64
closed trades
34%
win rate
-45.70
total pnl ($)
1.247
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 06:20:58 (39.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
jx__restored_b65f4229
n: 155
· wr: 38.1%
· total_bps: -651.7
· mean_bps: -4.20
· sharpe: -0.10
· max_dd_bps: -1370.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 64 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 05-31 10:00 | BTC | Buy | 73853.7→73809.3 | -0.76 | timeout |
| 05-31 08:37 | BTC | Buy | 74052.7→73865.3 | -1.73 | timeout |
| 05-31 02:15 | BTC | Buy | 73881.7→74173.3 | +1.52 | timeout |
| 05-28 09:07 | BTC | Buy | 73150.7→73346.3 | +0.89 | timeout |
| 05-28 08:03 | BTC | Buy | 72975.6→73312.3 | +1.86 | timeout |
| 05-28 07:03 | BTC | Buy | 73103.7→73145.3 | -0.17 | timeout |
| 05-28 06:02 | BTC | Buy | 73136.7→72969.4 | -1.60 | timeout |
| 05-28 03:18 | BTC | Buy | 74177.7→73435.6 | -5.45 | stop_loss |
| 05-28 03:18 | BTC | Buy | 74310.7→73597.5 | -5.25 | stop_loss |
| 05-28 03:01 | BTC | Buy | 74532.7→74201.3 | -2.67 | timeout |
| 05-28 02:00 | BTC | Buy | 74458.7→74334.3 | -1.29 | timeout |
| 05-27 02:02 | BTC | Buy | 75923.8→75818.2 | -1.14 | timeout |
| 05-25 09:01 | BTC | Buy | 77404.9→77401.1 | -0.49 | timeout |
| 05-25 08:02 | BTC | Buy | 77355.9→77307.1 | -0.78 | timeout |
| 05-25 07:01 | BTC | Buy | 77324.9→77377.1 | -0.12 | timeout |
| 05-25 06:01 | BTC | Buy | 77028.9→77365.1 | +1.72 | timeout |
| 05-25 05:00 | BTC | Buy | 77118.9→77359.1 | +1.10 | timeout |
| 05-25 04:00 | BTC | Buy | 76945.8→76995.2 | -0.13 | timeout |
| 05-25 02:59 | BTC | Buy | 77086.9→77060.1 | -0.63 | timeout |
| 05-25 01:59 | BTC | Buy | 77024.9→76877.2 | -1.41 | timeout |
| 05-23 07:50 | BTC | Buy | 75290.8→74571 | -5.23 | stop_loss |
| 05-23 07:50 | BTC | Buy | 75439.8→74645.9 | -5.71 | stop_loss |
| 05-23 07:06 | BTC | Buy | 75501.8→75286.2 | -1.88 | timeout |
| 05-23 06:05 | BTC | Buy | 75615.8→75432.2 | -1.66 | timeout |
| 05-23 05:04 | BTC | Buy | 75573.8→75473.2 | -1.11 | timeout |
| 05-23 04:05 | BTC | Buy | 75404.8→75600.2 | +0.85 | timeout |
| 05-23 03:05 | BTC | Buy | 75427.8→75566.2 | +0.47 | timeout |
| 05-23 01:59 | BTC | Buy | 75503.8→75439.2 | -0.88 | timeout |
| 05-22 07:38 | BTC | Buy | 77587.9→77439.1 | -1.41 | timeout |
| 05-22 06:38 | BTC | Buy | 77726.9→77371.1 | -2.74 | timeout |
| 05-22 05:37 | BTC | Buy | 77755.9→77574.1 | -1.62 | timeout |
| 05-22 03:22 | BTC | Buy | 77465.9→77675.1 | +0.90 | timeout |
| 05-21 09:01 | BTC | Buy | 77596.9→77864.1 | +1.26 | timeout |
| 05-21 08:02 | BTC | Buy | 77778.9→77873.1 | +0.15 | timeout |
| 05-21 07:00 | BTC | Buy | 78008.9→77528.1 | -3.54 | timeout |
| 05-21 06:00 | BTC | Buy | 78096.9→77776.1 | -2.51 | timeout |
| 05-21 05:01 | BTC | Buy | 77939.9→78001.1 | -0.06 | timeout |
| 05-21 04:01 | BTC | Buy | 77857.9→78088.1 | +1.02 | timeout |
| 05-21 03:00 | BTC | Buy | 77965.9→77929.1 | -0.69 | timeout |
| 05-21 02:00 | BTC | Buy | 77548.9→77829.1 | +1.35 | timeout |
| 05-20 09:07 | BTC | Buy | 77305.9→77386.1 | +0.06 | timeout |
| 05-20 08:07 | BTC | Buy | 77180.9→77290.1 | +0.25 | timeout |
| 05-20 07:07 | BTC | Buy | 76831.8→77297.1 | +2.57 | timeout |
| 05-20 06:06 | BTC | Buy | 76772.8→77193.1 | +2.27 | timeout |
| 05-20 05:05 | BTC | Buy | 76611.8→76822.2 | +0.91 | timeout |
| 05-20 04:06 | BTC | Buy | 76808.8→76765.2 | -0.74 | timeout |
| 05-20 03:05 | BTC | Buy | 76731.8→76604.2 | -1.29 | timeout |
| 05-20 01:59 | BTC | Buy | 76794.8→76781.2 | -0.55 | timeout |
| 05-18 09:04 | BTC | Buy | 76930.8→76947.2 | -0.36 | timeout |
| 05-18 08:04 | BTC | Buy | 76884.8→77060.1 | +0.68 | timeout |
| 05-18 07:03 | BTC | Buy | 76973.8→76957.2 | -0.57 | timeout |
| 05-18 06:03 | BTC | Buy | 76901.8→76906.2 | -0.43 | timeout |
| 05-18 05:03 | BTC | Buy | 76924.8→76966.2 | -0.19 | timeout |
| 05-18 04:02 | BTC | Buy | 77056.9→76898.2 | -1.49 | timeout |
| 05-18 03:02 | BTC | Buy | 77164.9→76921.2 | -2.04 | timeout |
| 05-18 02:01 | BTC | Buy | 77328.9→77064.1 | -2.16 | timeout |
| 05-17 09:06 | BTC | Buy | 78040.9→78050.1 | -0.39 | timeout |
| 05-17 08:05 | BTC | Buy | 78121.9→78104.1 | -0.57 | timeout |
| 05-17 07:05 | BTC | Buy | 78183.9→78034.1 | -1.41 | timeout |
| 05-17 06:04 | BTC | Buy | 78001.9→78132.1 | +0.38 | timeout |
| 05-17 05:02 | BTC | Buy | 77954.9→78115.1 | +0.58 | timeout |
| 05-17 04:02 | BTC | Buy | 77736.9→77997.1 | +1.22 | timeout |
| 05-17 03:02 | BTC | Buy | 77820.9→77924.1 | +0.21 | timeout |
| 05-17 02:01 | BTC | Buy | 78174.9→77765.1 | -3.07 | timeout |
Paper vs Live
Paper (trades.jsonl)
64
closed
34%
win rate
-45.70
total pnl ($)
-14.2 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 | 64 | 34% | -14.2 | -45.70 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-06 06:37 | BTC | Buy | +9.78 | Bitcoin traded in a tight, low-volatility range near $80,939 with minimal funding rates and stable open interest. The long thesis succeeded because the price reached the predefined take-profit target, locking in a small gain before any significant trend rev… |
| 05-02 09:08 | BTC | Buy | -0.63 | At close, BTC was consolidating near its entry price ($78,283 vs. $78,281 entry) with mild positive momentum (1h: +0.11%, 24h: +1.28%), while ETH lagged slightly (1h: +0.18%, 24h: +0.88%), suggesting the dominance thesis remained intact but the absolute pri… |
| 05-02 08:06 | BTC | Buy | -0.85 | The market was consolidating with mild headwinds—BTC down 0.14% in the final hour and ETH slightly worse at -0.21%, despite positive 24h returns—as the 120-minute timeout expired with no directional conviction. The thesis failed because the Asia session dom… |
| 05-02 07:06 | BTC | Buy | +0.47 | BTC was consolidating near session highs with minimal directional momentum (1h: +0.09%), while funding rates turned slightly negative (-0.004767%) as open interest remained elevated at $4.1B, signaling caution among leveraged longs. The trade's thesis worke… |
| 05-02 06:06 | BTC | Buy | -1.36 | BTC consolidated sideways in the hour preceding timeout, gaining only 0.11% as the initial momentum that triggered the buy signal (BTC +173.43% outperformance vs. ETH's +99.18%) faded into mean reversion across the 2-hour horizon. The thesis broke because t… |
| 05-02 05:06 | BTC | Buy | -1.70 | At market close, Bitcoin had stalled near $78,154 with minimal hourly momentum (-0.14% 1h) and negative funding rates (-0.007%), signaling weakening conviction among leveraged longs despite the 24h gain of 1.31%. The thesis failed because the dominance edge… |
| 05-02 04:04 | BTC | Buy | -0.08 | BTC was consolidating near session highs with minimal directional momentum (1h=+0.04%, 24h=+1.57%), while funding rates turned slightly negative, signaling reduced leverage demand despite elevated open interest. The trade's thesis—that BTC dominance momentu… |
| 05-02 03:03 | BTC | Buy | -0.22 | BTC traded sideways in the Asia session around $78,326 with minimal directional momentum (1h=-0.01%), failing to sustain the dominance surge that triggered the entry. The thesis broke because while BTC dominance had risen +83.5bps and BTC outperformed ETH b… |
| 05-02 02:02 | BTC | Buy | +0.02 | BTC was consolidating near session highs with minimal hourly momentum (1h=0.01%) while maintaining modest 24h gains (2.18%), suggesting exhaustion of the initial Asia session momentum that had driven the opening signal. The thesis partially worked—the domin… |
| 05-01 09:05 | BTC | Buy | +1.63 | BTC was consolidating in the $77,300 range with minimal hourly momentum (+0.26%) after a modest 24-hour rally (+1.69%), while ETH underperformed (+0.18% 1h, +1.23% 24h), preserving the dominance edge that triggered the entry. The thesis worked: the 34.6 bps… |