40
closed trades
50%
win rate
-9.80
total pnl ($)
0.909
weight
7d window — n=8 wr=12% pnl=-38.03
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 11:58:43 (19.8d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_alw
n: 31
· wr: 25.8%
· total_bps: -1411.5
· mean_bps: -45.53
· sharpe: -0.48
· max_dd_bps: -1411.5
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 |
|---|---|---|---|---|---|
| 06-18 15:53 | BTC | Buy | 64048.2→62470.6 | -12.63 | stop_loss |
| 06-18 15:02 | BTC | Buy | 64534.2→63637.8 | -7.38 | timeout |
| 06-17 19:11 | BTC | Buy | 65660.3→65138.7 | -4.46 | timeout |
| 06-17 15:08 | BTC | Buy | 65861.3→65053.7 | -6.58 | timeout |
| 06-17 07:02 | BTC | Buy | 65670.3→65562.7 | -1.28 | timeout |
| 06-17 02:58 | BTC | Buy | 65690.3→65881.7 | +1.00 | timeout |
| 06-16 18:48 | BTC | Buy | 66435.3→65896.7 | -4.54 | timeout |
| 06-16 14:43 | BTC | Buy | 65841.3→65621.7 | -2.16 | timeout |
| 06-15 07:00 | BTC | Buy | 63796.2→65796.7 | +15.22 | timeout |
| 06-15 02:59 | BTC | Buy | 63958.2→65422.7 | +10.98 | timeout |
| 06-14 18:52 | BTC | Buy | 64242.2→63771.8 | -4.15 | timeout |
| 06-14 14:50 | BTC | Buy | 64481.2→63902.8 | -4.94 | timeout |
| 06-14 06:43 | BTC | Buy | 64227.2→64240.8 | -0.34 | timeout |
| 06-14 02:39 | BTC | Buy | 64201.2→64527.8 | +2.10 | timeout |
| 06-13 18:33 | BTC | Buy | 63677.2→64147.8 | +3.24 | timeout |
| 06-13 14:28 | BTC | Buy | 63707.2→64124.8 | +2.81 | timeout |
| 06-13 06:29 | BTC | Buy | 63728.2→63608.8 | -1.39 | timeout |
| 06-13 02:23 | BTC | Buy | 63323.2→63734.8 | +2.79 | timeout |
| 06-12 18:12 | BTC | Buy | 63301.2→63890.8 | +4.20 | timeout |
| 06-12 14:07 | BTC | Buy | 63518.2→63485.8 | -0.74 | timeout |
| 06-11 08:00 | BTC | Buy | 61870.1→62720.9 | +6.35 | timeout |
| 06-10 23:50 | BTC | Buy | 60982→61460.9 | +3.48 | timeout |
| 06-10 19:50 | BTC | Buy | 61663.1→61942.9 | +1.78 | timeout |
| 06-07 14:14 | BTC | Buy | 61421.1→61816.9 | +2.76 | timeout |
| 06-07 06:08 | BTC | Buy | 60480→61687.9 | +9.56 | timeout |
| 06-07 02:02 | BTC | Buy | 60862→61485.9 | +4.64 | timeout |
| 06-02 02:14 | BTC | Buy | 71622.4→70210.5 | -10.38 | timeout |
| 06-01 04:32 | BTC | Buy | 73529.3→73435.7 | -1.10 | timeout |
| 05-31 22:46 | BTC | Buy | 73774.3→73921.7 | +0.56 | timeout |
| 05-31 17:33 | BTC | Buy | 74116.3→73641.7 | -3.68 | timeout |
| 05-31 11:43 | BTC | Buy | 73771.3→73908.7 | +0.41 | timeout |
| 05-31 04:36 | BTC | Buy | 73909.3→74175.7 | +1.32 | timeout |
| 05-30 21:40 | BTC | Buy | 73526.3→73955.7 | +2.41 | timeout |
| 05-30 19:28 | BTC | Buy | 73515.3→73971.7 | +2.60 | timeout |
| 05-30 11:59 | BTC | Buy | 73427.3→73577.7 | +0.55 | timeout |
| 05-30 04:49 | BTC | Buy | 74023.3→73333.7 | -5.13 | timeout |
| 05-29 23:15 | BTC | Buy | 73612.3→73413.7 | -1.81 | timeout |
| 05-29 18:46 | BTC | Buy | 73667.3→73590.7 | -1.02 | timeout |
| 05-27 19:24 | BTC | Buy | 75816.2→75009.8 | -5.80 | timeout |
| 05-26 23:50 | BTC | Buy | 77207.1→75884.8 | -9.03 | timeout |
Paper vs Live
Paper (trades.jsonl)
40
closed
50%
win rate
-9.80
total pnl ($)
-4.5 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 | 50% | -4.5 | -9.80 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||