130
closed trades
37%
win rate
-22.23
total pnl ($)
1.090
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 19:07:55 (33.4d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
aey__restored_a65d3731
n: 282
· wr: 41.1%
· total_bps: -2300.1
· mean_bps: -8.16
· sharpe: -0.17
· max_dd_bps: -3059.3
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 |
|---|---|---|---|---|---|
| 05-27 01:46 | BTC | Sell | 75833.2→75834.8 | -0.22 | timeout |
| 05-26 16:21 | BTC | Sell | 77188.1→76387.8 | +2.27 | timeout |
| 05-26 13:51 | BTC | Sell | 77206.1→77256.9 | -0.37 | timeout |
| 05-26 11:20 | BTC | Sell | 76693.2→77194.9 | -1.79 | timeout |
| 05-26 08:49 | BTC | Sell | 76795.2→76733.8 | -0.02 | timeout |
| 05-26 06:19 | BTC | Sell | 76610.2→76817.8 | -0.87 | timeout |
| 05-26 03:50 | BTC | Sell | 76700.2→76614.8 | +0.05 | timeout |
| 05-26 01:20 | BTC | Sell | 77024.1→76807.8 | +0.46 | timeout |
| 05-25 22:49 | BTC | Sell | 77387.1→77163.9 | +0.48 | timeout |
| 05-25 20:19 | BTC | Sell | 77534.1→77436.9 | +0.09 | timeout |
| 05-25 17:49 | BTC | Sell | 77570.1→77540.9 | -0.12 | timeout |
| 05-25 15:19 | BTC | Sell | 77333.1→77658.9 | -1.22 | timeout |
| 05-25 12:47 | BTC | Sell | 77481.1→77277.9 | +0.42 | timeout |
| 05-25 10:18 | BTC | Sell | 77344.1→77648.9 | -1.15 | timeout |
| 05-25 07:47 | BTC | Sell | 77369.1→77300.9 | +0.00 | timeout |
| 05-25 05:17 | BTC | Sell | 77062.1→77379.9 | -1.20 | timeout |
| 05-25 02:47 | BTC | Sell | 77139.1→77061.9 | +0.03 | timeout |
| 05-24 23:43 | BTC | Sell | 76135.2→77209.4 | -3.60 | stop_loss |
| 05-24 21:47 | BTC | Sell | 76627.2→76149.8 | +1.28 | timeout |
| 05-24 19:17 | BTC | Sell | 76577.2→76580.8 | -0.23 | timeout |
| 05-24 16:46 | BTC | Sell | 76342.2→76489.8 | -0.68 | timeout |
| 05-24 14:16 | BTC | Sell | 77252.1→76464.8 | +2.23 | timeout |
| 05-24 11:45 | BTC | Sell | 76930.2→77212.9 | -1.10 | timeout |
| 05-24 09:15 | BTC | Sell | 76958.2→76873.8 | +0.05 | timeout |
| 05-24 06:44 | BTC | Sell | 76755.2→76766.8 | -0.25 | timeout |
| 05-24 04:13 | BTC | Sell | 76839.2→76780.8 | -0.03 | timeout |
| 05-24 01:43 | BTC | Sell | 76606.2→76792.8 | -0.80 | timeout |
| 05-23 23:13 | BTC | Sell | 76786.2→76666.8 | +0.16 | timeout |
| 05-23 20:41 | BTC | Sell | 75853.2→76922.3 | -3.60 | stop_loss |
| 05-23 18:12 | BTC | Sell | 75471.2→75576.8 | -0.55 | timeout |
| 05-23 15:42 | BTC | Sell | 74963.3→75468.8 | -1.83 | timeout |
| 05-23 12:52 | BTC | Sell | 74694.3→74689.7 | -0.20 | timeout |
| 05-23 07:43 | BTC | Sell | 75452.2→75225.8 | +0.50 | timeout |
| 05-23 05:12 | BTC | Sell | 75522.2→75484.8 | -0.10 | timeout |
| 05-23 02:41 | BTC | Sell | 75402.2→75443.8 | -0.35 | timeout |
| 05-23 00:12 | BTC | Sell | 76003.2→75544.8 | +1.23 | timeout |
| 05-22 21:41 | BTC | Sell | 76306.2→75994.8 | +0.77 | timeout |
| 05-22 19:10 | BTC | Sell | 76936.2→76217.8 | +2.03 | timeout |
| 05-22 16:40 | BTC | Sell | 76912.2→76882.8 | -0.12 | timeout |
| 05-22 14:11 | BTC | Sell | 77391.1→77060.9 | +0.81 | timeout |
| 05-22 11:39 | BTC | Sell | 77203.1→77309.9 | -0.54 | timeout |
| 05-22 09:09 | BTC | Sell | 77473.1→77209.9 | +0.61 | timeout |
| 05-22 06:39 | BTC | Sell | 77805.1→77393.9 | +1.05 | timeout |
| 05-22 04:09 | BTC | Sell | 77583.1→77828.9 | -0.97 | timeout |
| 05-22 01:39 | BTC | Sell | 77577.1→77410.9 | +0.30 | timeout |
| 05-21 23:09 | BTC | Sell | 77743.1→77682.9 | -0.03 | timeout |
| 05-21 20:38 | BTC | Sell | 77776.1→77673.9 | +0.11 | timeout |
| 05-21 18:08 | BTC | Sell | 77307.1→77673.9 | -1.35 | timeout |
| 05-21 15:38 | BTC | Sell | 77183.1→77099.9 | +0.05 | timeout |
| 05-21 13:08 | BTC | Sell | 77298.1→77314.9 | -0.26 | timeout |
| 05-21 10:38 | BTC | Sell | 78040.1→77359.9 | +1.88 | timeout |
| 05-21 08:07 | BTC | Sell | 77790.1→77987.9 | -0.82 | timeout |
| 05-21 05:38 | BTC | Sell | 77881.1→77860.9 | -0.15 | timeout |
| 05-21 03:07 | BTC | Sell | 77784.1→77971.9 | -0.79 | timeout |
| 05-21 00:36 | BTC | Sell | 77330.1→77727.9 | -1.45 | timeout |
| 05-20 22:06 | BTC | Sell | 77613.1→77438.9 | +0.33 | timeout |
| 05-20 19:35 | BTC | Sell | 77345.1→77560.9 | -0.88 | timeout |
| 05-20 17:05 | BTC | Sell | 77389.1→77266.9 | +0.17 | timeout |
| 05-20 14:35 | BTC | Sell | 77418.1→77434.9 | -0.26 | timeout |
| 05-20 12:04 | BTC | Sell | 77479.1→77460.9 | -0.15 | timeout |
| 05-20 09:34 | BTC | Sell | 77367.1→77501.9 | -0.63 | timeout |
| 05-20 07:04 | BTC | Sell | 76732.2→77307.9 | -2.01 | timeout |
| 05-20 04:33 | BTC | Sell | 76730.2→76747.8 | -0.27 | timeout |
| 05-20 02:03 | BTC | Sell | 76887.2→76767.8 | +0.16 | timeout |
| 05-19 23:32 | BTC | Sell | 76956.2→76877.8 | +0.04 | timeout |
| 05-19 21:03 | BTC | Sell | 76799.2→77001.8 | -0.84 | timeout |
| 05-19 18:32 | BTC | Sell | 76408.2→76739.8 | -1.25 | timeout |
| 05-19 16:02 | BTC | Sell | 76798.2→76544.8 | +0.58 | timeout |
| 05-19 13:32 | BTC | Sell | 76964.2→76627.8 | +0.83 | timeout |
| 05-19 11:01 | BTC | Sell | 77151.1→77045.9 | +0.11 | timeout |
| 05-19 08:31 | BTC | Sell | 76933.2→77046.9 | -0.57 | timeout |
| 05-19 06:00 | BTC | Sell | 76783.2→76882.8 | -0.52 | timeout |
| 05-19 03:31 | BTC | Sell | 77102.1→76773.8 | +0.81 | timeout |
| 05-19 01:00 | BTC | Sell | 77057.1→77074.9 | -0.27 | timeout |
| 05-18 22:30 | BTC | Sell | 76967.2→77141.9 | -0.76 | timeout |
| 05-18 20:00 | BTC | Sell | 76572.2→76974.8 | -1.47 | timeout |
| 05-18 17:30 | BTC | Sell | 76169.2→76627.8 | -1.66 | timeout |
| 05-18 15:00 | BTC | Sell | 77658.1→76362.8 | +3.79 | timeout |
| 05-18 12:29 | BTC | Sell | 76802.2→77337.9 | -1.88 | timeout |
| 05-18 09:59 | BTC | Sell | 76967.2→76899.8 | +0.00 | timeout |
| 05-18 07:29 | BTC | Sell | 76993.2→76988.8 | -0.20 | timeout |
| 05-18 04:59 | BTC | Sell | 76818.2→77011.9 | -0.82 | timeout |
| 05-18 02:28 | BTC | Sell | 77069.1→77014.9 | -0.04 | timeout |
| 05-17 23:58 | BTC | Sell | 78379.1→77489.9 | +2.51 | timeout |
| 05-17 21:27 | BTC | Sell | 78234.1→78379.9 | -0.66 | timeout |
| 05-17 18:56 | BTC | Sell | 78085.1→78188.9 | -0.53 | timeout |
| 05-17 16:27 | BTC | Sell | 78062.1→78099.9 | -0.33 | timeout |
| 05-17 13:56 | BTC | Sell | 78314.1→78148.9 | +0.29 | timeout |
| 05-17 11:05 | BTC | Sell | 78056.1→78374.9 | -1.20 | timeout |
| 05-17 08:36 | BTC | Sell | 78147.1→78027.9 | +0.15 | timeout |
| 05-17 06:06 | BTC | Sell | 77976.1→78114.9 | -0.64 | timeout |
| 05-17 03:34 | BTC | Sell | 78011.1→77995.9 | -0.17 | timeout |
| 05-17 01:05 | BTC | Sell | 78184.1→77884.9 | +0.70 | timeout |
| 05-16 22:35 | BTC | Sell | 78257.1→78221.9 | -0.10 | timeout |
| 05-16 08:25 | BTC | Sell | 78989.1→78358.9 | +1.70 | timeout |
| 05-16 05:34 | BTC | Sell | 79111→78955.9 | +0.25 | timeout |
| 05-16 03:04 | BTC | Sell | 79128→79122 | -0.20 | timeout |
| 05-16 00:34 | BTC | Sell | 79021→79159 | -0.64 | timeout |
| 05-15 22:03 | BTC | Sell | 79071→78987.9 | +0.03 | timeout |
| 05-15 19:34 | BTC | Sell | 79195→79094 | +0.09 | timeout |
Paper vs Live
Paper (trades.jsonl)
130
closed
37%
win rate
-22.23
total pnl ($)
-7.2 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 | 130 | 37% | -7.2 | -22.23 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 12:32 | BTC | Sell | -0.78 | The market was in a mild uptrend with low volatility and neutral funding, showing no clear directional bias. The sell thesis failed because the trade expired without reaching the target or stop, as the sideways consolidation persisted through the timeout pe… |
| 05-10 10:01 | BTC | Sell | -0.41 | BTC traded in a narrow range with low volatility, showing a slight 1-hour decline of -0.25% amid mixed short-term momentum. The sell thesis failed because the market lacked directional conviction, and the position was closed by timeout before any significan… |
| 05-10 07:29 | BTC | Sell | -0.35 | BTC was trading in a narrow range with low volatility, showing slight intraday weakness but no clear directional momentum. The short thesis failed because the market lacked the selling pressure to trigger a move within the timeout window, resulting in a sma… |
| 05-10 04:59 | BTC | Sell | -0.24 | BTC was in a mild uptrend over 24h and 7d with slightly negative funding, suggesting cautious bullish sentiment. The sell thesis failed because the timeout close captured a minor adverse move against the short, resulting in a small loss. |
| 05-10 02:29 | BTC | Sell | -0.58 | The market was in a mild uptrend with BTC gaining 0.58% in the hour and 3.15% over 24 hours, while negative funding suggested bearish positioning. The short thesis failed because the price continued to rise against the position, and the trade was closed at … |
| 05-09 23:57 | BTC | Sell | +0.08 | The market was in a low-volatility, sideways grind with BTC near $80k and minimal directional conviction across timeframes. The thesis failed because the trade was closed by timeout, indicating the expected move never materialized in the given window. |
| 05-09 21:25 | BTC | Sell | -0.05 | BTC was trading in a narrow range with low volatility, showing slight hourly gains but weekly weakness. The thesis failed because the trade expired without reaching the target or stop, as the market lacked directional momentum to trigger an exit. |
| 05-09 18:54 | BTC | Sell | -1.06 | The market was in a mild downtrend with BTC declining 1.48% over 24 hours and negative momentum across major assets. The short thesis failed because the trade expired via timeout before the expected move materialized, as the slow, grinding decline did not t… |
| 05-09 16:23 | BTC | Sell | -1.16 | The market was in a mild downtrend with BTC declining across all timeframes and negative funding. The short thesis failed because the trade was closed by timeout before the expected move materialized, as the price remained range-bound without triggering the… |
| 05-09 13:55 | BTC | Sell | -0.32 | The market was in a mild downtrend with low volatility, as BTC showed slight declines across all timeframes. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the allowed window. |