112
closed trades
42%
win rate
-96.27
total pnl ($)
1.179
weight
7d window — n=16 wr=56% pnl=-5.64
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 06:03:18 (37.7d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
bd__restored_68c88574
n: 15
· wr: 80.0%
· total_bps: +327.2
· mean_bps: +21.81
· sharpe: +0.70
· max_dd_bps: -45.9
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 |
|---|---|---|---|---|---|
| 06-26 17:17 | BTC | Sell | 60286→60046 | +1.55 | timeout |
| 06-26 13:55 | BTC | Buy | 59025→59912 | +7.06 | take_profit |
| 06-26 05:29 | BTC | Sell | 60011→59937 | +0.17 | timeout |
| 06-25 16:55 | BTC | Buy | 59272→59224 | -0.85 | timeout |
| 06-25 14:02 | BTC | Buy | 58147.9→59015 | +7.01 | take_profit |
| 06-25 01:08 | BTC | Sell | 61002.9→60730 | +1.79 | timeout |
| 06-24 20:05 | BTC | Sell | 59775→60409.2 | -5.76 | stop_loss |
| 06-24 17:20 | BTC | Buy | 60089→59434.3 | -5.89 | stop_loss |
| 06-24 15:38 | BTC | Buy | 61240.1→60589.7 | -5.75 | stop_loss |
| 06-23 17:39 | BTC | Sell | 62646.9→62578.1 | +0.10 | timeout |
| 06-23 10:19 | BTC | Buy | 62318.1→62411.9 | +0.32 | timeout |
| 06-23 02:59 | BTC | Sell | 64155.8→64177.2 | -0.61 | timeout |
| 06-22 16:19 | BTC | Sell | 64948.8→64712.2 | +1.37 | timeout |
| 06-22 06:35 | BTC | Buy | 64076.2→63998.8 | -1.06 | timeout |
| 06-22 01:26 | BTC | Sell | 63895.8→64585.5 | -5.85 | stop_loss |
| 06-20 18:09 | BTC | Sell | 63957.8→63800.2 | +0.78 | timeout |
| 06-19 06:05 | BTC | Buy | 62561.1→62794.9 | +1.42 | timeout |
| 06-18 19:51 | BTC | Sell | 62867.9→62928.1 | -0.94 | timeout |
| 06-18 17:09 | BTC | Buy | 62856.1→62541.9 | -2.93 | timeout |
| 06-17 21:01 | BTC | Buy | 64562.2→64365.8 | -1.97 | timeout |
| 06-17 17:33 | BTC | Sell | 65815.7→65923.3 | -1.26 | timeout |
| 06-16 16:17 | BTC | Buy | 65641.3→65734.7 | +0.26 | timeout |
| 06-14 23:22 | BTC | Sell | 65487.7→65506.3 | -0.59 | timeout |
| 06-12 17:09 | BTC | Buy | 63858.2→64005.8 | +0.70 | timeout |
| 06-11 19:26 | BTC | Sell | 63369.8→63634.2 | -2.53 | timeout |
| 06-11 14:48 | BTC | Sell | 62917.9→62883.1 | -0.17 | timeout |
| 06-10 17:34 | BTC | Sell | 62464.9→61826.1 | +4.67 | timeout |
| 06-10 13:43 | BTC | Sell | 61623.9→62296.2 | -5.90 | stop_loss |
| 06-09 16:05 | BTC | Buy | 61566.1→60913.5 | -5.76 | stop_loss |
| 06-09 06:25 | BTC | Sell | 63305.8→63432.2 | -1.44 | timeout |
| 06-09 01:53 | BTC | Buy | 62913.1→62758.9 | -1.68 | timeout |
| 06-08 12:57 | BTC | Buy | 62958.1→63896.8 | +7.00 | take_profit |
| 06-08 00:39 | BTC | Buy | 62807.1→63762.8 | +7.15 | take_profit |
| 06-07 21:43 | BTC | Sell | 61525.9→61684.1 | -1.74 | timeout |
| 06-07 17:13 | BTC | Sell | 62083.9→62288.1 | -2.09 | timeout |
| 06-07 11:14 | BTC | Buy | 62538.1→62450.9 | -1.15 | timeout |
| 06-07 03:08 | BTC | Sell | 61462.9→61452.1 | -0.36 | timeout |
| 06-06 05:22 | BTC | Sell | 60004→60642.3 | -5.77 | stop_loss |
| 06-06 00:57 | BTC | Buy | 60850→61301.9 | +3.26 | timeout |
| 06-05 19:47 | BTC | Buy | 59426→60312 | +7.00 | take_profit |
| 06-05 16:10 | BTC | Buy | 60545→59895 | -5.82 | stop_loss |
| 06-05 13:49 | BTC | Buy | 61875.1→61219.3 | -5.75 | stop_loss |
| 06-05 05:57 | BTC | Sell | 63465.8→62516.1 | +7.03 | take_profit |
| 06-05 03:54 | BTC | Buy | 62845.1→62709.9 | -1.52 | timeout |
| 06-04 19:58 | BTC | Sell | 63570.8→63603.2 | -0.70 | timeout |
| 06-04 14:08 | BTC | Sell | 63756.8→64434.4 | -5.76 | stop_loss |
| 06-04 12:32 | BTC | Buy | 62503.1→63438.8 | +7.04 | take_profit |
| 06-04 06:09 | BTC | Sell | 64370.8→64211.2 | +0.79 | timeout |
| 06-04 01:22 | BTC | Buy | 63313.2→62641.5 | -5.75 | stop_loss |
| 06-03 22:15 | BTC | Buy | 65190.3→65220.7 | -0.22 | timeout |
| 06-03 18:47 | BTC | Buy | 65783.3→66071.7 | +1.74 | timeout |
| 06-03 14:24 | BTC | Sell | 67114.6→66741.3 | +2.33 | timeout |
| 06-03 05:04 | BTC | Sell | 66304.7→67010.8 | -5.77 | stop_loss |
| 06-03 03:28 | BTC | Buy | 66825.3→66116.6 | -5.75 | stop_loss |
| 06-02 22:58 | BTC | Buy | 67026.4→66267.5 | -6.11 | stop_loss |
| 06-02 19:32 | BTC | Buy | 67401.4→66648.3 | -6.04 | stop_loss |
| 06-02 15:30 | BTC | Buy | 67902.4→67183 | -5.75 | stop_loss |
| 06-02 09:08 | BTC | Sell | 70154.5→69619.5 | +3.37 | timeout |
| 05-30 03:06 | BTC | Sell | 73605.3→73752.7 | -1.45 | timeout |
| 05-29 17:38 | BTC | Sell | 73822.3→74303.7 | -3.70 | timeout |
| 05-28 16:24 | BTC | Sell | 72942.4→73250.7 | -2.55 | timeout |
| 05-28 04:02 | BTC | Buy | 73709.7→72926.9 | -5.76 | stop_loss |
| 05-27 23:58 | BTC | Sell | 74587.3→74445.7 | +0.50 | timeout |
| 05-27 13:39 | BTC | Sell | 76063.2→74928.7 | +7.00 | take_profit |
| 05-26 15:44 | BTC | Sell | 77341.1→76501.8 | +4.98 | timeout |
| 05-26 12:45 | BTC | Buy | 77231.9→77060.1 | -1.56 | timeout |
| 05-26 02:38 | BTC | Buy | 76647.8→76632.2 | -0.55 | timeout |
| 05-24 23:34 | BTC | Sell | 76575.2→76865.8 | -2.35 | timeout |
| 05-24 16:06 | BTC | Buy | 76371.8→76507.2 | +0.44 | timeout |
| 05-23 22:12 | BTC | Sell | 76812.2→76669.8 | +0.48 | timeout |
| 05-23 09:20 | BTC | Buy | 74464.7→74621.3 | +0.60 | timeout |
| 05-22 19:30 | BTC | Buy | 76532.8→75697.3 | -5.91 | stop_loss |
| 05-22 17:30 | BTC | Buy | 76762.8→76976.2 | +0.93 | timeout |
| 05-21 19:31 | BTC | Buy | 77758.9→77525.1 | -1.96 | timeout |
| 05-21 15:44 | BTC | Sell | 77018.1→77199.9 | -1.62 | timeout |
| 05-20 15:49 | BTC | Sell | 77466.1→77530.9 | -0.86 | timeout |
| 05-19 15:27 | BTC | Sell | 76872.2→76435.8 | +2.39 | timeout |
| 05-18 20:33 | BTC | Sell | 76861.2→77136.9 | -2.24 | timeout |
| 05-18 15:53 | BTC | Buy | 76700.8→76277.2 | -3.22 | timeout |
| 05-16 08:48 | BTC | Buy | 78282.9→78279 | -0.48 | timeout |
| 05-15 13:39 | BTC | Buy | 80062→79217.4 | -5.72 | stop_loss |
| 05-15 09:52 | BTC | Buy | 80590→80320 | -2.13 | timeout |
| 05-10 22:07 | BTC | Buy | 80975→81084.9 | +0.23 | timeout |
| 05-08 15:50 | BTC | Sell | 80230→80033 | +0.78 | timeout |
| 05-07 15:27 | BTC | Buy | 80493→79764 | -4.98 | timeout |
| 05-06 14:05 | BTC | Buy | 82107.1→81241.3 | -5.72 | stop_loss |
| 05-04 16:29 | BTC | Sell | 80157→80228 | -0.90 | timeout |
| 05-04 10:19 | BTC | Buy | 79160→78324.9 | -5.72 | stop_loss |
| 05-04 01:56 | BTC | Sell | 78975.1→79808.9 | -5.73 | stop_loss |
| 05-03 23:44 | BTC | Sell | 79185→78562.9 | +3.49 | timeout |
| 05-02 23:09 | BTC | Sell | 79066→78665.9 | +2.08 | timeout |
| 05-01 15:25 | BTC | Sell | 78745.1→78436.9 | +1.50 | timeout |
| 05-01 04:51 | BTC | Sell | 77201.1→77039.9 | +0.59 | timeout |
| 04-30 02:19 | BTC | Sell | 76237→76211 | -0.28 | timeout |
| 04-29 19:41 | BTC | Buy | 74963→75435 | +2.70 | timeout |
| 04-29 11:20 | BTC | Sell | 77607→77478 | +0.38 | timeout |
| 04-28 16:52 | BTC | Sell | 76006→75928 | +0.06 | timeout |
| 04-27 15:22 | BTC | Buy | 77453→76678 | -5.45 | stop_loss |
| 04-27 06:46 | BTC | Buy | 78073→77653 | -3.14 | timeout |
| 04-27 03:18 | BTC | Sell | 79245→79177 | -0.02 | timeout |
Paper vs Live
Paper (trades.jsonl)
112
closed
42%
win rate
-96.27
total pnl ($)
-17.2 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 | 112 | 42% | -17.2 | -96.27 |
Recent bounces (last 20 of 4)
| time | sym | side | reason |
|---|---|---|---|
| 06-26 16:03 | BTC | Sell | stale_intent |
| 06-25 14:10 | BTC | Buy | below_min_notional_skip |
| 06-24 17:01 | BTC | Buy | below_min_notional_skip |
| 06-24 15:00 | BTC | Buy | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-08 15:50 | BTC | Sell | +0.78 | The market was in a persistent downtrend across multiple timeframes, with BTC declining 2.45% in 24 hours and 2.58% over the week. The short thesis failed because the trade expired via timeout before the anticipated continuation of the bearish move material… |
| 05-07 15:27 | BTC | Buy | -4.98 | The market was in a low-funding, sideways consolidation with stable open interest, offering no clear directional catalyst. The thesis failed because the trade expired without hitting any target or stop, as the lack of volatility prevented price from reachin… |
| 05-06 14:05 | BTC | Buy | -5.72 | The market was in a broad downtrend with BTC falling 1% hourly and nearly 2% daily, reflecting persistent bearish pressure. The thesis failed because the stop-loss was triggered as the decline accelerated, confirming the trade was entered against the prevai… |
| 05-04 16:29 | BTC | Sell | -0.90 | The market was in a neutral consolidation phase with minimal volatility and flat funding rates. The trade failed because the thesis could not be validated within the allotted time, resulting in a timeout close. |
| 05-02 23:09 | BTC | Sell | +2.08 | BTC was trading near $78,666 with elevated funding rates (0.002236%) and $3.99B open interest, suggesting sustained long positioning but without the momentum spike that initially justified the trade entry. The fade thesis failed because the 1-hour volatilit… |
| 05-01 15:25 | BTC | Sell | +1.50 | At close, BTC had rallied 2.76% over 24h and was consolidating with modest 1h momentum (+0.49%), keeping the short-biased trade underwater despite a 5x leverage position. The thesis worked partially—the 1h volatility spike (19.9 bps vs 24h baseline 7.6 bps,… |
| 05-01 04:51 | BTC | Sell | +0.59 | BTC was trading near $77,040 with declining funding (-0.009571%) and elevated open interest ($3.95B), suggesting waning leveraged longs after the volatility spike that triggered the trade. The thesis worked: the 1-hour volatility spike (18.7 bps vs. 24h bas… |
| 04-30 02:19 | BTC | Sell | -0.28 | At close, Bitcoin was flat intraday (1h +0.07%) despite a weak 24h decline of -0.38%, with funding rates slightly negative (-0.000996%) suggesting modest short positioning. The trade's thesis failed because the 1h volatility spike (11.9 bps vs 24h baseline … |
| 04-29 19:41 | BTC | Buy | +2.70 | # Trade Closure Analysis The market was consolidating near the entry level with minimal 1-hour movement (0.17%) after a modest 24-hour decline (-1.08%), indicating the initial volatility spike had already dissipated by close. The trade's thesis failed to g… |
| 04-29 11:20 | BTC | Sell | +0.38 | BTC was consolidating weakly lower in the hour preceding close ($77,511, down 0.38% 1h) while maintaining modest 24h gains (+1.61%), with negative funding rates (-0.0086%) suggesting mild bearish sentiment despite elevated open interest. The vol-spike fade … |