20
closed trades
50%
win rate
-0.63
total pnl ($)
1.212
weight
7d window — n=2 wr=50% pnl=-2.14
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 07:01:15 (39.3d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
dr
n: 38
· wr: 50.0%
· total_bps: +177.9
· mean_bps: +4.68
· sharpe: +0.03
· max_dd_bps: -725.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 20 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-27 10:12 | BTC | Sell | 60008→60425 | -3.91 | timeout |
| 06-26 22:04 | BTC | Sell | 60011→59747 | +1.77 | timeout |
| 06-18 15:17 | BTC | Buy | 64422.2→63205.2 | -9.78 | stop_loss |
| 06-18 03:59 | BTC | Buy | 64241.2→64234.8 | -0.51 | timeout |
| 06-17 15:56 | BTC | Buy | 65365.3→65668.7 | +1.87 | timeout |
| 06-16 22:38 | BTC | Buy | 65605.3→65686.7 | +0.14 | timeout |
| 06-11 13:04 | BTC | Sell | 62563.9→62915.1 | -3.22 | timeout |
| 06-10 23:31 | BTC | Sell | 62285.9→61476.1 | +6.05 | timeout |
| 06-09 14:46 | BTC | Sell | 63303.8→61276.1 | +15.57 | take_profit |
| 06-09 03:19 | BTC | Sell | 63419.8→62885.1 | +3.76 | timeout |
| 06-08 15:17 | BTC | Sell | 63105.8→63960.2 | -7.20 | timeout |
| 06-07 22:13 | BTC | Sell | 61271.9→62413.3 | -9.77 | stop_loss |
| 06-07 14:56 | BTC | Sell | 62045.9→61911.1 | +0.64 | timeout |
| 06-07 01:18 | BTC | Sell | 60510→61653.9 | -9.89 | stop_loss |
| 06-05 06:23 | BTC | Sell | 63307.8→61283.1 | +15.53 | take_profit |
| 05-29 23:42 | BTC | Sell | 73844.3→73358.7 | +2.84 | timeout |
| 05-20 22:46 | BTC | Sell | 77377.1→77453.9 | -0.93 | timeout |
| 05-08 06:18 | BTC | Buy | 79888→79607 | -2.23 | timeout |
| 05-07 18:16 | BTC | Buy | 80864→80165 | -4.80 | timeout |
| 04-23 21:54 | BTC | Buy | 77391→77977 | +3.44 | timeout |
Paper vs Live
Paper (trades.jsonl)
20
closed
50%
win rate
-0.63
total pnl ($)
-0.8 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 | 20 | 50% | -0.8 | -0.63 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 06:18 | BTC | Buy | -2.23 | 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 before the expected directional move materialized. |
| 05-07 18:16 | BTC | Buy | -4.80 | The market was in a mild downtrend across BTC and ETH, with negative 24h and 7d performance and low funding. The thesis failed because the trade was not executed (entry=None) and was closed by timeout, resulting in a small negative PnL from an unexecuted po… |