47
closed trades
36%
win rate
-88.29
total pnl ($)
0.673
weight
7d window — n=13 wr=46% pnl=-43.86
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 01:10:46 (34.2d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
ed
n: 22
· wr: 50.0%
· total_bps: -12.1
· mean_bps: -0.55
· sharpe: -0.00
· max_dd_bps: -1063.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 47 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-22 02:08 | SOL | Buy | 73.9701→74.1049 | +0.45 | timeout |
| 06-22 01:26 | ETH | Sell | 1714.63→1757.25 | -12.88 | stop_loss |
| 06-21 02:08 | SOL | Buy | 71.6918→73.136 | +9.59 | timeout |
| 06-21 02:07 | BTC | Buy | 64006.2→64212.8 | +1.17 | timeout |
| 06-19 02:07 | ETH | Sell | 1685.83→1713.27 | -8.55 | timeout |
| 06-19 02:06 | SOL | Sell | 68.7767→70.0165 | -9.40 | timeout |
| 06-18 10:08 | BTC | Sell | 64570.8→64054.2 | +3.58 | timeout |
| 06-18 06:03 | SOL | Sell | 71.8232→71.0807 | +4.66 | timeout |
| 06-18 02:03 | ETH | Sell | 1774.02→1756.38 | +4.57 | timeout |
| 06-17 16:28 | BTC | Sell | 64830.8→66427.5 | -12.75 | stop_loss |
| 06-16 02:08 | SOL | Buy | 75.1793→73.7879 | -9.71 | timeout |
| 06-15 22:24 | ETH | Buy | 1840.78→1795.32 | -12.81 | stop_loss |
| 06-15 10:12 | ETH | Buy | 1727.27→1722.73 | -1.78 | timeout |
| 06-14 02:08 | SOL | Buy | 68.2722→68.8147 | +3.64 | timeout |
| 06-11 14:07 | BTC | Buy | 62568.1→62880.9 | +2.00 | timeout |
| 06-11 06:08 | ETH | Sell | 1625.54→1647.86 | -7.26 | timeout |
| 06-11 01:42 | SOL | Sell | 63.4925→65.0713 | -12.87 | stop_loss |
| 06-10 02:05 | BTC | Sell | 60965→62023.1 | -9.16 | timeout |
| 06-09 02:07 | BTC | Buy | 63838.2→62788.9 | -8.66 | timeout |
| 06-06 18:02 | ETH | Buy | 1571.26→1553.24 | -6.09 | timeout |
| 06-06 18:02 | SOL | Buy | 62.5784→61.6238 | -7.99 | timeout |
| 06-05 13:56 | SOL | Buy | 66.1309→64.4821 | -12.90 | stop_loss |
| 06-04 18:01 | BTC | Buy | 63510.2→63530.8 | -0.32 | timeout |
| 06-03 02:10 | ETH | Sell | 1921.11→1861.29 | +15.11 | timeout |
| 06-01 22:55 | SOL | Sell | 79.5171→81.4919 | -12.89 | stop_loss |
| 06-01 06:10 | ETH | Sell | 2002.4→1988.7 | +3.03 | timeout |
| 06-01 02:10 | SOL | Sell | 81.8777→82.2283 | -2.65 | timeout |
| 05-31 06:08 | BTC | Buy | 73962.7→73957.3 | -0.51 | timeout |
| 05-30 14:10 | SOL | Buy | 82.5534→82.4616 | -1.04 | timeout |
| 05-28 10:03 | SOL | Sell | 82.4916→81.2422 | +7.03 | timeout |
| 05-28 10:03 | ETH | Sell | 2025.1→1994.4 | +7.10 | timeout |
| 05-27 06:08 | SOL | Sell | 83.7984→83.9176 | -1.21 | timeout |
| 05-27 06:01 | ETH | Sell | 2074.19→2076.41 | -1.00 | timeout |
| 05-23 06:05 | ETH | Sell | 2069.29→2063.61 | +0.94 | timeout |
| 05-23 06:04 | SOL | Sell | 84.7723→84.3707 | +1.85 | timeout |
| 05-23 02:04 | BTC | Sell | 76870.2→75413.8 | +9.04 | timeout |
| 05-16 02:09 | SOL | Sell | 88.9537→89.2454 | -2.03 | timeout |
| 05-16 02:09 | BTC | Sell | 79189→79141 | -0.16 | timeout |
| 05-12 08:43 | BTC | Sell | 81715.9→81724.1 | -0.46 | timeout |
| 05-12 08:43 | ETH | Buy | 2339.83→2339.37 | -0.56 | timeout |
| 05-12 08:43 | ETH | Sell | 2339.37→2339.83 | -0.56 | timeout |
| 05-08 02:04 | ETH | Sell | 2291.87→2278.83 | +2.40 | timeout |
| 05-07 14:04 | ETH | Sell | 2320.17→2309.63 | +1.83 | timeout |
| 05-02 02:15 | ETH | Buy | 2303.53→2295.77 | -2.17 | timeout |
| 05-02 02:15 | BTC | Buy | 78304.9→78244.1 | -0.78 | timeout |
| 04-28 06:02 | BTC | Sell | 76838→76930 | -1.05 | timeout |
| 04-28 02:01 | ETH | Sell | 2272→2297.6 | -6.08 | timeout |
Paper vs Live
Paper (trades.jsonl)
47
closed
36%
win rate
-88.29
total pnl ($)
-37.6 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ETH | 18 | 39% | -27.7 | -24.77 |
| SOL | 16 | 38% | -56.7 | -45.47 |
| BTC | 13 | 31% | -27.8 | -18.05 |
Recent bounces (last 20 of 2)
| time | sym | side | reason |
|---|---|---|---|
| 06-22 00:31 | ETH | Sell | stale_intent |
| 06-22 00:30 | ETH | Sell | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 02:04 | ETH | Sell | +2.40 | The market was in a mild downtrend over the past week with low volatility, as ETH traded near $2263 with minimal hourly movement. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within … |
| 05-07 14:04 | ETH | Sell | +1.83 | The market was in a mild downtrend with ETH declining across all timeframes alongside BTC. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the holding period. |
| 05-02 02:15 | ETH | Buy | -2.17 | ETH traded sideways around $2,297 at close with minimal hourly movement (+0.03%), while BTC gained 2.26% over 24h, indicating a rotation away from altcoins into Bitcoin strength that undermined the whale-fade thesis. The trade's short-crowding signal (z=-2.… |
| 05-02 02:15 | BTC | Buy | -0.78 | Bitcoin was range-bound at $78,317 with minimal 1-hour momentum (−0.00%) despite a +2.26% 24-hour gain, showing consolidation after the earlier rally that triggered the entry. The whale-short-crowd fade thesis failed because the extreme consensus signal (z=… |