14
closed trades
36%
win rate
-11.40
total pnl ($)
1.097
weight
7d window — n=1 wr=100% pnl=+0.70
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-20 05:58:05 (33.0d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
aa__restored_cf977a48
n: 22
· wr: 18.2%
· total_bps: -349.2
· mean_bps: -15.87
· sharpe: -0.36
· max_dd_bps: -441.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 14 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-21 05:23 | BTC | Sell | 64386.8→64239.2 | +0.70 | timeout |
| 06-14 21:40 | BTC | Sell | 64681.8→65303.9 | -5.26 | stop_loss |
| 06-13 14:53 | BTC | Sell | 64071.8→64198.2 | -1.43 | timeout |
| 06-10 15:39 | BTC | Sell | 62070.9→62229.1 | -1.72 | timeout |
| 05-31 03:05 | BTC | Sell | 74085.3→74068.7 | -0.33 | timeout |
| 05-30 16:38 | BTC | Sell | 74019.3→73939.7 | +0.10 | timeout |
| 05-20 14:57 | BTC | Sell | 77646.1→77491.9 | +0.55 | timeout |
| 05-20 10:39 | BTC | Sell | 77472.1→77539.9 | -0.88 | timeout |
| 05-10 17:05 | BTC | Sell | 81019.9→81385.1 | -2.70 | timeout |
| 05-09 18:18 | BTC | Sell | 80607→80803 | -1.67 | timeout |
| 05-03 22:24 | BTC | Sell | 78914.1→78979.9 | -0.86 | timeout |
| 05-02 23:39 | BTC | Sell | 79066→78700.9 | +1.86 | timeout |
| 04-26 20:18 | BTC | Sell | 78303→78131 | +0.65 | timeout |
| 04-26 07:13 | BTC | Sell | 77974→77969 | -0.42 | timeout |
Paper vs Live
Paper (trades.jsonl)
14
closed
36%
win rate
-11.40
total pnl ($)
-16.4 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 | 14 | 36% | -16.4 | -11.40 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-09 18:18 | BTC | Sell | -1.67 | The market was in a neutral range with low funding and stable open interest, offering no clear directional bias. The thesis failed because the timeout close captured a small loss without a favorable price move, as the lack of volatility prevented the short … |
| 05-02 23:39 | BTC | Sell | +1.86 | Bitcoin was consolidating near session lows with minimal directional conviction—down 0.54% in the prior hour and flat over 24h—while funding rates remained at typical levels. The rejection trade captured 46 bps of mean-reversion after the 24h high printed a… |
| 04-26 20:18 | BTC | Sell | +0.65 | Bitcoin had stalled near its 24-hour high with a slight intraday pullback (-0.18% in the 1h) while maintaining modest daily gains (0.99%), reflecting weakness at resistance levels. The thesis worked because price rejected the 24h high at $78,303 and decline… |
| 04-26 07:13 | BTC | Sell | -0.42 | BTC was trading sideways near its daily highs at $78,017, showing minimal directional movement with only +0.05% over the prior hour despite a +0.66% daily gain. The trade's rejection thesis failed because price never reversed from the 24h high of $78,042—in… |