277
closed trades
34%
win rate
-205.64
total pnl ($)
0.837
weight
7d window — n=82 wr=32% pnl=-59.24
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 12:07:15 (19.8d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_amu
n: 122
· wr: 36.9%
· total_bps: -941.2
· mean_bps: -7.71
· sharpe: -0.21
· max_dd_bps: -1268.7
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 06:28 | BNB | Sell | 585.554→578.255 | +5.78 | timeout |
| 06-23 04:26 | BNB | Sell | 591.052→590.148 | +0.31 | timeout |
| 06-23 02:21 | BNB | Sell | 591.032→591.188 | -0.59 | timeout |
| 06-23 00:17 | BNB | Sell | 589.013→589.657 | -1.00 | timeout |
| 06-22 22:16 | BNB | Sell | 591.592→591.408 | -0.30 | timeout |
| 06-22 20:13 | BNB | Sell | 591.272→591.508 | -0.65 | timeout |
| 06-22 18:12 | BNB | Sell | 594.741→596.319 | -1.78 | timeout |
| 06-22 16:05 | BNB | Sell | 597.851→594.939 | +1.99 | timeout |
| 06-22 13:59 | BNB | Sell | 600.1→601.71 | -1.79 | timeout |
| 06-22 11:49 | BNB | Sell | 591.692→597.638 | -5.47 | stop_loss |
| 06-22 09:55 | BNB | Sell | 593.052→593.378 | -0.72 | timeout |
| 06-22 07:52 | BNB | Sell | 590.262→594.429 | -3.98 | timeout |
| 06-22 05:48 | BNB | Sell | 589.942→591.978 | -2.17 | timeout |
| 06-22 03:45 | BNB | Sell | 592.332→591.148 | +0.55 | timeout |
| 06-22 01:26 | BNB | Sell | 588.113→594.125 | -5.56 | stop_loss |
| 06-21 23:40 | BNB | Sell | 585.883→584.726 | +0.54 | timeout |
| 06-21 21:39 | BNB | Sell | 589.713→588.337 | +0.72 | timeout |
| 06-21 19:39 | BNB | Sell | 591.252→591.998 | -1.07 | timeout |
| 06-21 17:39 | BNB | Sell | 588.483→589.807 | -1.57 | timeout |
| 06-21 15:34 | BNB | Sell | 588.403→589.577 | -1.44 | timeout |
| 06-21 13:30 | BNB | Sell | 585.973→588.047 | -2.21 | timeout |
| 06-21 11:29 | BNB | Sell | 590.552→589.067 | +0.81 | timeout |
| 06-21 09:25 | BNB | Sell | 589.283→589.067 | -0.26 | timeout |
| 06-21 07:24 | BNB | Sell | 589.553→590.338 | -1.11 | timeout |
| 06-21 05:19 | BNB | Sell | 589.123→588.727 | -0.11 | timeout |
| 06-21 03:17 | BNB | Sell | 588.143→589.227 | -1.37 | timeout |
| 06-21 01:12 | BNB | Sell | 588.143→587.467 | +0.13 | timeout |
| 06-20 23:08 | BNB | Sell | 586.523→588.037 | -1.73 | timeout |
| 06-20 21:07 | BNB | Sell | 585.734→586.157 | -0.80 | timeout |
| 06-20 19:03 | BNB | Sell | 585.534→585.706 | -0.59 | timeout |
| 06-20 17:01 | BNB | Sell | 585.933→586.427 | -0.86 | timeout |
| 06-20 15:00 | BNB | Sell | 583.774→585.966 | -2.32 | timeout |
| 06-20 12:55 | BNB | Sell | 586.233→586.066 | -0.30 | timeout |
| 06-20 10:53 | BNB | Sell | 587.313→586.507 | +0.24 | timeout |
| 06-20 08:48 | BNB | Sell | 587.553→586.096 | +0.80 | timeout |
| 06-20 06:23 | BNB | Sell | 581.665→587.61 | -5.56 | stop_loss |
| 06-20 04:44 | BNB | Sell | 580.505→580.995 | -0.87 | timeout |
| 06-20 02:41 | BNB | Sell | 581.305→580.345 | +0.38 | timeout |
| 06-20 00:38 | BNB | Sell | 580.495→581.905 | -1.66 | timeout |
| 06-19 22:35 | BNB | Sell | 580.915→580.925 | -0.46 | timeout |
| 06-19 20:35 | BNB | Sell | 578.085→579.525 | -1.70 | timeout |
| 06-19 18:33 | BNB | Sell | 577.905→579.045 | -1.44 | timeout |
| 06-19 16:29 | BNB | Sell | 576.966→580.205 | -3.27 | timeout |
| 06-19 14:27 | BNB | Sell | 573.217→578.014 | -4.64 | timeout |
| 06-19 12:28 | BNB | Sell | 572.657→573.293 | -1.00 | timeout |
| 06-19 10:25 | BNB | Sell | 571.687→572.133 | -0.84 | timeout |
| 06-19 08:25 | BNB | Sell | 574.376→574.904 | -0.91 | timeout |
| 06-19 06:54 | BNB | Sell | 575.056→574.144 | +0.35 | timeout |
| 06-19 04:47 | BNB | Sell | 576.916→573.793 | +2.26 | timeout |
| 06-19 02:42 | BNB | Sell | 580.295→581.175 | -1.21 | timeout |
| 06-19 00:33 | BNB | Sell | 577.915→579.265 | -1.62 | timeout |
| 06-18 22:25 | BNB | Sell | 578.985→578.945 | -0.41 | timeout |
| 06-18 20:19 | BNB | Sell | 575.786→579.485 | -3.66 | timeout |
| 06-18 18:09 | BNB | Sell | 575.776→576.474 | -1.05 | timeout |
| 06-18 16:41 | BNB | Sell | 576.686→575.844 | +0.28 | timeout |
| 06-18 14:43 | BNB | Sell | 588.453→590.148 | -1.90 | timeout |
| 06-18 12:36 | BNB | Sell | 589.793→590.208 | -0.82 | timeout |
| 06-18 10:38 | BNB | Sell | 590.202→588.907 | +0.63 | timeout |
| 06-18 08:35 | BNB | Sell | 589.333→591.628 | -2.41 | timeout |
| 06-18 06:25 | BNB | Sell | 588.043→588.197 | -0.58 | timeout |
| 06-18 04:22 | BNB | Sell | 598.38→592.638 | +4.35 | timeout |
| 06-18 02:16 | BNB | Sell | 602.979→600.85 | +1.32 | timeout |
| 06-18 00:08 | BNB | Sell | 599.68→602.481 | -2.79 | timeout |
| 06-17 21:57 | BNB | Sell | 599.05→599.12 | -0.50 | timeout |
| 06-17 19:40 | BNB | Sell | 607.268→598.35 | +6.90 | take_profit |
| 06-17 17:57 | BNB | Sell | 605.749→608.882 | -3.03 | timeout |
| 06-17 15:49 | BNB | Sell | 602.849→605.591 | -2.72 | timeout |
| 06-17 13:47 | BNB | Sell | 607.678→610.193 | -2.51 | timeout |
| 06-17 11:40 | BNB | Sell | 601.47→603.851 | -2.42 | timeout |
| 06-17 09:43 | BNB | Sell | 601.859→602.171 | -0.70 | timeout |
| 06-17 07:38 | BNB | Sell | 606.398→606.081 | -0.18 | timeout |
| 06-17 05:32 | BNB | Sell | 606.598→607.902 | -1.52 | timeout |
| 06-17 03:26 | BNB | Sell | 607.348→604.091 | +2.24 | timeout |
| 06-17 01:19 | BNB | Sell | 605.819→603.951 | +1.10 | timeout |
| 06-16 23:15 | BNB | Sell | 607.358→605.531 | +1.06 | timeout |
| 06-16 21:17 | BNB | Sell | 607.848→607.072 | +0.19 | timeout |
| 06-16 19:12 | BNB | Sell | 608.758→606.712 | +1.24 | timeout |
| 06-16 17:05 | BNB | Sell | 607.228→604.141 | +2.09 | timeout |
| 06-16 15:00 | BNB | Sell | 606.148→605.541 | +0.04 | timeout |
| 06-16 13:00 | BNB | Sell | 613.846→614.174 | -0.72 | timeout |
| 06-16 10:54 | BNB | Sell | 614.756→614.103 | +0.08 | timeout |
| 06-16 08:55 | BNB | Sell | 615.726→618.555 | -2.75 | timeout |
| 06-16 06:47 | BNB | Sell | 613.866→616.034 | -2.22 | timeout |
| 06-16 04:44 | BNB | Sell | 614.176→612.323 | +1.05 | timeout |
| 06-16 02:37 | BNB | Sell | 616.986→612.773 | +2.96 | timeout |
| 06-16 00:39 | BNB | Sell | 616.266→616.794 | -0.89 | timeout |
| 06-15 22:33 | BNB | Sell | 618.385→616.194 | +1.31 | timeout |
| 06-15 20:32 | BNB | Sell | 619.605→620.555 | -1.23 | timeout |
| 06-15 18:30 | BNB | Sell | 624.774→622.576 | +1.30 | timeout |
| 06-15 16:27 | BNB | Sell | 625.014→627.727 | -2.63 | timeout |
| 06-15 14:21 | BNB | Sell | 630.312→626.076 | +2.91 | timeout |
| 06-15 12:19 | BNB | Sell | 617.915→619.995 | -2.13 | timeout |
| 06-15 10:13 | BNB | Sell | 614.376→614.354 | -0.44 | timeout |
| 06-15 08:06 | BNB | Sell | 616.246→615.804 | -0.10 | timeout |
| 06-15 06:02 | BNB | Sell | 615.626→617.324 | -1.83 | timeout |
| 06-15 03:57 | BNB | Sell | 615.346→618.074 | -2.66 | timeout |
| 06-15 01:53 | BNB | Sell | 614.596→614.974 | -0.75 | timeout |
| 06-14 23:45 | BNB | Sell | 613.147→615.344 | -2.24 | timeout |
| 06-14 21:25 | BNB | Sell | 604.979→611.168 | -5.57 | stop_loss |
| 06-14 19:41 | BNB | Sell | 604.009→603.351 | +0.09 | timeout |
Paper vs Live
Paper (trades.jsonl)
277
closed
34%
win rate
-205.64
total pnl ($)
-14.9 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BNB | 277 | 34% | -14.9 | -205.64 |
Recent bounces (last 20 of 8)
| time | sym | side | reason |
|---|---|---|---|
| 06-23 07:44 | BNB | Sell | stale_intent |
| 06-23 03:41 | BNB | Sell | stale_intent |
| 06-22 19:38 | BNB | Sell | stale_intent |
| 06-22 17:28 | BNB | Sell | stale_intent |
| 06-22 13:21 | BNB | Sell | stale_intent |
| 06-22 05:15 | BNB | Sell | stale_intent |
| 06-22 00:57 | BNB | Sell | trigger_already_opened |
| 06-21 23:06 | BNB | Sell | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||