15
closed trades
53%
win rate
-5.47
total pnl ($)
1.246
weight
7d window — n=4 wr=50% pnl=-1.15
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 16:27:43 (24.7d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_aff
n: 19
· wr: 42.1%
· total_bps: -186.0
· mean_bps: -9.79
· sharpe: -0.27
· max_dd_bps: -225.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 15 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-28 02:19 | BTC | Sell | 60062→60243 | -1.96 | timeout |
| 06-27 03:22 | BTC | Sell | 60238→60248 | -0.53 | timeout |
| 06-25 03:02 | BTC | Sell | 60887→60780 | +0.43 | timeout |
| 06-24 03:22 | BTC | Sell | 62679.9→62509.1 | +0.91 | timeout |
| 06-09 17:03 | BTC | Sell | 60994→61580.9 | -5.26 | stop_loss |
| 06-08 17:22 | BTC | Sell | 63941.8→63508.2 | +2.94 | timeout |
| 06-07 17:17 | BTC | Sell | 62139.9→62258.1 | -1.40 | timeout |
| 06-06 17:14 | BTC | Sell | 60758→60692 | +0.09 | timeout |
| 06-05 16:13 | BTC | Sell | 59906→60488.3 | -5.31 | stop_loss |
| 06-04 17:10 | BTC | Sell | 63731.8→63528.2 | +1.15 | timeout |
| 06-03 20:50 | BTC | Sell | 65620.7→65047.3 | +3.92 | timeout |
| 06-02 02:07 | BTC | Sell | 70891.5→70294.6 | +0.00 | stop_loss |
| 05-30 10:40 | BTC | Sell | 73527.3→73601.7 | -0.95 | timeout |
| 05-29 03:26 | BTC | Sell | 73454.3→73377.7 | +0.08 | timeout |
| 05-28 02:35 | BTC | Sell | 74260.3→74131.7 | +0.42 | timeout |
Paper vs Live
Paper (trades.jsonl)
15
closed
53%
win rate
-5.47
total pnl ($)
-7.9 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 | 15 | 53% | -7.8 | -5.47 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-28 01:21 | BTC | Sell | circuit_breaker |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||