86
closed trades
41%
win rate
-50.01
total pnl ($)
1.488
weight
7d window — n=10 wr=80% pnl=+42.59
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 02:55:55 (35.3d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
cn
n: 57
· wr: 15.8%
· total_bps: -2325.6
· mean_bps: -40.80
· sharpe: -0.68
· max_dd_bps: -2325.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 86 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-23 06:20 | SOL | Sell | 71.7012→70.1405 | +10.41 | take_profit |
| 06-22 16:25 | ETH | Sell | 1766.82→1740.07 | +7.12 | timeout |
| 06-21 08:21 | SOL | Sell | 73.7059→73.0019 | +4.35 | timeout |
| 06-20 04:22 | BTC | Sell | 63455.8→63461.2 | -0.49 | timeout |
| 06-19 20:22 | BTC | Sell | 63258.8→62976.1 | +1.79 | timeout |
| 06-19 00:21 | SOL | Sell | 69.7445→69.6004 | +0.61 | timeout |
| 06-18 04:23 | ETH | Sell | 1755.32→1735.57 | +5.18 | timeout |
| 06-17 19:29 | BTC | Sell | 65890.7→64447.2 | +10.51 | take_profit |
| 06-17 18:05 | SOL | Sell | 73.9619→72.3499 | +10.46 | take_profit |
| 06-17 11:03 | SOL | Buy | 72.8629→71.8563 | -7.34 | stop_loss |
| 06-15 15:47 | BTC | Sell | 66302.7→67205.9 | -7.26 | stop_loss |
| 06-15 13:08 | ETH | Sell | 1763.42→1788.37 | -7.52 | stop_loss |
| 06-14 16:18 | ETH | Buy | 1673.47→1664.33 | -3.18 | timeout |
| 06-14 12:25 | SOL | Buy | 68.2962→68.0588 | -2.16 | timeout |
| 06-14 04:23 | BTC | Sell | 64423.8→64482.2 | -0.91 | timeout |
| 06-14 04:23 | ETH | Sell | 1679.53→1680.77 | -0.81 | timeout |
| 06-14 04:23 | SOL | Sell | 68.7037→68.9393 | -2.20 | timeout |
| 06-13 20:22 | SOL | Sell | 68.1088→68.1602 | -0.86 | timeout |
| 06-13 20:21 | ETH | Sell | 1672.63→1676.47 | -1.61 | timeout |
| 06-11 16:20 | BTC | Sell | 62953.9→62783.1 | +0.92 | timeout |
| 06-11 08:24 | ETH | Sell | 1650.73→1659.87 | -3.20 | timeout |
| 06-11 08:23 | BTC | Sell | 62580.9→62888.1 | -2.88 | timeout |
| 06-10 20:19 | ETH | Sell | 1650.13→1626.16 | +6.79 | timeout |
| 06-10 20:19 | BTC | Sell | 62279.9→61810.1 | +3.33 | timeout |
| 06-09 14:16 | SOL | Buy | 66.0819→65.1606 | -7.42 | stop_loss |
| 06-07 15:06 | SOL | Sell | 64.6103→64.6107 | -0.54 | timeout |
| 06-07 08:48 | BTC | Sell | 62109.9→62956.6 | -7.27 | stop_loss |
| 06-07 06:28 | SOL | Sell | 63.9394→64.8251 | -7.39 | stop_loss |
| 06-07 06:28 | ETH | Sell | 1594.24→1616.17 | -7.34 | stop_loss |
| 06-07 01:18 | BTC | Sell | 60757→61583.9 | -7.25 | stop_loss |
| 06-04 20:49 | ETH | Sell | 1776.12→1770.38 | +1.17 | timeout |
| 06-03 12:47 | BTC | Sell | 67036.6→66992.3 | -0.13 | timeout |
| 05-31 20:49 | SOL | Buy | 81.4522→81.8187 | +1.79 | timeout |
| 05-30 13:41 | ETH | Sell | 2014.6→2018.7 | -1.46 | timeout |
| 05-30 13:41 | BTC | Sell | 73522.3→73732.7 | -1.87 | timeout |
| 05-30 12:55 | ETH | Sell | 2013.6→2017.7 | -1.45 | timeout |
| 05-30 12:55 | BTC | Sell | 73487.3→73641.7 | -1.49 | timeout |
| 05-29 10:34 | BTC | Sell | 73678.3→73580.7 | +0.22 | timeout |
| 05-28 10:42 | SOL | Buy | 80.5581→80.9918 | +2.28 | timeout |
| 05-28 10:42 | BTC | Buy | 72824.6→73469.3 | +3.97 | timeout |
| 05-28 03:18 | BTC | Buy | 74519.7→73501.6 | -7.28 | stop_loss |
| 05-28 03:18 | SOL | Buy | 82.5924→81.452 | -7.35 | stop_loss |
| 05-28 03:18 | ETH | Buy | 2026.1→1998.2 | -7.32 | stop_loss |
| 05-25 00:38 | ETH | Sell | 2092.69→2105.41 | -3.47 | timeout |
| 05-24 16:37 | BTC | Sell | 77025.1→76437.8 | +3.35 | timeout |
| 05-24 04:39 | SOL | Sell | 85.8891→85.8889 | -0.44 | timeout |
| 05-24 00:37 | BTC | Sell | 76530.2→76748.8 | -1.86 | timeout |
| 05-23 18:12 | ETH | Sell | 2050.29→2078.55 | -7.32 | stop_loss |
| 05-23 16:37 | BTC | Sell | 74709.3→75461.8 | -5.47 | timeout |
| 05-23 12:37 | ETH | Buy | 2023.4→2029.4 | +1.03 | timeout |
| 05-21 08:37 | BTC | Sell | 77941.1→77888.9 | -0.10 | timeout |
| 05-21 08:37 | SOL | Sell | 86.818→86.815 | -0.41 | timeout |
| 05-21 02:38 | SOL | Sell | 85.9471→86.703 | -4.82 | timeout |
| 05-20 17:35 | SOL | Sell | 85.8191→86.9935 | -7.30 | stop_loss |
| 05-20 14:37 | BTC | Sell | 77602.1→77369.9 | +1.06 | timeout |
| 05-20 12:37 | SOL | Sell | 84.9073→84.9947 | -0.95 | timeout |
| 05-20 08:37 | BTC | Buy | 76736.8→77313.1 | +3.28 | timeout |
| 05-16 00:02 | BTC | Buy | 79156→79032 | -1.23 | timeout |
| 05-12 02:43 | BTC | Sell | 81715.9→81724.1 | -0.49 | timeout |
| 05-10 20:03 | ETH | Sell | 2347.57→2368.64 | -4.92 | timeout |
| 05-10 17:03 | BTC | Sell | 80904→81317.1 | -2.99 | timeout |
| 05-10 05:04 | BTC | Buy | 80562→80706 | +0.44 | timeout |
| 05-09 21:02 | BTC | Sell | 80596→80783 | -1.61 | timeout |
| 05-09 08:03 | ETH | Sell | 2315.77→2316.73 | -0.66 | timeout |
| 05-07 03:02 | BTC | Buy | 81214.1→81045.9 | -1.49 | timeout |
| 05-07 01:04 | ETH | Buy | 2350.44→2318.41 | -7.26 | stop_loss |
| 05-06 21:01 | BTC | Buy | 81569.1→81411.9 | -1.41 | timeout |
| 05-06 18:00 | ETH | Sell | 2365.76→2349.33 | +3.00 | timeout |
| 05-06 11:22 | ETH | Buy | 2368.94→2420.86 | +10.49 | take_profit |
| 05-02 20:37 | ETH | Sell | 2307.37→2311.23 | -1.29 | timeout |
| 05-02 20:37 | BTC | Sell | 78430.1→78423.9 | -0.41 | timeout |
| 05-01 10:36 | ETH | Sell | 2284.37→2281.73 | +0.12 | timeout |
| 05-01 08:35 | BTC | Sell | 77035.1→77367.9 | -2.59 | timeout |
| 05-01 04:36 | ETH | Buy | 2261.93→2279.07 | +3.33 | timeout |
| 04-29 00:36 | ETH | Sell | 2297.1→2285.1 | +2.16 | timeout |
| 04-29 00:36 | BTC | Sell | 76401→76274 | +0.38 | timeout |
| 04-28 08:36 | ETH | Buy | 2284.5→2287.7 | +0.25 | timeout |
| 04-27 00:34 | ETH | Sell | 2369→2361.9 | +1.05 | timeout |
| 04-27 00:34 | BTC | Sell | 78245→78412 | -1.52 | timeout |
| 04-26 08:33 | ETH | Buy | 2309.3→2331.8 | +4.42 | timeout |
| 04-26 08:33 | BTC | Buy | 77406→78076 | +3.88 | timeout |
| 04-25 20:33 | ETH | Buy | 2305.3→2310.3 | +0.63 | timeout |
| 04-25 20:33 | BTC | Buy | 77314→77367 | -0.11 | timeout |
| 04-24 16:33 | ETH | Sell | 2324.8→2317.5 | +1.12 | timeout |
| 04-24 08:33 | ETH | Buy | 2303.3→2313.5 | +1.76 | timeout |
| 04-23 16:32 | BTC | Buy | 77721→78306 | +3.41 | timeout |
Paper vs Live
Paper (trades.jsonl)
86
closed
41%
win rate
-50.01
total pnl ($)
-11.7 bps
avg bps net
Live (dry_run=0)
15
closed
47%
win rate
+1.59
total pnl ($)
+7.4 bps
avg bps net
Live WR is 115% of paper WR (47% vs 41%)
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 36 | 36% | -12.1 | -21.57 |
| ETH | 31 | 52% | -5.9 | -9.17 |
| SOL | 19 | 32% | -20.3 | -19.27 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-23 08:43 | ETH | Buy | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 05:04 | BTC | Buy | +0.44 | The market was in a mild uptrend with BTC up 2.36% over 24 hours and neutral funding, but the trade was closed by timeout without a clear directional catalyst. The thesis failed because the entry was never executed, so the small positive PnL likely came fro… |
| 05-09 21:02 | BTC | Sell | -1.61 | BTC traded in a narrow, low-volatility range with mixed short-term momentum and neutral funding. The short thesis failed because the market did not move decisively within the timeout window, resulting in a small loss from holding costs. |
| 05-09 08:03 | ETH | Sell | -0.66 | The market was in a mild downtrend over 24h and 7d, with low volatility and neutral funding. The thesis failed because the trade was closed due to timeout, likely lacking sufficient directional movement to trigger an exit before expiration. |
| 05-07 03:02 | BTC | Buy | -1.49 | The market was in a mild intraday uptick within a broader weekly downtrend, with BTC showing a slight 1-hour gain of 0.48% but still down over the past 24 hours and week. The thesis failed because the trade was closed due to a timeout, indicating the expect… |
| 05-07 01:04 | ETH | Buy | -7.26 | The market was in a mild downtrend over the past week, with ETH losing 3.56% and BTC down 2.32%, while short-term momentum was slightly positive. The thesis failed because the stop-loss was triggered by a sudden intraday reversal, indicating the expected co… |
| 05-06 21:01 | BTC | Buy | -1.41 | The market was in a mild short-term uptick (BTC +0.39% 1h) within a broader weekly downtrend (-2.88% 7d). The thesis failed because the trade expired before the anticipated directional move materialized, as the timeout close_reason indicates the position wa… |
| 05-06 18:00 | ETH | Sell | +3.00 | ETH was trading in a narrow, low-volatility range with slight bearish bias across timeframes. The short thesis failed to capture meaningful downside as the market remained range-bound, leading to a timeout exit with minimal profit. |
| 05-06 11:22 | ETH | Buy | +10.49 | The market exhibited a bullish bias with low funding and strong open interest, supporting upward momentum. The thesis worked as the price reached the take-profit target, capitalizing on the favorable funding and OI conditions. |
| 05-09 21:02 | BTC | Sell | -0.54 | The market was in a neutral state with low funding rates and high open interest, indicating a lack of strong directional conviction. The trade failed because the horizon timeout closed reason triggered an exit before any significant price movement could val… |
| 05-09 08:02 | ETH | Sell | -0.16 | The market was in a neutral state with flat funding rates and minimal volatility as ETH hovered near $2,314. The trade failed because the horizon timeout occurred before any directional move materialized to validate the short thesis. |