204
closed trades
38%
win rate
-26.15
total pnl ($)
1.101
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 21:31:19 (34.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
afe__restored_460dfba0
n: 148
· wr: 31.1%
· total_bps: -1079.1
· mean_bps: -7.29
· sharpe: -0.19
· max_dd_bps: -1129.1
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 |
|---|---|---|---|---|---|
| 06-01 04:17 | BTC | Sell | 73723.3→73565.7 | +0.25 | timeout |
| 06-01 01:39 | BTC | Sell | 73738.3→73592.7 | +0.22 | timeout |
| 05-31 22:57 | BTC | Sell | 73607.3→73944.7 | -1.12 | timeout |
| 05-31 19:41 | BTC | Sell | 73657.3→73506.7 | +0.23 | timeout |
| 05-31 16:15 | BTC | Sell | 73595.3→73602.7 | -0.20 | timeout |
| 05-31 13:25 | BTC | Sell | 73887.3→73969.7 | -0.41 | timeout |
| 05-31 10:36 | BTC | Sell | 73846.3→73793.7 | -0.04 | timeout |
| 05-31 07:54 | BTC | Sell | 73999.3→73851.7 | +0.23 | timeout |
| 05-31 05:59 | BTC | Sell | 74171.3→74040.7 | +0.18 | timeout |
| 05-31 01:35 | BTC | Sell | 73844.3→74170.7 | -1.09 | timeout |
| 05-30 19:22 | BTC | Sell | 73964.3→74008.7 | -0.30 | timeout |
| 05-30 15:33 | BTC | Sell | 73827.3→73852.7 | -0.25 | timeout |
| 05-30 11:32 | BTC | Sell | 73564.3→73562.7 | -0.18 | timeout |
| 05-29 11:22 | BTC | Sell | 73705.3→73654.7 | -0.04 | timeout |
| 05-29 09:19 | BTC | Sell | 73370.3→73836.7 | -1.49 | timeout |
| 05-29 03:13 | BTC | Sell | 73484.3→73420.7 | -0.00 | timeout |
| 05-29 00:46 | BTC | Sell | 73582.3→73764.7 | -0.69 | timeout |
| 05-28 22:21 | BTC | Sell | 73663.3→73650.7 | -0.15 | timeout |
| 05-28 21:06 | BTC | Sell | 73411.3→73562.7 | -0.60 | timeout |
| 05-28 18:44 | BTC | Sell | 73456.3→73582.7 | -0.53 | timeout |
| 05-28 16:28 | BTC | Sell | 72985.4→73176.7 | -0.72 | timeout |
| 05-28 14:10 | BTC | Sell | 73476.3→72783.6 | +1.75 | timeout |
| 05-28 12:06 | BTC | Sell | 73405.3→73467.7 | -0.36 | timeout |
| 05-28 10:03 | BTC | Sell | 73209.3→73497.7 | -0.99 | timeout |
| 05-28 07:51 | BTC | Sell | 72976.4→73356.7 | -1.25 | timeout |
| 05-28 05:50 | BTC | Sell | 72921.4→72962.6 | -0.30 | timeout |
| 05-28 03:49 | BTC | Sell | 74241.3→73443.7 | +2.02 | timeout |
| 05-28 01:49 | BTC | Sell | 74535.3→74297.7 | +0.47 | timeout |
| 05-27 23:48 | BTC | Sell | 74485.3→74453.7 | -0.10 | timeout |
| 05-27 21:47 | BTC | Sell | 75311.2→74413.7 | +2.26 | timeout |
| 05-27 19:46 | BTC | Sell | 74709.3→74968.7 | -0.89 | timeout |
| 05-27 17:41 | BTC | Sell | 75281.2→74889.7 | +0.88 | timeout |
| 05-27 15:40 | BTC | Sell | 74959.3→75378.8 | -1.33 | timeout |
| 05-27 13:40 | BTC | Sell | 75637.2→74929.7 | +1.73 | timeout |
| 05-27 11:39 | BTC | Sell | 75864.2→75836.8 | -0.11 | timeout |
| 05-27 09:39 | BTC | Sell | 75883.2→75935.8 | -0.33 | timeout |
| 05-27 07:38 | BTC | Sell | 75750.2→75898.8 | -0.59 | timeout |
| 05-27 05:38 | BTC | Sell | 75640.2→75674.8 | -0.28 | timeout |
| 05-27 03:37 | BTC | Sell | 75746.2→75714.8 | -0.10 | timeout |
| 05-27 01:37 | BTC | Sell | 75911.2→75818.8 | +0.06 | timeout |
| 05-26 23:37 | BTC | Sell | 75785.2→75878.8 | -0.44 | timeout |
| 05-26 21:37 | BTC | Sell | 76045.2→75965.8 | +0.03 | timeout |
| 05-26 19:35 | BTC | Sell | 75931.2→75861.8 | +0.01 | timeout |
| 05-26 17:36 | BTC | Sell | 76355.2→75982.8 | +0.82 | timeout |
| 05-26 15:30 | BTC | Sell | 77161.1→76565.8 | +1.40 | timeout |
| 05-26 13:30 | BTC | Sell | 77141.1→76776.8 | +0.78 | timeout |
| 05-26 11:29 | BTC | Sell | 76627.2→77204.9 | -1.73 | timeout |
| 05-26 09:28 | BTC | Sell | 76667.2→76678.8 | -0.22 | timeout |
| 05-26 07:29 | BTC | Sell | 76845.2→76644.8 | +0.35 | timeout |
| 05-26 05:28 | BTC | Sell | 76622.2→76828.8 | -0.74 | timeout |
| 05-26 03:27 | BTC | Sell | 76716.2→76467.8 | +0.48 | timeout |
| 05-26 01:27 | BTC | Sell | 77300.1→76740.8 | +1.30 | timeout |
| 05-25 23:27 | BTC | Sell | 77316.1→77241.9 | +0.01 | timeout |
| 05-25 21:26 | BTC | Sell | 77390.1→77261.9 | +0.16 | timeout |
| 05-25 19:26 | BTC | Sell | 77535.1→77458.9 | +0.02 | timeout |
| 05-25 17:26 | BTC | Sell | 77601.1→77574.9 | -0.11 | timeout |
| 05-25 15:26 | BTC | Sell | 77305.1→77640.9 | -1.07 | timeout |
| 05-25 13:26 | BTC | Sell | 77344.1→77324.9 | -0.13 | timeout |
| 05-25 11:25 | BTC | Sell | 77573.1→77373.9 | +0.34 | timeout |
| 05-25 09:25 | BTC | Sell | 77315.1→77459.9 | -0.56 | timeout |
| 05-25 07:25 | BTC | Sell | 77365.1→77214.9 | +0.22 | timeout |
| 05-25 05:24 | BTC | Sell | 76997.1→77350.9 | -1.12 | timeout |
| 05-25 03:24 | BTC | Sell | 77016.1→77063.9 | -0.31 | timeout |
| 05-25 01:24 | BTC | Sell | 77092.1→77183.9 | -0.43 | timeout |
| 05-24 23:24 | BTC | Sell | 76182.2→76851.8 | -1.99 | timeout |
| 05-24 21:24 | BTC | Sell | 76707.2→76658.8 | -0.05 | timeout |
| 05-24 19:24 | BTC | Sell | 76659.2→76671.8 | -0.22 | timeout |
| 05-24 17:22 | BTC | Sell | 76337.2→76556.8 | -0.77 | timeout |
| 05-24 15:17 | BTC | Sell | 76914.2→76425.8 | +1.12 | timeout |
| 05-24 13:18 | BTC | Sell | 77234.1→77037.9 | +0.34 | timeout |
| 05-24 11:17 | BTC | Sell | 76923.2→77219.9 | -0.97 | timeout |
| 05-24 09:16 | BTC | Sell | 76800.2→76875.8 | -0.38 | timeout |
| 05-24 07:16 | BTC | Sell | 76646.2→76871.8 | -0.79 | timeout |
| 05-24 05:15 | BTC | Sell | 76737.2→76686.8 | -0.05 | timeout |
| 05-24 03:16 | BTC | Sell | 76793.2→76842.8 | -0.32 | timeout |
| 05-24 01:15 | BTC | Sell | 76673.2→76756.8 | -0.41 | timeout |
| 05-23 23:15 | BTC | Sell | 76704.2→76686.8 | -0.14 | timeout |
| 05-23 20:41 | BTC | Sell | 75889.2→76958.3 | -3.07 | stop_loss |
| 05-23 19:15 | BTC | Sell | 75373.2→75785.8 | -1.31 | timeout |
| 05-23 17:14 | BTC | Sell | 75449.2→75403.8 | -0.06 | timeout |
| 05-23 15:13 | BTC | Sell | 74887.3→75595.8 | -2.12 | timeout |
| 05-23 13:13 | BTC | Sell | 74756.3→74887.7 | -0.55 | timeout |
| 05-23 11:12 | BTC | Sell | 74690.3→74760.7 | -0.38 | timeout |
| 05-23 09:13 | BTC | Sell | 75228.2→74641.7 | +1.41 | timeout |
| 05-23 07:13 | BTC | Sell | 75457.2→75318.8 | +0.19 | timeout |
| 05-23 05:12 | BTC | Sell | 75613.2→75483.8 | +0.17 | timeout |
| 05-23 03:12 | BTC | Sell | 75371.2→75562.8 | -0.70 | timeout |
| 05-23 01:11 | BTC | Sell | 75736.2→75435.8 | +0.63 | timeout |
| 05-22 23:07 | BTC | Sell | 76040.2→75792.8 | +0.48 | timeout |
| 05-22 21:06 | BTC | Sell | 75787.2→75994.8 | -0.74 | timeout |
| 05-22 19:05 | BTC | Sell | 76938.2→76332.8 | +1.43 | timeout |
| 05-22 17:05 | BTC | Sell | 76893.2→76956.8 | -0.35 | timeout |
| 05-22 15:04 | BTC | Sell | 77146.1→76812.8 | +0.70 | timeout |
| 05-22 13:05 | BTC | Sell | 77273.1→77455.9 | -0.67 | timeout |
| 05-22 11:04 | BTC | Sell | 77181.1→77307.9 | -0.52 | timeout |
| 05-22 09:04 | BTC | Sell | 77431.1→77260.9 | +0.27 | timeout |
| 05-22 07:04 | BTC | Sell | 77566.1→77290.9 | +0.54 | timeout |
| 05-22 05:04 | BTC | Sell | 77774.1→77594.9 | +0.29 | timeout |
| 05-22 03:03 | BTC | Sell | 77380.1→77673.9 | -0.96 | timeout |
| 05-22 01:03 | BTC | Sell | 77640.1→77334.9 | +0.62 | timeout |
Paper vs Live
Paper (trades.jsonl)
204
closed
38%
win rate
-26.15
total pnl ($)
-6.3 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 204 | 38% | -6.3 | -26.15 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 11:38 | BTC | Sell | -0.48 | The market was in a mild intraday pullback with BTC down 0.63% on the hour but still positive over 24 hours and 7 days. The thesis failed because the trade was closed by timeout before the expected move materialized, likely due to low volatility and sideway… |
| 05-10 09:38 | BTC | Sell | -0.30 | BTC traded in a narrow range with low volatility, showing slight bearish bias on the hourly timeframe. The sell thesis failed because the market lacked directional momentum, and the trade expired via timeout without reaching the target or stop. |
| 05-10 07:36 | BTC | Sell | -0.34 | The market was in a neutral to slightly bearish regime with negative funding and moderate open interest, but lacked a clear directional catalyst. The thesis failed because the trade was closed due to timeout, indicating the expected move did not materialize… |
| 05-10 05:37 | BTC | Sell | -0.22 | The market was in a mild uptrend over 24h and 7d, with neutral funding and low volatility. The short thesis failed because the trade expired before any significant downside materialized, as the timeout close_reason indicates the position was closed prematur… |
| 05-10 03:38 | BTC | Sell | -0.52 | The market was in a mild uptrend across multiple timeframes, with BTC rising 3.49% in 24 hours and positive funding. The short thesis failed because the trade was closed by timeout before the anticipated reversal materialized, as the bullish momentum persis… |
| 05-10 01:37 | BTC | Sell | +0.01 | The market was in a mild uptrend with BTC up 0.78% in the hour and 2.04% over 24 hours, while funding remained slightly positive. The thesis failed because the trade was closed due to timeout, indicating the expected price movement did not materialize withi… |
| 05-09 23:37 | BTC | Sell | -0.02 | BTC was trading in a narrow, low-volatility range with minimal directional bias across timeframes. The short thesis failed because the market remained range-bound and did not trigger a meaningful decline before the timeout closed the trade. |
| 05-09 21:34 | BTC | Sell | +0.07 | The market was in a mild uptrend with low volatility, as BTC edged up 0.71% on the hour while funding remained neutral. The thesis failed because the trade expired without reaching the target or stop, as the timeout close_reason indicates the position was c… |
| 05-09 19:07 | BTC | Sell | -0.12 | BTC was trading in a narrow range with low volatility, showing a slight 1-hour gain but a broader downtrend over 24 hours and 7 days. The sell thesis failed because the market did not move decisively within the timeout period, resulting in a negligible loss… |
| 05-09 17:05 | BTC | Sell | -0.78 | The market was in a mild downtrend with BTC declining 1.61% over 24 hours and negative funding. The thesis failed because the trade expired without reaching the target, as the slow, grinding sell-off did not produce enough volatility to trigger an exit befo… |