60
closed trades
42%
win rate
-33.12
total pnl ($)
1.106
weight
7d window — n=8 wr=38% pnl=-18.82
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 04:38:30 (23.7d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
ie
n: 35
· wr: 51.4%
· total_bps: -68.3
· mean_bps: -1.95
· sharpe: -0.03
· max_dd_bps: -395.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 60 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-27 02:05 | BTC | Buy | 59732→59940 | +1.29 | timeout |
| 06-26 15:38 | BTC | Buy | 59128→60425 | +10.51 | take_profit |
| 06-26 02:14 | BTC | Buy | 59460→58587.8 | -7.78 | stop_loss |
| 06-25 13:43 | BTC | Buy | 61062.1→60169.9 | -7.75 | stop_loss |
| 06-24 14:19 | BTC | Buy | 61849.1→60943.5 | -7.77 | stop_loss |
| 06-23 12:48 | BTC | Buy | 62316.1→62298.9 | -0.56 | timeout |
| 06-21 23:33 | BTC | Buy | 64214.2→63276.2 | -7.75 | stop_loss |
| 06-21 16:27 | BTC | Buy | 63982.2→64166.8 | +1.00 | timeout |
| 06-18 15:37 | BTC | Buy | 63897.2→62963.4 | -7.73 | stop_loss |
| 06-18 07:26 | BTC | Buy | 64343.2→64224.8 | -1.37 | timeout |
| 06-16 02:02 | BTC | Buy | 66379.3→66247.7 | -1.44 | timeout |
| 06-10 12:45 | BTC | Buy | 61176.1→61637.9 | +3.33 | timeout |
| 06-06 19:05 | BTC | Buy | 60581→60553 | -0.67 | timeout |
| 06-05 20:08 | BTC | Buy | 59274→60572 | +10.50 | take_profit |
| 06-05 13:57 | BTC | Buy | 61768.1→60866.5 | -7.75 | stop_loss |
| 06-05 06:21 | BTC | Buy | 62477.1→61562.1 | -7.76 | stop_loss |
| 06-04 12:48 | BTC | Buy | 62441.1→63808.8 | +10.51 | take_profit |
| 05-29 16:00 | BTC | Buy | 73430.7→73791.3 | +2.00 | timeout |
| 05-27 16:01 | BTC | Buy | 75723.8→75335.2 | -3.04 | timeout |
| 05-27 08:46 | BTC | Buy | 75407.8→75938.2 | +3.10 | timeout |
| 05-27 01:01 | BTC | Buy | 76060.8→76029.2 | -0.65 | timeout |
| 05-26 11:01 | BTC | Buy | 76874.8→77397.1 | +2.95 | timeout |
| 05-26 05:01 | BTC | Buy | 76691.8→76684.2 | -0.50 | timeout |
| 05-25 23:01 | BTC | Buy | 77481.9→77098.1 | -2.94 | timeout |
| 05-25 00:01 | BTC | Buy | 76687.8→77087.1 | +2.15 | timeout |
| 05-24 17:29 | BTC | Buy | 76928.8→76574.2 | -2.76 | timeout |
| 05-23 15:00 | BTC | Buy | 74669.7→75494.2 | +5.07 | timeout |
| 05-23 07:50 | BTC | Buy | 75496.8→74398.1 | -7.73 | stop_loss |
| 05-22 11:01 | BTC | Buy | 77347.9→77293.1 | -0.82 | timeout |
| 05-16 07:01 | BTC | Buy | 79109→78552.1 | -3.96 | timeout |
| 05-16 00:59 | BTC | Buy | 79078→79031 | -0.74 | timeout |
| 05-15 17:47 | BTC | Buy | 79175→79339 | +0.59 | timeout |
| 05-11 19:09 | BTC | Buy | 80872→81872.9 | +5.74 | timeout |
| 05-10 20:35 | BTC | Buy | 81161.1→80912 | -1.99 | timeout |
| 05-10 02:50 | BTC | Buy | 80738→80737 | -0.46 | timeout |
| 05-09 20:44 | BTC | Buy | 80589→80753 | +0.57 | timeout |
| 05-09 14:15 | BTC | Buy | 80166→80337 | +0.61 | timeout |
| 05-09 04:09 | BTC | Buy | 80117→80572 | +2.39 | timeout |
| 05-08 20:31 | BTC | Buy | 79834→80149 | +1.51 | timeout |
| 05-08 02:00 | BTC | Buy | 79684→79696 | -0.39 | timeout |
| 05-07 13:11 | BTC | Buy | 81133.1→80969 | -1.47 | timeout |
| 05-06 22:09 | BTC | Buy | 81391.1→81327.9 | -0.83 | timeout |
| 05-04 23:27 | BTC | Buy | 79854→79876 | -0.30 | timeout |
| 05-04 10:07 | BTC | Buy | 79801→78639.7 | -7.73 | stop_loss |
| 05-03 20:00 | BTC | Buy | 78627.9→78746.1 | +0.29 | timeout |
| 05-02 21:04 | BTC | Buy | 78403.9→78451.1 | -0.15 | timeout |
| 05-02 13:04 | BTC | Buy | 78271.9→78269.1 | -0.46 | timeout |
| 05-02 06:01 | BTC | Buy | 78289.9→78177.1 | -1.16 | timeout |
| 05-01 23:45 | BTC | Buy | 78312.9→78080.1 | -1.92 | timeout |
| 05-01 04:37 | BTC | Buy | 76433.8→77024.1 | +3.44 | timeout |
| 04-30 03:51 | BTC | Buy | 75752→75870 | +0.33 | timeout |
| 04-29 17:35 | BTC | Buy | 76692→75928 | -5.43 | timeout |
| 04-28 23:01 | BTC | Buy | 76198→76168 | -0.65 | timeout |
| 04-28 12:40 | BTC | Buy | 76851→76269 | -4.24 | timeout |
| 04-28 06:39 | BTC | Buy | 76801→76735 | -0.88 | timeout |
| 04-28 00:02 | BTC | Buy | 76838→77310 | +2.62 | timeout |
| 04-27 12:01 | BTC | Buy | 77617→77771 | +0.54 | timeout |
| 04-26 06:03 | BTC | Buy | 77431→77986 | +3.13 | timeout |
| 04-25 23:01 | BTC | Buy | 77269→77519 | +1.17 | timeout |
| 04-25 10:01 | BTC | Buy | 77475→77712 | +1.08 | timeout |
Paper vs Live
Paper (trades.jsonl)
60
closed
42%
win rate
-33.12
total pnl ($)
-11.1 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 | 60 | 42% | -11.1 | -33.12 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 02:50 | BTC | Buy | -0.46 | BTC was in a mild uptrend across all timeframes with low funding and steady OI. The thesis failed because the trade timed out without entry, likely due to the market not reaching the intended trigger price within the allowed window. |
| 05-09 20:44 | BTC | Buy | +0.57 | BTC was in a mild intraday uptick but remained weak on higher timeframes, with negative weekly performance and low funding. The trade closed on timeout, failing to capture meaningful movement as the thesis lacked directional conviction in a choppy, low-vola… |
| 05-09 14:15 | BTC | Buy | +0.61 | BTC traded in a narrow range with low volatility, showing slight bearish bias over the 24h and 7d periods. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period. |
| 05-09 04:09 | BTC | Buy | +2.39 | The market was in a mild intraday uptick but remained in a broader downtrend over the past week. The thesis failed because the trade was closed by timeout before the expected move materialized, as the short-term bounce lacked sufficient momentum to trigger … |
| 05-08 20:31 | BTC | Buy | +1.51 | BTC was in a mild intraday uptick within a broader weekly downtrend, with low funding and declining open interest. The trade closed on timeout because the thesis lacked a catalyst to overcome the bearish macro pressure, resulting in a small positive PnL fro… |
| 05-08 02:00 | BTC | Buy | -0.39 | The market was in a neutral-to-slightly-bullish regime with low funding and moderate open interest. The thesis failed because the trade was closed due to a timeout, preventing the position from reaching its intended target or stop. |
| 05-07 13:11 | BTC | Buy | -1.47 | The market was in a low-funding, sideways consolidation with no clear directional momentum. The thesis failed because the trade expired without reaching a target or stop, as the lack of volatility prevented any profitable move within the timeout period. |
| 05-06 22:09 | BTC | Buy | -0.83 | BTC was in a mild intraday uptick but remained in a broader weekly downtrend with low funding. The thesis failed because the trade expired without reaching the target, as the market lacked the momentum to trigger an entry before the timeout. |
| 05-04 23:27 | BTC | Buy | -0.30 | The market exhibited a neutral regime with Bitcoin trading flat on a 1-hour timeframe and funding rates near zero. The trade failed because the entry was never executed, resulting in a timeout close rather than a realized profit or loss. |
| 05-02 21:04 | BTC | Buy | -0.15 | BTC was consolidating near session highs ($78,495, +0.75% on the day) with funding rates compressed deeply negative (-0.001%), signaling renewed short positioning after the initial bounce setup deteriorated. The trade's thesis failed because the 24h low bou… |