14 11:58SOLBuy68.9003→68.0928-9.33timeout
06-14 09:14ETHBuy1674.87→1673.83-1.09timeout
06-13 21:06XRPBuy1.14409→1.14651+1.08timeout
06-13 21:06ETHBuy1674.97→1675.93-0.20timeout
06-13 21:05SOLBuy67.4121→68.3158+9.53timeout
06-13 19:37BTCBuy63799.2→64228.8+4.38timeout
06-13 03:08ETHBuy1684.07→1668.03-7.88timeout
06-13 01:30XRPBuy1.13238→1.13652+2.22timeout
06-13 01:30SOLBuy66.623→67.1249+5.07timeout
06-13 01:30BTCBuy63312.2→63623.8+2.95timeout
06-12 13:54ADABuy0.172093→0.167794-19.45stop_loss
06-12 06:35DOGEBuy0.0871828→0.0849842-19.60stop_loss
06-12 05:29ETHBuy1652.67→1667.53+6.09timeout
06-12 03:23ADABuy0.166562→0.170907+18.78timeout
06-11 21:01ADABuy0.166772→0.168438+6.71timeout
06-11 20:47BTCBuy62896.1→63243.8+3.37timeout
06-10 20:45XRPBuy1.10558→1.09793-5.83timeout

Paper vs Live

Paper (trades.jsonl)
275
closed
39%
win rate
-857.74
total pnl ($)
-41.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
XRP5443%-33.0-132.62
ADA5137%-37.6-143.39
BTC4937%-34.8-128.84
SOL4349%-14.9-48.41
ETH4233%-75.6-238.96
DOGE3633%-60.9-165.53

Recent bounces (last 20 of 3)

timesymsidereason
06-27 14:32SOLBuycircuit_breaker
06-27 10:22ADABuystale_intent
06-27 08:47DOGEBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems