185
closed trades
51%
win rate
+21.48
total pnl ($)
1.282
weight
7d window — n=19 wr=63% pnl=+20.60
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 02:57:02 (17.9d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
bi
n: 396
· wr: 47.7%
· total_bps: -1874.2
· mean_bps: -4.73
· sharpe: -0.05
· max_dd_bps: -3326.1
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 |
|---|---|---|---|---|---|
| 06-21 05:05 | BTC | Sell | 64266.8→64238.2 | -0.23 | timeout |
| 06-20 20:45 | BTC | Sell | 63972.8→63850.2 | +0.51 | timeout |
| 06-20 10:50 | BTC | Sell | 63707.8→63634.2 | +0.14 | timeout |
| 06-20 05:57 | BTC | Sell | 63536.8→63657.2 | -1.40 | timeout |
| 06-19 18:33 | BTC | Sell | 63196.8→63109.2 | +0.25 | timeout |
| 06-19 13:25 | BTC | Buy | 62419.1→62736.9 | +2.11 | timeout |
| 06-18 22:03 | BTC | Buy | 62574.1→62904.9 | +2.21 | timeout |
| 06-18 19:06 | BTC | Sell | 63606.8→62656.1 | +6.99 | timeout |
| 06-18 09:28 | BTC | Buy | 63935.2→64213.8 | +1.71 | timeout |
| 06-18 01:02 | BTC | Buy | 64319.2→64553.8 | +1.36 | timeout |
| 06-17 19:29 | BTC | Sell | 65874.7→64413.2 | +10.64 | take_profit |
| 06-17 14:22 | BTC | Buy | 64953.2→65184.7 | +1.33 | timeout |
| 06-17 10:28 | BTC | Sell | 65660.7→64910.2 | +5.28 | timeout |
| 06-17 00:26 | BTC | Buy | 65743.3→65704.7 | -0.75 | timeout |
| 06-16 19:26 | BTC | Buy | 65766.3→65666.7 | -1.22 | timeout |
| 06-16 04:43 | BTC | Buy | 66404.3→65848.7 | -4.62 | timeout |
| 06-15 19:51 | BTC | Sell | 67131.6→66579.3 | +3.67 | timeout |
| 06-15 15:44 | BTC | Sell | 66163.7→66874.3 | -5.81 | timeout |
| 06-15 03:23 | BTC | Sell | 65508.7→65655.3 | -1.56 | timeout |
| 06-14 21:40 | BTC | Buy | 63755.2→65180.7 | +10.72 | take_profit |
| 06-14 19:10 | BTC | Buy | 64100.2→63749.8 | -3.19 | timeout |
| 06-14 02:01 | BTC | Sell | 64392.8→64559.2 | -1.74 | timeout |
| 06-13 19:30 | BTC | Sell | 64282.8→64166.2 | +0.46 | timeout |
| 06-13 15:26 | BTC | Sell | 63919.8→64282.2 | -3.28 | timeout |
| 06-12 19:08 | BTC | Sell | 64131.8→63668.2 | +3.17 | timeout |
| 06-12 10:31 | BTC | Buy | 63065.2→63610.8 | +3.86 | timeout |
| 06-12 02:30 | BTC | Sell | 63570.8→63555.2 | -0.31 | timeout |
| 06-11 20:56 | BTC | Buy | 62589.1→63360.8 | +5.69 | timeout |
| 06-11 10:12 | BTC | Sell | 62681.9→62910.1 | -2.25 | timeout |
| 06-11 06:06 | BTC | Sell | 62191.9→62547.1 | -3.28 | timeout |
| 06-10 22:20 | BTC | Buy | 61889.1→61047.4 | -7.25 | stop_loss |
| 06-10 17:54 | BTC | Sell | 62159.9→61899.1 | +1.66 | timeout |
| 06-10 12:45 | BTC | Buy | 61157.1→61666.9 | +3.72 | timeout |
| 06-09 19:26 | BTC | Buy | 61441.1→61826.9 | +2.68 | timeout |
| 06-09 14:17 | BTC | Buy | 62645.1→61793 | -7.25 | stop_loss |
| 06-09 06:52 | BTC | Buy | 62642.1→63258.8 | +4.46 | timeout |
| 06-09 00:48 | BTC | Buy | 63322.2→62460.6 | -7.25 | stop_loss |
| 06-08 19:40 | BTC | Sell | 63830.8→63430.2 | +2.70 | timeout |
| 06-08 15:35 | BTC | Sell | 63600.8→63807.2 | -2.06 | timeout |
| 06-08 09:47 | BTC | Buy | 62518.1→63347.8 | +6.18 | timeout |
| 06-08 00:39 | BTC | Sell | 62967.9→63825.1 | -7.25 | stop_loss |
| 06-07 22:13 | BTC | Buy | 61301.1→62643.9 | +10.50 | take_profit |
| 06-07 15:46 | BTC | Sell | 62690.9→62027.1 | +4.85 | timeout |
| 06-07 08:48 | BTC | Sell | 62137.9→62986.6 | -7.28 | stop_loss |
| 06-07 05:18 | BTC | Sell | 61259.9→62095.1 | -7.27 | stop_loss |
| 06-07 02:26 | BTC | Buy | 60445→61231.9 | +6.05 | timeout |
| 06-06 19:05 | BTC | Buy | 60581→60553 | -0.67 | timeout |
| 06-06 12:30 | BTC | Sell | 61358.9→60703 | +4.88 | timeout |
| 06-06 04:12 | BTC | Buy | 60969→60139.9 | -7.25 | stop_loss |
| 06-06 00:58 | BTC | Sell | 61664.9→61256.1 | +2.86 | timeout |
| 06-05 18:37 | BTC | Sell | 61289.9→59947 | +10.51 | take_profit |
| 06-05 13:55 | BTC | Buy | 61867.1→61022.4 | -7.28 | stop_loss |
| 06-05 10:44 | BTC | Buy | 62121.1→62663.9 | +3.91 | timeout |
| 06-05 06:19 | BTC | Buy | 62622.1→61769 | -7.25 | stop_loss |
| 06-05 02:20 | BTC | Buy | 63751.2→62884.4 | -7.25 | stop_loss |
| 06-04 22:16 | BTC | Buy | 63281.2→63290.8 | -0.37 | timeout |
| 06-04 17:53 | BTC | Sell | 63756.8→63553.2 | +1.16 | timeout |
| 06-04 11:10 | BTC | Buy | 63084.2→62225.8 | -7.25 | stop_loss |
| 06-04 10:28 | BTC | Sell | 63921.8→62521.1 | +10.49 | take_profit |
| 06-04 02:48 | BTC | Buy | 62160.1→63534.8 | +10.61 | take_profit |
| 06-03 23:08 | BTC | Buy | 65291.3→64403.6 | -7.25 | stop_loss |
| 06-03 19:55 | BTC | Buy | 66082.3→65169.1 | -7.36 | stop_loss |
| 06-03 16:26 | BTC | Sell | 67086.6→65607.3 | +10.59 | take_profit |
| 06-03 09:18 | BTC | Sell | 67181.6→66861.3 | +1.96 | timeout |
| 06-03 03:43 | BTC | Buy | 66712.3→65803.8 | -7.26 | stop_loss |
| 06-02 19:32 | BTC | Buy | 67614.4→66648.3 | -7.59 | stop_loss |
| 06-02 14:22 | BTC | Buy | 69032.5→68062.5 | -7.48 | stop_loss |
| 06-02 11:08 | BTC | Buy | 69971.5→69570.5 | -3.34 | timeout |
| 06-01 05:08 | BTC | Buy | 73586.7→73484.3 | -1.15 | timeout |
| 05-31 21:33 | BTC | Buy | 73642.7→73600.3 | -0.74 | timeout |
| 05-31 07:01 | BTC | Sell | 74084.3→73997.7 | +0.14 | timeout |
| 05-30 21:37 | BTC | Sell | 73804.3→73933.7 | -1.31 | timeout |
| 05-30 08:57 | BTC | Buy | 73341.7→73483.3 | +0.51 | timeout |
| 05-29 23:56 | BTC | Sell | 73544.3→73440.7 | +0.26 | timeout |
| 05-29 16:50 | BTC | Buy | 73215.7→73997.3 | +4.87 | timeout |
| 05-28 22:59 | BTC | Sell | 73607.3→73441.7 | +0.70 | timeout |
| 05-28 18:25 | BTC | Buy | 73005.7→73637.3 | +3.85 | timeout |
| 05-28 09:48 | BTC | Buy | 72937.6→73526.3 | +3.59 | timeout |
| 05-28 03:52 | BTC | Buy | 74289.7→73279.7 | -7.25 | stop_loss |
| 05-28 01:47 | BTC | Buy | 74454.7→74295.3 | -1.53 | timeout |
| 05-27 21:16 | BTC | Buy | 74940.7→75159.2 | +1.00 | timeout |
| 05-27 17:08 | BTC | Buy | 75538.8→75148.2 | -3.05 | timeout |
| 05-27 02:39 | BTC | Buy | 75753.8→75659.2 | -1.06 | timeout |
| 05-26 22:19 | BTC | Buy | 76086.8→75727.2 | -2.82 | timeout |
| 05-26 17:33 | BTC | Sell | 77533.1→75809.8 | +10.67 | take_profit |
| 05-26 08:21 | BTC | Buy | 76594.8→76740.2 | +0.50 | timeout |
| 05-26 04:21 | BTC | Buy | 77086.9→76587.2 | -3.69 | timeout |
| 05-25 18:49 | BTC | Sell | 77690.1→77582.9 | +0.26 | timeout |
| 05-25 14:16 | BTC | Sell | 77626.1→77462.9 | +0.62 | timeout |
| 05-25 10:09 | BTC | Sell | 77446.1→77575.9 | -1.26 | timeout |
| 05-25 06:06 | BTC | Sell | 77114.1→77322.9 | -1.79 | timeout |
| 05-25 01:35 | BTC | Buy | 76244.8→77127.1 | +5.33 | timeout |
| 05-24 18:36 | BTC | Buy | 76371.8→76605.2 | +1.07 | timeout |
| 05-24 14:35 | BTC | Sell | 77169.1→76437.8 | +4.29 | timeout |
| 05-24 04:48 | BTC | Sell | 76842.2→76712.8 | +0.41 | timeout |
| 05-23 20:57 | BTC | Sell | 76182.2→77218.4 | -7.25 | stop_loss |
| 05-23 11:51 | BTC | Buy | 74317.7→74754.3 | +2.49 | timeout |
| 05-23 01:57 | BTC | Buy | 75961.8→75450.2 | -3.83 | timeout |
| 05-22 19:30 | BTC | Buy | 76766.8→75684.4 | -7.50 | stop_loss |
| 05-22 17:34 | BTC | Buy | 77100.9→76913.2 | -1.69 | timeout |
Paper vs Live
Paper (trades.jsonl)
185
closed
51%
win rate
+21.48
total pnl ($)
+2.3 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 | 185 | 51% | +2.3 | +21.48 |
Recent bounces (last 20 of 1)
| time | sym | side | reason |
|---|---|---|---|
| 06-22 00:03 | BTC | Buy | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 23:46 | BTC | Sell | +0.61 | BTC traded in a narrow, low-volatility range with neutral funding and flat momentum across timeframes. The thesis failed because the trade expired without reaching target or stop, as the market lacked directional conviction to trigger an exit. |
| 05-09 19:43 | BTC | Sell | -2.27 | The market was in a mild downtrend with BTC down 1.23% over 24 hours and negative sentiment across crypto. The short thesis failed because the trade was closed by timeout before the expected move materialized, as the market remained range-bound and did not … |
| 05-09 06:09 | BTC | Sell | -0.46 | The market was in a mild downtrend with BTC declining 1.56% over 24 hours, but the short thesis failed because the trade expired without reaching a profitable exit, resulting in a small loss from funding costs. |
| 05-08 21:35 | BTC | Sell | -0.44 | The market was in a mild intraday uptick against a broader bearish trend, with BTC showing a slight 1h gain of 0.47% but still down over 24h and 7d. The short thesis failed because the trade expired without entry, as the timeout close_reason indicates no po… |
| 05-08 14:46 | BTC | Sell | -0.55 | The market was in a mild downtrend with BTC down 2.2% over 24 hours and negative funding. The thesis failed because the trade was closed by timeout before the expected move materialized, likely due to low volatility or a range-bound regime. |
| 05-08 10:36 | BTC | Buy | +3.16 | The market was in a neutral range with low funding and moderate open interest, showing no strong directional bias. The thesis failed because the trade was closed due to a timeout, indicating the expected move did not materialize within the holding period. |
| 05-08 06:14 | BTC | Buy | -0.76 | The market was in a low-volatility, sideways grind with neutral funding and steady open interest. The thesis failed because the trade expired without reaching the target or stop, as the lack of directional momentum led to a timeout. |
| 05-08 01:46 | BTC | Buy | -0.27 | The market was in a neutral range with low funding and moderate open interest, showing no clear directional bias. The thesis failed because the trade was closed due to a timeout, indicating the expected price movement did not materialize within the allotted… |
| 05-07 21:42 | BTC | Buy | -0.93 | The market was in a mild downtrend over 24h and 7d with low volatility, as BTC edged up only 0.01% in the hour. The thesis failed because the trade expired without reaching its target or stop, as the sideways, low-momentum regime prevented any profitable mo… |
| 05-07 17:26 | BTC | Buy | -7.23 | BTC was in a persistent downtrend across all timeframes, with negative hourly, daily, and weekly performance. The thesis failed because the stop-loss was triggered as the bearish momentum continued, confirming the trade was entered against the prevailing ma… |