6
closed trades
67%
win rate
+9.42
total pnl ($)
1.204
weight
7d window — n=1 wr=0% pnl=-0.83
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 03:12:19 (18.9d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
co
n: 32
· wr: 56.2%
· total_bps: -319.8
· mean_bps: -9.99
· sharpe: -0.09
· max_dd_bps: -673.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 6 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-16 14:02 | BTC | Buy | 66173.3→66127.7 | -0.83 | timeout |
| 06-15 07:56 | BTC | Buy | 65462.3→65647.7 | +0.96 | timeout |
| 06-12 19:22 | BTC | Buy | 63641.2→63668.8 | -0.23 | timeout |
| 06-09 11:07 | BTC | Buy | 62561.1→62649.9 | +0.28 | timeout |
| 06-08 05:03 | BTC | Buy | 61744.1→62748.9 | +7.68 | timeout |
| 05-09 23:42 | BTC | Buy | 80284→80603 | +1.56 | timeout |
Paper vs Live
Paper (trades.jsonl)
6
closed
67%
win rate
+9.42
total pnl ($)
+31.4 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 | 6 | 67% | +31.4 | +9.42 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 23:42 | BTC | Buy | +1.56 | The market was in a low-volatility, sideways grind with BTC up 0.37% on the hour and neutral funding. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |