207
closed trades
42%
win rate
-13.90
total pnl ($)
1.291
weight
7d window — n=25 wr=56% pnl=+6.13
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 19:07:55 (39.2d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
aey__restored_a65d3731
n: 28
· wr: 57.1%
· total_bps: +250.8
· mean_bps: +8.96
· sharpe: +0.19
· max_dd_bps: -117.3
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 |
|---|---|---|---|---|---|
| 06-27 19:53 | BTC | Sell | 60571→60173 | +1.33 | timeout |
| 06-27 15:03 | BTC | Sell | 60320→60560 | -1.15 | timeout |
| 06-27 10:14 | BTC | Sell | 60433→60440 | -0.24 | timeout |
| 06-27 03:26 | BTC | Sell | 60017→60280 | -1.24 | timeout |
| 06-26 22:36 | BTC | Sell | 59710→59859 | -0.79 | timeout |
| 06-26 17:58 | BTC | Sell | 60122→60003 | +0.26 | timeout |
| 06-26 13:55 | BTC | Sell | 59086→59890.9 | -3.41 | stop_loss |
| 06-26 02:16 | BTC | Sell | 59794→58482.9 | +4.94 | take_profit |
| 06-25 10:36 | BTC | Buy | 61779.1→61512.9 | -1.22 | timeout |
| 06-24 23:33 | BTC | Buy | 60777→60972 | +0.55 | timeout |
| 06-24 20:10 | BTC | Buy | 59472→60778 | +4.95 | take_profit |
| 06-24 12:06 | BTC | Sell | 62659.9→62889.1 | -1.07 | timeout |
| 06-24 07:22 | BTC | Sell | 62715.9→62699.1 | -0.15 | timeout |
| 06-24 02:37 | BTC | Sell | 62782.9→62659.1 | +0.25 | timeout |
| 06-23 21:09 | BTC | Sell | 62221.9→62510.1 | -1.30 | timeout |
| 06-23 13:12 | BTC | Buy | 62219.1→62082.9 | -0.72 | timeout |
| 06-23 10:13 | BTC | Sell | 62910.9→62424.1 | +1.60 | timeout |
| 06-23 05:25 | BTC | Sell | 64201.8→63412.2 | +2.68 | timeout |
| 06-23 00:38 | BTC | Sell | 64260.8→63980.2 | +0.81 | timeout |
| 06-22 19:50 | BTC | Sell | 64596.8→64352.2 | +0.68 | timeout |
| 06-22 17:04 | BTC | Sell | 65019.7→64752.2 | +0.76 | timeout |
| 06-22 14:00 | BTC | Sell | 64727.8→65609.1 | -3.41 | stop_loss |
| 06-22 09:53 | BTC | Sell | 64241.8→64096.2 | +0.32 | timeout |
| 06-22 04:37 | BTC | Sell | 64517.8→63998.2 | +1.68 | timeout |
| 06-21 01:40 | BTC | Sell | 64256.8→64196.2 | +0.01 | timeout |
| 06-20 17:45 | BTC | Sell | 64016.8→63824.2 | +0.50 | timeout |
| 06-20 12:56 | BTC | Sell | 63633.8→63591.2 | -0.05 | timeout |
| 06-20 02:34 | BTC | Sell | 63538.8→63450.2 | +0.12 | timeout |
| 06-19 23:27 | BTC | Sell | 63209.8→63274.2 | -0.45 | timeout |
| 06-18 15:34 | BTC | Sell | 64300.8→63210.2 | +3.77 | timeout |
| 06-18 10:41 | BTC | Sell | 64574.8→64043.2 | +1.73 | timeout |
| 06-18 07:58 | BTC | Sell | 63927.8→64458.2 | -2.16 | timeout |
| 06-18 02:37 | BTC | Sell | 64579.8→64698.2 | -0.64 | timeout |
| 06-17 18:05 | BTC | Buy | 65799.3→64904.3 | -3.41 | stop_loss |
| 06-17 10:42 | BTC | Buy | 65365.3→64885.8 | -1.94 | timeout |
| 06-17 02:42 | BTC | Sell | 65746.7→65852.3 | -0.59 | timeout |
| 06-16 21:47 | BTC | Sell | 65548.7→65716.3 | -0.81 | timeout |
| 06-16 10:52 | BTC | Buy | 66393.3→66555.7 | +0.36 | timeout |
| 06-16 06:12 | BTC | Buy | 66096.3→66156.7 | +0.01 | timeout |
| 06-16 03:01 | BTC | Buy | 66269.3→65711.7 | -2.19 | timeout |
| 06-15 16:57 | BTC | Buy | 66502.3→67152.6 | +2.08 | timeout |
| 06-15 12:12 | BTC | Buy | 65568.3→66250.7 | +2.23 | timeout |
| 06-14 16:51 | BTC | Buy | 64223.2→63984.8 | -1.09 | timeout |
| 06-14 14:16 | BTC | Buy | 64585.2→64274.8 | -1.34 | timeout |
| 06-14 07:26 | BTC | Buy | 64337.2→64340.8 | -0.20 | timeout |
| 06-14 02:43 | BTC | Buy | 64401.2→64491.8 | +0.12 | timeout |
| 06-13 00:58 | BTC | Sell | 63595.8→63619.2 | -0.29 | timeout |
| 06-12 20:07 | BTC | Sell | 63800.8→63665.2 | +0.29 | timeout |
| 06-12 09:32 | BTC | Sell | 62957.9→63815.1 | -3.41 | stop_loss |
| 06-11 01:09 | BTC | Buy | 61355.1→61904.9 | +1.89 | timeout |
| 06-10 15:41 | BTC | Buy | 61497.1→62179.9 | +2.40 | timeout |
| 06-10 10:54 | BTC | Buy | 61520.1→61276.9 | -1.14 | timeout |
| 06-09 22:09 | BTC | Sell | 61860.9→62023.1 | -0.83 | timeout |
| 06-09 17:26 | BTC | Sell | 61388.9→61729.1 | -1.51 | timeout |
| 06-08 09:04 | BTC | Sell | 63031.8→63238.2 | -0.98 | timeout |
| 06-08 04:14 | BTC | Sell | 63077.8→62944.1 | +0.29 | timeout |
| 06-08 00:37 | BTC | Sell | 62835.9→63695 | -3.42 | stop_loss |
| 06-07 16:01 | BTC | Sell | 61811.9→62054.1 | -1.13 | timeout |
| 06-07 10:41 | BTC | Buy | 62305.1→62306.9 | -0.20 | timeout |
| 06-07 01:48 | BTC | Buy | 60655→61537.9 | +3.21 | timeout |
| 06-06 20:17 | BTC | Buy | 60591→60559 | -0.33 | timeout |
| 06-06 14:44 | BTC | Buy | 61022.1→60919 | -0.61 | timeout |
| 06-06 07:36 | BTC | Buy | 59973→60965 | +3.67 | timeout |
| 06-06 02:36 | BTC | Buy | 61263.1→60922 | -1.52 | timeout |
| 06-05 16:58 | BTC | Buy | 60360→61378.9 | +3.75 | timeout |
| 06-05 11:17 | BTC | Buy | 62496.1→62311.9 | -0.91 | timeout |
| 06-05 02:51 | BTC | Sell | 63748.8→62773.1 | +3.38 | timeout |
| 06-04 20:27 | BTC | Sell | 63450.8→63171.2 | +0.82 | timeout |
| 06-04 17:24 | BTC | Buy | 63945.2→63073.3 | -3.42 | stop_loss |
| 06-04 09:56 | BTC | Sell | 63527.8→63119.2 | +1.30 | timeout |
| 06-04 06:31 | BTC | Sell | 64427.8→64099.2 | +0.99 | timeout |
| 06-03 23:10 | BTC | Sell | 65303.7→64483.2 | +2.74 | timeout |
| 06-03 17:47 | BTC | Sell | 66457.7→66042.3 | +1.26 | timeout |
| 06-03 10:26 | BTC | Sell | 67232.6→67220.4 | -0.16 | timeout |
| 06-03 05:11 | BTC | Sell | 66332.7→67236 | -3.41 | stop_loss |
| 06-02 22:27 | BTC | Sell | 67156.6→67383.4 | -1.00 | timeout |
| 06-02 16:41 | BTC | Sell | 68348.6→67658.4 | +2.16 | timeout |
| 06-02 09:37 | BTC | Sell | 69907.5→69477.5 | +1.24 | timeout |
| 06-01 22:37 | BTC | Sell | 71528.4→71131.6 | +1.10 | timeout |
| 06-01 02:23 | BTC | Sell | 73657.3→73493.7 | +0.32 | timeout |
| 05-31 23:20 | BTC | Sell | 73693.3→73901.7 | -0.88 | timeout |
| 05-31 19:25 | BTC | Sell | 73522.3→73482.7 | -0.08 | timeout |
| 05-31 15:31 | BTC | Sell | 73880.3→73711.7 | +0.33 | timeout |
| 05-30 21:01 | BTC | Sell | 73936.3→73949.7 | -0.25 | timeout |
| 05-30 16:41 | BTC | Sell | 73937.3→73935.7 | -0.20 | timeout |
| 05-30 12:10 | BTC | Sell | 73521.3→73571.7 | -0.37 | timeout |
| 05-30 09:40 | BTC | Sell | 73502.3→73528.7 | -0.29 | timeout |
| 05-30 05:17 | BTC | Sell | 73679.3→73517.7 | +0.31 | timeout |
| 05-30 00:56 | BTC | Sell | 73481.3→73506.7 | -0.29 | timeout |
| 05-29 19:18 | BTC | Sell | 74016.3→73254.7 | +2.21 | timeout |
| 05-29 15:09 | BTC | Sell | 73219.3→73536.7 | -1.23 | timeout |
| 05-29 10:21 | BTC | Sell | 73390.3→73646.7 | -1.03 | timeout |
| 05-29 05:41 | BTC | Sell | 73406.3→73394.7 | -0.17 | timeout |
| 05-29 02:42 | BTC | Sell | 73707.3→73346.7 | +0.94 | timeout |
| 05-28 23:45 | BTC | Sell | 73673.3→73557.7 | +0.16 | timeout |
| 05-28 22:23 | BTC | Sell | 73467.3→73649.7 | -0.79 | timeout |
| 05-28 19:34 | BTC | Sell | 73310.3→73492.7 | -0.79 | timeout |
| 05-28 16:47 | BTC | Sell | 73425.3→73419.7 | -0.19 | timeout |
| 05-28 14:21 | BTC | Sell | 73427.3→73291.7 | +0.23 | timeout |
| 05-28 08:35 | BTC | Sell | 72994.4→73241.7 | -1.01 | timeout |
Paper vs Live
Paper (trades.jsonl)
207
closed
42%
win rate
-13.90
total pnl ($)
-3.0 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 | 207 | 42% | -3.0 | -13.90 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 12:05 | BTC | Sell | -0.16 | BTC was in a mild uptrend across all timeframes with low funding and stable open interest. The short thesis failed because the trade expired without a move, as the market lacked the volatility needed to trigger a profitable exit. |
| 05-10 09:44 | BTC | Sell | -0.26 | The market was in a mild uptrend with BTC up 2.40% over 24 hours and positive funding, indicating persistent bullish pressure. The short thesis failed because the trade expired via timeout without reaching a profitable exit, as the upward drift prevented th… |
| 05-10 07:21 | BTC | Sell | -0.26 | BTC was trading in a narrow range with low volatility and slightly negative short-term momentum. The thesis failed because the trade was closed by timeout without reaching a target or stop, indicating the expected directional move never materialized in the … |
| 05-10 05:02 | BTC | Sell | -0.32 | BTC was trading in a narrow range with low volatility, showing a slight 24h gain but minimal hourly movement. The sell thesis failed because the market lacked directional momentum, and the trade expired via timeout without reaching any target or stop. |
| 05-10 02:41 | BTC | Sell | -0.32 | The market was in a broad uptrend with BTC up 3.15% in 24 hours and positive momentum across major coins. The short thesis failed because the trade expired via timeout without reaching a target, as the bullish trend persisted and funding remained negative, … |
| 05-09 01:12 | BTC | Sell | -0.17 | The market was in a mild intraday uptick within a broader weekly downtrend, with BTC showing a slight 1-hour gain of 0.41% but still down over the week. The thesis failed because the trade was closed due to timeout, indicating the expected short-term move d… |