10
closed trades
20%
win rate
-20.73
total pnl ($)
1.118
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 03:27:43 (33.4d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
jj
n: 14
· wr: 28.6%
· total_bps: -959.0
· mean_bps: -68.50
· sharpe: -0.51
· max_dd_bps: -1122.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 10 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 05-04 23:00 | ETH | Sell | 2389.36→2352.64 | +5.78 | timeout |
| 05-03 20:28 | ETH | Sell | 2298.87→2333.83 | -6.47 | timeout |
| 05-02 20:27 | ETH | Sell | 2295.37→2309.83 | -2.90 | timeout |
| 05-01 13:54 | ETH | Sell | 2264.87→2320.69 | -10.23 | stop_loss |
| 04-30 20:25 | ETH | Sell | 2264.9→2264.23 | -0.24 | timeout |
| 04-29 09:49 | ETH | Sell | 2289.7→2344.7 | -9.97 | stop_loss |
| 04-28 20:24 | ETH | Sell | 2298.6→2297.6 | -0.19 | timeout |
| 04-27 12:32 | ETH | Sell | 2360.1→2315.7 | +7.17 | timeout |
| 04-26 12:31 | ETH | Sell | 2311.2→2330.1 | -3.63 | timeout |
| 04-25 12:31 | ETH | Sell | 2314.5→2312.7 | -0.05 | timeout |
Paper vs Live
Paper (trades.jsonl)
10
closed
20%
win rate
-20.73
total pnl ($)
-51.7 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ETH | 10 | 20% | -51.7 | -20.73 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-04 23:00 | ETH | Sell | +5.78 | The market was in a low-volatility consolidation phase with neutral funding rates and minimal momentum across both ETH and BTC. The trade failed because the thesis required a breakout move that never materialized, resulting in a forced exit due to the timeo… |
| 05-02 20:27 | ETH | Sell | -2.90 | At close, ETH was range-bound near $2310 with minimal directional momentum (24h +0.60%, 7d -0.01%), while funding rates had turned slightly negative (-0.0017%), suggesting seller dominance had weakened since entry. The thesis failed because the cascade risk… |
| 05-01 13:54 | ETH | Sell | -10.23 | At close, ETH had recovered 2.31% over 24h and turned flat over 7d, erasing the -3.0% decline that triggered the trade's fear-regime short thesis. The cascade risk signal failed because WETH utilization stress on Ethereum/Arbitrum/Base did not materialize i… |
| 04-30 20:25 | ETH | Sell | -0.24 | # Trade Analysis: AAVE WETH Utilization Cascade Risk Short Ethereum traded sideways to slightly positive (+1.02% on the day) despite the 7-day drawdown of -2.30%, with minimal 1-hour momentum (0.02%) and positive funding rates (0.06%) signaling complacency… |
| 04-29 09:49 | ETH | Sell | -9.97 | # Trade Analysis: AAVE WETH Utilization Cascade Risk (CLOSED) **Market Context:** Ethereum was consolidating gains with a modest +0.67% 1h move and +2.41% 24h move, contradicting the 7-day downtrend (-2.00%) that had motivated the short entry, while fundin… |
| 04-27 12:32 | ETH | Sell | +7.17 | The market was consolidating with slight downward pressure (ETH -0.77% over 24h, BTC -0.37%) but showing recovery momentum in the 7-day view (BTC +3.35%), signaling risk appetite was slowly returning despite the initial fear regime (fg=33) that triggered th… |
| 04-26 12:31 | ETH | Sell | -3.63 | Ethereum traded sideways with a slight decline of 0.19% in the final hour before the position timed out, while Bitcoin showed modest strength with a 3.64% weekly gain that contradicted the bearish setup. The thesis failed because the cascade signal (3 chain… |
| 04-25 12:31 | ETH | Sell | -0.05 | ETH was flat to slightly down across all timeframes (1h=-0.06%, 24h=-0.54%, 7d=-1.92%) with negative funding rates (-0.001188%) suggesting mild short positioning, while BTC showed relative strength up 1.86% over 7d. The thesis failed because the anticipated… |