85
closed trades
40%
win rate
-327.24
total pnl ($)
1.500
weight
7d window — n=15 wr=80% pnl=+36.17
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 01:03:53 (33.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
ow
n: 201
· wr: 29.4%
· total_bps: -16814.2
· mean_bps: -83.65
· sharpe: -0.46
· max_dd_bps: -17931.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 85 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-20 17:52 | BTC | Buy | 63598.2→63801.8 | +1.15 | timeout |
| 06-20 17:20 | BTC | Buy | 63723.2→63880.8 | +0.78 | timeout |
| 06-20 14:08 | BTC | Buy | 63488.2→63224.8 | -2.55 | timeout |
| 06-19 23:16 | BTC | Buy | 62469.1→63255.8 | +5.83 | timeout |
| 06-19 21:27 | BTC | Buy | 62349.1→63147.8 | +5.93 | timeout |
| 06-19 20:52 | BTC | Buy | 62645.1→63162.8 | +3.66 | timeout |
| 06-19 20:19 | BTC | Buy | 62615.1→62997.8 | +2.59 | timeout |
| 06-19 19:47 | BTC | Buy | 62507.1→62993.9 | +3.43 | timeout |
| 06-16 19:34 | BTC | Buy | 66363.3→65684.7 | -5.61 | timeout |
| 06-16 19:01 | BTC | Buy | 66393.3→65765.7 | -5.21 | timeout |
| 06-15 23:02 | BTC | Buy | 65930.3→66189.7 | +1.49 | timeout |
| 06-15 21:21 | BTC | Buy | 65694.3→66502.7 | +5.67 | timeout |
| 06-15 20:47 | BTC | Buy | 65779.3→66515.7 | +5.11 | timeout |
| 06-15 19:51 | BTC | Buy | 65664.3→66539.7 | +6.18 | timeout |
| 06-15 17:54 | BTC | Buy | 65821.3→66905.7 | +7.73 | timeout |
| 06-12 19:46 | BTC | Buy | 63008.2→63632.8 | +4.50 | timeout |
| 06-12 05:38 | BTC | Buy | 63138.2→63360.8 | +1.28 | timeout |
| 06-12 03:24 | BTC | Buy | 62756.1→63388.8 | +4.55 | timeout |
| 06-12 02:00 | BTC | Buy | 63020.2→63413.8 | +2.62 | timeout |
| 06-11 22:08 | BTC | Buy | 62942.1→63591.8 | +4.64 | timeout |
| 06-11 19:39 | BTC | Buy | 62608.1→63640.8 | +7.73 | timeout |
| 06-10 23:35 | BTC | Buy | 61009.1→61494.9 | +3.54 | timeout |
| 06-10 22:37 | BTC | Buy | 61336.1→61331.9 | -0.48 | timeout |
| 06-10 22:01 | BTC | Buy | 61277.1→61238.9 | -0.77 | timeout |
| 06-10 21:28 | BTC | Buy | 61170.1→61557.9 | +2.71 | timeout |
| 06-10 20:14 | BTC | Buy | 61586.1→61786.9 | +1.15 | timeout |
| 06-09 14:21 | BTC | Buy | 63166.2→61613.1 | -12.75 | stop_loss |
| 06-09 05:14 | BTC | Buy | 63321.2→63226.8 | -1.20 | timeout |
| 06-09 04:38 | BTC | Buy | 63584.2→63255.8 | -3.03 | timeout |
| 06-09 04:08 | BTC | Buy | 63818.2→62812.9 | -8.32 | timeout |
| 06-09 03:30 | BTC | Buy | 63857.2→62802.9 | -8.70 | timeout |
| 06-09 00:49 | BTC | Buy | 63948.2→62374.7 | -12.75 | stop_loss |
| 06-08 11:03 | BTC | Buy | 62974.1→63053.8 | +0.18 | timeout |
| 06-07 17:43 | BTC | Buy | 61812.1→62273.9 | +3.30 | timeout |
| 06-07 16:50 | BTC | Buy | 61797.1→62192.9 | +2.74 | timeout |
| 06-07 15:29 | BTC | Buy | 61638.1→61934.9 | +1.95 | timeout |
| 06-05 18:52 | BTC | Buy | 60699→59206.4 | -12.76 | stop_loss |
| 06-05 18:52 | BTC | Buy | 60927→59428.3 | -12.76 | stop_loss |
| 06-05 18:52 | BTC | Buy | 60910→59412.3 | -12.75 | stop_loss |
| 06-05 15:41 | BTC | Buy | 61519.1→60006 | -12.73 | stop_loss |
| 06-05 13:56 | BTC | Buy | 62435.1→60899.5 | -12.75 | stop_loss |
| 06-05 13:49 | BTC | Buy | 62719.1→61169.3 | -12.81 | stop_loss |
| 06-05 13:49 | BTC | Buy | 62776.1→61231.3 | -12.76 | stop_loss |
| 06-05 13:49 | BTC | Buy | 62894.1→61345.2 | -12.77 | stop_loss |
| 06-05 06:24 | BTC | Buy | 62669.1→61121.4 | -12.80 | stop_loss |
| 06-05 06:19 | BTC | Buy | 63339.2→61781 | -12.75 | stop_loss |
| 06-04 14:23 | BTC | Buy | 62771.1→64111.8 | +10.26 | timeout |
| 06-04 13:51 | BTC | Buy | 62355.1→63698.8 | +10.37 | timeout |
| 06-04 10:28 | BTC | Buy | 64020.2→62442.6 | -12.75 | stop_loss |
| 06-04 02:04 | BTC | Buy | 62907.1→61360.2 | -12.75 | stop_loss |
| 06-04 02:03 | BTC | Buy | 63249.2→61694.1 | -12.74 | stop_loss |
| 06-04 01:21 | BTC | Buy | 64309.2→62727.5 | -12.75 | stop_loss |
| 06-03 20:43 | BTC | Buy | 66802.3→65148.2 | -12.87 | stop_loss |
| 06-03 19:54 | BTC | Buy | 67018.4→65370 | -12.78 | stop_loss |
| 06-03 19:52 | BTC | Buy | 67118.4→65468 | -12.78 | stop_loss |
| 06-03 19:52 | BTC | Buy | 67119.4→65469 | -12.77 | stop_loss |
| 06-03 19:42 | BTC | Buy | 67048.4→65784.7 | -9.91 | timeout |
| 06-03 03:50 | BTC | Buy | 67187.4→65531.9 | -12.78 | stop_loss |
| 06-03 03:43 | BTC | Buy | 67428.4→65767.8 | -12.77 | stop_loss |
| 06-03 03:28 | BTC | Buy | 67710.4→66045.7 | -12.75 | stop_loss |
| 06-03 03:19 | BTC | Buy | 67680.4→66375.7 | -10.09 | timeout |
| 06-02 22:59 | BTC | Buy | 67957.4→66261.5 | -12.93 | stop_loss |
| 06-02 14:27 | BTC | Buy | 69390.5→67672.8 | -12.83 | stop_loss |
| 06-02 14:26 | BTC | Buy | 69518.5→67808.7 | -12.75 | stop_loss |
| 06-02 12:18 | BTC | Buy | 70943.5→69198.9 | -12.81 | stop_loss |
| 06-02 09:27 | BTC | Buy | 71095.6→69346.8 | -12.82 | stop_loss |
| 06-02 09:12 | BTC | Buy | 71194.6→69442.8 | -12.83 | stop_loss |
| 06-02 09:04 | BTC | Buy | 71262.6→69506.8 | -12.82 | stop_loss |
| 06-02 09:04 | BTC | Buy | 71285.6→69532.7 | -12.79 | stop_loss |
| 05-30 09:08 | BTC | Buy | 73691.7→73486.3 | -1.86 | timeout |
| 05-30 05:17 | BTC | Buy | 74237.7→73511.3 | -5.36 | timeout |
| 05-24 09:09 | BTC | Buy | 77037.9→76824.2 | -1.91 | timeout |
| 05-24 04:56 | BTC | Buy | 75433.8→76725.2 | +8.07 | timeout |
| 05-24 04:24 | BTC | Buy | 75375.8→76742.2 | +8.58 | timeout |
| 05-24 03:54 | BTC | Buy | 75441.8→76741.2 | +8.12 | timeout |
| 05-23 20:08 | BTC | Buy | 74528.7→75911.2 | +8.80 | timeout |
| 05-23 19:38 | BTC | Buy | 75299.8→75868.2 | +3.29 | timeout |
| 05-23 15:27 | BTC | Buy | 75566.8→75552.2 | -0.55 | timeout |
| 05-23 13:17 | BTC | Buy | 75368.8→74964.3 | -3.13 | timeout |
| 05-23 12:12 | BTC | Buy | 75513.8→74681.3 | -5.96 | timeout |
| 05-19 21:37 | BTC | Buy | 76771.8→77001.1 | +0.97 | timeout |
| 05-19 02:07 | BTC | Buy | 76822.8→76607.2 | -1.89 | timeout |
| 05-19 01:36 | BTC | Buy | 77010.9→76912.2 | -1.11 | timeout |
| 05-02 02:46 | BTC | Buy | 78175.9→78352.1 | +0.73 | timeout |
| 05-02 02:16 | BTC | Buy | 78670.9→78258.1 | -3.01 | timeout |
Paper vs Live
Paper (trades.jsonl)
85
closed
40%
win rate
-327.24
total pnl ($)
-76.7 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 | 85 | 40% | -76.7 | -327.24 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-02 02:46 | BTC | Buy | +0.73 | # Trade Closure Analysis BTC was trading in a low-funding environment (-0.007266%) with stable open interest ($4.19B) at close, indicating neither extreme leverage nor capitulation-driven liquidations despite the 720-minute hold. The basis_fear_capitulatio… |
| 05-02 02:16 | BTC | Buy | -3.01 | # Trade Analysis: basis_fear_capitulation_long Bitcoin was consolidating near $78,317 with mild positive momentum over 24h (+2.26%) and negative funding rates (-0.814%) suggesting oversold conditions, but the broader hourly action showed zero directional c… |