40
closed trades
48%
win rate
+11.38
total pnl ($)
1.203
weight
7d window — n=5 wr=40% pnl=-1.67
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-17 17:40:18 (40.2d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
p
n: 15
· wr: 60.0%
· total_bps: +267.1
· mean_bps: +17.81
· sharpe: +0.29
· max_dd_bps: -149.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 40 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-26 02:16 | BTC | Sell | 59796→58485.9 | +10.50 | take_profit |
| 06-25 03:45 | BTC | Sell | 60809→60725 | +0.24 | timeout |
| 06-24 03:16 | BTC | Buy | 62861.1→62510.9 | -3.24 | timeout |
| 06-23 04:02 | BTC | Buy | 64230.2→64042.8 | -1.91 | timeout |
| 06-22 01:22 | BTC | Sell | 63333.8→64197.3 | -7.26 | stop_loss |
| 06-17 04:23 | BTC | Sell | 65504.7→65833.3 | -2.95 | timeout |
| 06-16 05:19 | BTC | Sell | 66022.7→66037.3 | -0.57 | timeout |
| 06-12 03:07 | BTC | Buy | 63649.2→63564.8 | -1.12 | timeout |
| 06-11 02:41 | BTC | Buy | 61532.1→62040.9 | +3.68 | timeout |
| 06-09 02:36 | BTC | Sell | 63105.8→62572.1 | +3.78 | timeout |
| 06-08 02:31 | BTC | Buy | 63287.2→63118.8 | -1.79 | timeout |
| 06-07 02:55 | BTC | Buy | 60885→61508.9 | +4.66 | timeout |
| 06-06 02:30 | BTC | Sell | 60891→60815 | +0.17 | timeout |
| 06-05 01:04 | BTC | Buy | 63852.2→62983.3 | -7.25 | stop_loss |
| 06-04 01:55 | BTC | Sell | 63580.8→62188.1 | +10.50 | take_profit |
| 05-31 04:23 | BTC | Buy | 74202.7→74179.3 | -0.62 | timeout |
| 05-29 04:40 | BTC | Sell | 73468.3→73387.7 | +0.11 | timeout |
| 05-29 04:40 | BTC | Sell | 73468.3→73225.7 | +1.22 | timeout |
| 05-28 04:17 | BTC | Sell | 74151.3→73065.7 | +6.87 | timeout |
| 05-26 03:42 | BTC | Sell | 76833.2→76608.8 | +1.01 | timeout |
| 05-25 05:07 | BTC | Buy | 77442.9→77272.1 | -1.56 | timeout |
| 05-23 02:45 | BTC | Sell | 75483.2→75469.8 | -0.36 | timeout |
| 05-21 03:50 | BTC | Buy | 77941.9→77980.1 | -0.21 | timeout |
| 05-20 03:13 | BTC | Sell | 76563.2→76600.8 | -0.68 | timeout |
| 05-19 03:21 | BTC | Buy | 77328.9→76761.2 | -4.13 | timeout |
| 05-18 02:41 | BTC | Sell | 76814.2→76830.8 | -0.55 | timeout |
| 05-17 04:01 | BTC | Sell | 77816.1→77983.9 | -1.53 | timeout |
| 05-11 03:07 | BTC | Sell | 81932.9→81026.1 | +5.10 | timeout |
| 05-08 03:53 | BTC | Sell | 79746→79580 | +0.60 | timeout |
| 05-07 03:35 | BTC | Sell | 81095.9→80903 | +0.74 | timeout |
| 05-04 01:55 | BTC | Sell | 78585.1→79650.8 | -7.23 | stop_loss |
| 05-03 04:10 | BTC | Sell | 78305.1→78077.9 | +0.99 | timeout |
| 04-30 03:37 | BTC | Buy | 76052→75865 | -1.68 | timeout |
| 04-29 04:32 | BTC | Sell | 76158→77070 | -6.44 | timeout |
| 04-28 05:41 | BTC | Sell | 76658→76823 | -1.53 | timeout |
| 04-27 02:49 | BTC | Buy | 78627→79039 | +2.17 | timeout |
| 04-24 04:10 | BTC | Sell | 78109→77662 | +2.41 | timeout |
| 04-23 02:41 | BTC | Sell | 78233→77802 | +2.40 | timeout |
| 04-22 02:28 | BTC | Buy | 76011→77152 | +7.16 | take_profit |
| 04-21 05:01 | BTC | Sell | 75800→75799 | -0.34 | timeout |
Paper vs Live
Paper (trades.jsonl)
40
closed
48%
win rate
+11.38
total pnl ($)
+5.7 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 40 | 48% | +5.7 | +11.38 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 03:53 | BTC | Sell | +0.60 | BTC was in a mild intraday uptick but remained in a broader downtrend over 24h and 7d. The short thesis failed because the trade was closed by timeout before the expected continuation lower materialized. |
| 05-07 03:35 | BTC | Sell | +0.74 | The market was in a low-funding, sideways consolidation with moderate open interest. The thesis failed because the timeout closed the trade before the anticipated move materialized, capturing only minor PnL from a brief favorable drift. |
| 05-03 04:10 | BTC | Sell | +0.99 | # Trade Analysis: asia_open_momentum BTC Short At close, Bitcoin had stabilized near $78,719 after the initial Asia open momentum fade, with minimal hourly volatility (0.01%) and positive 24h/7d returns suggesting the intraday selloff had been absorbed int… |
| 04-30 03:37 | BTC | Buy | -1.68 | # Trade Analysis: asia-open-2026-04-29-1777509354 At close, Bitcoin traded near $75,875 with flat 1-hour momentum (+0.27%) but persistent weakness over 24 hours (-1.40%) and 7 days (-3.17%), suggesting the initial Asia open momentum had dissipated into a r… |
| 04-27 02:49 | BTC | Buy | +2.17 | At close, Bitcoin was trading near $79,039 with elevated long positioning (OI of $4.1B) and positive funding at 0.94 bps, indicating sustained bullish sentiment. The Asia open momentum thesis failed to sustain as the 46 bps 30-minute gain that triggered the… |
| 04-24 04:10 | BTC | Sell | +2.41 | Bitcoin was consolidating at $77,695 with minimal directional pressure, showing only 0.28% movement over the past hour and 0.40% over 24 hours. The asia_open_momentum thesis worked because the -42 bps signal at UTC 01:10 captured a genuine short-term weakne… |
| 04-23 02:41 | BTC | Sell | +2.40 | At close, Bitcoin was trading near $77,802 with elevated open interest of $4B and positive funding rates suggesting persistent bullish positioning despite the recent price decline. The Asia open momentum short thesis worked because the -41 bps signal on the… |
| 04-22 02:28 | BTC | Buy | +7.16 | At the time of close, Bitcoin was trading at $77,840 with minimal hourly momentum (0.14%) while maintaining modest weekly gains of 3.72%, indicating a stable market without strong directional pressure. The trade's thesis worked because the Asia open momentu… |
| 04-21 05:01 | BTC | Sell | -0.34 | Bitcoin was grinding sideways to slightly positive, up 0.25% over the prior hour and 3.80% over the week despite a minor 0.13% daily decline. The short thesis failed because the -51 bps Asia open momentum signal didn't trigger sustained downside—instead BTC… |