132
closed trades
42%
win rate
-259.27
total pnl ($)
0.914
weight
7d window — n=20 wr=45% pnl=-48.75
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 01:58:06 (23.8d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
xasset_basis_rank_siblings
n: 130
· wr: 41.5%
· total_bps: -2656.1
· mean_bps: -20.43
· sharpe: -0.20
· max_dd_bps: -3142.7
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 |
|---|---|---|---|---|---|
| 06-27 11:02 | BTC | Buy | 60341→60399 | +0.03 | timeout |
| 06-26 23:52 | ETH | Buy | 1576.66→1577.64 | -0.17 | timeout |
| 06-26 22:28 | BTC | Buy | 60108→59897 | -3.33 | timeout |
| 06-25 22:20 | BTC | Buy | 59187→59849 | +7.70 | timeout |
| 06-25 13:42 | ETH | Buy | 1631.06→1600.54 | -14.70 | stop_loss |
| 06-25 13:39 | BTC | Buy | 61779.1→60625.6 | -14.64 | stop_loss |
| 06-25 01:51 | BTC | Buy | 59410→60896 | +18.09 | timeout |
| 06-24 15:47 | ETH | Buy | 1647.66→1616.83 | -14.71 | stop_loss |
| 06-24 13:57 | BTC | Buy | 62355.1→61195.3 | -14.62 | stop_loss |
| 06-23 21:31 | BTC | Buy | 61951.1→62531.9 | +6.37 | timeout |
| 06-23 16:22 | ETH | Buy | 1651.87→1662.23 | +4.02 | timeout |
| 06-23 08:24 | BTC | Buy | 63285.2→62105.8 | -14.64 | stop_loss |
| 06-23 06:20 | BTC | Buy | 64048.2→62845.4 | -14.77 | stop_loss |
| 06-22 20:37 | BTC | Buy | 64947.2→64420.8 | -6.77 | timeout |
| 06-22 05:14 | ETH | Buy | 1708.87→1736.63 | +11.50 | timeout |
| 06-22 02:49 | BTC | Buy | 64147.2→64386.8 | +2.09 | timeout |
| 06-21 20:17 | ETH | Buy | 1718.37→1730.93 | +4.79 | timeout |
| 06-21 19:20 | BTC | Buy | 64200.2→64168.8 | -1.02 | timeout |
| 06-21 08:49 | BTC | Buy | 64243.2→63900.8 | -4.74 | timeout |
| 06-21 00:30 | ETH | Buy | 1732.77→1736.33 | +0.79 | timeout |
| 06-19 20:51 | ETH | Buy | 1688.87→1706.13 | +6.99 | timeout |
| 06-19 15:45 | BTC | Buy | 62513.1→63246.8 | +8.17 | timeout |
| 06-18 13:18 | BTC | Buy | 63937.2→64391.8 | +4.66 | timeout |
| 06-18 07:04 | ETH | Buy | 1745.17→1734.73 | -5.24 | timeout |
| 06-17 21:30 | BTC | Buy | 64919.2→64242.8 | -8.48 | timeout |
| 06-17 19:50 | ETH | Buy | 1761.68→1728.66 | -14.73 | stop_loss |
| 06-16 16:32 | ETH | Buy | 1783.08→1775.32 | -4.00 | timeout |
| 06-16 16:05 | BTC | Buy | 66346.3→65872.7 | -6.08 | timeout |
| 06-16 04:31 | ETH | Buy | 1792.28→1758.64 | -14.75 | stop_loss |
| 06-15 19:24 | BTC | Buy | 66326.3→66540.7 | +1.72 | timeout |
| 06-15 13:06 | ETH | Buy | 1725.67→1780.72 | +23.24 | take_profit |
| 06-15 05:41 | ETH | Buy | 1718.67→1716.83 | -1.50 | timeout |
| 06-15 05:18 | BTC | Buy | 64688.2→65677.7 | +10.79 | timeout |
| 06-14 21:33 | ETH | Buy | 1664.57→1705.13 | +17.54 | timeout |
| 06-14 20:02 | BTC | Buy | 64522.2→63821.8 | -8.84 | timeout |
| 06-14 13:39 | ETH | Buy | 1676.97→1664.73 | -6.15 | timeout |
| 06-14 10:48 | BTC | Buy | 64459.2→64528.8 | +0.13 | timeout |
| 06-14 05:16 | ETH | Buy | 1676.37→1676.93 | -0.44 | timeout |
| 06-14 00:07 | BTC | Buy | 64014.2→64450.8 | +4.45 | timeout |
| 06-13 17:06 | ETH | Buy | 1674.87→1675.23 | -0.50 | timeout |
| 06-12 23:50 | ETH | Buy | 1664.77→1662.83 | -1.62 | timeout |
| 06-12 13:38 | BTC | Buy | 63355.2→63309.8 | -1.25 | timeout |
| 06-11 20:31 | ETH | Buy | 1647.76→1670.63 | +9.70 | timeout |
| 06-11 20:12 | BTC | Buy | 63135.2→63495.8 | +3.55 | timeout |
| 06-10 00:25 | ETH | Buy | 1631.56→1655.63 | +10.36 | timeout |
| 06-09 14:29 | BTC | Buy | 62666.1→61500.2 | -14.63 | stop_loss |
| 06-09 00:31 | ETH | Buy | 1698.27→1666.4 | -14.65 | stop_loss |
| 06-07 22:14 | BTC | Buy | 61303.1→63258.8 | +23.25 | take_profit |
| 06-07 19:15 | BTC | Buy | 62618.1→61451.2 | -14.63 | stop_loss |
| 06-07 16:30 | ETH | Buy | 1618.66→1627.04 | +3.29 | timeout |
| 06-06 18:30 | BTC | Buy | 60462→60653 | +1.72 | timeout |
| 06-06 05:02 | ETH | Buy | 1536.55→1507.79 | -14.70 | stop_loss |
| 06-05 18:52 | BTC | Buy | 60590→59462.3 | -14.65 | stop_loss |
| 06-05 16:22 | ETH | Buy | 1556.86→1606.64 | +23.31 | take_profit |
| 06-05 05:42 | ETH | Buy | 1732.77→1700.28 | -14.73 | stop_loss |
| 06-05 00:37 | BTC | Buy | 63564.2→63766.8 | +1.72 | timeout |
| 06-04 14:08 | BTC | Buy | 62365.1→64355.8 | +23.28 | take_profit |
| 06-04 01:16 | BTC | Buy | 64075.2→62883.4 | -14.62 | stop_loss |
| 06-04 00:29 | ETH | Buy | 1828.08→1793.82 | -14.75 | stop_loss |
| 06-03 15:21 | ETH | Buy | 1877.89→1842.79 | -14.69 | stop_loss |
| 06-03 12:56 | BTC | Buy | 66347.3→67046.6 | +7.22 | timeout |
| 06-03 03:49 | ETH | Buy | 1854.99→1820.31 | -14.69 | stop_loss |
| 06-02 22:52 | ETH | Buy | 1900.89→1865.28 | -14.71 | stop_loss |
| 06-02 14:26 | BTC | Buy | 69097.5→67810.7 | -14.65 | stop_loss |
| 06-01 14:30 | ETH | Buy | 1986.6→1969.1 | -7.36 | timeout |
| 06-01 05:12 | ETH | Buy | 2005.5→1998.5 | -3.36 | timeout |
| 05-31 21:10 | BTC | Buy | 73908.7→73695.3 | -2.84 | timeout |
| 05-31 18:11 | ETH | Buy | 2019.5→2003.5 | -6.67 | timeout |
| 05-31 08:04 | ETH | Buy | 2020.7→2026.5 | +1.45 | timeout |
| 05-31 01:36 | ETH | Buy | 2020.5→2031.9 | +3.50 | timeout |
| 05-31 01:27 | BTC | Buy | 73939.7→74151.3 | +1.43 | timeout |
| 05-30 17:31 | BTC | Buy | 73521.7→73840.3 | +2.52 | timeout |
| 05-30 05:47 | ETH | Buy | 2013.8→2015.8 | +0.01 | timeout |
| 05-29 20:03 | ETH | Buy | 2002→2014.9 | +4.12 | timeout |
| 05-29 18:16 | BTC | Buy | 73650.7→73933.3 | +2.15 | timeout |
| 05-29 07:59 | BTC | Buy | 73608.7→73454.3 | -2.27 | timeout |
| 05-28 23:07 | ETH | Buy | 1996.1→2007 | +3.39 | timeout |
| 05-28 03:18 | BTC | Buy | 75001.7→73605.5 | -14.64 | stop_loss |
| 05-28 03:18 | ETH | Buy | 2023.9→1986.01 | -14.67 | stop_loss |
| 05-27 20:02 | BTC | Buy | 75713.8→75108.2 | -6.71 | timeout |
| 05-27 17:56 | ETH | Buy | 2087.11→2048.07 | -14.72 | stop_loss |
| 05-27 13:37 | ETH | Buy | 2075.71→2061.29 | -5.89 | timeout |
| 05-27 12:31 | BTC | Buy | 75276.8→75912.2 | +5.71 | timeout |
| 05-27 04:37 | BTC | Buy | 75970.8→75276.2 | -7.49 | timeout |
| 05-27 01:49 | ETH | Buy | 2066.31→2075.59 | +2.68 | timeout |
| 05-26 20:08 | BTC | Buy | 76927.8→76038.2 | -9.39 | timeout |
| 05-26 17:26 | ETH | Buy | 2103.51→2064.36 | -14.59 | stop_loss |
| 05-26 13:42 | BTC | Buy | 76841.8→76846.2 | -0.64 | timeout |
| 05-26 07:19 | BTC | Buy | 77239.9→76623.2 | -6.66 | timeout |
| 05-26 04:45 | ETH | Buy | 2111.61→2093.99 | -6.90 | timeout |
| 05-25 22:54 | BTC | Buy | 77681.9→77173.1 | -5.63 | timeout |
| 05-25 20:25 | ETH | Buy | 2116.81→2119.49 | +0.20 | timeout |
| 05-25 05:14 | BTC | Buy | 76647.8→77329.1 | +5.95 | timeout |
| 05-25 04:00 | ETH | Buy | 2098.01→2094.29 | -2.04 | timeout |
| 05-24 19:06 | BTC | Buy | 77275.9→76640.2 | -6.87 | timeout |
| 05-24 14:16 | ETH | Buy | 2123.91→2084.35 | -14.67 | stop_loss |
| 05-24 12:50 | BTC | Buy | 76732.8→77045.1 | +2.36 | timeout |
| 05-24 04:32 | ETH | Buy | 2085.51→2120.39 | +11.82 | timeout |
| 05-24 04:31 | BTC | Buy | 76055.8→76704.2 | +5.68 | timeout |
| 05-23 20:38 | ETH | Buy | 2048.8→2114.29 | +23.24 | take_profit |
Paper vs Live
Paper (trades.jsonl)
132
closed
42%
win rate
-259.27
total pnl ($)
-25.9 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 | 68 | 46% | -19.7 | -101.74 |
| ETH | 64 | 39% | -32.6 | -157.53 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||