99
closed trades
30%
win rate
-80.57
total pnl ($)
1.311
weight
7d window — n=15 wr=47% pnl=+9.43
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 16:19:20 (24.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
strategies_batch_cg
n: 359
· wr: 42.6%
· total_bps: -3280.0
· mean_bps: -9.14
· sharpe: -0.12
· max_dd_bps: -4107.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 99 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-26 17:13 | BTC | Buy | 60417→60163 | -2.56 | timeout |
| 06-26 08:55 | BTC | Buy | 60495→60117 | -3.57 | timeout |
| 06-26 05:25 | BTC | Buy | 59803→59784 | -0.61 | timeout |
| 06-25 23:23 | BTC | Buy | 60008→60111 | +0.41 | timeout |
| 06-25 14:20 | BTC | Sell | 58930.1→59496.7 | -5.26 | stop_loss |
| 06-25 12:28 | BTC | Sell | 61256.9→61049.1 | +1.25 | timeout |
| 06-25 06:47 | BTC | Buy | 61671.1→61725.9 | -0.00 | timeout |
| 06-24 21:53 | BTC | Buy | 60652→61003.9 | +2.46 | timeout |
| 06-24 18:53 | BTC | Sell | 59498→59505 | -0.52 | timeout |
| 06-24 16:51 | BTC | Sell | 60734→59769 | +7.48 | take_profit |
| 06-24 14:19 | BTC | Sell | 61901.9→60979 | +7.00 | take_profit |
| 06-23 10:08 | BTC | Sell | 62309.9→62481.1 | -1.84 | timeout |
| 06-23 06:21 | BTC | Sell | 63596.8→62649.1 | +7.00 | take_profit |
| 06-22 14:16 | BTC | Buy | 64987.2→65200.7 | +1.18 | timeout |
| 06-22 03:04 | BTC | Buy | 64442.2→64113.8 | -3.00 | timeout |
| 06-20 16:46 | BTC | Buy | 64062.2→63931.8 | -1.47 | timeout |
| 06-18 21:50 | BTC | Buy | 63215.2→62912.9 | -2.83 | timeout |
| 06-18 20:03 | BTC | Buy | 62754.1→63119.8 | +2.47 | timeout |
| 06-18 17:46 | BTC | Sell | 62549.9→62583.1 | -0.73 | timeout |
| 06-18 13:47 | BTC | Buy | 64354.2→63727.9 | -5.32 | stop_loss |
| 06-17 21:35 | BTC | Sell | 64356.8→64343.2 | -0.35 | timeout |
| 06-17 17:46 | BTC | Buy | 65894.3→65847.7 | -0.81 | timeout |
| 06-16 20:47 | BTC | Sell | 65595.7→65822.3 | -2.17 | timeout |
| 06-16 15:05 | BTC | Sell | 66022.7→65703.3 | +1.97 | timeout |
| 06-16 10:28 | BTC | Buy | 66871.3→66625.7 | -2.29 | timeout |
| 06-16 04:26 | BTC | Sell | 65701.7→66040.3 | -3.03 | timeout |
| 06-15 13:02 | BTC | Buy | 66186.3→66462.7 | +1.64 | timeout |
| 06-15 05:26 | BTC | Buy | 65951.3→65796.7 | -1.62 | timeout |
| 06-14 23:32 | BTC | Buy | 65419.3→65553.7 | +0.58 | timeout |
| 06-12 17:00 | BTC | Buy | 64064.2→63927.8 | -1.52 | timeout |
| 06-12 07:23 | BTC | Sell | 63307.8→62968.1 | +2.24 | timeout |
| 06-09 18:48 | BTC | Buy | 61774.1→61637.9 | -1.56 | timeout |
| 06-09 16:18 | BTC | Sell | 61170.9→60936 | +1.48 | timeout |
| 06-07 20:22 | BTC | Sell | 61283.9→61875 | -5.27 | stop_loss |
| 06-07 14:24 | BTC | Sell | 61832.9→62044.1 | -2.16 | timeout |
| 06-06 11:57 | BTC | Sell | 60596→60764 | -1.84 | timeout |
| 06-06 07:32 | BTC | Buy | 61049.1→60882 | -1.82 | timeout |
| 06-06 00:03 | BTC | Sell | 60759→61342.7 | -5.25 | stop_loss |
| 06-05 21:04 | BTC | Buy | 60962→61870.9 | +7.00 | take_profit |
| 06-05 20:08 | BTC | Sell | 59941→60517.3 | -5.26 | stop_loss |
| 06-05 16:13 | BTC | Sell | 60218→60796.4 | -5.25 | stop_loss |
| 06-05 16:06 | BTC | Sell | 60880→60214 | +5.02 | timeout |
| 06-05 09:13 | BTC | Sell | 62415.9→63015.6 | -5.25 | stop_loss |
| 06-05 07:30 | BTC | Sell | 61830.9→62426.3 | -5.27 | stop_loss |
| 06-05 04:58 | BTC | Sell | 62755.9→63362.8 | -5.29 | stop_loss |
| 06-04 21:05 | BTC | Sell | 63181.8→63792.1 | -5.28 | stop_loss |
| 06-04 18:30 | BTC | Sell | 63493.8→64107.2 | -5.28 | stop_loss |
| 06-04 06:33 | BTC | Buy | 64108.2→64077.8 | -0.69 | timeout |
| 06-04 00:29 | BTC | Sell | 64296.8→63338.2 | +7.00 | take_profit |
| 06-02 12:08 | BTC | Sell | 69439.5→69443.5 | -0.47 | timeout |
| 05-29 18:12 | BTC | Sell | 74013.3→74025.7 | -0.53 | timeout |
| 05-28 15:31 | BTC | Sell | 72957.4→72923.6 | -0.21 | timeout |
| 05-28 09:08 | BTC | Buy | 73401.7→73325.3 | -0.97 | timeout |
| 05-28 05:17 | BTC | Sell | 73407.3→72964.6 | +2.57 | timeout |
| 05-27 23:46 | BTC | Sell | 74283.3→74430.7 | -1.44 | timeout |
| 05-27 17:04 | BTC | Buy | 75369.8→75288.2 | -0.99 | timeout |
| 05-27 14:53 | BTC | Sell | 75312.2→75058.8 | +1.23 | timeout |
| 05-26 17:44 | BTC | Sell | 76323.2→75985.8 | +1.76 | timeout |
| 05-26 14:37 | BTC | Buy | 77941.9→77197.5 | -5.23 | stop_loss |
| 05-26 02:23 | BTC | Sell | 76543.2→76681.8 | -1.36 | timeout |
| 05-24 15:55 | BTC | Sell | 76399.2→76355.8 | -0.16 | timeout |
| 05-23 22:17 | BTC | Buy | 76740.8→76614.2 | -1.28 | timeout |
| 05-23 20:11 | BTC | Buy | 75851.8→76082.2 | +1.07 | timeout |
| 05-23 16:16 | BTC | Buy | 75441.8→75455.2 | -0.37 | timeout |
| 05-23 09:31 | BTC | Sell | 74566.3→74680.7 | -1.22 | timeout |
| 05-21 09:45 | BTC | Buy | 78095.9→77665.1 | -3.22 | timeout |
| 05-20 18:03 | BTC | Sell | 77075.1→77579.9 | -3.72 | timeout |
| 05-19 18:36 | BTC | Buy | 76932.8→76795.2 | -1.35 | timeout |
| 05-19 16:18 | BTC | Sell | 76267.2→76456.8 | -1.68 | timeout |
| 05-19 03:19 | BTC | Sell | 76697.2→76834.8 | -1.34 | timeout |
| 05-18 21:16 | BTC | Buy | 76922.8→76900.2 | -0.60 | timeout |
| 05-18 16:54 | BTC | Sell | 76048.2→76396.8 | -2.74 | timeout |
| 05-18 15:10 | BTC | Sell | 76969.2→76147.8 | +4.89 | timeout |
| 05-18 13:35 | BTC | Buy | 77318.9→77126.1 | -1.70 | timeout |
| 05-16 08:44 | BTC | Sell | 78178.1→78182 | -0.47 | timeout |
| 05-15 15:02 | BTC | Sell | 79679→79146 | +2.89 | timeout |
| 05-11 02:13 | BTC | Sell | 81498.9→81421.1 | +0.04 | timeout |
| 05-11 00:16 | BTC | Buy | 81836.1→81807.9 | -0.63 | timeout |
| 05-10 22:10 | BTC | Sell | 80538→81307.7 | -5.23 | stop_loss |
| 05-08 14:53 | BTC | Sell | 79712→80103 | -2.90 | timeout |
| 05-07 08:43 | BTC | Buy | 81514.1→81229.9 | -2.19 | timeout |
| 05-06 15:20 | BTC | Sell | 81692.9→81690.1 | -0.43 | timeout |
| 05-04 15:20 | BTC | Buy | 80165→79399.3 | -5.23 | stop_loss |
| 05-04 03:43 | BTC | Buy | 79886→79924 | -0.22 | timeout |
| 05-04 01:16 | BTC | Sell | 78531.1→78428.9 | +0.20 | timeout |
| 05-01 22:26 | BTC | Sell | 77812.1→78354.9 | -3.94 | timeout |
| 05-01 14:17 | BTC | Buy | 77988.9→78618.1 | +3.58 | timeout |
| 04-29 17:07 | BTC | Sell | 76083→75894 | +0.79 | timeout |
| 04-29 11:36 | BTC | Buy | 77663→77601 | -0.85 | timeout |
| 04-29 05:15 | BTC | Buy | 77000→77160 | +0.59 | timeout |
| 04-28 16:16 | BTC | Sell | 75693→75964 | -2.24 | timeout |
| 04-28 13:21 | BTC | Sell | 76117→76090 | -0.27 | timeout |
| 04-27 15:04 | BTC | Buy | 78116→77412 | -4.96 | stop_loss |
| 04-27 07:07 | BTC | Sell | 77739→77587 | +0.53 | timeout |
| 04-24 15:39 | BTC | Sell | 77821→77727 | +0.15 | timeout |
| 04-23 18:56 | BTC | Sell | 77591→77758 | -1.43 | timeout |
| 04-23 16:25 | BTC | Buy | 77981→78375 | +2.18 | timeout |
| 04-23 08:02 | BTC | Buy | 78292→77994 | -2.25 | timeout |
| 04-23 04:20 | BTC | Sell | 77805→77819 | -0.44 | timeout |
Paper vs Live
Paper (trades.jsonl)
99
closed
30%
win rate
-80.57
total pnl ($)
-16.3 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 | 99 | 30% | -16.3 | -80.57 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 14:53 | BTC | Sell | -2.90 | The market was in a broad downtrend with BTC falling 2.2% in 24 hours and negative momentum across major assets. The short thesis failed because the trade was closed by timeout before the bearish move could fully materialize. |
| 05-07 08:43 | BTC | Buy | -2.19 | The market was in a low-volatility, sideways grind with neutral funding and steady open interest. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-06 15:20 | BTC | Sell | -0.43 | The market was in a broad downtrend across BTC and ETH over multiple timeframes, with negative 24h and 7d performance. The thesis failed because the trade was closed by timeout before the anticipated bearish move could fully materialize, resulting in a smal… |
| 05-04 15:20 | BTC | Buy | -5.23 | The market was in a tight consolidation phase with minimal volatility, characterized by low funding rates and stable order flow. The trade thesis failed because the price action immediately reversed against the entry, triggering the stop loss before any mea… |
| 05-01 22:26 | BTC | Sell | -3.94 | BTC was consolidating near $78,258 with modest positive momentum on the 1-hour (up 0.21%) and 24-hour (up 2.60%) timeframes, showing no directional urgency into the close. The serial momentum signal that triggered this short—four consecutive 15-minute candl… |
| 05-01 14:17 | BTC | Buy | +3.58 | # Trade Analysis: BTC 15m Serial Momentum Follow At close, Bitcoin was consolidating near $78.5k after a +2.99% daily rally with minimal intraday volatility (1h=+0.25%), suggesting momentum exhaustion in a near-term overbought regime with negative funding … |
| 04-29 11:36 | BTC | Buy | -0.85 | BTC was consolidating near $77,600 with minimal directional conviction—showing flat 1-hour performance (-0.03%) despite modest 24-hour gains (+1.85%)—reflecting low-volatility chop that typically precedes breakouts or reversals. The trade's thesis failed be… |
| 04-27 15:04 | BTC | Buy | -4.96 | At close, BTC had declined 0.42% over the prior hour and 0.79% over 24 hours, with negative funding rates (-0.001997%) suggesting weak leverage demand despite elevated open interest of $3.96B. The trade's 4x serial 15-minute same-directional momentum signal… |
| 04-27 07:07 | BTC | Sell | +0.53 | The Bitcoin market was essentially flat at close ($77,626), down marginally 0.20% over the prior hour and 0.48% over 24h, with positive weekly momentum (+4.51%) and elevated funding rates (0.0048%) suggesting lingering long positioning. The trade's short th… |
| 04-24 15:39 | BTC | Sell | +0.15 | Bitcoin was choppy and range-bound at close, with minimal hourly movement (0.18%) despite slight 24-hour weakness, while funding rates turned slightly negative. The trade's thesis failed because the serial momentum signal (4 consecutive 15m same-direction c… |