103
closed trades
37%
win rate
-104.27
total pnl ($)
1.065
weight
7d window — n=10 wr=40% pnl=-26.74
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 15:02:28 (39.0d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
abv
n: 84
· wr: 36.9%
· total_bps: -1316.4
· mean_bps: -15.67
· sharpe: -0.25
· max_dd_bps: -1629.0
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 |
|---|---|---|---|---|---|
| 06-23 08:27 | BTC | Buy | 63160.2→61985.9 | -12.17 | stop_loss |
| 06-23 06:18 | BTC | Buy | 64173.2→62978.3 | -12.21 | stop_loss |
| 06-23 01:24 | BTC | Buy | 64436.2→64171.8 | -3.12 | timeout |
| 06-22 16:47 | BTC | Buy | 64587.2→64507.8 | -1.33 | timeout |
| 06-22 11:37 | BTC | Buy | 64015.2→64707.8 | +6.16 | timeout |
| 06-22 06:28 | BTC | Buy | 64608.2→64075.8 | -5.72 | timeout |
| 06-22 01:23 | BTC | Buy | 64089.2→64188.8 | +0.39 | timeout |
| 06-21 17:24 | BTC | Buy | 63989.2→64115.8 | +0.69 | timeout |
| 06-21 02:21 | BTC | Buy | 63931.2→64200.8 | +2.07 | timeout |
| 06-20 21:21 | BTC | Buy | 64025.2→63929.8 | -1.49 | timeout |
| 06-20 09:21 | BTC | Buy | 63470.2→63504.8 | -0.25 | timeout |
| 06-17 08:33 | BTC | Buy | 65825.3→65138.7 | -7.08 | timeout |
| 06-17 03:31 | BTC | Buy | 65739.3→65791.7 | -0.07 | timeout |
| 06-16 22:24 | BTC | Buy | 65755.3→65691.7 | -1.19 | timeout |
| 06-16 14:33 | BTC | Buy | 66547.3→65308.1 | -12.21 | stop_loss |
| 06-16 10:21 | BTC | Buy | 66037.3→66686.7 | +5.58 | timeout |
| 06-16 05:21 | BTC | Buy | 66332.3→66028.7 | -3.41 | timeout |
| 06-15 21:22 | BTC | Buy | 67165.4→66508.7 | -6.69 | timeout |
| 06-15 14:21 | BTC | Buy | 65695.3→66449.7 | +6.62 | timeout |
| 06-15 09:19 | BTC | Buy | 65729.3→65751.7 | -0.35 | timeout |
| 06-15 01:21 | BTC | Buy | 63883.2→65387.7 | +14.15 | timeout |
| 06-14 19:26 | BTC | Buy | 64245.2→63781.8 | -5.09 | timeout |
| 06-14 14:24 | BTC | Buy | 64332.2→64237.8 | -1.48 | timeout |
| 06-14 09:20 | BTC | Buy | 64497.2→64299.8 | -2.49 | timeout |
| 06-13 18:27 | BTC | Buy | 64193.2→64143.8 | -1.05 | timeout |
| 06-13 13:22 | BTC | Buy | 63766.2→64125.8 | +2.94 | timeout |
| 06-13 05:26 | BTC | Buy | 63548.2→63530.8 | -0.73 | timeout |
| 06-13 00:25 | BTC | Buy | 63693.2→63573.8 | -1.76 | timeout |
| 06-12 19:19 | BTC | Buy | 63393.2→63680.8 | +2.27 | timeout |
| 06-12 14:11 | BTC | Buy | 63501.2→63358.8 | -1.98 | timeout |
| 06-12 09:19 | BTC | Buy | 63650.2→63543.8 | -1.63 | timeout |
| 06-11 21:20 | BTC | Buy | 62764.1→63503.8 | +6.77 | timeout |
| 06-11 13:24 | BTC | Buy | 62896.1→62871.9 | -0.83 | timeout |
| 06-09 11:11 | BTC | Buy | 63386.2→62576.9 | -8.53 | timeout |
| 06-09 06:08 | BTC | Buy | 62555.1→63353.8 | +7.41 | timeout |
| 06-09 01:01 | BTC | Buy | 63375.2→62619.9 | -8.01 | timeout |
| 06-08 20:05 | BTC | Buy | 63975.2→63370.8 | -6.48 | timeout |
| 06-08 15:03 | BTC | Buy | 63452.2→63952.8 | +4.36 | timeout |
| 06-08 09:55 | BTC | Buy | 62766.1→63419.8 | +5.94 | timeout |
| 06-07 22:15 | BTC | Buy | 62161.1→64144.8 | +19.39 | take_profit |
| 06-07 18:00 | BTC | Buy | 61872.1→62134.9 | +2.10 | timeout |
| 06-03 09:31 | BTC | Buy | 66334.3→66796.7 | +3.76 | timeout |
| 06-03 03:44 | BTC | Buy | 66960.3→65713.8 | -12.20 | stop_loss |
| 06-02 12:08 | BTC | Buy | 69954.5→69468.5 | -4.94 | timeout |
| 06-02 09:12 | BTC | Buy | 70760.5→69442.8 | -12.23 | stop_loss |
| 06-02 02:07 | BTC | Buy | 71421.6→70093.4 | -12.21 | stop_loss |
| 06-01 01:47 | BTC | Buy | 73684.7→73456.3 | -2.52 | timeout |
| 05-31 17:52 | BTC | Buy | 73907.7→73660.3 | -2.67 | timeout |
| 05-31 10:33 | BTC | Buy | 74123.7→73788.3 | -3.42 | timeout |
| 05-31 04:43 | BTC | Buy | 73778.7→74142.3 | +2.50 | timeout |
| 05-30 17:47 | BTC | Buy | 73639.7→73946.3 | +2.01 | timeout |
| 05-30 05:55 | BTC | Buy | 73506.7→73581.3 | +0.06 | timeout |
| 05-29 20:15 | BTC | Buy | 73687.7→73606.3 | -1.27 | timeout |
| 05-29 13:50 | BTC | Buy | 73707.7→73183.3 | -5.01 | timeout |
| 05-29 02:15 | BTC | Buy | 73680.7→73616.3 | -1.15 | timeout |
| 05-28 21:39 | BTC | Buy | 73200.7→73778.3 | +4.33 | timeout |
| 05-28 13:39 | BTC | Buy | 73270.7→72876.4 | -3.95 | timeout |
| 05-27 14:40 | BTC | Buy | 75932.8→75076.2 | -7.60 | timeout |
| 05-27 09:39 | BTC | Buy | 75315.8→75934.2 | +4.60 | timeout |
| 05-27 04:39 | BTC | Buy | 75924.8→75284.2 | -5.82 | timeout |
| 05-26 23:38 | BTC | Buy | 76056.8→75939.2 | -1.54 | timeout |
| 05-26 18:39 | BTC | Buy | 76816.8→76042.2 | -6.88 | timeout |
| 05-26 13:39 | BTC | Buy | 76801.8→76809.2 | -0.51 | timeout |
| 05-26 05:38 | BTC | Buy | 76955.8→76906.2 | -0.97 | timeout |
| 05-25 21:38 | BTC | Buy | 77588.9→77230.1 | -3.48 | timeout |
| 05-25 10:39 | BTC | Buy | 77436.9→77520.1 | +0.08 | timeout |
| 05-25 05:38 | BTC | Buy | 77158.9→77422.1 | +1.55 | timeout |
| 05-24 09:38 | BTC | Buy | 76695.8→76934.2 | +1.34 | timeout |
| 05-23 09:38 | BTC | Buy | 75535.8→74641.3 | -7.95 | timeout |
| 05-22 21:38 | BTC | Buy | 76917.8→76000.2 | -8.04 | timeout |
| 05-22 06:38 | BTC | Buy | 77406.9→77372.1 | -0.85 | timeout |
| 05-22 01:38 | BTC | Buy | 77673.9→77400.1 | -2.77 | timeout |
| 05-21 18:39 | BTC | Buy | 76843.8→77691.1 | +6.30 | timeout |
| 05-21 13:37 | BTC | Buy | 77888.9→77095.1 | -6.96 | timeout |
| 05-21 08:38 | BTC | Buy | 77977.9→77876.1 | -1.40 | timeout |
| 05-21 03:37 | BTC | Buy | 77375.9→77972.1 | +4.24 | timeout |
| 05-20 22:37 | BTC | Buy | 77658.9→77376.1 | -2.85 | timeout |
| 05-20 17:36 | BTC | Buy | 77513.9→77691.1 | +0.83 | timeout |
| 05-20 01:36 | BTC | Buy | 76923.8→76590.2 | -3.31 | timeout |
| 05-19 09:37 | BTC | Buy | 76849.8→76764.2 | -1.27 | timeout |
| 05-19 02:36 | BTC | Buy | 77085.9→76757.2 | -3.25 | timeout |
| 05-18 21:36 | BTC | Buy | 76458.8→77078.1 | +4.48 | timeout |
| 05-18 12:43 | BTC | Buy | 76914.8→77685.1 | +5.67 | timeout |
| 05-12 03:43 | BTC | Buy | 81724.1→81715.9 | -0.62 | timeout |
| 05-12 02:02 | BTC | Buy | 81808.1→81715.9 | -1.27 | timeout |
| 05-11 21:02 | BTC | Buy | 81370.1→81779.9 | +2.58 | timeout |
| 05-11 06:03 | BTC | Buy | 81272.1→80793 | -4.27 | timeout |
| 05-10 14:04 | BTC | Buy | 80886→80909 | -0.40 | timeout |
| 05-10 09:03 | BTC | Buy | 80757→80878 | +0.36 | timeout |
| 05-08 10:02 | BTC | Buy | 79585→79930 | +2.14 | timeout |
| 05-08 02:03 | BTC | Buy | 79798→79617 | -2.00 | timeout |
| 05-07 11:04 | BTC | Buy | 81000→80922 | -1.18 | timeout |
| 05-07 06:04 | BTC | Buy | 81016.1→80992 | -0.76 | timeout |
| 05-06 22:01 | BTC | Buy | 81569.1→81455.9 | -1.42 | timeout |
| 05-06 13:16 | BTC | Buy | 80310→82088.9 | +13.18 | timeout |
| 05-04 22:01 | BTC | Buy | 79999→80302 | +1.83 | timeout |
| 05-04 10:25 | BTC | Buy | 79633→78156 | -12.15 | stop_loss |
| 05-03 01:36 | BTC | Buy | 78423.9→78197.1 | -2.38 | timeout |
| 05-02 18:38 | BTC | Buy | 78274.9→78397.1 | +0.42 | timeout |
| 05-02 13:37 | BTC | Buy | 78292.9→78267.1 | -0.76 | timeout |
Paper vs Live
Paper (trades.jsonl)
103
closed
37%
win rate
-104.27
total pnl ($)
-16.0 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 | 103 | 37% | -16.0 | -104.27 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 09:03 | BTC | Buy | +0.36 | The market was in a mild uptrend with BTC up 2.70% over 24 hours and low funding rates, indicating neutral sentiment. The thesis failed because the trade was closed by timeout, suggesting the expected move did not materialize within the allotted time. |
| 05-08 10:02 | BTC | Buy | +2.14 | The market was in a low-funding, sideways consolidation with moderate open interest. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-08 02:03 | BTC | Buy | -2.00 | BTC was in a mild intraday uptick but remained in a broader downtrend over 24h and 7d. The trade failed because the thesis lacked a clear catalyst and was closed by timeout, not by reaching a profit target or stop. |
| 05-07 11:04 | BTC | Buy | -1.18 | The market was in a mild intraday uptick within a broader weekly downtrend, with low volatility and neutral funding. The thesis failed because the trade was closed due to timeout, indicating the expected directional move did not materialize within the allow… |
| 05-07 06:04 | BTC | Buy | -0.76 | The market was in a mild downtrend across the board, with BTC and ETH both declining over multiple timeframes. The trade failed because the timeout close_reason indicates the thesis did not trigger an entry before expiration, likely due to insufficient pric… |
| 05-06 22:01 | BTC | Buy | -1.42 | BTC was in a mild intraday uptick but remained in a broader downtrend over 24h and 7d. The thesis failed because the trade expired via timeout without reaching a favorable exit, as the weak short-term bounce was insufficient to overcome the prevailing beari… |
| 05-06 13:16 | BTC | Buy | +13.18 | The market was in a low-funding, sideways consolidation with stable open interest. The thesis worked because the trade was closed by timeout, capturing a small profit from a neutral position in a range-bound regime. |
| 05-04 22:01 | BTC | Buy | +1.83 | The market exhibited a neutral regime with minimal volatility and flat funding rates, creating an environment unsuitable for directional momentum. The trade failed to generate profit because the position was forcibly closed due to a timeout, preventing any … |
| 05-03 01:36 | BTC | Buy | -2.38 | # Trade Analysis The market was in a low-volatility, slightly negative funding regime (-0.005037%) with substantial open interest ($3.98B), indicating calm conditions where mean-reversion strategies typically perform well. The thesis failed because the ent… |
| 05-02 18:38 | BTC | Buy | +0.42 | Bitcoin was consolidating within a tight 1-hour range (down 0.05%) with minimal 24-hour drift (-0.10%) and neutral funding rates (-0.00125%), creating low-volatility conditions ideal for the taker ratio neutralization signal. The trade's thesis worked becau… |