141
closed trades
40%
win rate
-6.50
total pnl ($)
1.214
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-18 15:20:47 (35.6d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
afj
n: 226
· wr: 42.5%
· total_bps: -1944.5
· mean_bps: -8.60
· sharpe: -0.15
· max_dd_bps: -2695.6
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 01:58 | BTC | Sell | 73972.3→73317.7 | +1.59 | timeout |
| 05-31 21:22 | BTC | Sell | 73611.3→73667.7 | -0.33 | timeout |
| 05-31 16:33 | BTC | Sell | 73932.3→73503.7 | +0.98 | timeout |
| 05-31 12:25 | BTC | Sell | 73917.3→73903.7 | -0.14 | timeout |
| 05-31 08:33 | BTC | Sell | 74116.3→73890.7 | +0.44 | timeout |
| 05-31 02:43 | BTC | Sell | 73771.3→73925.7 | -0.60 | timeout |
| 05-30 23:17 | BTC | Sell | 73922.3→73827.7 | +0.08 | timeout |
| 05-30 17:56 | BTC | Sell | 73888.3→73987.7 | -0.44 | timeout |
| 05-30 12:40 | BTC | Sell | 73526.3→73648.7 | -0.51 | timeout |
| 05-30 10:33 | BTC | Sell | 73530.3→73614.7 | -0.41 | timeout |
| 05-30 04:52 | BTC | Sell | 73557.3→73341.7 | +0.41 | timeout |
| 05-29 23:15 | BTC | Sell | 73599.3→73398.7 | +0.36 | timeout |
| 05-29 18:05 | BTC | Sell | 73361.3→73956.7 | -1.80 | timeout |
| 05-29 14:03 | BTC | Sell | 73595.3→73099.7 | +1.17 | timeout |
| 05-29 10:49 | BTC | Sell | 73374.3→73601.7 | -0.80 | timeout |
| 05-29 03:30 | BTC | Sell | 73753.3→73372.7 | +0.86 | timeout |
| 05-28 23:46 | BTC | Sell | 73620.3→73559.7 | -0.01 | timeout |
| 05-28 21:07 | BTC | Sell | 73603.3→73578.7 | -0.11 | timeout |
| 05-28 17:45 | BTC | Sell | 72793.4→73635.7 | -2.49 | timeout |
| 05-28 14:52 | BTC | Sell | 73459.3→72894.6 | +1.36 | timeout |
| 05-28 11:31 | BTC | Sell | 73190.3→73307.7 | -0.50 | timeout |
| 05-28 08:21 | BTC | Sell | 72944.4→73326.7 | -1.23 | timeout |
| 05-28 05:20 | BTC | Sell | 74226.3→72951.6 | +3.26 | timeout |
| 05-28 02:19 | BTC | Sell | 74488.3→74272.7 | +0.40 | timeout |
| 05-27 23:19 | BTC | Sell | 75346.2→74495.7 | +2.08 | timeout |
| 05-27 20:19 | BTC | Sell | 74939.3→75353.8 | -1.28 | timeout |
| 05-27 17:18 | BTC | Sell | 75017.2→74945.7 | +0.01 | timeout |
| 05-27 14:17 | BTC | Sell | 75940.2→74991.7 | +2.32 | timeout |
| 05-27 11:16 | BTC | Sell | 75876.2→75965.8 | -0.42 | timeout |
| 05-27 08:16 | BTC | Sell | 75569.2→75883.8 | -1.02 | timeout |
| 05-27 05:15 | BTC | Sell | 75782.2→75562.8 | +0.39 | timeout |
| 05-27 02:15 | BTC | Sell | 75852.2→75775.8 | +0.02 | timeout |
| 05-26 23:15 | BTC | Sell | 76072.2→75858.8 | +0.38 | timeout |
| 05-26 20:13 | BTC | Sell | 76466.2→76083.8 | +0.82 | timeout |
| 05-26 17:13 | BTC | Sell | 77280.1→76465.8 | +1.93 | timeout |
| 05-26 14:13 | BTC | Sell | 77247.1→77333.9 | -0.40 | timeout |
| 05-26 11:13 | BTC | Sell | 76746.2→77267.9 | -1.54 | timeout |
| 05-26 08:12 | BTC | Sell | 76725.2→76757.8 | -0.27 | timeout |
| 05-26 05:12 | BTC | Sell | 76748.2→76732.8 | -0.14 | timeout |
| 05-26 02:11 | BTC | Sell | 77215.1→76733.8 | +1.07 | timeout |
| 05-25 23:12 | BTC | Sell | 77407.1→77222.9 | +0.30 | timeout |
| 05-25 20:12 | BTC | Sell | 77689.1→77414.9 | +0.53 | timeout |
| 05-25 17:11 | BTC | Sell | 77456.1→77688.9 | -0.77 | timeout |
| 05-25 14:11 | BTC | Sell | 77416.1→77473.9 | -0.32 | timeout |
| 05-25 11:10 | BTC | Sell | 77315.1→77419.9 | -0.45 | timeout |
| 05-25 08:10 | BTC | Sell | 77345.1→77317.9 | -0.10 | timeout |
| 05-25 05:10 | BTC | Sell | 77345.1→77351.9 | -0.19 | timeout |
| 05-25 02:10 | BTC | Sell | 76897.2→77352.9 | -1.36 | timeout |
| 05-24 23:09 | BTC | Sell | 76663.2→76860.8 | -0.69 | timeout |
| 05-24 20:10 | BTC | Sell | 76658.2→76670.8 | -0.21 | timeout |
| 05-24 17:09 | BTC | Sell | 76688.2→76665.8 | -0.12 | timeout |
| 05-24 14:08 | BTC | Sell | 77255.1→76714.8 | +1.22 | timeout |
| 05-24 11:09 | BTC | Sell | 76709.2→77262.9 | -1.62 | timeout |
| 05-24 08:08 | BTC | Sell | 76687.2→76693.8 | -0.19 | timeout |
| 05-24 05:07 | BTC | Sell | 76833.2→76700.8 | +0.17 | timeout |
| 05-24 02:07 | BTC | Sell | 76713.2→76840.8 | -0.51 | timeout |
| 05-23 20:55 | BTC | Sell | 75904.2→76971.3 | -2.99 | stop_loss |
| 05-23 20:06 | BTC | Sell | 75406.2→75925.8 | -1.56 | timeout |
| 05-23 17:06 | BTC | Sell | 75090.2→75413.8 | -1.03 | timeout |
| 05-23 14:05 | BTC | Sell | 74712.3→75076.8 | -1.16 | timeout |
| 05-23 11:06 | BTC | Sell | 74495.3→74719.7 | -0.78 | timeout |
| 05-23 08:06 | BTC | Sell | 75501.2→74502.7 | +2.46 | timeout |
| 05-23 05:05 | BTC | Sell | 75408.2→75509.8 | -0.45 | timeout |
| 05-23 02:05 | BTC | Sell | 75779.2→75406.8 | +0.80 | timeout |
| 05-22 23:05 | BTC | Sell | 75864.2→75786.8 | +0.03 | timeout |
| 05-22 20:04 | BTC | Sell | 76959.2→75858.8 | +2.68 | timeout |
| 05-22 17:04 | BTC | Sell | 77104.1→76966.8 | +0.18 | timeout |
| 05-22 14:03 | BTC | Sell | 77300.1→77161.9 | +0.18 | timeout |
| 05-22 11:04 | BTC | Sell | 77395.1→77307.9 | +0.05 | timeout |
| 05-22 08:03 | BTC | Sell | 77580.1→77428.9 | +0.21 | timeout |
| 05-22 05:03 | BTC | Sell | 77661.1→77607.9 | -0.04 | timeout |
| 05-22 02:03 | BTC | Sell | 77585.1→77639.9 | -0.32 | timeout |
| 05-21 23:02 | BTC | Sell | 77688.1→77564.9 | +0.14 | timeout |
| 05-21 20:02 | BTC | Sell | 77248.1→77695.9 | -1.33 | timeout |
| 05-21 17:01 | BTC | Sell | 77112.1→77244.9 | -0.52 | timeout |
| 05-21 14:02 | BTC | Sell | 77218.1→77175.9 | -0.07 | timeout |
| 05-21 11:02 | BTC | Sell | 77856.1→77185.9 | +1.55 | timeout |
| 05-21 08:01 | BTC | Sell | 78000.1→77897.9 | +0.09 | timeout |
| 05-21 05:00 | BTC | Sell | 77831.1→77992.9 | -0.59 | timeout |
| 05-21 02:00 | BTC | Sell | 77445.1→77838.9 | -1.19 | timeout |
| 05-20 22:59 | BTC | Sell | 77654.1→77484.9 | +0.26 | timeout |
| 05-20 19:59 | BTC | Sell | 77300.1→77682.9 | -1.17 | timeout |
| 05-20 16:59 | BTC | Sell | 77151.1→77260.9 | -0.46 | timeout |
| 05-20 13:58 | BTC | Sell | 77484.1→77149.9 | +0.69 | timeout |
| 05-20 10:59 | BTC | Sell | 77244.1→77491.9 | -0.82 | timeout |
| 05-20 07:58 | BTC | Sell | 76742.2→77252.9 | -1.50 | timeout |
| 05-20 04:58 | BTC | Sell | 76774.2→76749.8 | -0.11 | timeout |
| 05-20 01:58 | BTC | Sell | 76682.2→76781.8 | -0.43 | timeout |
| 05-19 22:57 | BTC | Sell | 76777.2→76726.8 | -0.04 | timeout |
| 05-19 19:57 | BTC | Sell | 76886.2→76784.8 | +0.09 | timeout |
| 05-19 16:57 | BTC | Sell | 76877.2→76895.8 | -0.22 | timeout |
| 05-19 13:57 | BTC | Sell | 77032.1→76884.8 | +0.21 | timeout |
| 05-19 10:56 | BTC | Sell | 77209.1→76950.8 | +0.49 | timeout |
| 05-19 07:56 | BTC | Sell | 76915.2→77216.9 | -0.96 | timeout |
| 05-19 04:56 | BTC | Sell | 76683.2→76917.8 | -0.79 | timeout |
| 05-19 01:56 | BTC | Sell | 76980.2→76690.8 | +0.58 | timeout |
| 05-18 22:56 | BTC | Sell | 76878.2→76988.8 | -0.46 | timeout |
| 05-18 19:56 | BTC | Sell | 76422.2→76891.8 | -1.40 | timeout |
| 05-18 16:56 | BTC | Sell | 76972.2→76429.8 | +1.23 | timeout |
| 05-18 13:56 | BTC | Sell | 76785.2→76940.8 | -0.58 | timeout |
Paper vs Live
Paper (trades.jsonl)
141
closed
40%
win rate
-6.50
total pnl ($)
-2.4 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 | 141 | 40% | -2.4 | -6.50 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 11:32 | BTC | Sell | -0.03 | BTC traded in a narrow range with low volatility, showing slight bearish pressure 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 08:32 | BTC | Sell | -0.42 | 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 expired via timeout without reaching an exit, as the anticipated short-side… |
| 05-10 05:32 | BTC | Sell | -0.41 | BTC was trading in a narrow range with low volatility, showing a slight 1-hour decline amid mixed short-term momentum. The short thesis failed because the market lacked directional conviction and the trade expired before any significant move materialized, r… |
| 05-10 02:31 | BTC | Sell | -0.28 | The market was in a mild uptrend across timeframes with low funding, suggesting cautious bullish sentiment. The short thesis failed because the trade expired without a significant pullback, as the timeout close captured a small loss from a sideways-to-highe… |
| 05-09 23:28 | BTC | Sell | +0.08 | BTC traded in a narrow range with low volatility, showing slight positive momentum over the short term. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allotted time. |
| 05-09 20:26 | BTC | Sell | -0.10 | The market was in a low-volatility, sideways grind with neutral funding and steady open interest. The thesis failed because the trade expired without reaching the target or stop, as the lack of directional momentum prevented any profitable exit. |
| 05-09 17:27 | BTC | Sell | -1.56 | The market was in a mild downtrend with BTC down across all timeframes and negative funding, suggesting persistent bearish pressure. The thesis failed because the trade was closed by timeout before the expected move materialized, likely due to insufficient … |
| 05-09 14:26 | BTC | Sell | -0.05 | The market was in a mild downtrend with BTC down 1.62% over 24 hours and negative funding, indicating persistent bearish pressure. The short thesis failed because the trade expired via timeout without reaching a profitable exit, as the price did not decline… |
| 05-09 11:26 | BTC | Sell | -0.08 | The market was in a mild downtrend across the board, with BTC and ETH both declining over the past 24 hours and 7 days. The thesis failed because the trade was not executed (entry=None) and was closed by timeout, resulting in a negligible loss from an unfil… |
| 05-09 08:25 | BTC | Sell | -0.03 | The market was in a low-funding, sideways regime with no clear directional momentum. The thesis failed because the trade expired without entry, as the timeout close_reason indicates no position was taken. |