240
closed trades
44%
win rate
-439.41
total pnl ($)
0.404
weight
7d window — n=31 wr=39% pnl=-135.45
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 01:58:06 (23.7d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
xasset_basis_rank_siblings
n: 240
· wr: 40.8%
· total_bps: -5094.4
· mean_bps: -21.23
· sharpe: -0.18
· max_dd_bps: -5464.4
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 11:43 | SOL | Buy | 72.2428→71.6193 | -7.13 | timeout |
| 06-27 10:22 | XRP | Buy | 1.06447→1.05864 | -4.75 | timeout |
| 06-26 22:22 | XRP | Buy | 1.04176→1.04234 | -0.26 | timeout |
| 06-26 02:12 | ETH | Buy | 1574.76→1545.27 | -14.68 | stop_loss |
| 06-25 22:02 | ETH | Buy | 1560.56→1581.64 | +9.45 | timeout |
| 06-25 13:53 | XRP | Buy | 1.04166→1.02183 | -14.95 | stop_loss |
| 06-25 13:39 | BTC | Buy | 61839.1→60687.6 | -14.60 | stop_loss |
| 06-25 11:06 | XRP | Buy | 1.08887→1.0682 | -14.92 | stop_loss |
| 06-25 09:24 | ETH | Buy | 1620.86→1647.34 | +11.54 | timeout |
| 06-25 03:08 | XRP | Buy | 1.05756→1.07133 | +9.13 | timeout |
| 06-25 01:23 | BTC | Buy | 59513→60887 | +16.65 | timeout |
| 06-24 16:51 | SOL | Buy | 67.7532→66.4568 | -15.02 | stop_loss |
| 06-24 13:22 | ETH | Buy | 1678.47→1647.01 | -14.74 | stop_loss |
| 06-24 13:22 | BTC | Buy | 63026.2→61854 | -14.62 | stop_loss |
| 06-24 13:22 | XRP | Buy | 1.09757→1.07669 | -14.93 | stop_loss |
| 06-24 06:14 | SOL | Buy | 69.6594→69.8465 | +1.46 | timeout |
| 06-23 22:58 | ETH | Buy | 1663.67→1664.53 | -0.27 | timeout |
| 06-23 22:58 | XRP | Buy | 1.10308→1.10872 | +3.19 | timeout |
| 06-23 16:16 | SOL | Buy | 68.7943→69.0746 | +2.52 | timeout |
| 06-23 08:24 | BTC | Buy | 63449.2→62266.7 | -14.64 | stop_loss |
| 06-22 21:24 | BTC | Buy | 65423.3→64206.7 | -14.62 | stop_loss |
| 06-22 17:36 | ETH | Buy | 1762.58→1729.36 | -14.83 | stop_loss |
| 06-22 16:45 | XRP | Buy | 1.15719→1.13515 | -14.94 | stop_loss |
| 06-22 05:40 | XRP | Buy | 1.13508→1.13622 | +0.06 | timeout |
| 06-22 03:01 | BTC | Buy | 64204.2→64000.8 | -3.09 | timeout |
| 06-21 14:14 | ETH | Buy | 1733.97→1722.13 | -5.79 | timeout |
| 06-21 11:21 | BTC | Buy | 64311.2→64267.8 | -1.16 | timeout |
| 06-21 11:07 | SOL | Buy | 73.408→73.7929 | +3.18 | timeout |
| 06-20 22:55 | XRP | Buy | 1.14539→1.15161 | +3.33 | timeout |
| 06-20 22:55 | ETH | Buy | 1733.67→1742.83 | +3.22 | timeout |
| 06-20 18:25 | SOL | Buy | 71.5557→71.6992 | +0.75 | timeout |
| 06-20 09:05 | XRP | Buy | 1.13798→1.14681 | +5.16 | timeout |
| 06-20 06:41 | BTC | Buy | 63318.2→63676.8 | +3.57 | timeout |
| 06-20 02:54 | XRP | Buy | 1.13118→1.13872 | +4.37 | timeout |
| 06-19 20:50 | ETH | Buy | 1684.17→1705.73 | +8.92 | timeout |
| 06-19 15:46 | BTC | Buy | 62524.1→63209.8 | +7.56 | timeout |
| 06-18 23:55 | XRP | Buy | 1.13978→1.14671 | +3.81 | timeout |
| 06-18 23:46 | ETH | Buy | 1697.27→1709.93 | +4.84 | timeout |
| 06-18 23:34 | BTC | Buy | 63247.2→62879.9 | -5.00 | timeout |
| 06-17 17:36 | BTC | Buy | 64916.2→65900.7 | +10.65 | timeout |
| 06-17 16:41 | ETH | Buy | 1763.08→1772.72 | +3.38 | timeout |
| 06-17 16:28 | SOL | Buy | 72.3228→74.6148 | +23.07 | take_profit |
| 06-17 11:05 | XRP | Buy | 1.2111→1.18801 | -14.95 | stop_loss |
| 06-16 16:32 | ETH | Buy | 1783.78→1775.32 | -4.29 | timeout |
| 06-16 13:17 | BTC | Buy | 65951.3→66227.7 | +2.43 | timeout |
| 06-15 23:37 | SOL | Buy | 74.1581→73.6599 | -5.70 | timeout |
| 06-15 21:04 | XRP | Buy | 1.27932→1.25476 | -15.09 | stop_loss |
| 06-15 19:01 | BTC | Buy | 65871.3→66754.7 | +9.34 | timeout |
| 06-15 13:18 | SOL | Buy | 71.6177→73.8889 | +23.10 | take_profit |
| 06-15 12:42 | XRP | Buy | 1.2078→1.24599 | +23.04 | take_profit |
| 06-15 05:14 | BTC | Buy | 64075.2→65656.7 | +17.83 | timeout |
| 06-14 23:34 | XRP | Buy | 1.14439→1.1805 | +22.99 | take_profit |
| 06-14 21:33 | SOL | Buy | 67.3761→69.5396 | +23.47 | take_profit |
| 06-14 20:03 | BTC | Buy | 64523.2→63814.8 | -8.93 | timeout |
| 06-14 15:22 | XRP | Buy | 1.14549→1.13272 | -8.94 | timeout |
| 06-14 14:38 | SOL | Buy | 68.2042→66.9195 | -14.75 | stop_loss |
| 06-14 09:45 | BTC | Buy | 64559.2→64525.8 | -1.09 | timeout |
| 06-14 06:31 | SOL | Buy | 69.0934→68.2978 | -9.27 | timeout |
| 06-14 05:36 | XRP | Buy | 1.14689→1.14441 | -2.23 | timeout |
| 06-14 00:06 | BTC | Buy | 64022.2→64446.8 | +4.31 | timeout |
| 06-13 17:06 | ETH | Buy | 1675.67→1675.63 | -0.68 | timeout |
| 06-13 17:05 | SOL | Buy | 67.3961→67.9398 | +5.40 | timeout |
| 06-13 15:27 | BTC | Buy | 63764.2→64263.8 | +5.19 | timeout |
| 06-12 13:42 | XRP | Buy | 1.14859→1.12675 | -14.93 | stop_loss |
| 06-11 20:31 | ETH | Buy | 1647.26→1669.93 | +9.61 | timeout |
| 06-11 19:30 | XRP | Buy | 1.11188→1.14761 | +23.42 | take_profit |
| 06-11 16:47 | BTC | Buy | 62908.1→62600.9 | -4.38 | timeout |
| 06-10 16:45 | XRP | Buy | 1.10588→1.11402 | +4.82 | timeout |
| 06-10 16:36 | SOL | Buy | 63.7286→64.9663 | +13.92 | timeout |
| 06-10 00:26 | ETH | Buy | 1628.96→1655.63 | +11.56 | timeout |
| 06-09 23:51 | XRP | Buy | 1.13148→1.14301 | +7.07 | timeout |
| 06-09 14:29 | BTC | Buy | 62704.1→61530.1 | -14.72 | stop_loss |
| 06-09 14:18 | SOL | Buy | 66.2209→64.9757 | -14.77 | stop_loss |
| 06-09 14:15 | XRP | Buy | 1.17089→1.14864 | -14.91 | stop_loss |
| 06-09 01:08 | ETH | Buy | 1689.87→1658.1 | -14.75 | stop_loss |
| 06-08 06:35 | BTC | Buy | 63092.2→62980.9 | -2.01 | timeout |
| 06-08 05:07 | XRP | Buy | 1.15769→1.13565 | -14.93 | stop_loss |
| 06-08 01:25 | SOL | Buy | 66.741→65.4864 | -14.75 | stop_loss |
| 06-07 22:15 | ETH | Buy | 1666.97→1720.53 | +23.42 | take_profit |
| 06-07 20:23 | XRP | Buy | 1.12208→1.13402 | +7.37 | timeout |
| 06-07 15:31 | ETH | Buy | 1613.46→1632.74 | +8.34 | timeout |
| 06-07 09:49 | BTC | Buy | 61475.1→62406.9 | +10.69 | timeout |
| 06-07 09:00 | XRP | Buy | 1.12148→1.15691 | +23.10 | take_profit |
| 06-07 05:13 | SOL | Buy | 62.2973→64.2764 | +23.21 | take_profit |
| 06-06 18:30 | BTC | Buy | 60473→60617 | +1.13 | timeout |
| 06-06 15:18 | SOL | Buy | 62.6124→61.4201 | -14.90 | stop_loss |
| 06-06 08:29 | XRP | Buy | 1.06877→1.10272 | +23.12 | take_profit |
| 06-06 05:02 | ETH | Buy | 1532.65→1504 | -14.69 | stop_loss |
| 06-06 04:08 | ETH | Buy | 1569.76→1549.85 | -10.07 | timeout |
| 06-05 18:46 | XRP | Buy | 1.10888→1.08728 | -15.30 | stop_loss |
| 06-05 16:12 | BTC | Buy | 60848→59713.1 | -14.66 | stop_loss |
| 06-05 15:41 | ETH | Buy | 1601.16→1571.16 | -14.72 | stop_loss |
| 06-05 06:23 | BTC | Buy | 62418.1→61252.3 | -14.68 | stop_loss |
| 06-05 06:21 | SOL | Buy | 66.1209→64.8768 | -14.78 | stop_loss |
| 06-05 05:56 | XRP | Buy | 1.14429→1.12246 | -14.95 | stop_loss |
| 06-05 05:42 | ETH | Buy | 1732.87→1700.48 | -14.69 | stop_loss |
| 06-05 00:37 | BTC | Buy | 63540.2→63759.8 | +1.92 | timeout |
| 06-04 14:08 | BTC | Buy | 62310.1→64311.8 | +23.43 | take_profit |
| 06-04 03:32 | BTC | Buy | 62497.1→64498.8 | +23.34 | take_profit |
| 06-04 00:29 | XRP | Buy | 1.2125→1.18931 | -15.01 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
240
closed
44%
win rate
-439.41
total pnl ($)
-24.3 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| XRP | 69 | 39% | -27.8 | -143.88 |
| BTC | 64 | 44% | -14.0 | -68.11 |
| ETH | 54 | 41% | -39.2 | -159.58 |
| SOL | 53 | 53% | -17.0 | -67.83 |
Recent bounces (last 20 of 2)
| time | sym | side | reason |
|---|---|---|---|
| 06-27 15:20 | XRP | Buy | circuit_breaker |
| 06-27 14:32 | SOL | Buy | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||